Dsvd {FPCdpca}

Distributed svd

Description

Distributed svd is a technology that applies SVD to distributed computing environments.

Usage

Dsvd(data,K, nk,k)

Arguments

data

A independent variable.

K

the number of distributed nodes.

nk

the number of each blocks.

k

the desired target rank.

Value

MSEXs

the MSE of Xs

MSEvsvd

the MSE of vsvd

MSESsvd

the MSE of Ssvd

kopt

the size of optimal subset

Examples

#install.packages("matrixcalc")
library(matrixcalc)
K=20; nk=50; nr=10; p=8; k=4; n=K*nk;
data=matrix(c(rnorm((n-nr)*p,0,1),rpois(nr*p,100)),ncol=p)
Dsvd(data=data,K=K, nk=nk,k=k)