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Prepare the data for whitening

rs_prepare_whitening.Rd

Prepares the data for subsequent usag in ICA. WARNING! Incorrect use can cause kernel crashes. Wrapper around the Rust functions with type checks are provided in the package.

Usage

rs_prepare_whitening(x, fast_svd, seed, rank, oversampling, n_power_iter)

Arguments

x

The matrix to whiten. The whitening will happen over the columns.

fast_svd

Boolean. Shall a randomised SVD be used. This is way faster on larger data sets.

seed

Integer. Only relevant with fast_svd is set to TRUE.

rank

Integer. How many ranks to use for the fast SVD approximation. If you supply NULL, it will default to 10L. Only relevant with fast_svd is set to TRUE.

oversampling

Integer. Oversampling parameter to make the approximation more precise. If you supply NULL, it will default to 10L. Only relevant with fast_svd is set to TRUE.

n_power_iter

Integer. How much shall the QR low rank approximation be powered. If you supply NULL, it will default to 2L.

Value

A list containing:

  • x - The preprocessed matrix.

  • k - The pre-whitening matrix k.