FPCdpca (version 0.1.0)

Dsvd: Distributed svd

Description

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

Usage

Dsvd(data,K, nk,k)

Value

MSEXs

the MSE of Xs

MSEvsvd

the MSE of vsvd

MSESsvd

the MSE of Ssvd

kopt

the size of optimal subset

Arguments

data

A independent variable.

K

the number of distributed nodes.

nk

the number of each blocks.

k

the desired target rank.

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)