rsvd {pbdML} | R Documentation |
Random SVD
rsvd(x, k = 1, q = 3, retu = TRUE, retvt = TRUE)
x |
The input data matrix. |
k |
The number of singular values and/or left/right singular vectors to estimate. |
q |
An integer exponent, say 1, 2, or 3. See the paper for details. |
retu |
Logical; should the left singular vectors ("U") be returned? |
retvt |
Logical; should the transposed right singular vectors ("VT") be returned? |
A list cotaining the singular values, and, if requested, the left and/or right singular vectors.
George Ostrouchov and Drew Schmidt
Halko, Martinsson, and Tropp. 2011. Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions. SIAM Review 53 217-288.
## Not run: x <- matrix(rnorm(30), 10) rsvd(x) ## End(Not run)