def iddp_rsvd(eps, m, n, matvect, matvec):
"""
Compute SVD of a real matrix to a specified relative precision using random
matrix-vector multiplication.
:param eps:
Relative precision.
:type eps: float
:param m:
Matrix row dimension.
:type m: int
:param n:
Matrix column dimension.
:type n: int
:param matvect:
Function to apply the matrix transpose to a vector, with call signature
`y = matvect(x)`, where `x` and `y` are the input and output vectors,
respectively.
:type matvect: function
:param matvec:
Function to apply the matrix to a vector, with call signature
`y = matvec(x)`, where `x` and `y` are the input and output vectors,
respectively.
:type matvec: function
:return:
Left singular vectors.
:rtype: :class:`numpy.ndarray`
:return:
Right singular vectors.
:rtype: :class:`numpy.ndarray`
:return:
Singular values.
:rtype: :class:`numpy.ndarray`
"""
k, iU, iV, iS, w, ier = _id.iddp_rsvd(eps, m, n, matvect, matvec)
if ier:
raise _RETCODE_ERROR
U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
S = w[iS-1:iS+k-1]
return U, V, S
def iddp_rsvd(eps, m, n, matvect, matvec):
"""
Compute SVD of a real matrix to a specified relative precision using random
matrix-vector multiplication.
:param eps:
Relative precision.
:type eps: float
:param m:
Matrix row dimension.
:type m: int
:param n:
Matrix column dimension.
:type n: int
:param matvect:
Function to apply the matrix transpose to a vector, with call signature
`y = matvect(x)`, where `x` and `y` are the input and output vectors,
respectively.
:type matvect: function
:param matvec:
Function to apply the matrix to a vector, with call signature
`y = matvec(x)`, where `x` and `y` are the input and output vectors,
respectively.
:type matvec: function
:return:
Left singular vectors.
:rtype: :class:`numpy.ndarray`
:return:
Right singular vectors.
:rtype: :class:`numpy.ndarray`
:return:
Singular values.
:rtype: :class:`numpy.ndarray`
"""
k, iU, iV, iS, w, ier = _id.iddp_rsvd(eps, m, n, matvect, matvec)
if ier:
raise _RETCODE_ERROR
U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
S = w[iS-1:iS+k-1]
return U, V, S