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| QUIC_SVD (const arma::mat &dataset, arma::mat &u, arma::mat &v, arma::mat &sigma, const double epsilon=0.03, const double delta=0.1) |
| Constructor which implements the QUIC-SVD algorithm. More...
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void | ExtractSVD (arma::mat &u, arma::mat &v, arma::mat &sigma) |
| This function uses the vector subspace created using a cosine tree to calculate an approximate SVD of the original matrix. More...
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arma::mat | basis |
| Subspace basis of the input dataset. More...
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const arma::mat & | dataset |
| Matrix for which cosine tree is constructed. More...
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double | delta |
| Cumulative probability for Monte Carlo error lower bound. More...
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double | epsilon |
| Error tolerance fraction for calculated subspace. More...
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Definition at line 31 of file quic_svd.hpp.
mlpack::svd::QUIC_SVD::QUIC_SVD |
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const arma::mat & |
dataset, |
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arma::mat & |
u, |
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arma::mat & |
v, |
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arma::mat & |
sigma, |
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const double |
epsilon = 0.03 , |
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const double |
delta = 0.1 |
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Constructor which implements the QUIC-SVD algorithm.
The function calls the CosineTree constructor to create a subspace basis, where the original matrix's projection has minimum reconstruction error. The constructor then uses the ExtractSVD() function to calculate the SVD of the original dataset in that subspace.
- Parameters
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dataset | Matrix for which SVD is calculated. |
u | First unitary matrix. |
v | Second unitary matrix. |
sigma | Diagonal matrix of singular values. |
epsilon | Error tolerance fraction for calculated subspace. |
delta | Cumulative probability for Monte Carlo error lower bound. |
void mlpack::svd::QUIC_SVD::ExtractSVD |
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arma::mat & |
u, |
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arma::mat & |
v, |
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arma::mat & |
sigma |
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This function uses the vector subspace created using a cosine tree to calculate an approximate SVD of the original matrix.
- Parameters
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u | First unitary matrix. |
v | Second unitary matrix. |
sigma | Diagonal matrix of singular values. |
arma::mat mlpack::svd::QUIC_SVD::basis |
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Subspace basis of the input dataset.
Definition at line 76 of file quic_svd.hpp.
const arma::mat& mlpack::svd::QUIC_SVD::dataset |
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Matrix for which cosine tree is constructed.
Definition at line 70 of file quic_svd.hpp.
double mlpack::svd::QUIC_SVD::delta |
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Cumulative probability for Monte Carlo error lower bound.
Definition at line 74 of file quic_svd.hpp.
double mlpack::svd::QUIC_SVD::epsilon |
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Error tolerance fraction for calculated subspace.
Definition at line 72 of file quic_svd.hpp.
The documentation for this class was generated from the following file: