randomized_block_krylov_svd.hpp

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#ifndef MLPACK_METHODS_BLOCK_KRYLOV_SVD_RANDOMIZED_BLOCK_KRYLOV_SVD_HPP
#define MLPACK_METHODS_BLOCK_KRYLOV_SVD_RANDOMIZED_BLOCK_KRYLOV_SVD_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace svd {

class RandomizedBlockKrylovSVD
{
 public:
  RandomizedBlockKrylovSVD(const arma::mat& data,
                           arma::mat& u,
                           arma::vec& s,
                           arma::mat& v,
                           const size_t maxIterations = 2,
                           const size_t rank = 0,
                           const size_t blockSize = 0);

  RandomizedBlockKrylovSVD(const size_t maxIterations = 2,
                           const size_t blockSize = 0);

  void Apply(const arma::mat& data,
             arma::mat& u,
             arma::vec& s,
             arma::mat& v,
             const size_t rank);

  size_t MaxIterations() const { return maxIterations; }
  size_t& MaxIterations() { return maxIterations; }

  size_t BlockSize() const { return blockSize; }
  size_t& BlockSize() { return blockSize; }

 private:
  size_t maxIterations;

  size_t blockSize;
};

} // namespace svd
} // namespace mlpack

#endif