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

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

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.

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

• src/mlpack/methods/quic_svd/quic_svd.hpp