Decomposition poweriterationnormalizer - CyrilB1531/lodestar GitHub Wiki
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PowerIterationNormalizer
What a power iteration does to its block between the two products, and therefore part of the answer rather than an implementation detail.
A power iteration multiplies the probe block by A and then by Aแต, which sharpens the spectrum
โ and, left alone, collapses every column of the block onto the leading singular vector, in
double precision within a handful of iterations. Re-orthogonalizing between the products is what
stops that. Which factorization does the re-orthogonalizing changes the numbers that come out, so
it is a setting on TruncatedSvdOptions and never a decision the
implementation makes quietly.
Members
| Member | Value | What it does |
|---|---|---|
Auto |
0 |
None below three power iterations, Lu at or above. scikit-learn's rule, and โ since its own default is five iterations โ the reason the default path is the LU one. |
None |
1 |
Nothing between the products. Cheapest, and adequate only for one or two iterations. |
Qr |
2 |
An economic QR, by Householder reflections. The most accurate and the most expensive. |
Lu |
3 |
LU with partial pivoting, keeping P L. Its columns are not orthonormal, which is the accuracy it trades away for being cheaper. |
None past two iterations is not a saving, it is a wrong answer: the block loses rank to rounding
and the components it produces are approximately parallel. If five iterations are too slow, lower
PowerIterations rather than turning the normalizer off.