source: trunk/yat/utility/SVD.h @ 676

Last change on this file since 676 was 675, checked in by Jari Häkkinen, 15 years ago

References #83. Changing project name to yat. Compilation will fail in this revision.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 3.9 KB
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1#ifndef _theplu_utility_svd_
2#define _theplu_utility_svd_
3
4// $Id: SVD.h 675 2006-10-10 12:08:45Z jari $
5
6/*
7  Copyright (C) The authors contributing to this file.
8
9  This file is part of the yat library, http://lev.thep.lu.se/trac/yat
10
11  The yat library is free software; you can redistribute it and/or
12  modify it under the terms of the GNU General Public License as
13  published by the Free Software Foundation; either version 2 of the
14  License, or (at your option) any later version.
15
16  The yat library is distributed in the hope that it will be useful,
17  but WITHOUT ANY WARRANTY; without even the implied warranty of
18  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
19  General Public License for more details.
20
21  You should have received a copy of the GNU General Public License
22  along with this program; if not, write to the Free Software
23  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
24  02111-1307, USA.
25*/
26
27#include "yat/utility/matrix.h"
28#include "yat/utility/vector.h"
29
30#include <gsl/gsl_linalg.h>
31
32namespace theplu {
33namespace utility {
34
35  // Jari check that interface is complete
36
37  /**
38     Class encapsulating GSL methods for singular value decomposition,
39     SVD.
40
41     A = U S V' = (MxN)(NxN)(NxN) = (MxN)\n   
42
43     A = Matrix to be decomposed, size MxN\n
44     U = Orthogonal matrix, size MxN\n
45     S = Diagonal matrix of singular values, size NxN\n
46     V = Orthogonal matrix, size NxN\n
47  */
48
49  class SVD
50  {
51  public:
52
53    ///
54    /// A number of SVD algorithms are implemented in GSL. They have
55    /// their strengths and weaknesses, check the GSL documentation.
56    ///
57    /// There are restrictions on the matrix dimensions depending on
58    /// which SVD algorithm is used. From the GSL's SVD source code
59    /// one finds that the Golub-Reinsch algorithm implementation will
60    /// not work on matrices with fewer rows than columns, the same is
61    /// also true for the modified Golub-Reinsch algorithm.
62    ///
63    /// @see GSL's SVD documentation.
64    ///
65    enum SVDalgorithm {
66      GolubReinsch,
67      ModifiedGolubReinsch,
68      Jacobi
69    };
70
71    ///
72    /// Constructs an SVD object using the matrix A as only input. The
73    /// input matrix is copied for further use in the object.
74    ///
75    inline SVD(const utility::matrix& Ain)
76      : U_(Ain), V_(Ain.columns(),Ain.columns()), s_(Ain.columns()) {}
77
78    inline ~SVD(void) {}
79
80    ///
81    /// This function will perform SVD with the method specified by \a
82    /// algo.
83    ///
84    /// @return Whatever GSL returns.
85    ///
86    int decompose(SVDalgorithm algo=GolubReinsch);
87
88    ///
89    /// Access to the s vector.
90    ///
91    /// @return A copy of the s vector.
92    ///
93    /// @note If decompose() has not been run the outcome of the call
94    /// is undefined.
95    ///
96    inline const utility::vector& s(void) const { return s_; }
97
98    ///
99    /// Solve the system \f$ Ax=b \f$ using the decomposition of A.
100    ///
101    /// @note If decompose() has not been run the outcome of the call
102    /// is undefined.
103    ///
104    /// @return Whatever GSL returns.
105    ///
106    inline int solve(utility::vector b, utility::vector x)
107      { return gsl_linalg_SV_solve(U_.gsl_matrix_p(), V_.gsl_matrix_p(), 
108                                   s_.gsl_vector_p(), b.gsl_vector_p(),
109                                   x.gsl_vector_p()); }
110
111    ///
112    /// Access to the U matrix.
113    ///
114    /// @return A copy of the U matrix.
115    ///
116    /// @note If decompose() has not been run the outcome of the call
117    /// is undefined.
118    ///
119    inline const utility::matrix& U(void) const { return U_; }
120
121    ///
122    /// Access to the V matrix.
123    ///
124    /// @return A copy of the V matrix.
125    ///
126    /// @note If decompose() has not been run the outcome of the call
127    /// is undefined.
128    ///
129    inline const utility::matrix& V(void) const { return V_; }
130
131  private:
132    inline int jacobi(void)
133      { return gsl_linalg_SV_decomp_jacobi(U_.gsl_matrix_p(), V_.gsl_matrix_p(), 
134                                           s_.gsl_vector_p()); }
135    int golub_reinsch(void);
136    int modified_golub_reinsch(void);
137
138    utility::matrix U_, V_;
139    utility::vector s_;
140  }; 
141
142}} // of namespace utility and namespace theplu
143
144#endif
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