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Add SVD implementation #30

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jimfleming opened this issue Jan 14, 2019 · 2 comments
Open

Add SVD implementation #30

jimfleming opened this issue Jan 14, 2019 · 2 comments
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enhancement New feature or request

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@jimfleming
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@jimfleming jimfleming added the enhancement New feature or request label Jan 14, 2019
@jimfleming jimfleming changed the title Add back SVD implementation Add SVD implementation Jun 14, 2019
@djsaunde
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https://www.tensorflow.org/api_docs/python/tf/linalg/svd?

@jimfleming
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I'm not sure if this is equivalent. TF's svd may take the analytical approach. @velocirabbit's implementation used gradient descent so it would be fast with very large matrices.

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@jimfleming @djsaunde