dmat42.cpp File Reference

(Last Changed on November 12, 2014 for git-revision 04062068f9a30906e5f161d2b15800be97dad8be.)

This file deals with the Singular Value Decomposition of a matrix. More...

#include <fvar.hpp>

Go to the source code of this file.

Macros
#define	SIGN(a, b)   ((b) >= 0.0 ? fabs(a) : -fabs(a))

Functions
sing_val_decomp	singval_decomp (const dmatrix &_a)
	Singular value decomposition. More...
int	svd (int m, int n, int withu, int withv, double eps, double tol, const dmatrix &aa, const dvector &_q, const dmatrix &_u, const dmatrix &_v)
	Singular value decomposition. More...
int	svd_mln (int m, int n, int withu, int withv, double eps, double tol, const dmatrix &aa, const dvector &_q, const dmatrix &_u, const dmatrix &_v)
	Singular value decomposition. More...
int	svd_nlm (int m, int n, int withu, int withv, double eps, double tol, const dmatrix &aa, const dvector &_q, const dmatrix &_u, const dmatrix &_v)
	Singular value decomposition. More...

Detailed Description

This file deals with the Singular Value Decomposition of a matrix.

The format of the decomposition follows the format given in "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, section 2.6.

Definition in file dmat42.cpp.

Macro Definition Documentation

#define SIGN	(		a,
			b
	)		((b) >= 0.0 ? fabs(a) : -fabs(a))

Definition at line 20 of file dmat42.cpp.

Referenced by get_eigen(), and get_eigen_values().

Function Documentation

sing_val_decomp singval_decomp

(

const dmatrix &

_a

)

Singular value decomposition.

param _a

Definition at line 71 of file dmat42.cpp.

int svd	(	int	m,
		int	n,
		int	withu,
		int	withv,
		double	eps,
		double	tol,
		const dmatrix &	aa,
		const dvector &	_q,
		const dmatrix &	_u,
		const dmatrix &	_v
	)

Singular value decomposition.

Parameters

m	the number of rows of
n	the number of columns of
withu	true if the -part is wanted (true=1, false=0)
withv	true if the -part is wanted (true=1, false=0)
eps	i.e Epsilon
tol	the tolerance used
aa
_q
_u
_v

Returns

an error code = 0, if no errors and 'k' if a failure to converge at the 'kth' singular value.

On return will contain the singular values of and and will be a column-orthogonal matrices so that

Definition at line 118 of file dmat42.cpp.

Referenced by singval_decomp().

int svd_mln	(	int	m,
		int	n,
		int	withu,
		int	withv,
		double	eps,
		double	tol,
		const dmatrix &	aa,
		const dvector &	_q,
		const dmatrix &	_u,
		const dmatrix &	_v
	)

Singular value decomposition.

Used to find the svd of a matrix when .

Modified from svd.c (http://www.crbond.com/download/misc/svd.c), an algorithm that was translated by C. Bond to 'C' from the original Algol code in "Handbook for Automatic Computation, vol. II, Linear Algebra", Springer-Verlag.

Definition at line 170 of file dmat42.cpp.

Referenced by svd().

int svd_nlm	(	int	m,
		int	n,
		int	withu,
		int	withv,
		double	eps,
		double	tol,
		const dmatrix &	aa,
		const dvector &	_q,
		const dmatrix &	_u,
		const dmatrix &	_v
	)

Singular value decomposition.

Used to find the svd of a matrix when .

Modified from svd.c (http://www.crbond.com/download/misc/svd.c), an algorithm that was translated by C. Bond to 'C' from the original Algol code in "Handbook for Automatic Computation, vol. II, Linear Algebra", Springer-Verlag.

Definition at line 451 of file dmat42.cpp.

Referenced by svd().