s4vd

This is a fork of the Sill-Kaiser implementation of sparse singular value biclustering methods for R¹ by Lee, Shen, Huange, and Marron².

We've tweaked the package for performance using, among other tricks, the irlba³ fast partial singular value decomposition method of Baglama and Reichel⁴ and the foreach package ⁵.

More details on the changes are outlined in detail here /~https://github.com/bwlewis/s4vd/blob/master/vignettes/s4vdp4.pdf

References

1. http://cran.r-project.org/web/packages/s4vd
2. Biclustering via Sparse Singular Value Decomposition, M. Lee, H. Shen, J. Huang, J. S. Marron, Biometrics 66, pp. 1087-1095, December 2010.
3. http://cran.r-project.org/web/packages/irlba
4. Augmented Implicitly Restarted Lanczos Bidiagonalization Methods, J. Baglama and L. Reichel, SIAM J. Sci. Comput. 2005.
5. http://cran.r-project.org/web/packages/foreach

Installation

library(devtools)                  
install_github('mwsill/s4vd')