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Whitens the input matrix using SVD and returns the result.
wmat<-whiten( mat )
input matrix
rank to use
reduce the input matrix to k-size subspace
matrix is output
# NOT RUN { mat <- matrix(c(rep(1,100),rep(0,200)),ncol=50) wmat<-whiten( mat ) wmat2<-whiten( mat, 2, TRUE ) # }
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