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derekbeaton / GSVD

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Optimize decompositions #3

Closed derekbeaton closed 4 years ago

derekbeaton commented 5 years ago

Consider adding in the switches to alternate decompositions, or introducing an alternating least squares/power method for when data are very large and we only need a few components.

derekbeaton commented 4 years ago

this will be a feature for later. for now, these are pretty optimized in their current form of base R with no dependencies