hmatrix-svdlibc-0.5.0: SVDLIBC bindings for HMatrix

Safe HaskellNone
LanguageHaskell2010

Numeric.LinearAlgebra.SVD.SVDLIBC

Contents

Synopsis

Singular value decomposition

svd :: Int -> Matrix Double -> (Matrix Double, Vector Double, Matrix Double) Source #

svd rank a is the sparse SVD of matrix a with the given rank This function handles the conversion to svdlibc's sparse representation.

svd' :: SVDParams -> Int -> Matrix Double -> (Matrix Double, Vector Double, Matrix Double) Source #

Similar to svd but allowing control over the SVDParams.

Sparse SVD

sparseSvd :: Int -> CSR -> (Matrix Double, Vector Double, Matrix Double) Source #

sparseSvd rank a is the sparse SVD of matrix a with the given rank This function handles the conversion to svdlibc's sparse representation, but does not require making the whole matrix dense first

sparseSvd' :: SVDParams -> Int -> CSR -> (Matrix Double, Vector Double, Matrix Double) Source #

Like sparseSvd but providing greater control over the SVDParams used for the computation.

Parameters

data SVDParams Source #

Constructors

SVDParams 

Fields

defaultSVDParams :: SVDParams Source #

No iteration limit, exclude eigenvalues in range ((-10^{-30}, +10^{-30}), kappa of 10^{-6}).