| Title: | Singular Value Decomposition for Bioconductor Packages |
|---|---|
| Description: | Implements exact and approximate methods for singular value decomposition and principal components analysis, in a framework that allows them to be easily switched within Bioconductor packages or workflows. Where possible, parallelization is achieved using the BiocParallel framework. |
| Authors: | Aaron Lun [aut, cre, cph] |
| Maintainer: | Aaron Lun <[email protected]> |
| License: | GPL-3 |
| Version: | 1.21.2 |
| Built: | 2024-07-04 02:44:14 UTC |
| Source: | https://github.com/bioc/BiocSingular |
An overview of the available options when performing SVD with any algorithm.
If the dimensions of the input matrix are very different, it may be faster to compute the cross-product and perform the SVD on the resulting square matrix,
rather than performing SVD directly on a very fat or tall input matrix.
The cross-product can often be computed very quickly due to good data locality, yielding a small square matrix that is easily handled by any SVD algorithm.
This is especially true in cases where the input matrix is not held in memory.
Calculation of the cross-product only involves one read across the entire data set,
while direct application of approximate methods like irlba or rsvd would need to access the data multiple times.
The various BiocSingular SVD functions allow users to specify the minimum fold difference (via the fold argument) at which a cross-product should be computed.
Setting fold=1 will always compute the cross-product for any matrix - this is probably unwise.
By contrast, setting fold=Inf means that the cross-product is never computed.
This is currently the default in all functions, to provide the most expected behaviour unless specifically instructed otherwise.
In general, each SVD function performs the SVD on t((t(x) - C)/S) where C and S are numeric vectors of length equal to ncol(x).
The values of C and S are defined according to the center and scale options.
If center=TRUE, C is defined as the column means of x.
If center=NULL or FALSE, all elements of C are set to zero.
If center is a numeric vector with length equal to ncol(x), it is used to directly define C.
If scale=TRUE, the ith element of S is defined as the square root of sum((x[,i] - C[i])^2)/(ncol(x)-1), for whatever C was defined above.
This mimics the behaviour of scale.
If scale=NULL or FALSE, all elements of S are set to unity.
If scale is a numeric vector with length equal to ncol(x), it is used to directly define S.
Setting center or scale is more memory-efficient than modifiying the input x directly.
This is because the function will avoid constructing intermediate centered (possibly non-sparse) matrices.
Many of the SVD algorithms (and computation of the cross-product) involve repeated matrix multiplications.
We speed this up by using the ScaledMatrix class to defer centering (and to some extent, scaling) during matrix multiplication.
The matrix multiplication is performed on the original matrix, and then the centering/scaling operations are applied to the matrix product.
This allows direct use of the %*% method for each matrix representation, to exploit features of the underlying representation (e.g., sparsity) for greater speed.
Unfortunately, the speed-up with deferred centering comes at the cost of increasing the risk of catastrophic cancellation. The procedure requires subtraction of one large intermediate number from another to obtain the values of the final matrix product. This could result in a loss of numerical precision that compromises the accuracy of the various SVD algorithms.
The default approach is to explicitly create a dense in-memory centred/scaled matrix,
possibly via block processing (see blockGrid in the DelayedArray package).
This avoids problems with numerical precision as large intermediate values are not formed.
In doing so, we consistently favour accuracy over speed unless the functions are specifically instructed to do otherwise, i.e., with deferred=TRUE.
Aaron Lun
Classes for specifying the type of singular value decomposition (SVD) algorithm and associated parameters.
