biocore / scikit-bio / 3734

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Fast heuristic PCoA (FSVD) (#1569)

* Optimized distance matrix centering functions

* Tests for optimized distance matrix centering functions

* Add fsvd (fast approximate PCoA) but make eigh (exact PCoA) default

* Add tests for fsvd

* Describe new FSVD PCoA feature in changelog

* Fix flake8 warning

* Make eigh respect to_dimension parameter, too

* Improve documentation of new utils methods

* Remove superfluous np.array casts

* Remove dead code and rename parameter

* Improve formatting of documentation

* Rename distance matrix variables

* Fix: calculate FSVD proportions explained using trace

* Fix flake8 error

* Remove unnecessary parameter and unused code

* Make FSVD default dimension 10

* Improve documentation and reorder imports

* Fix flake8 error

* Make centering a distance matrix inplace optional.

* Fix FSVD and tests: remove incorrect squaring step of eigenvalues

* Turn a helpful runtime warning into a comment in code to reduce console clutter

* Add reference results for eigh and fsvd pcoa output (for tests)

* Update changelog

* Stylistic cleanup: rename f_matrix and e_matrix inplace tests

* Rename pcoa distance matrix parameter to be more clear

* Fix flake8 error

* Cleanup comments

* Make f_matrix and e_matrix inplace methods private

* Cleanup and clarify docs

* Remove configurable levels and power method parameters from fsvd method

* Rename fsvd dimension parameter to number_of_dimensions for consistency

* Add check for correct dimensions in fsvd

* Fix: make inplace f_matrix and e_matrix accessible to unit test again

* Improve docs

* Fix position of dimension assignment code in pcoa

* Make code more succinct

* Handle pcoa and fsvd invalid dimensions inputs and add tests

* Make inplace methods for e_matrix and f_matrix private

* Fix typo

* Add warning if fsvd is run on big matrix without specifying number_of_dimensions

* Redesi... (continued)

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