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TruncatedSVDRandomizedSvd Method

Computes a truncated singular value decomposition (SVD) using a randomized range finder.

Namespace: Altaxo.Calc.LinearAlgebra.Double.Factorization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
public static (Matrix<double> U, Vector<double> S, Matrix<double> VT) RandomizedSvd(
	Matrix<double> A,
	int k,
	int oversampling = 10,
	int powerIterations = 2
)

Parameters

A  MatrixDouble
Input matrix.
k  Int32
Target rank (number of singular triplets to return).
oversampling  Int32  (Optional)
Additional sampling dimensions to improve accuracy.
powerIterations  Int32  (Optional)
Number of power iterations to improve accuracy.

Return Value

ValueTupleMatrixDouble, VectorDouble, MatrixDouble
The truncated SVD (U, S, VT) of A.
See Also