RandomizedBlockKrylovSVDPolicy Class Reference

Implementation of the randomized block krylov SVD policy. More...

Public Member Functions
	RandomizedBlockKrylovSVDPolicy (const size_t maxIterations=2, const size_t blockSize=0)
	Use randomized block krylov SVD method to perform the principal components analysis (PCA). More...
void	Apply (const arma::mat &data, const arma::mat &centeredData, arma::mat &transformedData, arma::vec &eigVal, arma::mat &eigvec, const size_t rank)
	Apply Principal Component Analysis to the provided data set using the randomized block krylov SVD method. More...
size_t	BlockSize () const
	Get the block size. More...
size_t &	BlockSize ()
	Modify the block size. More...
size_t	MaxIterations () const
	Get the number of iterations for the power method. More...
size_t &	MaxIterations ()
	Modify the number of iterations for the power method. More...

Detailed Description

Implementation of the randomized block krylov SVD policy.

Definition at line 26 of file randomized_block_krylov_method.hpp.

Constructor & Destructor Documentation

RandomizedBlockKrylovSVDPolicy()

RandomizedBlockKrylovSVDPolicy ( const size_t  maxIterations = 2, const size_t  blockSize = 0  )

inline

Use randomized block krylov SVD method to perform the principal components analysis (PCA).

Parameters

maxIterations	Number of iterations for the power method (Default: 2).
blockSize	The block size, must be >= rank (Default: rank + 10).

Definition at line 37 of file randomized_block_krylov_method.hpp.

Member Function Documentation

Apply()

void Apply ( const arma::mat &  data, const arma::mat &  centeredData, arma::mat &  transformedData, arma::vec &  eigVal, arma::mat &  eigvec, const size_t  rank  )

inline

Apply Principal Component Analysis to the provided data set using the randomized block krylov SVD method.

Parameters

data	Data matrix.
centeredData	Centered data matrix.
transformedData	Matrix to put results of PCA into.
eigVal	Vector to put eigenvalues into.
eigvec	Matrix to put eigenvectors (loadings) into.
rank	Rank of the decomposition.

Definition at line 56 of file randomized_block_krylov_method.hpp.

References RandomizedBlockKrylovSVD::Apply().

BlockSize() [1/2]

size_t BlockSize ( ) const

inline

Get the block size.

Definition at line 86 of file randomized_block_krylov_method.hpp.

BlockSize() [2/2]

size_t& BlockSize ( )

inline

Modify the block size.

Definition at line 88 of file randomized_block_krylov_method.hpp.

MaxIterations() [1/2]

size_t MaxIterations ( ) const

inline

Get the number of iterations for the power method.

Definition at line 81 of file randomized_block_krylov_method.hpp.

MaxIterations() [2/2]

size_t& MaxIterations ( )

inline

Modify the number of iterations for the power method.

Definition at line 83 of file randomized_block_krylov_method.hpp.

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

• /home/ryan/src/mlpack.org/_src/mlpack-git/src/mlpack/methods/pca/decomposition_policies/randomized_block_krylov_method.hpp