added initial commit of projection

R/project_onto_U.R

@@ -0,0 +1,79 @@
+project_onto_U <- function(
+    fit0, 
+    new_Y, 
+    new_Z, 
+    new_fixed_B
+) {
+
+  n <- nrow(new_Y)
+  m <- ncol(new_Y)
+  K <- ncol(fit0$U)
+
+  new_V <- matrix(
+    data = rnorm(m * K, sd = 1e-3),
+    nrow = m,
+    ncol = K
+  )
+
+  # here I need to integrate the new fixed b with the old fit
+  # add new size factors
+  new_B <- matrix(log(Matrix::colMeans(new_Y)))
+  colnames(new_B) <- "col_size_factor"
+  n_b <- 1
+
+  LL <- t(cbind(fit0$U %*% diag(sqrt(fit0$d)),fit0$X,fit0$W))
+  FF <- t(cbind(new_V %*% diag(sqrt(fit0$d)),new_B,new_Z))
+
+  update_indices_f <- 1:K
+
+  FFnew <- matrix(FF,nrow(FF),m)
+  # Now, project onto U...
+  update_factors_faster_parallel(
+    L_T = t(LL),
+    FF = FFnew,
+    M = as.matrix(LL[update_indices_f,,drop = FALSE] %*% new_Y),
+    update_indices = update_indices_f - 1,
+    num_iter = 1000,
+    line_search = TRUE,
+    alpha = .01,
+    beta = .25
+  )
+
+  FF <- FFnew
+
+  # now, I need to orthonormalize the entire fit
+  fit <- list()
+
+  fit$U <- t(LL[1:K,, drop = FALSE])
+  fit$V <- t(FF[1:K,, drop = FALSE])
+
+  # I need to add back the dimnames here
+  fit$V <- rbind(fit$V, fit0$V %*% diag(sqrt(fit0$d)))
+
+  fit <- orthonormalize_fit(fit)
+  fit$W <- fit0$W
+  fit$X <- fit0$X
+  fit$Z <- rbind(new_Z, fit0$Z)
+  fit$B <- rbind(new_B, fit0$B)
+
+  rownames(fit$U) <- rownames(fit0$U)
+  colnames(fit$U) <- colnames(fit0$U)
+
+  rownames(fit$V) <- c(colnames(new_Y), rownames(fit0$V))
+  colnames(fit$V) <- colnames(fit0$V)
+
+  rownames(fit$W) <- rownames(fit0$W)
+  colnames(fit$W) <- colnames(fit0$W)
+
+  rownames(fit$Z) <- c(colnames(new_Y), rownames(fit0$Z))
+  colnames(fit$Z) <- colnames(fit0$Z)
+
+  rownames(fit$B) <- c(colnames(new_Y), rownames(fit0$B))
+  colnames(fit$B) <- colnames(fit0$B)
+
+  rownames(fit$X) <- rownames(fit0$X)
+  colnames(fit$X) <- colnames(fit0$X)
+
+  return(fit)
+
+}