linalg-rsvd: rsvd

In fml-fam/fmlr: Fused Matrix Library for R

Description

SVD approximation via random projections.

Usage

linalg_rsvd(seed, k, q, x, s, u = NULL, vt = NULL)

Arguments

seed	Seed for the random generator.
k	The number of components to estimate. Integer > 0.
q	Exponent (see paper if you really care). Values of 1 or 2 are good.
x	Input data. The input values are overwritten.
s	Singular values.
u, vt	The left/right singular vectors. Should both be NULL or matrices of the same backend and fundamental type as x.

References

Halko, Nathan, Per-Gunnar Martinsson, and Joel A. Tropp. "Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions." SIAM review 53, no. 2 (2011): 217-288.

fml-fam/fmlr documentation built on Jan. 16, 2022, 9:27 a.m.