Eigen::RandCompleteOrthogonalDecomposition< MatrixType_, PermutationIndex_ > Class Template Reference

#include <Eigen/src/QR/CompleteOrthogonalDecomposition.h>

Detailed Description

template<typename MatrixType_, typename PermutationIndex_>
class Eigen::RandCompleteOrthogonalDecomposition< MatrixType_, PermutationIndex_ >

Complete orthogonal decomposition (COD) of a matrix, backed by RandColPivHouseholderQR.

Same factorization as CompleteOrthogonalDecomposition, but the rank-revealing QR step uses the randomized blocked column-pivoted Householder QR (BQRRP framework). On large matrices this is faster than the classical Businger-Golub pivoting in CompleteOrthogonalDecomposition because almost all work is performed in level-3 BLAS. The pivot-quality difference is empirically minor; see RandColPivHouseholderQR for references and details.

The block size and RNG seed of the underlying QR can be configured via setBlockSize() and setSeed() before calling compute().

For small or fixed-size matrices prefer CompleteOrthogonalDecomposition: the sketch overhead dominates below roughly a few hundred rows/columns.

See also

MatrixBase::randCompleteOrthogonalDecomposition(), CompleteOrthogonalDecomposition, RandColPivHouseholderQR

Public Member Functions
RandCompleteOrthogonalDecomposition &	setBlockSize (Index b)
	Sets the panel block size of the underlying randomized QR.
RandCompleteOrthogonalDecomposition &	setSeed (uint64_t seed)
	Fixes the RNG seed of the underlying randomized QR.

Member Function Documentation

setBlockSize()

template<typename MatrixType_, typename PermutationIndex_>

RandCompleteOrthogonalDecomposition & Eigen::RandCompleteOrthogonalDecomposition< MatrixType_, PermutationIndex_ >::setBlockSize ( Index b )

inline

Sets the panel block size of the underlying randomized QR.

See also

RandColPivHouseholderQR::setBlockSize

setSeed()

template<typename MatrixType_, typename PermutationIndex_>

RandCompleteOrthogonalDecomposition & Eigen::RandCompleteOrthogonalDecomposition< MatrixType_, PermutationIndex_ >::setSeed ( uint64_t seed )

inline

Fixes the RNG seed of the underlying randomized QR.

See also

RandColPivHouseholderQR::setSeed

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The documentation for this class was generated from the following files:

• /builds/libeigen/eigen/Eigen/src/Core/util/ForwardDeclarations.h
• /builds/libeigen/eigen/Eigen/src/QR/CompleteOrthogonalDecomposition.h