hamsta.preprocess.SVD#
- hamsta.preprocess.SVD(A, Q=None, LAD=None, k=None)#
- SVD, with covariate and output options. When k is set, run truncated SVD in scikit learn.Else, compute all the components with jax SVD- Parameters
- Returns
- E501 
- Return type
- (U, S)in SVD of- X = U * S @ Vh, where X is A/sqrt(N) with A standardized # noqa