source: trunk/yat/utility/SVD.cc @ 3736

// $Id: SVD.cc 3736 2018-05-22 00:59:29Z 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, 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2009 Jari Häkkinen
  Copyright (C) 2011, 2012 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 3 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 yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include <config.h>

#include "SVD.h"

#include "Exception.h"
#include "Vector.h"
#include "VectorBase.h"

#include <cassert>
#include <sstream>
#include <utility>

namespace theplu {
namespace yat {
namespace utility {


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


#if YAT_HAVE_RVALE
  SVD::SVD(Matrix&& Ain)
    : U_(std::move(Ain)), V_(Ain.columns(),Ain.columns()), s_(Ain.columns())
  {
  }
#endif


  SVD::~SVD(void)
  {
  }


  void SVD::decompose(SVDalgorithm algo)
  {
    assert(U_.rows()>=U_.columns());
    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 GSL_error(std::string("SVD::decompose",status));
  }


  int SVD::golub_reinsch(void)
  {
    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)
  {
    Vector w(U_.columns());
    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 Vector& SVD::s(void) const
  {
    return s_;
  }


  void SVD::solve(const VectorBase& b, 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 GSL_error(std::string("SVD::solve",status));
  }


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


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

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