source: trunk/yat/utility/SVD.cc @ 751

// $Id: SVD.cc 751 2007-02-17 12:25:36Z jari $

/*
  Copyright (C) The authors contributing to this file.

  This file is part of the yat library, http://lev.thep.lu.se/trac/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 <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::vector& 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