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<div class="title">randomized_svd_method.hpp</div> </div>
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<a href="randomized__svd__method_8hpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> </div><div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor">#ifndef MLPACK_METHODS_PCA_DECOMPOSITION_POLICIES_RANDOMIZED_SVD_METHOD_HPP</span></div><div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="preprocessor">#define MLPACK_METHODS_PCA_DECOMPOSITION_POLICIES_RANDOMIZED_SVD_METHOD_HPP</span></div><div class="line"><a name="l00016"></a><span class="lineno"> 16</span> </div><div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="preprocessor">#include <<a class="code" href="prereqs_8hpp.html">mlpack/prereqs.hpp</a>></span></div><div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="preprocessor">#include <<a class="code" href="randomized__svd_8hpp.html">mlpack/methods/randomized_svd/randomized_svd.hpp</a>></span></div><div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include <<a class="code" href="ann_2init__rules_2random__init_8hpp.html">mlpack/methods/ann/init_rules/random_init.hpp</a>></span></div><div class="line"><a name="l00020"></a><span class="lineno"> 20</span> </div><div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="keyword">namespace </span><a class="code" href="namespacemlpack.html">mlpack</a> {</div><div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="keyword">namespace </span>pca {</div><div class="line"><a name="l00023"></a><span class="lineno"> 23</span> </div><div class="line"><a name="l00027"></a><span class="lineno"><a class="line" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html"> 27</a></span> <span class="keyword">class </span><a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html">RandomizedSVDPolicy</a></div><div class="line"><a name="l00028"></a><span class="lineno"> 28</span> {</div><div class="line"><a name="l00029"></a><span class="lineno"> 29</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00039"></a><span class="lineno"><a class="line" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a6b5f608999f337ec66716ee11704f7c8"> 39</a></span>  <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a6b5f608999f337ec66716ee11704f7c8">RandomizedSVDPolicy</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a388d19076617e10e1ec6192de64c09ee">iteratedPower</a> = 0,</div><div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a9a0240b2aed91888c72e1b0331bab409">maxIterations</a> = 2) :</div><div class="line"><a name="l00041"></a><span class="lineno"> 41</span>  <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a388d19076617e10e1ec6192de64c09ee">iteratedPower</a>(<a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a388d19076617e10e1ec6192de64c09ee">iteratedPower</a>),</div><div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a9a0240b2aed91888c72e1b0331bab409">maxIterations</a>(<a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a9a0240b2aed91888c72e1b0331bab409">maxIterations</a>)</div><div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  {</div><div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  <span class="comment">/* Nothing to do here */</span></div><div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  }</div><div class="line"><a name="l00046"></a><span class="lineno"> 46</span> </div><div class="line"><a name="l00058"></a><span class="lineno"><a class="line" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#ac49f73de1ac8241630c1b74197a26557"> 58</a></span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#ac49f73de1ac8241630c1b74197a26557">Apply</a>(<span class="keyword">const</span> arma::mat& data,</div><div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  <span class="keyword">const</span> arma::mat& centeredData,</div><div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  arma::mat& transformedData,</div><div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  arma::vec& eigVal,</div><div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  arma::mat& eigvec,</div><div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> rank)</div><div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  {</div><div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  <span class="comment">// This matrix will store the right singular values; we do not need them.</span></div><div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  arma::mat v;</div><div class="line"><a name="l00067"></a><span class="lineno"> 67</span> </div><div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  <span class="comment">// Do singular value decomposition using the randomized SVD algorithm.</span></div><div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  <a class="code" href="classmlpack_1_1svd_1_1RandomizedSVD.html">svd::RandomizedSVD</a> rsvd(<a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a388d19076617e10e1ec6192de64c09ee">iteratedPower</a>, <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a9a0240b2aed91888c72e1b0331bab409">maxIterations</a>);</div><div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  rsvd.<a class="code" href="classmlpack_1_1svd_1_1RandomizedSVD.html#a6956d9a633c8b11f3ece411808d346f7">Apply</a>(data, eigvec, eigVal, v, rank);</div><div class="line"><a name="l00071"></a><span class="lineno"> 71</span> </div><div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  <span class="comment">// Now we must square the singular values to get the eigenvalues.