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Batch and Online Processing

Online processing computation mode assumes that the data arrives in blocks \(i = 1, 2, 3, \ldots \text{nblocks}\).

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.

Algorithm Input for Singular Value Decomposition (Batch and Online Processing)

Input ID	Input
data	Pointer to the numeric table that represents: For batch processing, the entire \(n \times p\) matrix \(X\) to be factorized. For online processing, the \(n_i \times p\) submatrix of \(X\) that represents the current data block in the online processing mode. The input can be an object of any class derived from NumericTable.

Algorithm Parameters

The SVD algorithm has the following parameters:

Algorithm Parameters for Singular Value Decomposition (Batch and Online Processing)

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 left 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.

Algorithm Output for Singular Value Decomposition (Batch and Online Processing)

Result ID	Result
singularValues	Pointer to the \(1 \times p\) numeric table with singular values (the diagonal of the matrix \(\Sigma\)).
leftSingularMatrix	Pointer to the \(n \times p\) numeric table with left singular vectors (matrix \(U\)). Pass NULL if left singular vectors are not required.
rightSingularMatrix	Pointer to the \(p \times p\) numeric table with right singular vectors (matrix \(V\)). Pass NULL if right singular vectors are not required.

Note

By default, these results are objects of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedSymmetricMatrix, PackedTriangularMatrix, and CSRNumericTable.

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Singular Value Decomposition

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Distributed Processing