irlba
A C++ library for IRLBA
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Compute an approximate SVD with IRLBA. More...
#include "Eigen/Dense"
#include "utils.hpp"
#include "lanczos.hpp"
#include <cmath>
#include <cstdint>
#include <random>
#include <stdexcept>
Go to the source code of this file.
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, int > | irlba::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, int > | irlba::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) |
Compute an approximate SVD with IRLBA.