mySVD {mwTensor}

Singular Value Decomposition (SVD) as an example of user-defined matrix decomposition.

Description

The input data is assumed to be a matrix. When algorithms of MWCAParams and CoupledMWCAParams are specified as "mySVD", This function is called in MWCA and CoupledMWCA.

Usage

mySVD(Xn, k)

Arguments

Xn

The input matrix which has N-rows and M-columns.

k

The rank parameter (k <= min(N,M))

Value

The output matrix which has N-rows and k-columns.

Author(s)

Koki Tsuyuzaki

Examples

  if(interactive()){
    # Test data
    matdata <- matrix(runif(10*20), nrow=10, ncol=20)
    # Perform SVD
    mySVD(matdata, k=3)
  }