svd.hpp

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/// @file svd/svd.hpp
/// @brief Dense and randomized truncated SVD.
#pragma once
 
#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>
 
namespace num {
 
struct SVDResult {
    Matrix U;
    Vector S;
    Matrix Vt;
    idx sweeps = 0;
    bool converged = false;
};
 
SVDResult svd(const Matrix& A,
              Backend backend = lapack_backend,
              real tol = 1e-12,
              idx max_sweeps = 100);
 
SVDResult svd_truncated(const Matrix& A,
                        idx k,
                        Backend backend = default_backend,
                        idx oversampling = 10,
                        Rng* rng = nullptr);
 
} // namespace num