RandomizedSVDPolicy Class Reference

Implementation of the randomized SVD policy. More...

Public Member Functions
	RandomizedSVDPolicy (const size_t iteratedPower=0, const size_t maxIterations=2)
	Use randomized 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 SVD. More...
size_t	IteratedPower () const
	Get the size of the normalized power iterations. More...
size_t &	IteratedPower ()
	Modify the size of the normalized power iterations. 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 SVD policy.

Definition at line 26 of file randomized_svd_method.hpp.

Constructor & Destructor Documentation

RandomizedSVDPolicy()

RandomizedSVDPolicy ( const size_t  iteratedPower = 0, const size_t  maxIterations = 2  )

inline

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

Parameters

iteratedPower	Size of the normalized power iterations (Default: rank + 2).
maxIterations	Number of iterations for the power method (Default: 2).

Definition at line 38 of file randomized_svd_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 SVD.

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 57 of file randomized_svd_method.hpp.

References RandomizedSVD::Apply().

IteratedPower() [1/2]

size_t IteratedPower ( ) const

inline

Get the size of the normalized power iterations.

Definition at line 81 of file randomized_svd_method.hpp.

IteratedPower() [2/2]

size_t& IteratedPower ( )

inline

Modify the size of the normalized power iterations.

Definition at line 83 of file randomized_svd_method.hpp.

MaxIterations() [1/2]

size_t MaxIterations ( ) const

inline

Get the number of iterations for the power method.

Definition at line 86 of file randomized_svd_method.hpp.

MaxIterations() [2/2]

size_t& MaxIterations ( )

inline

Modify the number of iterations for the power method.

Definition at line 88 of file randomized_svd_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_svd_method.hpp