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mlpack::svd::QUIC_SVD(3) | MLPACK | mlpack::svd::QUIC_SVD(3) |
NAME¶
mlpack::svd::QUIC_SVD -SYNOPSIS¶
Public Member Functions¶
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)
Private Attributes¶
arma::mat basis
Detailed Description¶
Definition at line 31 of file quic_svd.hpp.Constructor & Destructor Documentation¶
mlpack::svd::QUIC_SVD::QUIC_SVD (const arma::mat &dataset, arma::mat &u, arma::mat &v, arma::mat &sigma, const doubleepsilon = 0.03, const doubledelta = 0.1)¶
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: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.
Member Function Documentation¶
void mlpack::svd::QUIC_SVD::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. Parameters:u First unitary matrix.
v Second unitary matrix.
sigma Diagonal matrix of singular values.
Member Data Documentation¶
arma::mat mlpack::svd::QUIC_SVD::basis [private]¶
Subspace basis of the input dataset. Definition at line 76 of file quic_svd.hpp.const arma::mat& mlpack::svd::QUIC_SVD::dataset [private]¶
Matrix for which cosine tree is constructed. Definition at line 70 of file quic_svd.hpp.double mlpack::svd::QUIC_SVD::delta [private]¶
Cumulative probability for Monte Carlo error lower bound. Definition at line 74 of file quic_svd.hpp.double mlpack::svd::QUIC_SVD::epsilon [private]¶
Error tolerance fraction for calculated subspace. Definition at line 72 of file quic_svd.hpp.Author¶
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