svd_lowrank(A, q=6, niter=2, M=None)¶
Return the singular value decomposition
(U, S, V)of a matrix, batches of matrices, or a sparse matrix such that . In case is given, then SVD is computed for the matrix .
The implementation is based on the Algorithm 5.1 from Halko et al, 2009.
To obtain repeatable results, reset the seed for the pseudorandom number generator
The input is assumed to be a low-rank matrix.
In general, use the full-rank SVD implementation
torch.linalg.svd()for dense matrices due to its 10-fold higher performance characteristics. The low-rank SVD will be useful for huge sparse matrices that
A (Tensor): the input tensor of size
q (int, optional): a slightly overestimated rank of A.
- niter (int, optional): the number of subspace iterations to
conduct; niter must be a nonnegative integer, and defaults to 2
- M (Tensor, optional): the input tensor’s mean of size
Nathan Halko, Per-Gunnar Martinsson, and Joel Tropp, Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions, arXiv:0909.4061 [math.NA; math.PR], 2009 (available at arXiv).