randomized_svd.hpp

Go to the documentation of this file.

#ifndef MLPACK_METHODS_RANDOMIZED_SVD_RANDOMIZED_SVD_HPP
#define MLPACK_METHODS_RANDOMIZED_SVD_RANDOMIZED_SVD_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace svd {

class RandomizedSVD
{
 public:
  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);

  RandomizedSVD(const size_t iteratedPower = 0,
                const size_t maxIterations = 2,
                const double eps = 1e-7);

  void Apply(const arma::mat& data,
             arma::mat& u,
             arma::vec& s,
             arma::mat& v,
             const size_t rank);

  size_t IteratedPower() const { return iteratedPower; }
  size_t& IteratedPower() { return iteratedPower; }

  size_t MaxIterations() const { return maxIterations; }
  size_t& MaxIterations() { return maxIterations; }

  double Epsilon() const { return eps; }
  double& Epsilon() { return eps; }

 private:
  size_t iteratedPower;

  size_t maxIterations;

  double eps;
};

} // namespace svd
} // namespace mlpack

#endif