svd_sketch.hpp File Reference

#include <memory_resource>
#include <tuple>
#include <nk/value/value.hpp>

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Functions
std::tuple< Value, Value, Value >	nk::linalg::svdsketch (const Value &A, double tol=1e-6, std::pmr::memory_resource *mr=nullptr)
	Randomized low-rank SVD approximation ([U, S, V] = svdsketch(A, tol)).
std::tuple< Value, Value, Value >	nk::linalg::svdappend (const Value &U, const Value &S, const Value &V, const Value &A_new, std::pmr::memory_resource *mr=nullptr)
	Incremental SVD update ([U, S, V] = svdappend(U, S, V, A_new)).