ssvd (version 1.0)

ssvd-package: Sparse SVD

Description

Obtain sparse SVD using fast iterative thresholding method, together with a fast initialization algorithm

Details

Package:

ssvd

Type:

Package

Version:

1.0

Date:

2013-09-25

License:

GPL (>= 2)

There are three main functions of the package: ssvd, ssvd.initial, and ssvd.iter.thresh

References

A Sparse SVD Method for High-dimensional Data

Examples

ssvd(matrix(rnorm(2^15),2^7,2^8), method = "method")
ans.initial <- ssvd.initial(matrix(rnorm(2^15),2^7,2^8), method = "method")
ans.iter <- ssvd.iter.thresh(matrix(rnorm(2^15),2^7,2^8), 
u.old=ans.initial$u, v.old= ans.initial$v, method = "method")