ExactParam(deferred=FALSE, fold=Inf) IrlbaParam(deferred=FALSE, fold=Inf, extra.work=7, ...) RandomParam(deferred=FALSE, fold=Inf, ...) FastAutoParam(deferred=FALSE, fold=Inf) bsparam()ExactParam(deferred=FALSE, fold=Inf) IrlbaParam(deferred=FALSE, fold=Inf, extra.work=7, ...) RandomParam(deferred=FALSE, fold=Inf, ...) FastAutoParam(deferred=FALSE, fold=Inf) bsparam()
deferred |
Logical scalar indicating whether centering/scaling should be deferred, see |
fold |
Numeric scalar specifying the minimum fold-difference for cross-product calculation, see |
extra.work |
Integer scalar, additional dimensionality of the workspace in |
... |
Additional arguments to pass to |
The BiocSingularParam class controls dispatch of the runSVD generic to specific algorithms for SVD.
The BiocSingularParam class itself is virtual, with several concrete subclasses available in this package:
ExactParam:exact SVD with runExactSVD.
IrlbaParam:approximate SVD with irlba via runIrlbaSVD.
RandomParam:approximate SVD with rsvd via runRandomSVD.
FastAutoParam:fast approximate SVD, chosen based on the matrix representation.
These objects also hold parameters specifying how each algorithm should be run on an arbitrary data set. See the associated documentation pages for each specific SVD method for more details.
Each constructor returns a BiocSingularParam subclass of the same type, containing the specified parameters.
In the following code snippets, x is a BiocSingularParam object.
show(object):Display the class of object and a summary of the set parameters.
bsfold(object):Return a numeric scalar specifying the fold-difference for cross-product calculation,
see “Computing the cross-product” in ?"BiocSingular-options".
bsdeferred(object):Return a logical scalar indicating whether centering and scaling should be deferred.
see “Deferred centering and scaling” in ?"BiocSingular-options".
Running runSVD with a FastAutoParam object will dispatch to runIrlbaSVD for most matrices.
This is the default choice as IRLBA is fast and the approximation is highly similar to the exact SVD result.
The exception is that of instances of the DelayedMatrix class, or any subclass that lacks its own specialized %*% method.
In such cases, runSVD with a FastAutoParam will dispatch to runRandomSVD, which minimizes the number of matrix multiplication steps and the associated costly block processing.
However, if a DelayedMatrix subclass has its own %*% method, it is assumed to be efficient enough to afford repeated multiplications in runIrlbaSVD.
bsparam() will return a session-wide value for the BiocSingularParam object, analogous to bpparam().
This defaults to a FastAutoParam object but can be modified by setting the "BiocSingularParam.default" global option to any BiocSingularParam object.
Any code that uses bsparam() will automatically use this new default without needing to explicitly pass the BiocSingularParam object to those functions.
Aaron Lun
runSVD for generic dispatch.
runExactSVD, runIrlbaSVD and runRandomSVD for specific methods.
ExactParam() IrlbaParam(tol=1e-8) RandomParam(q=20) # Modifying the default. bsparam() options(BiocSingularParam.default=IrlbaParam()) bsparam()ExactParam() IrlbaParam(tol=1e-8) RandomParam(q=20) # Modifying the default. bsparam() options(BiocSingularParam.default=IrlbaParam()) bsparam()
This has been deprecated in favor of the ScaledMatrix class from the ScaledMatrix package - use those constructors instead.
Definitions of the LowRankMatrixSeed and LowRankMatrix classes and their associated methods. These classes are designed to provide a memory-efficient representation of a low-rank reconstruction, e.g., after a principal components analysis.
LowRankMatrixSeed(rotation, components) LowRankMatrix(rotation, components)LowRankMatrixSeed(rotation, components) LowRankMatrix(rotation, components)
rotation |
A matrix-like object where each row corresponds to a row of the LowRankMatrix object. This can alternatively be a LowRankMatrixSeed, in which case any value of |
components |
A matrix-like object where each row corresponds to a column of the LowRankMatrix object. |
The LowRankMatrixSeed constructor will return a LowRankMatrixSeed object.
The LowRankMatrix constructor will return a LowRankMatrix object equivalent to tcrossprod(rotation, components).
LowRankMatrixSeed objects are implemented as DelayedMatrix backends.
