randomized_singular_value_decomposition.RandomizedSingularValueDecomposition Class Reference

This class calculates the singular value decomposition of a matrix A (A = U@np..nosp@m.diag(S)@V.T + Error(truncation_tolerance)) using a randomized algorithm Reference: Halko et al 2009. More...

Collaboration diagram for randomized_singular_value_decomposition.RandomizedSingularValueDecomposition:

Public Member Functions
def	__init__ (self, COMPUTE_U=True, COMPUTE_V=True, RELATIVE_SVD=True, USE_RANDOMIZATION=True)
def	Calculate (self, A, truncation_tolerance=0)

Public Attributes
	COMPUTE_U
	COMPUTE_V
	RELATIVE_SVD
	USE_RANDOMIZATION
	SVD_MaxSize
	dRmax
	dRmin
	R
	TypeRankEstimate

Detailed Description

This class calculates the singular value decomposition of a matrix A (A = U@np..nosp@m.diag(S)@V.T + Error(truncation_tolerance)) using a randomized algorithm Reference: Halko et al 2009.

"Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions"

Constructor setting up the parameters for calculation of the SVD COMPUTE_U: whether to return the matrix of left singular vectors U COMPUTE_V: whether to return the matrix of right singular vectors V RELATIVE_SVD: If true, the truncation_tolerance is multiplied by the norm of the original matrix If false, the truncation_tolerance is taken as an absolute error tolerance USE_RANDOMIZATION: If false, the standard svd algorith of numpy is followed

Constructor & Destructor Documentation

__init__()

def randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.__init__	(		self,
			COMPUTE_U = True,
			COMPUTE_V = True,
			RELATIVE_SVD = True,
			USE_RANDOMIZATION = True
	)

Member Function Documentation

Calculate()

def randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.Calculate	(		self,
			A,
			truncation_tolerance = 0
	)

Member Data Documentation

COMPUTE_U

randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.COMPUTE_U

COMPUTE_V

randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.COMPUTE_V

dRmax

randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.dRmax

dRmin

randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.dRmin

R

randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.R

RELATIVE_SVD

randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.RELATIVE_SVD

SVD_MaxSize

randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.SVD_MaxSize

TypeRankEstimate

randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.TypeRankEstimate

USE_RANDOMIZATION

randomized_singular_value_decomposition.RandomizedSingularValueDecomposition.USE_RANDOMIZATION

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The documentation for this class was generated from the following file:

• /home/runner/work/Documentation/Documentation/master/applications/RomApplication/python_scripts/randomized_singular_value_decomposition.py