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SSDL (version 1.1)

gradient: Supporting function for the gradient computation.

Description

The gradient computation using a parallel application of the function G_fun_cpp to a vector y, which is defined as a difference between a data sketch and the decomposition sketch, i.e. \(SK - SK(D\cdot A)\).

Usage

gradient(S, y, W)

Arguments

S

is a matrix

y

is a vector

W

is a frequency matrix

Value

a gradient stored in the matrix S.

See Also

Gradient_D_cpp_parallel