refactor div-conq SVD, impl svd_rand #165
Open
+442
−299
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credit to @pmarks for original svd_rand impl
This should probably be 2 PRs, but I wanted to post it here for discussion first.
First, I moved
svddc
tosvd_dc
(so we can havesvd_rand
), and movedsvd_dc
under theSVD_
trait, de-duplicating a lot of logic.I also implement
svd_rand
, though this version does not have the changes required for complex numbers, which we definitely want. This is dependent on a set of complex trait requirements that just works forArray2
, but is needed for sparse representations of matrices (be they sprs or a low-rank representation likeM = u.dot(&v)
.I also add an optional feature on sprs, though right now only @pmarks branch of sprs implements the Dot traits required to make
svd_rand
function.