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initial svds support based on eigs #9425

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merged 9 commits into from
Jan 11, 2015
Merged

initial svds support based on eigs #9425

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9ea6b51
initial svds support based on eigs
jaak-s Dec 20, 2014
8b061df
removed extra spaces, added ritzvec param to svds
jaak-s Dec 21, 2014
d654afa
manual for svds
jaak-s Dec 21, 2014
6e91217
renamed to SVDOperator
jaak-s Dec 21, 2014
95e2d6c
svds now uses eigs of [0 A; A' 0]
jaak-s Jan 2, 2015
b1517a6
support for Complex operators
jaak-s Jan 3, 2015
be1f1bb
removed trailing whitespace
jaak-s Jan 3, 2015
f8edd41
replaced getOperatorType to eltype
jaak-s Jan 3, 2015
b9d7a30
added check for nsv
jaak-s Jan 3, 2015
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removed trailing whitespace
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@jaak-s
jaak-s committed Jan 3, 2015
commit be1f1bbdd1de3d1de8ba4bfe9d5acd3b6eb09425
4 changes: 2 additions & 2 deletions base/linalg/arnoldi.jl
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Expand Up @@ -144,11 +144,11 @@ function svds{S}(X::S; nsv::Int = 6, ritzvec::Bool = true, tol::Float64 = 0.0, m
ex = eigs(SVDOperator{otype,S}(X), I; ritzvec = ritzvec, nev = 2*nsv, tol = tol, maxiter = maxiter)
ind = [1:2:nsv*2]
sval = abs(ex[1][ind])

if ! ritzvec
return sval, ex[2], ex[3], ex[4], ex[5]
end

## calculating singular vectors
left_sv = sqrt(2) * ex[2][ 1:size(X,1), ind ] .* sign(ex[1][ind]')
right_sv = sqrt(2) * ex[2][ size(X,1)+1:end, ind ]
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