They support standard operations like dim, dimnames and extract_array.
Passing a LowRankMatrixSeed object to the DelayedArray constructor will create a LowRankMatrix object.
LowRankMatrix objects are derived from DelayedMatrix objects and support all of valid operations on the latter. Subsetting, transposition and replacement of row/column names are specialized for greater efficiency when operating on LowRankMatrix instances, and will return a new LowRankMatrix rather than a DelayedMatrix.
All other operations applied to a LowRankMatrix will use the underlying DelayedArray machinery. Unary or binary operations will generally create a new DelayedMatrix instance containing a LowRankMatrixSeed.
Aaron Lun
runPCA to generate the rotation and component matrices.
a <- matrix(rnorm(100000), ncol=20) out <- runPCA(a, rank=10) lr <- LowRankMatrix(out$rotation, out$x)a <- matrix(rnorm(100000), ncol=20) out <- runPCA(a, rank=10) lr <- LowRankMatrix(out$rotation, out$x)
This class is deprecated, see the exact same class in the ResidualMatrix package.
ResidualMatrixSeed(x, design=NULL) ResidualMatrix(x, design=NULL)ResidualMatrixSeed(x, design=NULL) ResidualMatrix(x, design=NULL)
x |
A matrix-like object. This can alternatively be a ResidualMatrixSeed, in which case |
design |
A numeric matrix containing the experimental design,
to be used for linear model fitting on each column of |
The ResidualMatrixSeed constructor will return a ResidualMatrixSeed object.
The ResidualMatrix constructor will return a ResidualMatrix object,
containing values equivalent to lm.fit(x=design, y=x)$residuals.
Aaron Lun
Perform an exact singular value decomposition.
runExactSVD(x, k=min(dim(x)), nu=k, nv=k, center=FALSE, scale=FALSE, deferred=FALSE, fold=Inf, BPPARAM=SerialParam())runExactSVD(x, k=min(dim(x)), nu=k, nv=k, center=FALSE, scale=FALSE, deferred=FALSE, fold=Inf, BPPARAM=SerialParam())
x |
A numeric matrix-like object to use in the SVD. |
k |
Integer scalar specifying the number of singular values to return. |
nu |
Integer scalar specifying the number of left singular vectors to return. |
nv |
Integer scalar specifying the number of right singular vectors to return. |
center |
A logical scalar indicating whether columns should be centered.
Alternatively, a numeric vector or |
scale |
A logical scalar indicating whether columns should be scaled.
Alternatively, a numeric vector or |
deferred |
Logical scalar indicating whether centering/scaling should be deferred, see |
fold |
Numeric scalar specifying the minimum fold difference between dimensions of |
BPPARAM |
A BiocParallelParam object specifying how parallelization should be performed. |
If any of k, nu or nv exceeds min(dim(x)), they will be capped and a warning will be raised.
The exception is when they are explicitly set to Inf, in which case all singular values/vectors of x are returned without any warning.
Note that parallelization via BPPARAM is only applied to the calculation of the cross-product.
It has no effect for near-square matrices where the SVD is computed directly.
A list containing:
d, a numeric vector of the first k singular values.
u, a numeric matrix with nrow(x) rows and nu columns.
Each column contains a left singular vector.
u, a numeric matrix with ncol(x) rows and nv columns.
Each column contains a right singular vector.
Aaron Lun
svd for the underlying algorithm.
a <- matrix(rnorm(100000), ncol=20) out <- runExactSVD(a) str(out)a <- matrix(rnorm(100000), ncol=20) out <- runExactSVD(a) str(out)
Perform an approximate singular value decomposition with the augmented implicitly restarted Lanczos bidiagonalization algorithm.
runIrlbaSVD(x, k=5, nu=k, nv=k, center=FALSE, scale=FALSE, deferred=FALSE, extra.work=7, ..., fold=Inf, BPPARAM=SerialParam())runIrlbaSVD(x, k=5, nu=k, nv=k, center=FALSE, scale=FALSE, deferred=FALSE, extra.work=7, ..., fold=Inf, BPPARAM=SerialParam())
x |
A numeric matrix-like object to use in the SVD. |
k |
Integer scalar specifying the number of singular values to return. |
nu |
Integer scalar specifying the number of left singular vectors to return. |
nv |
Integer scalar specifying the number of right singular vectors to return. |
center |
A logical scalar indicating whether columns should be centered.
