truncate_svd {RaJIVE}

Truncates a robust SVD.

Description

Removes columns from the U, D, V matrix computed form an SVD.

Usage

truncate_svd(decomposition, rank)

Arguments

decomposition

List. List with entries 'u', 'd', and 'v'from the svd function.

rank

List. List with entries 'u', 'd', and 'v'from the svd function.

Value

The trucated robust SVD of X.