ezyrb.reduction.pod.POD._rsvd

POD._rsvd(X)

Truncated randomized Singular Value Decomposition.

Parameters:

X (numpy.ndarray) – the matrix to decompose.

Returns:

the truncated left-singular vectors matrix, the truncated singular values array, the truncated right-singular vectors matrix.

Return type:

numpy.ndarray, numpy.ndarray, numpy.ndarray

References: Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions. N. Halko, P. G. Martinsson, J. A. Tropp.