bdsvd

Authors Jan O. Bauer, Ron Holzapfel

Last update 26 March 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 0.1-0, 0.2.0, 0.2.1, 1.2.1

Description

Provides methods to perform block diagonal covariance matrix detection using singular vectors ('BD-SVD'), which can be extended to inherently sparse principal component analysis ('IS-PCA'). The methods are described in Bauer (2025) <doi:10.1080/10618600.2024.2422985> and Bauer (2026) <doi:10.48550/arXiv.2510.03729>.

Cites work

High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors

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