Form a whitened matrix for genpca geometry

Applies square-root scalings of the row and column metrics to obtain the whitened matrix W = R_M^T X R_A, where A = R_A^T R_A and M = R_M^T R_M.

Usage

whitened_matrix(X, A, M)

Arguments

X

Numeric matrix of size T x V (time x voxels/parcels).

A

Column metric (V x V), symmetric positive definite.

M

Row metric (T x T), symmetric positive definite.

Value

The whitened matrix W as a Matrix.

See also

whitened_svd() for computing SVD of the whitened matrix

Other subspace analysis: procrustes_distance(), subspace_principal_angles(), whitened_svd()

Examples

# \donttest{
set.seed(1)
X <- matrix(rnorm(200), nrow = 20, ncol = 10)
A <- Matrix::Diagonal(ncol(X))
M <- Matrix::Diagonal(nrow(X))
W <- whitened_matrix(X, A, M)
# }