source: trunk/yat/utility/SVD.cc @ 1437

// $Id: SVD.cc 1437 2008-08-25 17:55:00Z peter $

/*
  Copyright (C) 2003 Daniel Dalevi
  Copyright (C) 2004 Jari Häkkinen
  Copyright (C) 2005 Jari Häkkinen, Peter Johansson
  Copyright (C) 2006 Jari Häkkinen
  Copyright (C) 2007 Jari Häkkinen, Peter Johansson
  Copyright (C) 2008 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 2 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
  02111-1307, USA.
*/

#include "SVD.h"
#include "Vector.h"
#include "VectorBase.h"

#include <sstream>

namespace theplu {
namespace yat {
namespace utility {


  SVD::SVD(const utility::Matrix& Ain)
    : U_(Ain), V_(Ain.columns(),Ain.columns()), s_(Ain.columns())
  {
  }


  SVD::~SVD(void)
  {
  }


  void SVD::decompose(SVDalgorithm algo)
  {
    int status=0;
    switch (algo) {
    case GolubReinsch:
      status=golub_reinsch();
      break;
    case ModifiedGolubReinsch:
      status=modified_golub_reinsch();
      break;
    case Jacobi:
      status=jacobi();
      break;
    default:
      std::stringstream ss("SVD::decompose ");
      ss << algo << " is not a valid SVDalgorithm";
      throw GSL_error(ss.str());
    }
    if (status)
      throw utility::GSL_error(std::string("SVD::decompose",status));
  }


  int SVD::golub_reinsch(void)
  {
    utility::Vector w(U_.columns());
    return gsl_linalg_SV_decomp(U_.gsl_matrix_p(), V_.gsl_matrix_p(),
                                s_.gsl_vector_p(), w.gsl_vector_p());
  }


  int SVD::jacobi(void)
  {
    return gsl_linalg_SV_decomp_jacobi(U_.gsl_matrix_p(), V_.gsl_matrix_p(),
                                       s_.gsl_vector_p());
  }


  int SVD::modified_golub_reinsch(void)
  {
    utility::Vector w(U_.columns());
    utility::Matrix X(U_.columns(),U_.columns());
    return gsl_linalg_SV_decomp_mod(U_.gsl_matrix_p(), X.gsl_matrix_p(), 
                                    V_.gsl_matrix_p(), s_.gsl_vector_p(),
                                    w.gsl_vector_p());
  }


  const utility::Vector& SVD::s(void) const
  {
    return s_;
  }


  void SVD::solve(const utility::VectorBase& b, utility::Vector& x)
  {
    int status=gsl_linalg_SV_solve(U_.gsl_matrix_p(), V_.gsl_matrix_p(), 
                                   s_.gsl_vector_p(), b.gsl_vector_p(),
                                   x.gsl_vector_p());
    if (status)
      throw utility::GSL_error(std::string("SVD::solve",status));
  }


  const utility::Matrix& SVD::U(void) const
  {
    return U_;
  }


  const utility::Matrix& SVD::V(void) const
  {
    return V_;
  }

}}} // of namespace utility, yat, and theplu