<p>Decompositions of an orthogonal matrix <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="13370_2025_1283_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="21" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varvec{Q}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">Q</mi> </mrow> </math></EquationSource> </InlineEquation> are valuable on their own and play a crucial role in statistics by simplifying the often challenging estimation of <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="13370_2025_1283_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="21" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varvec{Q}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">Q</mi> </mrow> </math></EquationSource> </InlineEquation> when it is part of a model or method. It’s important to note that, in some cases, any orthogonal matrix generated by permuting and/or flipping the signs of the columns of <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="13370_2025_1283_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="21" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varvec{Q}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">Q</mi> </mrow> </math></EquationSource> </InlineEquation> is sufficient; principal component analysis (PCA) is one such example. With this in mind, we propose a decomposition of <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="13370_2025_1283_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="21" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varvec{Q}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">Q</mi> </mrow> </math></EquationSource> </InlineEquation>, called LRDP, which allows control over the order and the sign of the columns. Due to its structure, our proposal enables the definition of simplified decompositions that can reproduce <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="13370_2025_1283_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="21" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varvec{Q}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">Q</mi> </mrow> </math></EquationSource> </InlineEquation> up to a permutation of the columns (LRD decomposition), up to a sign flip of the columns (LRP decomposition), or up to both (LR decomposition). Additionally, we introduce <b>LRDP</b>, an <Emphasis FontCategory="SansSerif">R</Emphasis> package provided as supplementary material, specifically designed to implement our decomposition. We illustrate its functionality using a benchmark dataset from the PCA literature.</p>

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LRDP: an R package implementing a new class of decompositions for orthogonal matrices

  • Luca Bagnato,
  • Antonio Punzo

摘要

Decompositions of an orthogonal matrix \(\varvec{Q}\) Q are valuable on their own and play a crucial role in statistics by simplifying the often challenging estimation of \(\varvec{Q}\) Q when it is part of a model or method. It’s important to note that, in some cases, any orthogonal matrix generated by permuting and/or flipping the signs of the columns of \(\varvec{Q}\) Q is sufficient; principal component analysis (PCA) is one such example. With this in mind, we propose a decomposition of \(\varvec{Q}\) Q , called LRDP, which allows control over the order and the sign of the columns. Due to its structure, our proposal enables the definition of simplified decompositions that can reproduce \(\varvec{Q}\) Q up to a permutation of the columns (LRD decomposition), up to a sign flip of the columns (LRP decomposition), or up to both (LR decomposition). Additionally, we introduce LRDP, an R package provided as supplementary material, specifically designed to implement our decomposition. We illustrate its functionality using a benchmark dataset from the PCA literature.