svd.ts/dist/svd.d.ts

A lightweight, isomorphic TypeScript implementation for computing Singular Value Decomposition (SVD) of matrix in Node.js and browsers.

/** Result of SVD computation */
export type SVDResult = {
    /** (m, k) left singular vectors */
    U: number[][];
    /** (k) singular values */
    S: number[];
    /** (k, n) right singular vectors */
    V: number[][];
};
/** Power iteration to find top k singular vectors/values */
export declare function computeSVD(options: {
    /** (m, n) input matrix */
    A: number[][];
    /** number of singular values/vectors to compute */
    k: number;
    /** default: 100 */
    maxIterations?: number;
    /** default: 1e-6 */
    convergenceThreshold?: number;
    /** default: 'one' */
    initialVector?: 'one' | 'random';
}): SVDResult;
/** A ≈ U * S * V^T (rank-k truncated SVD) */
export declare function reconstructFromSVD(svd: SVDResult): number[][];