1 | // $Id: SVD.cc 703 2006-12-18 00:47:44Z jari $ |
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2 | |
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3 | /* |
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4 | Copyright (C) The authors contributing to this file. |
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5 | |
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6 | This file is part of the yat library, http://lev.thep.lu.se/trac/yat |
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7 | |
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8 | The yat library is free software; you can redistribute it and/or |
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9 | modify it under the terms of the GNU General Public License as |
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10 | published by the Free Software Foundation; either version 2 of the |
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11 | License, or (at your option) any later version. |
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12 | |
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13 | The yat library is distributed in the hope that it will be useful, |
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14 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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15 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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16 | General Public License for more details. |
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17 | |
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18 | You should have received a copy of the GNU General Public License |
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19 | along with this program; if not, write to the Free Software |
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20 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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21 | 02111-1307, USA. |
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22 | */ |
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23 | |
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24 | #include "SVD.h" |
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25 | |
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26 | namespace theplu { |
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27 | namespace yat { |
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28 | namespace utility { |
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29 | |
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30 | |
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31 | SVD::SVD(const utility::matrix& Ain) |
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32 | : U_(Ain), V_(Ain.columns(),Ain.columns()), s_(Ain.columns()) |
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33 | { |
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34 | } |
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35 | |
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36 | |
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37 | SVD::~SVD(void) |
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38 | { |
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39 | } |
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40 | |
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41 | |
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42 | int SVD::decompose(SVDalgorithm algo) |
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43 | { |
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44 | switch (algo) { |
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45 | case GolubReinsch: |
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46 | return golub_reinsch(); |
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47 | case ModifiedGolubReinsch: |
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48 | return modified_golub_reinsch(); |
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49 | case Jacobi: |
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50 | return jacobi(); |
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51 | } |
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52 | // the program should never end up here, return values should be |
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53 | // something different from normal GSL return values, or maybe |
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54 | // throw an exception. |
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55 | return 0; |
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56 | } |
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57 | |
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58 | |
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59 | |
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60 | int SVD::golub_reinsch(void) |
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61 | { |
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62 | utility::vector w(U_.columns()); |
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63 | return gsl_linalg_SV_decomp(U_.gsl_matrix_p(), V_.gsl_matrix_p(), |
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64 | s_.gsl_vector_p(), w.gsl_vector_p()); |
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65 | } |
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66 | |
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67 | |
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68 | |
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69 | int SVD::modified_golub_reinsch(void) |
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70 | { |
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71 | utility::vector w(U_.columns()); |
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72 | utility::matrix X(U_.columns(),U_.columns()); |
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73 | return gsl_linalg_SV_decomp_mod(U_.gsl_matrix_p(), X.gsl_matrix_p(), |
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74 | V_.gsl_matrix_p(), s_.gsl_vector_p(), |
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75 | w.gsl_vector_p()); |
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76 | } |
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77 | |
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78 | |
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79 | }}} // of namespace utility, yat, and theplu |
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