The Flag Decomposition factors a matrix with a nested column hierarchy into an orthonormal flag, a block upper triangular matrix, and a permutation, computed by a block Gram-Schmidt algorithm.
Manopt, a Matlab toolbox for optimization on manifolds.JMLR, 15(1):1455–1459, 2014
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A Flag Decomposition for Hierarchical Datasets
The Flag Decomposition factors a matrix with a nested column hierarchy into an orthonormal flag, a block upper triangular matrix, and a permutation, computed by a block Gram-Schmidt algorithm.