RPCA Procedure
Displayed Output
The RPCA procedure displays various tables that are related to input and results. The following sections describe the output tables in the order of their appearance.
Model Information
The "Model Information" table displays basic information about the parameters that are used in the RPCA procedure. This information includes the data source, the RPCA method, the SVD method used in RPCA, and the value of parameters 
and 
. Also, if the SVD method is the randomized method (that is, METHOD=RANDOM in the SVD statement), the seed that is used in the SVD method is displayed.
Dimensions
The "Dimensions" table displays the number of observations and variables in the input data set, the number of missing observations, and the number of observations from the input data set that are considered for the RPCA analysis.
Results Summary
The "Results Summary" table displays the summary of the RPCA results, including the sparsity of the sparse matrix, the rank of the low-rank matrix, the number of iterations, the solution status, and the run time.
The solution status takes one of these values:
- Optimal
RPCA converges and decompositions are successful.
- SVD Failure
Internal SVD call failure. This can be caused by running out of memory or SVD not converging.
- Failed to Converge
RPCA does not converge with the specified MAXITER= option.
- Failed
RPCA failed because it ran out of memory or because of other problems.