View PCAGD.jl
| using Random | |
| using LinearAlgebra | |
| using LowRankApprox | |
| """Orthogonalize and normalize the columns of A in-place.""" | |
| function orthogonal!(A) | |
| m, n = size(A) | |
| @inbounds for i in 1:n | |
| @inbounds for j in 1:i-1 | |
| view(A, :, i) .-= dot(view(A, :, j), view(A, :, i)) .* view(A, :, j) |