Getting Started Guide

Contents

Batch and Online Processing

Online processing computation mode assumes that the data arrives in blocks
i
= 1, 2, 3, …
nblocks
.

Algorithm Input

The SVD algorithm accepts the input described below. Pass the Input ID as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms .
Input ID
Input
data
Pointer to the numeric table that represents:
  • For batch processing, the entire
    n
    x
    p
    matrix
    X
    to be factorized.
  • For online processing, the
    n
    i
    x
    p
    submatrix of
    X
    that represents the current data block in the online processing mode. Note that each current data block must have sufficient size:
    n
    i
    >
    p
    .
The input can be an object of any class derived from
NumericTable
.

Algorithm Parameters

The SVD algorithm has the following parameters:
Parameter
Default Value
Description
algorithmFPType
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
defaultDense
Performance-oriented computation method, the only method supported by the algorithm.
leftSingularMatrix
requiredInPackedForm
Specifies whether the matrix of left singular vectors is required. Can be:
  • notRequired
    - the matrix is not required
  • requiredInPackedForm
    - the matrix in the packed format is required.
rightSingularMatrix
requiredInPackedForm
Specifies whether the matrix of right singular vectors is required. Can be:
  • notRequired
    - the matrix is not required
  • requiredInPackedForm
    - the matrix in the packed format is required.

Algorithm Output

The SVD algorithm calculates the results described below. Pass the Result ID as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms .
Result ID
Result
singularValues
Pointer to the 1 x
p
numeric table with singular values (the diagonal of the matrix
Σ
). By default, this result is an object of the
HomogenNumericTable
class, but you can define the result as an object of any class derived from
NumericTable
except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.
leftSingularMatrix
Pointer to the
n
x
p
numeric table with left singular vectors (matrix
U
). Pass
NULL
if left singular vectors are not required. By default, this result is an object of the
HomogenNumericTable
class, but you can define the result as an object of any class derived from
NumericTable
except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.
rightSingularMatrix
Pointer to the
p
x
p
numeric table with right singular vectors (matrix
V
). Pass
NULL
if right singular vectors are not required. By default, this result is an object of the
HomogenNumericTable
class, but you can define the result as an object of any class derived from
NumericTable
except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804