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Distributed random PCA
Drpca(data,K, nk,d)
MSEXrp, MSEvrp, kSopt, kxopt
is sparse random projection matrix
is the number of distributed nodes.
is the size of subsets.
is the dimension number. n is the sample size. p the number of variables.
K=20; nk=50; nr=50; p=8;d=5; n=K*nk; data=matrix(c(rnorm((n-nr)*p,0,1),rpois(nr*p,100)),ncol=p)
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