</span></div><div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  <span class="comment">// In addition we must divide by the number of points, because the</span></div><div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  <span class="comment">// covariance matrix is X * X' / (N - 1).</span></div><div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  eigVal %= eigVal / (data.n_cols - 1);</div><div class="line"><a name="l00076"></a><span class="lineno"> 76</span> </div><div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <span class="comment">// Project the samples to the principals.</span></div><div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  transformedData = arma::trans(eigvec) * centeredData;</div><div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  }</div><div class="line"><a name="l00080"></a><span class="lineno"> 80</span> </div><div class="line"><a name="l00082"></a><span class="lineno"><a class="line" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a3c49f26d0bd2fafc8f7a666066657a2b"> 82</a></span>  <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a3c49f26d0bd2fafc8f7a666066657a2b">IteratedPower</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a388d19076617e10e1ec6192de64c09ee">iteratedPower</a>; }</div><div class="line"><a name="l00084"></a><span class="lineno"><a class="line" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a2ade92ed36eeab92250d8e97661af822"> 84</a></span>  <span class="keywordtype">size_t</span>& <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a2ade92ed36eeab92250d8e97661af822">IteratedPower</a>() { <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a388d19076617e10e1ec6192de64c09ee">iteratedPower</a>; }</div><div class="line"><a name="l00085"></a><span class="lineno"> 85</span> </div><div class="line"><a name="l00087"></a><span class="lineno"><a class="line" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#af2f952c11fc29aa28f711a107664780a"> 87</a></span>  <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#af2f952c11fc29aa28f711a107664780a">MaxIterations</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a9a0240b2aed91888c72e1b0331bab409">maxIterations</a>; }</div><div class="line"><a name="l00089"></a><span class="lineno"><a class="line" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a6498d836584bbe173306ca41ba78a56b"> 89</a></span>  <span class="keywordtype">size_t</span>& <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a6498d836584bbe173306ca41ba78a56b">MaxIterations</a>() { <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a9a0240b2aed91888c72e1b0331bab409">maxIterations</a>; }</div><div class="line"><a name="l00090"></a><span class="lineno"> 90</span> </div><div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00093"></a><span class="lineno"><a class="line" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a388d19076617e10e1ec6192de64c09ee"> 93</a></span>  <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a388d19076617e10e1ec6192de64c09ee">iteratedPower</a>;</div><div class="line"><a name="l00094"></a><span class="lineno"> 94</span> </div><div class="line"><a name="l00096"></a><span class="lineno"><a class="line" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a9a0240b2aed91888c72e1b0331bab409"> 96</a></span>  <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a9a0240b2aed91888c72e1b0331bab409">maxIterations</a>;</div><div class="line"><a name="l00097"></a><span class="lineno"> 97</span> };</div><div class="line"><a name="l00098"></a><span class="lineno"> 98</span> </div><div class="line"><a name="l00099"></a><span class="lineno"> 99</span> } <span class="comment">// namespace pca</span></div><div class="line"><a name="l00100"></a><span class="lineno"> 100</span> } <span class="comment">// namespace mlpack</span></div><div class="line"><a name="l00101"></a><span class="lineno"> 101</span> </div><div class="line"><a name="l00102"></a><span class="lineno"> 102</span> <span class="preprocessor">#endif</span></div><div class="ttc" id="ann_2init__rules_2random__init_8hpp_html"><div class="ttname"><a href="ann_2init__rules_2random__init_8hpp.html">random_init.hpp</a></div></div>
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<div class="ttc" id="classmlpack_1_1pca_1_1RandomizedSVDPolicy_html_a2ade92ed36eeab92250d8e97661af822"><div class="ttname"><a href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a2ade92ed36eeab92250d8e97661af822">mlpack::pca::RandomizedSVDPolicy::IteratedPower</a></div><div class="ttdeci">size_t & IteratedPower()</div><div class="ttdoc">Modify the size of the normalized power iterations. </div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd__method_8hpp_source.html#l00084">randomized_svd_method.hpp:84</a></div></div>
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<div class="ttc" id="namespacemlpack_html"><div class="ttname"><a href="namespacemlpack.html">mlpack</a></div><div class="ttdoc">Linear algebra utility functions, generally performed on matrices or vectors. </div><div class="ttdef"><b>Definition:</b> <a href="binarize_8hpp_source.html#l00018">binarize.hpp:18</a></div></div>
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<div class="ttc" id="classmlpack_1_1svd_1_1RandomizedSVD_html_a6956d9a633c8b11f3ece411808d346f7"><div class="ttname"><a href="classmlpack_1_1svd_1_1RandomizedSVD.html#a6956d9a633c8b11f3ece411808d346f7">mlpack::svd::RandomizedSVD::Apply</a></div><div class="ttdeci">void Apply(const arma::mat &data, arma::mat &u, arma::vec &s, arma::mat &v, const size_t rank)</div><div class="ttdoc">Apply Principal Component Analysis to the provided data set using the randomized SVD. </div></div>
