svd

Source: R/linalg.r

Computes the singular value decomposition.

linalg_svd(x, s, u = NULL, vt = NULL)

Arguments

x

Input data. The input values are overwritten.
s

Singular values.
u, vt

The left/right singular vectors. Should both be NULL or matrices of the same backend and fundamental type as x.

Details

You will need to initialize the return objects s and/or u and vt. manually. See the example.

Examples

suppressMessages(library(fmlr))
x = cpumat(3, 2)
x$fill_linspace(1, 6)

s = cpuvec()
linalg_svd(x, s)
s$info()

#> # cpuvec 2 type=d
s$print()

#> 9.5080 0.7729 
#>