logisticPCA (version 0.2)

project.Fantope: Project onto the Fantope

Description

Project a symmetric matrix onto the convex set of the rank k Fantope

Usage

project.Fantope(x, k)

Arguments

x

a symmetric matrix

k

the rank of the Fantope desired

Value

H

a rank k Fantope matrix

U

a k-dimentional orthonormal matrix with the first k eigenvectors of H