rsvddpd

MaRDI QIDQ119652CRANFDO

Authors Subhrajyoty Roy

Last update 20 September 2025

Copyright license MIT license, File License

Software version identifier 1.0.0, PACKAGES.rds, 1.0.1

Description

Computing singular value decomposition with robustness is a challenging task. This package provides an implementation of computing robust SVD using density power divergence (<doi:10.48550/arXiv.2109.10680>). It combines the idea of robustness and efficiency in estimation based on a tuning parameter. It also provides utility functions to simulate various scenarios to compare performances of different algorithms.

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