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

Output

See Also

ml_compress_fac