Methods
inner_product(a, b)
Computes the inner product between two arrays of the same length.
| Name | Type | Description |
|---|---|---|
a | Array | | Array a |
b | Array | | Array b |
The inner product between a and b
poweriteration_n(data, n, x, beta, max_iter, seed) → {Eigenpair}
Computes the n biggest Eigenpair of the Matrix data.
| Name | Type | Description |
|---|---|---|
data | Matrix | the data matrix |
n | int | Number of Eigenvalues / Eigenvectors |
x | Matrix | Initial Point as 1 times cols Matrix |
beta | number | momentum parameter |
max_iter | number | maximum number of iterations |
seed | number | seed for the random number generator |
The n Eigenpairs.
- Type:
- Eigenpair
qr(A) → {Object}
Computes the QR Decomposition of the Matrix A using Gram-Schmidt process.
| Name | Type | Description |
|---|---|---|
A | Matrix |
- Source
- Type:
- Object
qr_givens(A) → {Object}
Computes the QR Decomposition of the Matrix A with givens rotation.
| Name | Type | Description |
|---|---|---|
A | Matrix |
- Type:
- Object
qr_householder(A) → {Object}
Computes the QR Decomposition of the Matrix A with householder transformations.
| Name | Type | Description |
|---|---|---|
A | Matrix |
- Type:
- Object
simultaneous_poweriteration(A, k, parameters) → {Object}
Computes the k biggest Eigenvectors and Eigenvalues from Matrix A with the QR-Algorithm.
| Name | Type | Description | |||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | Matrix | The Matrix | |||||||||||||||||||||||||
k | Number | The number of eigenvectors and eigenvalues to compute. | |||||||||||||||||||||||||
parameters | Object | Object containing parameterization of the simultanious poweriteration method. Properties
|
the k biggest eigenvectors and eigenvalues of Matrix A.
- Type:
- Object
svrg(data, x, beta, epoch, m, s, seed)
Computes the eigenvector of X with an accelerated stochastic power iteration algorithm.
| Name | Type | Description |
|---|---|---|
data | Matrix | the data matrix |
x | Matrix | Initial Point as 1 times cols Matrix |
beta | number | momentum parameter |
epoch | number | number of epochs |
m | number | epoch length |
s | number | mini-batch size |
seed | number | seed for the random number generator |
- Source