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We need to implement a ldiv!
for RandSVD. There are two ways to do this for a rank k
approximation:
US^(-1)V'
, which avoids anything not in the singular subspace- `US^(-1)V + S(k)(I-VV')'
A decision should be made on which one to use then implement this version and document it appropriately in the manual.
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enhancementNew feature or requestNew feature or request