orthogonality_violation

Computes the orthogonality constraint violation defined as the distance (infinity norm) between \(U^\top U\) and the identity matrix.

Implements an algorithm for computing multiple sparse principal
components of a dataset. The method is based on Cory-Wright and Pauphilet
"Sparse PCA with Multiple Principal Components" (2022)
<doi:10.48550/arXiv.2209.14790>. The algorithm uses an iterative deflation
heuristic with a truncated power method applied at each iteration to compute
sparse principal components with controlled sparsity.

Jean Pauphilet

msPCA

Sparse Principal Component Analysis with Multiple Principal
Components

Ryan Cory-Wright

orthogonality_violation function

<dl><dt>U</dt>
<dd>A matrix. Each column correspond to an p-dimensional PC.</dd></dl>

Arguments

Orthogonality constraint violation — orthogonality_violation

<dl>

<dt>U</dt>
<dd>A matrix. Each column correspond to an p-dimensional PC.</dd>

</dl>

orthogonality_violation: Orthogonality constraint violation

Description

Usage

Value

Arguments

Examples