Removes columns from the U, D, V matrix computed form an SVD.
Usage
truncate_svd(decomposition, rank)
Arguments
- decomposition
List. List with entries 'u', 'd', and 'v'from the svd function.
- rank
List. List with entries 'u', 'd', and 'v'from the svd function.
Value
The trucated robust SVD of X.