24 lines
737 B
R
24 lines
737 B
R
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#' Higher Order Singular Value Decomposition
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#'
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#' @param X multi-dimensional array (at least a matrix)
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#' @param nu Number of Singula Vector per mode. Defaults to a complete HO-SVD.
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#' @param eps tolerance for detecting linear dependence in columns of a matrix.
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#' Used for rank deduction and passed to \code{\link{qr}}.
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#'
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#' @export
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HOSVD <- function(X, nu = NULL, eps = 1e-07) {
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if (!missing(nu)) {
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stopifnot(all(nu <= dim(X)))
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}
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# Compute per mode singular vectors
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Us <- Map(function(i) {
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xx <- mcrossprod(X, , i)
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La.svd(xx, if (is.null(nu)) qr(xx, tol = eps)$rank else nu[i], 0)$u
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}, seq_along(dim(X)))
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# Compute Core tensor
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C <- mlm(X, Map(t, Us))
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list(C = C, Us = Us)
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}
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