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Rust implementation of prcomp

rs_prcomp.Rd

Runs the singular value decomposition over the matrix x. Assumes that samples = rows, and columns = features.

Usage

rs_prcomp(x, scale)

Arguments

x

Numeric matrix. Rows = samples, columns = features.

scale

Boolean. Shall the columns additionally be scaled.

Value

A list with:

  • scores - The product of x (centred and potentially scaled) with v.

  • v - v matrix of the SVD.

  • s - Eigenvalues of the SVD.

  • scaled - Boolean. Was the matrix scaled.