rsvd.hpp File Reference

Randomized algorithm for singular value decomposition. More...

#include "tensor.hpp"
#include "rsvd_impl.hpp"

Go to the source code of this file.

Namespaces
	mptensor

Functions
template<template< typename > class Matrix, typename C >
int	mptensor::rsvd (const Tensor< Matrix, C > &a, const Axes &axes_row, const Axes &axes_col, Tensor< Matrix, C > &u, std::vector< double > &s, Tensor< Matrix, C > &vt, const size_t target_rank, const size_t oversamp)
	Singular value decomposition by randomized algorithm. More...
template<template< typename > class Matrix, typename C >
int	mptensor::rsvd (const Tensor< Matrix, C > &a, const Axes &axes_row, const Axes &axes_col, Tensor< Matrix, C > &u, std::vector< double > &s, Tensor< Matrix, C > &vt, const size_t target_rank)
	RSVD with oversamp = target_rank. More...
template<template< typename > class Matrix, typename C , typename Func1 , typename Func2 >
int	mptensor::rsvd (Func1 &multiply_row, Func2 &multiply_col, const Shape &shape_row, const Shape &shape_col, Tensor< Matrix, C > &u, std::vector< double > &s, Tensor< Matrix, C > &vt, const size_t target_rank, const size_t oversamp)
	Singular value decomposition by randomized algorithm. More...
template<template< typename > class Matrix, typename C , typename Func1 , typename Func2 >
int	mptensor::rsvd (Func1 &multiply_row, Func2 &multiply_col, const Shape &shape_row, const Shape &shape_col, Tensor< Matrix, C > &u, std::vector< double > &s, Tensor< Matrix, C > &vt, const size_t target_rank)
	RSVD with oversamp = target_rank. More...
void	mptensor::set_seed (unsigned int seed)
	Set seed for random number generator. More...

Detailed Description

Randomized algorithm for singular value decomposition.

Author

Satoshi Morita morit.nosp@m.a@is.nosp@m.sp.u-.nosp@m.toky.nosp@m.o.ac..nosp@m.jp

Date

Feb 3 2016