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Golub-Kahan SVD algorithm for KMP tensors #499

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grinisrit wants to merge 64 commits from dev into dev
pull from: dev
merge into: kscience:dev
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kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestDoubleLinearOpsAlgebra.kt
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@ -282,7 +282,7 @@ private fun DoubleTensorAlgebra.testSVDFor(tensor: DoubleTensor) {
assertTrue(tensor.eq(tensorSVD)) assertTrue(tensor.eq(tensorSVD))
} }
private fun DoubleTensorAlgebra.testSVDGolubKahanFor(tensor: DoubleTensor) { private fun DoubleTensorAlgebra.testSVDGolubKahanFor(tensor: DoubleTensor, epsilon: Double = 1e-10) {
val svd = tensor.svdGolubKahan() val svd = tensor.svdGolubKahan()
val tensorSVD = svd.first val tensorSVD = svd.first
@ -291,7 +291,7 @@ private fun DoubleTensorAlgebra.testSVDGolubKahanFor(tensor: DoubleTensor) {
.dot(svd.third.transpose()) .dot(svd.third.transpose())
) )
assertTrue(tensor.eq(tensorSVD)) assertTrue(tensor.eq(tensorSVD, epsilon))
} }
private fun DoubleTensorAlgebra.testSVDPowerMethodFor(tensor: DoubleTensor, epsilon: Double = 1e-10) { private fun DoubleTensorAlgebra.testSVDPowerMethodFor(tensor: DoubleTensor, epsilon: Double = 1e-10) {