Simple whitening function.

Whitens the input matrix using SVD and returns the result.

whiten(x, k = NULL, reducex = FALSE)

Arguments

x

input matrix

k

rank to use

reducex

reduce the input matrix to k-size subspace

Value

matrix is output

Author

Avants BB

Examples

mat <- matrix(rnorm(300), ncol = 50)
wmat <- whiten(mat)
wmat2 <- whiten(mat, 2, TRUE)