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FactorizationByFastIndependentComponentAnalysisWhiteningBySvd Method

Performs SVD-based whitening with a heuristic choice between full and truncated SVD:
  • Full SVD when k is large.
  • Truncated SVD when k is significantly smaller than min(n, m).

Namespace: Altaxo.Calc.LinearAlgebra.Double.Factorization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
public static (Matrix<double> Xwhite, Matrix<double> V_k, Vector<double> S_k) WhiteningBySvd(
	Matrix<double> X,
	int k
)

Parameters

X  MatrixDouble
Input data matrix (samples x features).
k  Int32
Number of principal components to keep.

Return Value

ValueTupleMatrixDouble, MatrixDouble, VectorDouble
A tuple containing the whitened data matrix, the retained right-singular vectors, and the retained singular values.
Exceptions
ExceptionCondition
ArgumentOutOfRangeException Thrown when k is less than or equal to 0 or larger than min(n, m).
See Also