Compute a truncated SVD for a CLAMP input matrix

Source: R/utils.R

By default, the SVD backend is auto-detected from the class of Y: bigstatsr::big_SVD for FBM objects, irlba::irlba for sparse dgCMatrix objects, and rsvd::rsvd otherwise. A specific backend can be forced via method. Used by the CLAMP solvers so that the SVD step is handled in one place.

compute_svd(Y, k = NULL, method = NULL)

Arguments

Y

A matrix-like object (dense matrix, dgCMatrix, or FBM).

k

Integer number of components to compute. If NULL (the default), select_svd_k(Y) is used.

method

One of "rsvd", "irlba", or "big_SVD". If NULL (the default), the backend is auto-detected from the class of Y.

Value

A list with d, u, v components (structure depends on the backend but these three fields are always present).

Examples

set.seed(1)
Y <- matrix(rnorm(100), nrow = 20, ncol = 5)
res <- compute_svd(Y, k = 3)
length(res$d)
#> [1] 3

# Force a specific backend:
res2 <- compute_svd(Y, k = 3, method = "rsvd")