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mimi (version 0.1.0)

wlra: wlra

Description

wlra

Usage

wlra(x, w = NULL, lambda = 0, x0 = NULL, thresh = 1e-05,
  maxit = 1000, rank.max = NULL)

Arguments

x

nxp matrix to be approximates

w

nxp matrix of weights (optional)

lambda

regularization parameter

x0

nxp matrix of initial values

thresh

convergence criterion

maxit

maximum number of iterations

rank.max

maximum number of sv to compute

Value

a list containing the following elements

d

the vector of singular values

u

the left singular vectors

v

the right singular vectors

convergence

boolean indicating if algorithm converged before maxit iterations

iter

number of iterations performed