Hardware-Accelerated SVD via LAPACK

Uses R's linked LAPACK (which on macOS is Apple Accelerate/AMX, on Linux is typically OpenBLAS or MKL) for hardware-optimised SVD computation.

Usage

accelerate_svd(A, thin = TRUE)

Arguments

A

Matrix (m x n). Input matrix.

thin

Logical. If TRUE (default), compute thin SVD.

Value

A list with components U, d, V.

Examples

set.seed(1L)
A <- matrix(rnorm(8 * 5), nrow = 8, ncol = 5)
res <- accelerate_svd(A, thin = TRUE)
length(res$d)
#> [1] 5
all.equal(sort(res$d, decreasing = TRUE), svd(A)$d)
#> [1] TRUE