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Li takes the first k columns of matrix d in SVD, while alpha is the mean of all the u of SVD result in each modality
initialization(WL, k)
A list of similarity matrices
A parameter to specify the cluster number
A list with N+2 elements, the former N as modality private sub-matrices, the Nth as the shared sub-matrix and the last one as 1
# NOT RUN { WL <- simu_data_gen() new_WL_list <- initialize_WL(WL) k <- 5 init_list <- initialization(new_WL_list,k) # }
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