mlpack_svd_QUIC_SVD (3)

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. 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.

Private Attributes

arma::mat basis

Subspace basis of the input dataset. const arma::mat & dataset

Matrix for which cosine tree is constructed. double delta

Cumulative probability for Monte Carlo error lower bound. double epsilon

Error tolerance fraction for calculated subspace.

Definition at line 31 of file quic_svd.hpp.

mlpack::svd::QUIC_SVD::QUIC_SVD (const arma::mat &dataset, arma::mat &u, arma::mat &v, arma::mat &sigma, const doubleepsilon = \fC0.03\fP, const doubledelta = \fC0.1\fP)

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.

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.

arma::mat mlpack::svd::QUIC_SVD::basis\fC [private]\fP

Subspace basis of the input dataset.

Definition at line 76 of file quic_svd.hpp.

const arma::mat& mlpack::svd::QUIC_SVD::dataset\fC [private]\fP

Matrix for which cosine tree is constructed.

Definition at line 70 of file quic_svd.hpp.

double mlpack::svd::QUIC_SVD::delta\fC [private]\fP

Cumulative probability for Monte Carlo error lower bound.

Definition at line 74 of file quic_svd.hpp.

double mlpack::svd::QUIC_SVD::epsilon\fC [private]\fP

Error tolerance fraction for calculated subspace.

Definition at line 72 of file quic_svd.hpp.

Generated automatically by Doxygen for MLPACK from the source code.