ml_compress_ldl

LDL^T row/column compression.

Contents

Syntax

[Z, Y] = ml_compress_ldl(Z, Y, tol, type)

Description

Computes a column or row compression of the matrices Z and Y using an
eigenvalue decomposition. Usually used to approximate the products
Z'*Y*Z (row compression) or Z*Y*Z' (column compression) via low-rank
factors.

Input

Z    - matrix of dimensions n x m (column compression) or m x n
       (row compression)
Y    - symmetric matrix of dimensions m x m
tol  - nonnegative scalar, tolerance multiplied with the largest
       singular value to determine the rank of the approximation
type - string, switching between row and column compression
         'c', 'col', 'column' - for column compression
         'r', 'row'           - for row compression

Output

Z    - matrix of dimensions n x r in case of column compression and
       r x n in case of row compression
Y    - matrix of dimensions r x r

See Also

ml_compress_fac