Alternatively, a numeric vector or |
scale |
A logical scalar indicating whether columns should be scaled.
Alternatively, a numeric vector or |
deferred |
Logical scalar indicating whether centering/scaling should be deferred, see |
extra.work |
Integer scalar specifying the additional number of dimensions to use for the working subspace. |
... |
Further arguments to pass to |
fold |
Numeric scalar specifying the minimum fold difference between dimensions of |
BPPARAM |
A BiocParallelParam object specifying how parallelization should be performed. |
If BPPARAM has only 1 worker and a cross-product is not being computed, this function will use irlba's own center and scale arguments.
This is effectively equivalent to deferred centering and scaling, despite the setting of deferred=FALSE.
For multiple workers, this function will parallelize all multiplication operations involving x according to the supplied BPPARAM.
The total dimensionality of the working subspace is defined as the maximum of k, nu and nv, plus the extra.work.
A list containing:
d, a numeric vector of the first k singular values.
u, a numeric matrix with nrow(x) rows and nu columns.
Each column contains a left singular vector.
u, a numeric matrix with ncol(x) rows and nv columns.
Each column contains a right singular vector.
Aaron Lun
irlba for the underlying algorithm.
a <- matrix(rnorm(100000), ncol=20) out <- runIrlbaSVD(a) str(out)a <- matrix(rnorm(100000), ncol=20) out <- runIrlbaSVD(a) str(out)
Perform a principal components analysis (PCA) on a target matrix with a specified SVD algorithm.
runPCA(x, ...) ## S4 method for signature 'ANY' runPCA(x, rank, center=TRUE, scale=FALSE, get.rotation=TRUE, get.pcs=TRUE, ...)runPCA(x, ...) ## S4 method for signature 'ANY' runPCA(x, rank, center=TRUE, scale=FALSE, get.rotation=TRUE, get.pcs=TRUE, ...)
x |
A numeric matrix-like object with samples as rows and variables as columns. |
rank |
Integer scalar specifying the number of principal components to retain. |
center |
A logical scalar indicating whether columns of |
scale |
A logical scalar indicating whether columns of |
get.rotation |
A logical scalar indicating whether rotation vectors should be returned. |
get.pcs |
A logical scalar indicating whether the principal component scores should be returned. |
... |
For the generic, this contains arguments to pass to methods upon dispatch. For the |
This function simply calls runSVD and converts the results into a format similar to that returned by prcomp.
The generic is exported to allow other packages to implement their own runPCA methods for other x objects, e.g., scater for SingleCellExperiment inputs.
A list is returned containing:
sdev, a numeric vector of length rank containing the standard deviations of the first rank principal components.
rotation, a numeric matrix with rank columns and nrow(x) rows, containing the first rank rotation vectors.
This is only returned if get.rotation=TRUE.
x, a numeric matrix with rank columns and ncol(x) rows, containing the scores for the first rank principal components.
This is only returned if get.pcs=TRUE.
Aaron Lun
runSVD for the underlying SVD function.
