def idzr_asvd(A, k):
"""
Compute SVD of a complex matrix to a specified rank using random sampling.
:param A:
Matrix.
:type A: :class:`numpy.ndarray`
:param k:
Rank of SVD.
:type k: int
:return:
Left singular vectors.
:rtype: :class:`numpy.ndarray`
:return:
Right singular vectors.
:rtype: :class:`numpy.ndarray`
:return:
Singular values.
:rtype: :class:`numpy.ndarray`
"""
A = np.asfortranarray(A)
m, n = A.shape
w = np.empty(
(2*k + 22)*m + (6*k + 21)*n + 8*k**2 + 10*k + 90,
dtype='complex128', order='F')
w_ = idzr_aidi(m, n, k)
w[:w_.size] = w_
U, V, S, ier = _id.idzr_asvd(A, k, w)
if ier:
raise _RETCODE_ERROR
return U, V, S
def idzr_asvd(A, k):
"""
Compute SVD of a complex matrix to a specified rank using random sampling.
:param A:
Matrix.
:type A: :class:`numpy.ndarray`
:param k:
Rank of SVD.
:type k: int
:return:
Left singular vectors.
:rtype: :class:`numpy.ndarray`
:return:
Right singular vectors.
:rtype: :class:`numpy.ndarray`
:return:
Singular values.
:rtype: :class:`numpy.ndarray`
"""
A = np.asfortranarray(A)
m, n = A.shape
w = np.empty(
(2*k + 22)*m + (6*k + 21)*n + 8*k**2 + 10*k + 90,
dtype='complex128', order='F')
w_ = idzr_aidi(m, n, k)
w[:w_.size] = w_
U, V, S, ier = _id.idzr_asvd(A, k, w)
if ier:
raise _RETCODE_ERROR
return U, V, S