@thi.ng/tensors/svd.d.ts

1D/2D/3D/4D tensors with extensible polymorphic operations and customizable storage

import { type Tensor2 } from "./tensor.js";
/**
 * Singular value matrix decomposition. Takes an MxN matrix `mat` and decomposes
 * it into `{u, v, d}`, where `u`, `v` are left and right orthogonal
 * transformation matrices, and `d` is a diagonal matrix of singular values (as
 * 1D tensor). Does not modify original matrix.
 *
 * @remarks
 * Throws an error if the matrix has fewer rows than columns or if there's no
 * convergence after `maxIter` iterations.
 *
 * Adapted from Numerical Recipes by Luke Tierney and David Betz. C version
 * linked below by Dianne Cook.
 *
 * Updates/changes:
 * - Use flat arrays, add index calculations
 * - Update loops
 * - Minor other refactoring/optimizations
 *
 * Reference:
 *
 * - https://web.archive.org/web/20181206055037/http://www.public.iastate.edu/~dicook/JSS/paper/code/svd.c
 * - https://github.com/bitanath/pca/blob/master/pca.js
 *
 * @param mat
 * @param maxIter
 */
export declare const svd: (mat: Tensor2, maxIter?: number) => {
    u: Tensor2<number>;
    v: Tensor2<number>;
    d: import("./tensor.js").Tensor1<number>;
};
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