I have these very large matrices and I'm trying to avoid to run JacobiSVD from Eigen. Therefore I am trying to run RedSVD. The problem is: my reconstruction error is huge when running RedSVD. I have no idea why. When I try RedSVD with a random matrix of same dimensions the reconstruction error is very small, so I guess it has something to do with my specific matrix.
I would really appreciate if you could give me some direction, since I exhausted my ideas. To showcase the problem I generated the smallest matrix I could that still presents a large reconstruction error, it can be accessed on this link. I also made the code that generates the error available here.
Hello,
I have these very large matrices and I'm trying to avoid to run JacobiSVD from Eigen. Therefore I am trying to run RedSVD. The problem is: my reconstruction error is huge when running RedSVD. I have no idea why. When I try RedSVD with a random matrix of same dimensions the reconstruction error is very small, so I guess it has something to do with my specific matrix.
I would really appreciate if you could give me some direction, since I exhausted my ideas. To showcase the problem I generated the smallest matrix I could that still presents a large reconstruction error, it can be accessed on this link. I also made the code that generates the error available here.
Thanks in advance.