13 #ifndef MLPACK_METHODS_RANDOMIZED_SVD_RANDOMIZED_SVD_HPP
14 #define MLPACK_METHODS_RANDOMIZED_SVD_RANDOMIZED_SVD_HPP
88 const size_t iteratedPower = 0,
89 const size_t maxIterations = 2,
90 const size_t rank = 0,
91 const double eps = 1e-7);
104 const size_t maxIterations = 2,
105 const double eps = 1e-7);
117 void Apply(
const arma::mat& data,
140 size_t iteratedPower;
143 size_t maxIterations;
The core includes that mlpack expects; standard C++ includes and Armadillo.
size_t & IteratedPower()
Modify the size of the normalized power iterations.
RandomizedSVD(const arma::mat &data, arma::mat &u, arma::vec &s, arma::mat &v, const size_t iteratedPower=0, const size_t maxIterations=2, const size_t rank=0, const double eps=1e-7)
Create object for the randomized SVD method.
double Epsilon() const
Get the value used for decomposition stability.
size_t MaxIterations() const
Get the number of iterations for the power method.
size_t IteratedPower() const
Get the size of the normalized power iterations.
Randomized SVD is a matrix factorization that is based on randomized matrix approximation techniques...
void Apply(const arma::mat &data, arma::mat &u, arma::vec &s, arma::mat &v, const size_t rank)
Apply Principal Component Analysis to the provided data set using the randomized SVD.
size_t & MaxIterations()
Modify the number of iterations for the power method.
double & Epsilon()
Modify the value used for decomposition stability.