Add parametric initialization option #14
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@matsui528 -- please feel free to let me know if you'd like me to make any changes needed to get this merged in! |
matsui528
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Dec 29, 2021
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This is awesome! Thank you for your PR. Can you add an explanation of the arguments here?
Line 133 in 9e83366
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@matsui528 - done! |
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The OPQ paper also proposes "eigenvalue allocation," a parametric solution which minimizes the distortion bound of PQ under a multivariate Gaussian distribution. In their Matlab implementation, they use this to initialize R in the nonparametric algorithm. This PR adds a
parametric_initoption (False by default) which applies this whenTrue.