Pm {seedCCA}

Projection of a seed matrix on to the column subspace of M with respect to Sx inner-product

Description

The function reuturns a projection of a seed matrix on to the column subspace of M with respect to Sx inner-product.

Usage

Pm(M, Sx, seed)

Arguments

M

numeric matrix (p * k), a basis matrix of the column space of M

Sx

a inner-product matrix

seed

seed matrix

Examples

data(cookie)
myseq<-seq(141,651,by=2)
X<-as.matrix(cookie[-c(23,61),myseq])
Y<-as.matrix(cookie[-c(23,61),701:704])

## using cov(X,Y) as a seed matrix
seed <- cov(X,Y)
col.num <- dim(seed)[2]
M <- iniCCA(X, Y, u=4, num.d=col.num)
Sx <- cov(X)
Pm(M, Sx, seed)

## using the first 2 largest eigenvectors of cov(X,Y) as a seed matrix
seed2 <- svd(cov(X,Y))$u[,1:2]
M2 <- iniCCA(X, Y, u=4, num.d=2)
Pm(M, Sx, seed2)