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 ni 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: ni > 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.

For more complete information about compiler optimizations, see our Optimization Notice.
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