Numeric.LinearAlgebra.SVD.SVDLIBC

Documentation

svd :: Int -> Matrix Double -> (Matrix Double, Vector Double, Matrix Double)

svd rank a is the sparse SVD of matrix a with the given rank This function handles the conversion to svdlibc's sparse representation.

sparsify :: Matrix Double -> CSR

sparseSvd :: Int -> CSR -> (Matrix Double, Vector Double, Matrix Double)

svd rank a is the sparse SVD of matrix a with the given rank This function handles the conversion to svdlibc's sparse representation, but does not require making the whole matrix dense first