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<div class="ttc" id="prereqs_8hpp_html"><div class="ttname"><a href="prereqs_8hpp.html">prereqs.hpp</a></div><div class="ttdoc">The core includes that mlpack expects; standard C++ includes and Armadillo. </div></div>
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<div class="ttc" id="classmlpack_1_1pca_1_1RandomizedSVDPolicy_html_af2f952c11fc29aa28f711a107664780a"><div class="ttname"><a href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#af2f952c11fc29aa28f711a107664780a">mlpack::pca::RandomizedSVDPolicy::MaxIterations</a></div><div class="ttdeci">size_t MaxIterations() const </div><div class="ttdoc">Get the number of iterations for the power method. </div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd__method_8hpp_source.html#l00087">randomized_svd_method.hpp:87</a></div></div>
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<div class="ttc" id="classmlpack_1_1pca_1_1RandomizedSVDPolicy_html_a6b5f608999f337ec66716ee11704f7c8"><div class="ttname"><a href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a6b5f608999f337ec66716ee11704f7c8">mlpack::pca::RandomizedSVDPolicy::RandomizedSVDPolicy</a></div><div class="ttdeci">RandomizedSVDPolicy(const size_t iteratedPower=0, const size_t maxIterations=2)</div><div class="ttdoc">Use randomized SVD method to perform the principal components analysis (PCA). </div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd__method_8hpp_source.html#l00039">randomized_svd_method.hpp:39</a></div></div>
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<div class="ttc" id="classmlpack_1_1pca_1_1RandomizedSVDPolicy_html_a6498d836584bbe173306ca41ba78a56b"><div class="ttname"><a href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a6498d836584bbe173306ca41ba78a56b">mlpack::pca::RandomizedSVDPolicy::MaxIterations</a></div><div class="ttdeci">size_t & MaxIterations()</div><div class="ttdoc">Modify the number of iterations for the power method. </div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd__method_8hpp_source.html#l00089">randomized_svd_method.hpp:89</a></div></div>
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<div class="ttc" id="classmlpack_1_1pca_1_1RandomizedSVDPolicy_html_a388d19076617e10e1ec6192de64c09ee"><div class="ttname"><a href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a388d19076617e10e1ec6192de64c09ee">mlpack::pca::RandomizedSVDPolicy::iteratedPower</a></div><div class="ttdeci">size_t iteratedPower</div><div class="ttdoc">Locally stored size of the normalized power iterations. </div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd__method_8hpp_source.html#l00093">randomized_svd_method.hpp:93</a></div></div>
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<div class="ttc" id="classmlpack_1_1pca_1_1RandomizedSVDPolicy_html_ac49f73de1ac8241630c1b74197a26557"><div class="ttname"><a href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#ac49f73de1ac8241630c1b74197a26557">mlpack::pca::RandomizedSVDPolicy::Apply</a></div><div class="ttdeci">void Apply(const arma::mat &data, const arma::mat &centeredData, arma::mat &transformedData, arma::vec &eigVal, arma::mat &eigvec, const size_t rank)</div><div class="ttdoc">Apply Principal Component Analysis to the provided data set using the randomized SVD. </div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd__method_8hpp_source.html#l00058">randomized_svd_method.hpp:58</a></div></div>
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<div class="ttc" id="classmlpack_1_1svd_1_1RandomizedSVD_html"><div class="ttname"><a href="classmlpack_1_1svd_1_1RandomizedSVD.html">mlpack::svd::RandomizedSVD</a></div><div class="ttdoc">Randomized SVD is a matrix factorization that is based on randomized matrix approximation techniques...</div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd_8hpp_source.html#l00066">randomized_svd.hpp:66</a></div></div>
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<div class="ttc" id="classmlpack_1_1pca_1_1RandomizedSVDPolicy_html"><div class="ttname"><a href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html">mlpack::pca::RandomizedSVDPolicy</a></div><div class="ttdoc">Implementation of the randomized SVD policy. </div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd__method_8hpp_source.html#l00027">randomized_svd_method.hpp:27</a></div></div>
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<div class="ttc" id="classmlpack_1_1pca_1_1RandomizedSVDPolicy_html_a9a0240b2aed91888c72e1b0331bab409"><div class="ttname"><a href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a9a0240b2aed91888c72e1b0331bab409">mlpack::pca::RandomizedSVDPolicy::maxIterations</a></div><div class="ttdeci">size_t maxIterations</div><div class="ttdoc">Locally stored number of iterations for the power method. </div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd__method_8hpp_source.html#l00096">randomized_svd_method.hpp:96</a></div></div>
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<div class="ttc" id="classmlpack_1_1pca_1_1RandomizedSVDPolicy_html_a3c49f26d0bd2fafc8f7a666066657a2b"><div class="ttname"><a href="classmlpack_1_1pca_1_1RandomizedSVDPolicy.html#a3c49f26d0bd2fafc8f7a666066657a2b">mlpack::pca::RandomizedSVDPolicy::IteratedPower</a></div><div class="ttdeci">size_t IteratedPower() const </div><div class="ttdoc">Get the size of the normalized power iterations. </div><div class="ttdef"><b>Definition:</b> <a href="randomized__svd__method_8hpp_source.html#l00082">randomized_svd_method.hpp:82</a></div></div>
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<div class="ttc" id="randomized__svd_8hpp_html"><div class="ttname"><a href="randomized__svd_8hpp.html">randomized_svd.hpp</a></div></div>
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