Given the matrix

X

of size , the problem is to compute the Singular Value Decomposition (SVD) , where:

Columns of the matrices

U

and

V

are called left and right singular vectors, respectively.

The following computation modes are available:

To get the best overall performance of singular value decomposition (SVD), for input, output, and auxiliary data, use homogeneous numeric tables of the same type as specified in the algorithmFPType class template parameter.

SVD in the online processing mode is at least as computationally complex as in the batch processing mode and has high memory requirements for storing auxiliary data between calls to the compute() method. On the other hand, the online version of SVD may enable you to hide the latency of reading data from a slow data source. To do this, implement load prefetching of the next data block in parallel with the compute() method for the current block.

Online processing mostly benefits SVD when the matrix of left singular vectors is not required. In this case, memory requirements for storing auxiliary data goes down from to .

Using SVD in the distributed processing mode requires gathering local-node numeric tables on the master node. When the amount of local-node work is small, that is, when the local-node data set is small, the network data transfer may become a bottleneck. To avoid this situation, ensure that local nodes have a sufficient amount of work. For example, distribute input data set across a smaller number of nodes.