|
numerics 0.1.0
|
Result of a Singular Value Decomposition: A = U * diag(S) * V^T. More...
#include <svd.hpp>
Public Attributes | |
| Matrix | U |
| mxr left singular vectors (columns orthonormal) | |
| Vector | S |
| r singular values in descending order | |
| Matrix | Vt |
| rxn right singular vectors (rows orthonormal) | |
| idx | sweeps = 0 |
| Jacobi sweeps (full SVD only; 0 for randomized) | |
| bool | converged |
| Whether Jacobi converged (always true for randomized) | |
Result of a Singular Value Decomposition: A = U * diag(S) * V^T.
| bool num::SVDResult::converged |
| Vector num::SVDResult::S |
r singular values in descending order
Definition at line 43 of file svd.hpp.
Referenced by num::svd_truncated().
| idx num::SVDResult::sweeps = 0 |
| Matrix num::SVDResult::U |
mxr left singular vectors (columns orthonormal)
Definition at line 42 of file svd.hpp.
Referenced by num::svd_truncated().
| Matrix num::SVDResult::Vt |
rxn right singular vectors (rows orthonormal)
Definition at line 44 of file svd.hpp.
Referenced by num::svd_truncated().