Whitens the input matrix using SVD and returns the result.
whiten(x, k = NA, reducex = FALSE)
input matrix
rank to use
reduce the input matrix to k-size subspace
matrix is output
# NOT RUN {
mat <- matrix(rnorm(300),ncol=50)
wmat<-whiten( mat )
wmat2<-whiten( mat, 2, TRUE )
# }
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