Fixed B matrix in bidiag2
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1 changed files with 4 additions and 3 deletions
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@ -60,8 +60,7 @@ Julia version of the bidiag2 MATLAB function in Björck and Indahl (2017)
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### Returns:
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- beta - Matrix with regression coefficients (including constant term if centre==true)
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- W, T, B - Matrices such that X \approx T*B*W'.
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B in compact form, use following to create full: B2 = zeros(A,A); B2[diagind(B2)] = B[:,1]; B2[diagind(B2,1)] = B[2:end,2];
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- W, B, T - Matrices such that X \approx T*B*W'.
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"""
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function bidiag2(X, y, A, centre=true)
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@ -117,6 +116,8 @@ if centre
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beta = [b0; beta];
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end
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returnvals = beta, W, T, B
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B = Bidiagonal(B[:,1], B[1:end-1,2], :U);
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returnvals = beta, W, B, T
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return returnvals
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end
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