source: trunk/yat/utility/SVD.h @ 1120

Last change on this file since 1120 was 1120, checked in by Peter, 14 years ago

vector is now Vector

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 4.0 KB
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1#ifndef _theplu_yat_utility_svd_
2#define _theplu_yat_utility_svd_
3
4// $Id: SVD.h 1120 2008-02-21 23:18:41Z peter $
5
6/*
7  Copyright (C) 2003 Daniel Dalevi, Jari Häkkinen
8  Copyright (C) 2004 Jari Häkkinen
9  Copyright (C) 2005 Jari Häkkinen, Peter Johansson
10  Copyright (C) 2006 Jari Häkkinen, Markus Ringnér
11  Copyright (C) 2007 Jari Häkkinen, Peter Johansson
12
13  This file is part of the yat library, http://trac.thep.lu.se/yat
14
15  The yat library is free software; you can redistribute it and/or
16  modify it under the terms of the GNU General Public License as
17  published by the Free Software Foundation; either version 2 of the
18  License, or (at your option) any later version.
19
20  The yat library is distributed in the hope that it will be useful,
21  but WITHOUT ANY WARRANTY; without even the implied warranty of
22  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
23  General Public License for more details.
24
25  You should have received a copy of the GNU General Public License
26  along with this program; if not, write to the Free Software
27  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
28  02111-1307, USA.
29*/
30
31#include "matrix.h"
32#include "Vector.h"
33
34#include <gsl/gsl_linalg.h>
35
36namespace theplu {
37namespace yat {
38namespace utility {
39
40  class VectorBase;
41
42  /**
43     @brief Singular Value Decomposition
44
45     Class encapsulating GSL methods for singular value
46     decomposition, SVD.
47
48     A = U S V' = (MxN)(NxN)(NxN) = (MxN)\n   
49
50     A = Matrix to be decomposed, size MxN\n
51     U = Orthogonal matrix, size MxN\n
52     S = Diagonal matrix of singular values, size NxN\n
53     V = Orthogonal matrix, size NxN\n
54  */
55  class SVD
56  {
57  public:
58
59    /**
60       A number of SVD algorithms are implemented in GSL. They have
61       their strengths and weaknesses, check the GSL documentation.
62   
63       There are restrictions on the matrix dimensions depending on
64       which SVD algorithm is used. From the GSL's SVD source code one
65       finds that the Golub-Reinsch algorithm implementation will not
66       work on matrices with fewer rows than columns, the same is also
67       true for the modified Golub-Reinsch algorithm.
68   
69       \see GSL's SVD documentation.
70    */
71    enum SVDalgorithm {
72      GolubReinsch,
73      ModifiedGolubReinsch,
74      Jacobi
75    };
76
77    /**
78       \brief Constructs an SVD object using the matrix Ain as only
79       input. The input matrix is copied for further use in the
80       object.
81    */
82    SVD(const utility::matrix& Ain);
83
84    /**
85       \brief The destructor
86    */
87    ~SVD(void);
88
89    /**
90       \brief This function will perform SVD with the method specified
91       by \a algo.
92
93       \throw GSL_error if the underlying GSL function fails.
94    */
95    void decompose(SVDalgorithm algo=GolubReinsch);
96
97    /**
98       \brief Access to the s vector.
99
100       \return A copy of the s vector.
101
102       \note If decompose() has not been run the outcome of the call
103       is undefined.
104    */
105    const utility::Vector& s(void) const;
106
107    /**
108       \brief Solve the system \f$ Ax=b \f$ using the decomposition of
109       A.
110
111       \note If decompose() has not been run the outcome of the call
112       is undefined.
113
114       \throw GSL_error if the underlying GSL function fails.
115    */
116    void solve(const utility::VectorBase& b, utility::Vector& x);
117
118    /**
119       \brief Access to the U matrix.
120
121       \return A copy of the U matrix.
122
123       \note If decompose() has not been run the outcome of the call
124       is undefined.
125    */
126    const utility::matrix& U(void) const;
127
128    /**
129       \brief Access to the V matrix.
130
131       \return A copy of the V matrix.
132
133       \note If decompose() has not been run the outcome of the call
134       is undefined.
135    */
136    const utility::matrix& V(void) const;
137
138  private:
139    /**
140       \brief Call GSL's Jacobi algorithm for SVD.
141
142       \return gsl_error status.
143    */
144    int jacobi(void);
145
146    /**
147       \brief Call GSL's Golub-Reinsch algorithm for SVD.
148
149       \return gsl_error status.
150    */
151    int golub_reinsch(void);
152
153    /**
154       \brief Call GSL's modified Golub-Reinch algorithm for SVD.
155
156       \return gsl_error status.
157    */
158    int modified_golub_reinsch(void);
159
160    utility::matrix U_, V_;
161    utility::Vector s_;
162  }; 
163
164}}} // of namespace utility, yat, and theplu
165
166#endif
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