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.