ml_compress_fac
SVD-based column/row compression.
Contents
Syntax
Z = ml_compress_fac(Z, tol, type)
Description
Computes a column or row compression of the matrix Z using the SVD. Usually used to approximate the products Z'*Z or Z*Z' via a low-rank factor.
Input
- Z - matrix of dimensions n 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 m in case of row compression
See Also