Function to reparameterize two matrices — .reparameterize • eSVD2

test

Usage

.reparameterize(x_mat, y_mat, equal_covariance)

Arguments

x_mat: matrix of dimension n by k
y_mat: matrix of dimension p by k
equal_covariance: boolean

Value

list of two matrices

Details

Designed to output matrices of the same dimension as x_mat and y_mat, but linearly transformed so x_mat %*% t(y_mat) is preserved but either x_mat %*% t(x_mat) is diagonal and equal to y_mat %*% t(y_mat) (if equal_covariance is FALSE) or x_mat %*% t(x_mat)/nrow(x_mat) is diagonal and equal to y_mat %*% t(y_mat)/nrow(y_mat) (if equal_covariance is TRUE)