Perform the polar decomposition of an n x p (n > p) matrix x into two parts: u and h,
where u is an n x p unitary matrix with orthogonal columns (i.e. crossprod(u) is the identity matrix),
and h is a p x p positive-semidefinite Hermitian matrix.
The function returns the u matrix.
This is a helper function of prs().
Usage
polar(x)
Value
a matrix of the unitary part of the polar decomposition.
Arguments
x
a matrix or Matrix, which is presumed full-rank.
References
Chen, F. and Rohe, K. (2020) "A New Basis for Sparse Principal Component Analysis."