?BiocSingularParam for details on the algorithm choices.
a <- matrix(rnorm(100000), ncol=20) str(out <- runPCA(a, rank=10))a <- matrix(rnorm(100000), ncol=20) str(out <- runPCA(a, rank=10))
Perform a randomized singular value decomposition.
runRandomSVD(x, k=5, nu=k, nv=k, center=FALSE, scale=FALSE, deferred=FALSE, ..., fold=Inf, BPPARAM=SerialParam())runRandomSVD(x, k=5, nu=k, nv=k, center=FALSE, scale=FALSE, deferred=FALSE, ..., fold=Inf, BPPARAM=SerialParam())
x |
A numeric matrix-like object to use in the SVD. |
k |
Integer scalar specifying the number of singular values to return. |
nu |
Integer scalar specifying the number of left singular vectors to return. |
nv |
Integer scalar specifying the number of right singular vectors to return. |
center |
A logical scalar indicating whether columns should be centered.
Alternatively, a numeric vector or |
scale |
A logical scalar indicating whether columns should be scaled.
Alternatively, a numeric vector or |
deferred |
Logical scalar indicating whether centering/scaling should be deferred, see |
... |
Further arguments to pass to |
fold |
Numeric scalar specifying the minimum fold difference between dimensions of |
BPPARAM |
A BiocParallelParam object specifying how parallelization should be performed. |
All multiplication operations in rsvd involving x will be parallelized according to the supplied BPPARAM.
The dimensionality of the working subspace is defined as the maximum of k, nu and nv, plus the q specified in ....
A list containing:
d, a numeric vector of the first k singular values.
u, a numeric matrix with nrow(x) rows and nu columns.
Each column contains a left singular vector.
u, a numeric matrix with ncol(x) rows and nv columns.
Each column contains a right singular vector.
Aaron Lun
rsvd for the underlying algorithm.
a <- matrix(rnorm(100000), ncol=20) out <- runRandomSVD(a) str(out)a <- matrix(rnorm(100000), ncol=20) out <- runRandomSVD(a) str(out)
Perform a singular value decomposition on an input matrix with a specified algorithm.
runSVD(x, k, nu=k, nv=k, center=FALSE, scale=FALSE, BPPARAM=SerialParam(), ..., BSPARAM=ExactParam())runSVD(x, k, nu=k, nv=k, center=FALSE, scale=FALSE, BPPARAM=SerialParam(), ..., BSPARAM=ExactParam())
x |
A numeric matrix-like object to use in the SVD. |
k |
Integer scalar specifying the number of singular values to return. |
nu |
Integer scalar specifying the number of left singular vectors to return. |
nv |
Integer scalar specifying the number of right singular vectors to return. |
center |
Numeric vector, logical scalar or |
scale |
Numeric vector, logical scalar or |
BPPARAM |
A BiocParallelParam object specifying how parallelization should be performed. |
... |
Further arguments to pass to specific methods. |
BSPARAM |
A BiocSingularParam object specifying the type of algorithm to run. |
The class of BSPARAM will determine the algorithm that is used, see ?BiocSingularParam for more details.
The default is to use an exact SVD via runExactSVD.
A list containing:
d, a numeric vector of the first k singular values.
u, a numeric matrix with nrow(x) rows and nu columns.
Each column contains a left singular vector.
v, a numeric matrix with ncol(x) rows and nv columns.
Each column contains a right singular vector.
Aaron Lun
runExactSVD, runIrlbaSVD and runRandomSVD for the specific functions.
a <- matrix(rnorm(100000), ncol=20) out.exact0 <- runSVD(a, k=4) str(out.exact0) out.exact <- runSVD(a, k=4, BSPARAM=ExactParam()) str(out.exact) out.irlba <- runSVD(a, k=4, BSPARAM=IrlbaParam()) str(out.exact) out.random <- runSVD(a, k=4, BSPARAM=RandomParam()) str(out.random)a <- matrix(rnorm(100000), ncol=20) out.exact0 <- runSVD(a, k=4) str(out.exact0) out.exact <- runSVD(a, k=4, BSPARAM=ExactParam()) str(out.exact) out.irlba <- runSVD(a, k=4, BSPARAM=IrlbaParam()) str(out.exact) out.random <- runSVD(a, k=4, BSPARAM=RandomParam()) str(out.random)