randomized_svd.hpp File Reference
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Classes

class  RandomizedSVD
 Randomized SVD is a matrix factorization that is based on randomized matrix approximation techniques, developed in in "Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions". More...

 

Namespaces

 mlpack
 
Linear algebra utility functions, generally performed on matrices or vectors.
 
 mlpack::svd
 

Detailed Description

Author
Marcus Edel

An implementation of the randomized SVD method.

mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.

Definition in file randomized_svd.hpp.