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FactorizationByFastIndependentComponentAnalysisFactorize Method

Factorizes the input matrix X into a product of two matrices with the specified rank.

Namespace: Altaxo.Calc.LinearAlgebra.Double.Factorization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
public (Matrix<double> W, Matrix<double> H) Factorize(
	Matrix<double> X,
	int rank
)

Parameters

X  MatrixDouble
The input matrix to factorize.
rank  Int32
The target rank of the factorization.

Return Value

ValueTupleMatrixDouble, MatrixDouble
A tuple of factor matrices (W, H) such that X ≈ W * H.

Implements

ILowRankMatrixFactorizationFactorize(MatrixDouble, Int32)
Remarks
This implementation centers the input matrix X in-place. The returned factors therefore satisfy X_centered ≈ W * H.
See Also