Implements the IRLBA algorithm. More...
#include "Eigen/Dense"#include "utils.hpp"#include "lanczos.hpp"#include <cmath>#include <cstdint>#include <random>#include <stdexcept>
Include dependency graph for irlba.hpp:
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 the IRLBA algorithm 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) |
Detailed Description
Implements the IRLBA algorithm.
