mwTensor (version 1.1.0)

myICA: Independent Component Analysis (ICA) as an example of user-defined matrix decomposition.

Description

The input data is assumed to be a matrix. When algorithms of MWCAParams and CoupledMWCAParams are specified as "myICA", This function is called in MWCA and CoupledMWCA.

Usage

myICA(Xn, k)

Value

The output matrix which has N-rows and k-columns.

Arguments

Xn

The input matrix which has N-rows and M-columns.

k

The rank parameter (k <= min(N,M))

Author

Koki Tsuyuzaki

References

A. Hyvarinen. (1999). Fast and Robust Fixed-Point Algorithms for Independent Component Analysis. IEEE Transactions on Neural Networks, 10(3), 626-634.

Examples

  if(interactive()){
    # Test data
    matdata <- matrix(runif(10*20), nrow=10, ncol=20)
    # Perform ICA
    myICA(matdata, k=3)
  }