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