FPCdpca (version 0.4.0)

Dsvd: Distributed svd

Description

Distributed svd

Usage

Dsvd(data,K, nk,k)

Value

MSE of Xs,vsvd,Ssvd and kopt.

Arguments

data

a real input matrix (or data frame) to be decomposed.

K

the number of blocks into which variable X is divided.

nk

The number of each blocks.

k

the desired target rank.

Examples

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)