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Use of SVD twice #7

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kevhuy opened this issue Apr 26, 2022 · 0 comments

kevhuy commented Apr 26, 2022 •

edited

Dear Justin

First of all, thanks a lot for your excellent implementation of sparse PCA using proximal gradient methods!
I was looking through your Python code for sparse PCA and found that you used the SVD of the data matrix twice for the initialization of the optimization algorithm, see:
https://github.com/xinging-birds/AManPG/blob/7566b947982016a722ef9e4ec2e2206458065cae/Python/sparsepca/sparsepca.py#L65-L68

Is this intentional or did you simply overlook this when reviewing the code?

Best,
Kevin

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