Example of SVD

eugene
2013-03-08
2013-06-12
  • eugene
    eugene
    2013-03-08

    Hi,
    I went through the viennaCl manual but could not find any information regarding singular value decomposition . It would be greatly appreciated if someone can provide a quick example on how to perform SVD using veinnaCl library?

    thanks

    Eugene

     
  • Karl Rupp
    Karl Rupp
    2013-03-08

    Hi,
    the singular value decomposition is still experimental, thus we haven't documented it to the same extent as 'regular' functionality. You can find a test in tests/src/svd.cpp. Essentially you just need to call
      viennacl::linalg::svd(Ai, QL, QR);
    for suitably sized dense matrices Ai, QL and QR. QL and QR are the two orthogonal matrices and Ai holds the singular values on the diagonal after transformation.

    Best regards,
    Karli