skeleton.decomp decomposes the input sparse matrix (n*m) and return the three matrices C (n*r), U (r*r), and R (r*m).
Only sparse matrix defined by the Matrix package is acceptable as the input.
Usage
skeleton.decomp(A, r, thr=1E-10, num.iter=30)
Arguments
A
The input sparse matrix.
r
Rank parameter to specify the lower dimension (r <= min(A)).
thr
The threshold to determine the convergence (Default: 1E-10).
num.iter
The number of iteration (Default: 30).
Value
C : A[I, :]
U : inverse(A[I, J])
R : A[:, J]
rowidx :The indices of rows
colidx : The indices of columns
RecError : The reconstruction error between data matrix and reconstructed matrix from C, U, and R
RelChange : The relative change of the error
References
I. V. Oseledets, et. al., (2010). TT-cross approximation for multidimensional arrays. Linear Algebra and its Applications