MLPACK  1.0.10
mlpack::svd::QUIC_SVD Class Reference

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)
 Constructor which implements the QUIC-SVD algorithm. More...

 
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...

 

Private Attributes

arma::mat basis
 Subspace basis of the input dataset. More...

 
const arma::mat & dataset
 Matrix for which cosine tree is constructed. More...

 
double delta
 Cumulative probability for Monte Carlo error lower bound. More...

 
double epsilon
 Error tolerance fraction for calculated subspace. More...

 

Detailed Description

Definition at line 31 of file quic_svd.hpp.

Constructor & Destructor Documentation

◆ QUIC_SVD()

mlpack::svd::QUIC_SVD::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.

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
datasetMatrix for which SVD is calculated.
uFirst unitary matrix.
vSecond unitary matrix.
sigmaDiagonal matrix of singular values.
epsilonError tolerance fraction for calculated subspace.
deltaCumulative probability for Monte Carlo error lower bound.

Member Function Documentation

◆ ExtractSVD()

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
uFirst unitary matrix.
vSecond unitary matrix.
sigmaDiagonal matrix of singular values.

Member Data Documentation

◆ basis

arma::mat mlpack::svd::QUIC_SVD::basis
private

Subspace basis of the input dataset.

Definition at line 76 of file quic_svd.hpp.

◆ dataset

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.

◆ delta

double mlpack::svd::QUIC_SVD::delta
private

Cumulative probability for Monte Carlo error lower bound.

Definition at line 74 of file quic_svd.hpp.

◆ epsilon

double mlpack::svd::QUIC_SVD::epsilon
private

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: