Options.hpp

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#ifndef IRLBA_OPTIONS_HPP
#define IRLBA_OPTIONS_HPP
 
#include <random>
#include <optional>
#include "Eigen/Dense"
 
namespace irlba {
 
template<class EigenVector_ = Eigen::VectorXd>
struct Options {
    std::optional<double> invariant_subspace_tolerance;
 
    double convergence_tolerance = 1e-5; 
 
    std::optional<double> singular_value_ratio_tolerance; 
 
    std::optional<Eigen::Index> extra_work;
 
    int max_iterations = 1000;
 
    bool exact_for_small_matrix = true;
 
    bool exact_for_large_number = true;
 
    bool cap_number = false;
 
    typename std::mt19937_64::result_type seed = std::mt19937_64::default_seed;
 
    std::optional<EigenVector_> initial;
};
 
template<typename Float_, class EigenVector_>
Float_ choose_invariant_tolerance(const Options<EigenVector_>& options) {
    const auto& tol = options.invariant_subspace_tolerance;
    if (tol.has_value() && *tol >= 0) { // check it's non-negative for back-compatibility.
        return *tol;
    } else {
        return std::pow(std::numeric_limits<Float_>::epsilon(), 0.8);
    }
}
 
template<class EigenVector_>
double choose_singular_value_tolerance(const Options<EigenVector_>& options) {
    const auto& svtol = options.singular_value_ratio_tolerance;
    if (svtol.has_value() && *svtol >= 0) {
        return *svtol;
    } else {
        return options.convergence_tolerance;
    }
}
}
 
#endif