Closed Edouard2laire closed 4 months ago
Note:
For long recordings, following code can be used for norm(WkernelJ)
tic; [U,S] = svd(M,'econ'); % Can be pre-computed [~,R] = qr(wKernel*U); max(svd(R*S)) toc;
Source: https://math.stackexchange.com/questions/67231/singular-value-decomposition-of-product-of-matrices
Time comparison:
tic norm(wKernel*M); toc tic; max(svd(wKernel*M)); toc; tic; [U,S] = svd(wKernel'); [~,R] = qr(M'*U); Prior(iAlpha) = max(svd(R*S)); toc;
on 45s data at 10Hz: Elapsed time is 0.118618 seconds. Elapsed time is 0.140532 seconds. Elapsed time is 0.109374 seconds.
On 10 minutes data:
Elapsed time is 23.214881 seconds. Elapsed time is 0.446106 seconds.
Note:
For long recordings, following code can be used for norm(WkernelJ)
Source: https://math.stackexchange.com/questions/67231/singular-value-decomposition-of-product-of-matrices
Time comparison:
on 45s data at 10Hz: Elapsed time is 0.118618 seconds. Elapsed time is 0.140532 seconds. Elapsed time is 0.109374 seconds.
On 10 minutes data:
Elapsed time is 23.214881 seconds. Elapsed time is 0.446106 seconds.