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    irlba
    
   A C++ library for IRLBA 
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Compute an approximate SVD with IRLBA. More...
#include <cmath>#include <cstdint>#include <random>#include <stdexcept>#include <type_traits>#include "utils.hpp"#include "lanczos.hpp"#include "Matrix/simple.hpp"#include "sanisizer/sanisizer.hpp"#include "Eigen/Dense"

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Classes | |
| struct | irlba::Results< EigenMatrix_, EigenVector_ > | 
Results of the IRLBA-based SVD by compute().  More... | |
Namespaces | |
| namespace | irlba | 
| Implements IRLBA for approximate SVD.  | |
Functions | |
| template<class Matrix_ , class EigenMatrix_ , class EigenVector_ > | |
| std::pair< bool, int > | irlba::compute (const Matrix_ &matrix, const Eigen::Index number, EigenMatrix_ &outU, EigenMatrix_ &outV, EigenVector_ &outD, const Options &options) | 
| template<class InputEigenMatrix_ , class OutputEigenMatrix_ , class EigenVector_ > | |
| std::pair< bool, int > | irlba::compute_simple (const InputEigenMatrix_ &matrix, Eigen::Index number, OutputEigenMatrix_ &outU, OutputEigenMatrix_ &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 OutputEigenMatrix_ = Eigen::MatrixXd, class EigenVector_ = Eigen::VectorXd, class InputEigenMatrix_ > | |
| Results< OutputEigenMatrix_, EigenVector_ > | irlba::compute_simple (const InputEigenMatrix_ &matrix, Eigen::Index number, const Options &options) | 
Compute an approximate SVD with IRLBA.