P3: Column-wise whitening of S

[magsol]

The very first step of the algorithm, before the loops even begin, is to whiten the columns of the input matrix S. This means subtracting off the mean and rescaling the columns to have unit norms.

Luckily, thunder-project has the perfect function: http://thunder-project.org/thunder/docs/generated/thunder.RowMatrix.html#thunder.RowMatrix.zscore . Make sure we specify axis = 1 (the column axis) and this will perform the whitening.