svd.hpp File Reference

Dense and randomized truncated SVD. More...

#include "core/matrix.hpp"
#include "core/policy.hpp"
#include "core/util/math.hpp"
#include "core/vector.hpp"
#include "linalg/factorization/qr.hpp"
#include <algorithm>
#include <cmath>
#include <stdexcept>

Go to the source code of this file.

Classes
struct	num::SVDResult

Namespaces
namespace	num

Functions
SVDResult	num::svd (const Matrix &A, Backend backend=lapack_backend, real tol=1e-12, idx max_sweeps=100)
SVDResult	num::svd_truncated (const Matrix &A, idx k, Backend backend=default_backend, idx oversampling=10, Rng *rng=nullptr)

Detailed Description

Dense and randomized truncated SVD.

Definition in file svd.hpp.