Randomized Singular Vector Decomposition using torch

Source: R/rtorch_randomized_svd.r

Randomized Singular Vector Decomposition using torch

rtorch_randomized_svd(A_mat, k, p, q_iter, device = "CPU", cores = 1)

Arguments

A_mat

matrix passed from R

k

Integer. Number of dimensions to calculate the singular vectors on

p

Intger. Oversampling dimensions

q_iter

Integer. Number of power iterations to perform

device

Character. Either "CPU" or "GPU depending on what user selects and availability

cores

Integer. Number of CPU cores to use for matrix operations

Value

a list with U, S, and Vh