irlba
A C++ library for IRLBA
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Classes | Namespaces | Functions
compute.hpp File Reference

Compute an approximate SVD with IRLBA. More...

#include "Eigen/Dense"
#include "utils.hpp"
#include "lanczos.hpp"
#include <cmath>
#include <cstdint>
#include <random>
#include <stdexcept>
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Classes

struct  irlba::Results< EigenMatrix_, EigenVector_ >
 Result of the IRLBA-based decomposition. More...
 

Namespaces

namespace  irlba
 Implements IRLBA for approximate SVD.
 

Functions

template<class Matrix_ , class EigenMatrix_ , class EigenVector_ >
std::pair< bool, intirlba::compute (const Matrix_ &matrix, Eigen::Index number, EigenMatrix_ &outU, EigenMatrix_ &outV, EigenVector_ &outD, const Options &options)
 
template<class EigenMatrix_ = Eigen::MatrixXd, class EigenVector_ = Eigen::VectorXd, class Matrix_ >
Results< EigenMatrix_, EigenVector_irlba::compute (const Matrix_ &matrix, Eigen::Index number, const Options &options)
 
template<class Matrix_ , class EigenMatrix_ , class EigenVector_ >
std::pair< bool, intirlba::compute (const Matrix_ &matrix, bool center, bool scale, Eigen::Index number, EigenMatrix_ &outU, EigenMatrix_ &outV, EigenVector_ &outD, const Options &options)
 
template<class EigenMatrix_ = Eigen::MatrixXd, class EigenVector_ = Eigen::VectorXd, class Matrix_ >
Results< EigenMatrix_, EigenVector_irlba::compute (const Matrix_ &matrix, bool center, bool scale, Eigen::Index number, const Options &options)
 

Detailed Description

Compute an approximate SVD with IRLBA.