truncate_svd: Truncates a robust SVD.
Description
Removes columns from the U, D, V matrix computed form an SVD.
Usage
truncate_svd(decomposition, rank)
Arguments
decomposition
List. List with entries 'u', 'd', and 'v'from the svd function.
rank
List. List with entries 'u', 'd', and 'v'from the svd function.
Value
The trucated robust SVD of X.