Replace SVD with randomized SVD (#59)

JuliaStats · Apr 13, 2021 · 79f8f0e · 79f8f0e
1 parent 567d89c
commit 79f8f0e
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Showing 4 changed files with 8 additions and 3 deletions.
diff --git a/Project.toml b/Project.toml
@@ -8,11 +8,13 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 NonNegLeastSquares = "b7351bd1-99d9-5c5d-8786-f205a815c4d7"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+RandomizedLinAlg = "0448d7d9-159c-5637-8537-fd72090fea46"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 
 [compat]
-NonNegLeastSquares = "0.2.0"
+NonNegLeastSquares = "0.2.0, 0.3.0"
+RandomizedLinAlg = "0.1.0"
 StatsBase = "0.25, 0.26, 0.27, 0.28, 0.29, 0.30, 0.31, 0.32, 0.33"
 julia = "0.7, 1"
 

diff --git a/src/NMF.jl b/src/NMF.jl
@@ -5,6 +5,7 @@ module NMF
     using LinearAlgebra
     using NonNegLeastSquares
     using Random
+    using RandomizedLinAlg
 
     export nnmf
 

diff --git a/src/initialization.jl b/src/initialization.jl
@@ -29,8 +29,8 @@ function _nndsvd!(X, W, Ht, inith::Bool, variant::Int)
     k = size(W, 2)
     T = eltype(W)
 
-    # compute SVD
-    (U, s, V) = svd(X, full=false)
+    # compute randomized SVD
+    (U, s, V) = rsvd(X, k)
 
     # main loop
     v0 = variant == 0 ? zero(T) :

diff --git a/test/initialization.jl b/test/initialization.jl
@@ -25,12 +25,14 @@ W, H = NMF.randinit(X, 5; normalize=true)
 
 ## nndsvd
 
+Random.seed!(5678)
 W, H = NMF.nndsvd(X, 5)
 @test size(W) == (8, 5)
 @test size(H) == (5, 12)
 @test all(W .>= 0.0)
 @test all(H .>= 0.0)
 
+Random.seed!(5678)
 W2, H2 = NMF.nndsvd(X, 5; zeroh=true)
 @test size(W) == (8, 5)
 @test size(H) == (5, 12)