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tsvd

Function tsvd 

Source
pub fn tsvd<T>(
    matrix: &Matrix<T, Dyn, Dyn, VecStorage<T, Dyn, Dyn>>,
    config: TSVDConfig<T>,
) -> Result<SVDResult<T>, Error>
where T: ComplexField + RealField + Copy + Debug + ToPrimitive + CustomNumeric,
Expand description

Main TSVD function using QR + SVD approach

Computes the truncated SVD using the algorithm:

  1. Apply QR decomposition to A to get Q and R
  2. Compute SVD of R
  3. Reconstruct final U and V matrices

§Arguments

  • matrix - Input matrix (m × n)
  • config - TSVD configuration

§Returns

  • SVDResult - Truncated SVD result

§Errors