Decompositions & Factorizations

1 Overview

Matrix decompositions and factorizations (SVD, PCA, QR, Cholesky, eigen, solve, pseudoinverse) operating on HDF5Matrix objects via standard R generics.

2 Functions

2.1 crossprod

S3 generic for . Dispatches to for objects, and to for all others.

2.2 crossprod.HDF5Matrix

crossprod.HDF5Matrix

2.3 tcrossprod

S3 generic for . Dispatches to for objects, and to for all others.

2.4 tcrossprod.HDF5Matrix

tcrossprod.HDF5Matrix

2.5 svd

S3 generic for . Dispatches to for objects, and to for all others.

2.6 svd.HDF5Matrix

svd.HDF5Matrix

2.7 prcomp.HDF5Matrix

prcomp.HDF5Matrix

2.8 eigen

Overrides to dispatch on objects. For plain R matrices the call is forwarded to .

2.9 qr

Overrides to dispatch on objects. For plain R matrices the call is forwarded to .

2.10 qr.HDF5Matrix

qr.HDF5Matrix

2.11 chol.HDF5Matrix

Computes the lower-triangular Cholesky factor L such that A = L L’. The input matrix must be square and symmetric positive-definite.

2.12 solve.HDF5Matrix

Computes the matrix inverse of a symmetric positive-definite HDF5Matrix using Cholesky decomposition + back-substitution. Equivalent to for SPD matrices.

2.13 pseudoinverse

Generic function for computing the Moore-Penrose pseudoinverse. The method computes the pseudoinverse entirely on disk using block-wise SVD; the full matrix is never loaded into RAM.

Delegates to . Result stored in the same HDF5 file under by default.

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title: "Decompositions & Factorizations"
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## Overview

Matrix decompositions and factorizations (SVD, PCA, QR, Cholesky, eigen, solve, pseudoinverse) operating on HDF5Matrix objects via standard R generics.

## Functions


### [crossprod](crossprod.qmd)

S3 generic for \code{crossprod()}. Dispatches to
\code{\link{crossprod.HDF5Matrix}} for \code{HDF5Matrix} objects,
and to \code{base::crossprod()} for all others.


### [crossprod.HDF5Matrix](crossprod.HDF5Matrix.qmd)

crossprod.HDF5Matrix

### [tcrossprod](tcrossprod.qmd)

S3 generic for \code{tcrossprod()}. Dispatches to
\code{\link{tcrossprod.HDF5Matrix}} for \code{HDF5Matrix} objects,
and to \code{base::tcrossprod()} for all others.


### [tcrossprod.HDF5Matrix](tcrossprod.HDF5Matrix.qmd)

tcrossprod.HDF5Matrix

### [svd](svd.qmd)

S3 generic for \code{svd()}. Dispatches to \code{\link{svd.HDF5Matrix}}
for \code{HDF5Matrix} objects, and to \code{base::svd()} for all others.


### [svd.HDF5Matrix](svd.HDF5Matrix.qmd)

svd.HDF5Matrix

### [prcomp.HDF5Matrix](prcomp.HDF5Matrix.qmd)

prcomp.HDF5Matrix

### [eigen](eigen.qmd)

Overrides \code{base::eigen()} to dispatch on \code{HDF5Matrix}
objects. For plain R matrices the call is forwarded to
\code{base::eigen()}.


### [qr](qr.qmd)

Overrides \code{base::qr()} to dispatch on \code{HDF5Matrix} objects.
For plain R matrices the call is forwarded to \code{base::qr()}.


### [qr.HDF5Matrix](qr.HDF5Matrix.qmd)

qr.HDF5Matrix

### [chol.HDF5Matrix](chol.HDF5Matrix.qmd)

Computes the lower-triangular Cholesky factor L such that A = L L'.
The input matrix must be square and symmetric positive-definite.


### [solve.HDF5Matrix](solve.HDF5Matrix.qmd)

Computes the matrix inverse of a symmetric positive-definite HDF5Matrix
using Cholesky decomposition + back-substitution.  Equivalent to
\code{base::solve(A)} for SPD matrices.


### [pseudoinverse](pseudoinverse.qmd)

Generic function for computing the Moore-Penrose pseudoinverse.
The \code{HDF5Matrix} method computes the pseudoinverse entirely on
disk using block-wise SVD; the full matrix is never loaded into RAM.

Delegates to \code{bdpseudoinv_hdf5()}. Result stored in the same
HDF5 file under \code{OUTPUT/<dataset>_pinv} by default.