def algo_3(A, l=8, method='srft', verbose=False):
"""
Computes the third algorithm
"""
if verbose:
print "Computing Fast Randomized Range Finder"
Q, _ = fast_randomized_range_finder(A, l=l, method=method)
if verbose:
print "Compute direct SVD"
# return row_extraction_svd(A, Q)
return direct_svd(A, Q)
def compute_eig(A, q=0, l=100):
"""
Compute Eigenvalue using Randomized Power Iteration and direct eigenvalue
decomposition
Parameters
----------
"""
Q = randomized_power_iteration(A, l=l, q=q)
_, e, _ = direct_svd(A, Q)
e.sort()
return e[::-1]
def algo_2(A, l=8):
"""
Computes the second algorithm
Step A: Direct range finder
Step B: Direct SVD
Parameters
----------
A: array
Returns
-------
U, S, V : SVD decomposition
"""
Q, R = randomized_range_finder(A, l=l)
return direct_svd(A, Q)
def algo_1(A):
"""
Computes the first algorithm
Step A: rank revealing QR, suing wolumn pivoting and HouseHolder reflector
Step B: algo 5.1 (direct SVD)
Parameters
----------
A: array
Returns
-------
U, S, V : SVD decomposition
"""
Q, R = qr(A, mode='qr')
return direct_svd(A, Q)
def algo_3(A, l=8, method='srft'):
"""
Computes the third algorithm
"""
Q, _ = fast_randomized_range_finder(A, l=l, method=method)
return direct_svd(A, Q)
def algo_3(A, l=8, method='srft'):
"""
Computes the third algorithm
"""
Q, _ = fast_randomized_range_finder(A, l=l, method=method)
return direct_svd(A, Q)