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svd_centered

Function svd_centered 

Source
pub fn svd_centered<T: SvdFloat, M: SparseMatDense<T>>(
    a: &M,
    rank: usize,
    seed: Option<u64>,
) -> Result<SvdRec<T>>
Expand description

PCA: the rank largest singular triplets of the implicitly mean-centered matrix.

The centering is applied as a rank-1 correction inside each product, so the matrix is never densified.