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Diffstat (limited to 'src/armadillo/include/armadillo_bits/fn_svd.hpp')
-rw-r--r-- | src/armadillo/include/armadillo_bits/fn_svd.hpp | 206 |
1 files changed, 206 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/fn_svd.hpp b/src/armadillo/include/armadillo_bits/fn_svd.hpp new file mode 100644 index 0000000..ff987bb --- /dev/null +++ b/src/armadillo/include/armadillo_bits/fn_svd.hpp @@ -0,0 +1,206 @@ +// SPDX-License-Identifier: Apache-2.0 +// +// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au) +// Copyright 2008-2016 National ICT Australia (NICTA) +// +// Licensed under the Apache License, Version 2.0 (the "License"); +// you may not use this file except in compliance with the License. +// You may obtain a copy of the License at +// http://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, software +// distributed under the License is distributed on an "AS IS" BASIS, +// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +// See the License for the specific language governing permissions and +// limitations under the License. +// ------------------------------------------------------------------------ + + +//! \addtogroup fn_svd +//! @{ + + + +template<typename T1> +inline +bool +svd + ( + Col<typename T1::pod_type>& S, + const Base<typename T1::elem_type,T1>& X, + const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr + ) + { + arma_extra_debug_sigprint(); + arma_ignore(junk); + + typedef typename T1::elem_type eT; + + Mat<eT> A(X.get_ref()); + + const bool status = auxlib::svd_dc(S, A); + + if(status == false) + { + S.soft_reset(); + arma_debug_warn_level(3, "svd(): decomposition failed"); + } + + return status; + } + + + +template<typename T1> +arma_warn_unused +inline +Col<typename T1::pod_type> +svd + ( + const Base<typename T1::elem_type,T1>& X, + const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr + ) + { + arma_extra_debug_sigprint(); + arma_ignore(junk); + + typedef typename T1::elem_type eT; + typedef typename T1::pod_type T; + + Col<T> out; + + Mat<eT> A(X.get_ref()); + + const bool status = auxlib::svd_dc(out, A); + + if(status == false) + { + out.soft_reset(); + arma_stop_runtime_error("svd(): decomposition failed"); + } + + return out; + } + + + +template<typename T1> +inline +bool +svd + ( + Mat<typename T1::elem_type>& U, + Col<typename T1::pod_type >& S, + Mat<typename T1::elem_type>& V, + const Base<typename T1::elem_type,T1>& X, + const char* method = "dc", + const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr + ) + { + arma_extra_debug_sigprint(); + arma_ignore(junk); + + typedef typename T1::elem_type eT; + + arma_debug_check + ( + ( ((void*)(&U) == (void*)(&S)) || (&U == &V) || ((void*)(&S) == (void*)(&V)) ), + "svd(): two or more output objects are the same object" + ); + + const char sig = (method != nullptr) ? method[0] : char(0); + + arma_debug_check( ((sig != 's') && (sig != 'd')), "svd(): unknown method specified" ); + + Mat<eT> A(X.get_ref()); + + const bool status = (sig == 'd') ? auxlib::svd_dc(U, S, V, A) : auxlib::svd(U, S, V, A); + + if(status == false) + { + U.soft_reset(); + S.soft_reset(); + V.soft_reset(); + arma_debug_warn_level(3, "svd(): decomposition failed"); + } + + return status; + } + + + +template<typename T1> +inline +bool +svd_econ + ( + Mat<typename T1::elem_type>& U, + Col<typename T1::pod_type >& S, + Mat<typename T1::elem_type>& V, + const Base<typename T1::elem_type,T1>& X, + const char mode, + const char* method = "dc", + const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr + ) + { + arma_extra_debug_sigprint(); + arma_ignore(junk); + + typedef typename T1::elem_type eT; + + arma_debug_check + ( + ( ((void*)(&U) == (void*)(&S)) || (&U == &V) || ((void*)(&S) == (void*)(&V)) ), + "svd_econ(): two or more output objects are the same object" + ); + + arma_debug_check + ( + ( (mode != 'l') && (mode != 'r') && (mode != 'b') ), + "svd_econ(): parameter 'mode' is incorrect" + ); + + const char sig = (method != nullptr) ? method[0] : char(0); + + arma_debug_check( ((sig != 's') && (sig != 'd')), "svd_econ(): unknown method specified" ); + + Mat<eT> A(X.get_ref()); + + const bool status = ((mode == 'b') && (sig == 'd')) ? auxlib::svd_dc_econ(U, S, V, A) : auxlib::svd_econ(U, S, V, A, mode); + + if(status == false) + { + U.soft_reset(); + S.soft_reset(); + V.soft_reset(); + arma_debug_warn_level(3, "svd_econ(): decomposition failed"); + } + + return status; + } + + + +template<typename T1> +inline +bool +svd_econ + ( + Mat<typename T1::elem_type>& U, + Col<typename T1::pod_type >& S, + Mat<typename T1::elem_type>& V, + const Base<typename T1::elem_type,T1>& X, + const char* mode = "both", + const char* method = "dc", + const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr + ) + { + arma_extra_debug_sigprint(); + arma_ignore(junk); + + return svd_econ(U, S, V, X, ((mode != nullptr) ? mode[0] : char(0)), method); + } + + + +//! @} |