@Deprecated public class LanczosSolver extends Object
See the SSVD code for a better option
SequentialBigSvd
See also the docs on
stochastic
projection SVD
To avoid floating point overflow problems which arise in power-methods like Lanczos, an initial pass is made through the input matrix to
This latter value, being the sum of all of the singular values, is used to rescale the entire matrix, effectively forcing the largest singular value to be strictly less than one, and transforming floating point overflow problems into floating point underflow (ie, very small singular values will become invisible, as they will appear to be zero and the algorithm will terminate).
This implementation uses EigenDecomposition
to do the
eigenvalue extraction from the small (desiredRank x desiredRank) tridiagonal matrix. Numerical stability is
achieved via brute-force: re-orthogonalization against all previous eigenvectors is computed after every pass.
This can be made smarter if (when!) this proves to be a major bottleneck. Of course, this step can be parallelized
as well.
SequentialBigSvd
Modifier and Type | Class and Description |
---|---|
static class |
LanczosSolver.TimingSection
Deprecated.
|
Modifier and Type | Field and Description |
---|---|
static double |
SAFE_MAX
Deprecated.
|
Constructor and Description |
---|
LanczosSolver()
Deprecated.
|
Modifier and Type | Method and Description |
---|---|
protected static double |
calculateScaleFactor(Vector nextVector)
Deprecated.
|
protected static void |
orthoganalizeAgainstAllButLast(Vector nextVector,
LanczosState state)
Deprecated.
|
void |
solve(LanczosState state,
int desiredRank)
Deprecated.
|
void |
solve(LanczosState state,
int desiredRank,
boolean isSymmetric)
Deprecated.
|
public static final double SAFE_MAX
public void solve(LanczosState state, int desiredRank)
public void solve(LanczosState state, int desiredRank, boolean isSymmetric)
protected static double calculateScaleFactor(Vector nextVector)
protected static void orthoganalizeAgainstAllButLast(Vector nextVector, LanczosState state)
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