From e0d9a447df8d262822688da7cd94e9fc4405f4ab Mon Sep 17 00:00:00 2001
From: Joakim Skogholt <onlinereg@skogholt.xyz>
Date: Thu, 18 May 2023 13:35:34 +0200
Subject: [PATCH] And TRSegmentOrthThingy

---
 src/TR.jl | 13 +++++++++++++
 1 file changed, 13 insertions(+)

diff --git a/src/TR.jl b/src/TR.jl
index 6c0617f..f3c3db3 100644
--- a/src/TR.jl
+++ b/src/TR.jl
@@ -121,7 +121,20 @@ TRObj   = TRSVD(U, s, V, mX, regType, regParam1, regMat, n, p);
 return TRObj
 end
 
+function TRSegmentOrth(X, segments)
 
+n = size(X,1);
+n_segments = maximum(segments);
+
+U = zeros(n,n);
+
+for seg in 1:n_segments
+    inds = vec(seg .== segments)
+    U[inds, inds], _, _ = svd(X[inds,:], full=false);
+end
+
+return U
+end
 
 """
     function TRVirCV(X, y, lambdas, regType="L2", regParam1=0, regParam2=1e-14)