This is the website for related research on functional singular value decomposition. Most of the research is conducted by Lingsong Zhang and his collaborators.
code for robust regularized singular value decomposition
currently we only have matlab function for this robust functional singular value decomposition. We are developing an R package as well.
- main function for robust regularized singular value decomposition (robfsvdls.m)
- other related functions. please put them in the same directory of the main function. (huberweightls.m, ssmatls.m)
more simulation results for functional singular value decomposition
more visualization for the Spanish mortality rate data
