The input data is assumed to be a matrix.
CX decomposes the matrix to two low-dimensional factor matices.
C is not an estimated values but the actual column vectors sampled from the matrix.
C: A N-rows and J-columns matrix contains the sampled column vectors from the input matrix A.
X: A J-rows and M-columns matrix.
indC: The sampled column indices.
RecError : The reconstruction error between data matrix and reconstructed
matrix from C and X.
Arguments
A
The input matrix which has N-rows and M-columns.
rank
The number of low-dimension (J < {N,M}).
If this argument is not specified or specified as NULL, the low-dimension is estimated based on the cumulative singular value (Default: NULL).
thr
The threshold to determine the low-dimension J.
The value must be range 0 to 1 (Default: 0.9).
c.method
The column sampling algorithm (Default: best.match).
Author
Koki Tsuyuzaki
References
Petros Drineas et.al., (2008). Relative-error CUR Matrix Decompositions. SIAM J. Matrix Anal. Appl.