Higher-Order Generalized Singular Value Decomposition

Implementation of higher order generalized singular value decomposition (HO GSVD). Based on Ponnapalli, Saunders, etal (2011) .


Higher-Order Generalized Singular Value Decomposition for R

Installation Instructions

library('devtools')
install_github('barkasn/hogsvdR')

Example

N <- 3
nrow <- c(10,10,10)
ncol <- 10
s <- 1:N
D <- lapply(s, function(x) {matrix(rnorm(n=nrow[x]*ncol,mean = 0, sd =10),nrow[x],ncol)})
res <- hogsvd(D)

D.reconstruct <- lapply(1:N, function(n) { res$U[[n]] %*% diag(res$Sigma[[n]]) %*% t(res$V) })

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Reference manual

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install.packages("hogsvdR")

0.1 by Nikolas Barkas, a year ago


https://github.com/barkasn/hogsvdR


Report a bug at https://github.com/barkasn/hogsvdR/issues


Browse source code at https://github.com/cran/hogsvdR


Authors: Nikolas Barkas [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, Rcpp

Suggests testthat

Linking to Rcpp, RcppArmadillo


See at CRAN