source: trunk/yat/utility/SVD.h @ 680

Last change on this file since 680 was 680, checked in by Jari Häkkinen, 15 years ago

Addresses #153. Introduced yat namespace. Removed alignment namespace. Clean up of code.

  • 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_yat_utility_svd_
2#define _theplu_yat_utility_svd_
3
4// $Id: SVD.h 680 2006-10-11 17:49:03Z 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 "matrix.h"
28#include "vector.h"
29
30#include <gsl/gsl_linalg.h>
31
32namespace theplu {
33namespace yat {
34namespace utility {
35
36  // Jari check that interface is complete
37
38  /**
39     Class encapsulating GSL methods for singular value decomposition,
40     SVD.
41
42     A = U S V' = (MxN)(NxN)(NxN) = (MxN)\n   
43
44     A = Matrix to be decomposed, size MxN\n
45     U = Orthogonal matrix, size MxN\n
46     S = Diagonal matrix of singular values, size NxN\n
47     V = Orthogonal matrix, size NxN\n
48  */
49
50  class SVD
51  {
52  public:
53
54    ///
55    /// A number of SVD algorithms are implemented in GSL. They have
56    /// their strengths and weaknesses, check the GSL documentation.
57    ///
58    /// There are restrictions on the matrix dimensions depending on
59    /// which SVD algorithm is used. From the GSL's SVD source code
60    /// one finds that the Golub-Reinsch algorithm implementation will
61    /// not work on matrices with fewer rows than columns, the same is
62    /// also true for the modified Golub-Reinsch algorithm.
63    ///
64    /// @see GSL's SVD documentation.
65    ///
66    enum SVDalgorithm {
67      GolubReinsch,
68      ModifiedGolubReinsch,
69      Jacobi
70    };
71
72    ///
73    /// Constructs an SVD object using the matrix A as only input. The
74    /// input matrix is copied for further use in the object.
75    ///
76    inline SVD(const utility::matrix& Ain)
77      : U_(Ain), V_(Ain.columns(),Ain.columns()), s_(Ain.columns()) {}
78
79    inline ~SVD(void) {}
80
81    ///
82    /// This function will perform SVD with the method specified by \a
83    /// algo.
84    ///
85    /// @return Whatever GSL returns.
86    ///
87    int decompose(SVDalgorithm algo=GolubReinsch);
88
89    ///
90    /// Access to the s vector.
91    ///
92    /// @return A copy of the s vector.
93    ///
94    /// @note If decompose() has not been run the outcome of the call
95    /// is undefined.
96    ///
97    inline const utility::vector& s(void) const { return s_; }
98
99    ///
100    /// Solve the system \f$ Ax=b \f$ using the decomposition of A.
101    ///
102    /// @note If decompose() has not been run the outcome of the call
103    /// is undefined.
104    ///
105    /// @return Whatever GSL returns.
106    ///
107    inline int solve(utility::vector b, utility::vector x)
108      { return gsl_linalg_SV_solve(U_.gsl_matrix_p(), V_.gsl_matrix_p(), 
109                                   s_.gsl_vector_p(), b.gsl_vector_p(),
110                                   x.gsl_vector_p()); }
111
112    ///
113    /// Access to the U matrix.
114    ///
115    /// @return A copy of the U matrix.
116    ///
117    /// @note If decompose() has not been run the outcome of the call
118    /// is undefined.
119    ///
120    inline const utility::matrix& U(void) const { return U_; }
121
122    ///
123    /// Access to the V matrix.
124    ///
125    /// @return A copy of the V matrix.
126    ///
127    /// @note If decompose() has not been run the outcome of the call
128    /// is undefined.
129    ///
130    inline const utility::matrix& V(void) const { return V_; }
131
132  private:
133    inline int jacobi(void)
134      { return gsl_linalg_SV_decomp_jacobi(U_.gsl_matrix_p(), V_.gsl_matrix_p(), 
135                                           s_.gsl_vector_p()); }
136    int golub_reinsch(void);
137    int modified_golub_reinsch(void);
138
139    utility::matrix U_, V_;
140    utility::vector s_;
141  }; 
142
143}}} // of namespace utility, yat and theplu
144
145#endif
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