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Choose the number of components dynamically #23

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privefl opened this issue Oct 24, 2022 · 0 comments
Open

Choose the number of components dynamically #23

privefl opened this issue Oct 24, 2022 · 0 comments

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@privefl
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privefl commented Oct 24, 2022

Say I know the total variance of the matrix, and want to get 99% of that (let's call that T).

Instead of specifying k, would it be possible to implement a version of e.g. eigs_sym() that stops when sum(eigs$values^2) is larger than T?

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