R/UpdateUnfol.R

In villardon/MultBiplotR: Multivariate Analysis Using Biplots in R

UpdateUnfol <- function(X, Y, W, Dh, eps=2.2204e-16) {
  n = dim(Dh)[1]
  m = dim(Dh)[2]
  D = DistUnfold(X, Y)
  R = diag(as.vector(W %*% matrix(1, m, 1)))
  C = diag(as.vector(matrix(1, 1, n) %*% W))

  E = matrix(as.numeric(D <= eps), n, m)
  B = W * Dh/(D + E)
  B = B * matrix(as.numeric(E == 0), n, m)
  print(Dh)
  
  P = diag(as.vector(B %*% matrix(1, m, 1)))
  Q = diag(as.vector(matrix(1, 1, n) %*% B))

  X1 = P %*% X - B %*% Y
  Y1 = Q %*% Y - t(B) %*% X
  X = solve(R) %*% (X1 + W %*% Y)
  Y = solve(C) %*% (Y1 + t(W) %*% X)
  Conf = list(X = X, Y = Y)
  return(Conf)
}