search for: matrixfactorization

...am not sure if this should go to r-help or r-dev list. I have looked at some archives of R libraries but cannot seem to see a project that focuses on the new matrix factorization techniques that are showing up in the literature. I have made a list of them: https://sites.google.com/site/igorcarron2/matrixfactorizations they include Robust PCA, Dictionnary Learning, Sparse PCA and are mostly implemented in Matlab. What is most interesting is that even though they share the same names with techniques already listed in some R libraries, they really are implementing very different algorithms that perform better....

Hi all, I found that the PCA gave chaotic results when there are big changes in a few data points. Are there "improved" versions of PCA in R that can help with this problem? Please give me some pointers... Thank you! [[alternative HTML version deleted]]

Hi everyone: I try to use r to do the Cholesky Decomposition,which is A=LDL',so far I only found how to decomposite A in to LL' by using chol(A),the function Cholesky(A) doesnt work,any one know other command to decomposte A in to LDL' My r code is: library(Matrix) A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3) > chol(A) [,1] [,2] [,3] [1,] 1 1 1 [2,] 0 2 2