#Version of RedSVD-h adapted for the course#
This is a software for SVD decomposition (useful for principal component analysis) To install it and have it available in the pacs directory hierarchy just type make
It's a template-only library so you just install the header file with
make install
with
make all
you have also a file with the description (you must have LaTeX
installed!) of the algorithm and a test. In general, it is better to
indicate DEBUG=no if you want efficiency.
IMPORTANT NOTE The file in include/RedSVD/RedSVD-h is the
original version, while include/RedSVD/RedSVD.hpp is a new version
that uses C++ random number generator classes to create the random
matrix needed by the algorithm.