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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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replaced getOperatorType to eltype
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@jaak-s
jaak-s committed Jan 3, 2015
commit f8edd41cfe951a90060e1136189f1ae0d5deac1a
19 changes: 1 addition & 18 deletions base/linalg/arnoldi.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -122,25 +122,8 @@ end
size(s::SVDOperator) = s.m + s.n, s.m + s.n
issym(s::SVDOperator) = true

function getOperatorType(X)
et = eltype(X)
if et <: Integer || et <: Float64
return Float64
end
if et <: Complex64
return Complex64
end
if et <: Complex
return Complex128
end
if et <: Float32
return Float32
end
error("Element type $et is not supported for 'svds'.")
end

function svds{S}(X::S; nsv::Int = 6, ritzvec::Bool = true, tol::Float64 = 0.0, maxiter::Int = 1000)
otype = getOperatorType(X)
otype = eltype(X)
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])
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19 changes: 0 additions & 19 deletions test/linalg/arnoldi.jl
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Expand Up @@ -19,25 +19,6 @@ let # svds test
@test_approx_eq s1_right s2_right
end

let # svd test with boolean matrix
B = [true true false; false true false; true false true; false true true]
S1 = svds(B, nsv = 2)
S2 = svd(B)

## singular values match:
@test_approx_eq S1[2] S2[2][1:2]

## 1st left singular vector
s1_left = sign(S1[1][1,1]) * S1[1][:,1]
s2_left = sign(S2[1][1,1]) * S2[1][:,1]
@test_approx_eq s1_left s2_left

## 1st right singular vector
s1_right = sign(S1[3][1,1]) * S1[3][:,1]
s2_right = sign(S2[3][1,1]) * S2[3][:,1]
@test_approx_eq s1_right s2_right
end

let # complex svds test
A = sparse([1, 1, 2, 3, 4], [2, 1, 1, 3, 1], exp(im*[2.0:2:10]))
S1 = svds(A, nsv = 2)
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