ezyrb.reduction.pod.POD._svd

POD._svd(X)[source]

Truncated 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: Gavish, Matan, and David L. Donoho, The optimal hard threshold for singular values is, IEEE Transactions on Information Theory 60.8 (2014): 5040-5053.