A better approach to centering
alexpghayes opened this issue · 2 comments
alexpghayes commented
Karl from lab meeting:
(I - n^{-1} 1 1')A
that is row centering
A ~ UDV'
(I - n^{-1} 1 1') A ~ (I - n^{-1} 1 1') UDV'
so... we can svd(A)
then column center U
Then cholesky?? to reorthogonalize. (QR?)
alexpghayes commented
cc @karlrohe @MuzheZeng I am very on board with implementing this change but would prefer that someone else sort out the mathematical details and send me a quick writeup, rather than figuring them out myself.
MuzheZeng commented
@alexpghayes I emailed you.