annotate liboctave/dbleSVD.h @ 1011:18933dbd5e43

[project @ 1995-01-04 04:18:15 by jwe]
author jwe
date Wed, 04 Jan 1995 04:19:24 +0000
parents 714fd17fca28
children f93b7fa5e113
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
1 // -*- C++ -*-
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
2 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
3
1011
18933dbd5e43 [project @ 1995-01-04 04:18:15 by jwe]
jwe
parents: 882
diff changeset
4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
6 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
8 Octave is free software; you can redistribute it and/or modify it
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
9 under the terms of the GNU General Public License as published by the
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
10 Free Software Foundation; either version 2, or (at your option) any
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
11 later version.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
13 Octave is distributed in the hope that it will be useful, but WITHOUT
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
16 for more details.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
17
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
18 You should have received a copy of the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
19 along with Octave; see the file COPYING. If not, write to the Free
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
21
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
22 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
23
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
24 #if !defined (octave_SVD_h)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
25 #define octave_SVD_h 1
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
26
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
27 class ostream;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
28
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
29 #include "dDiagMatrix.h"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
30 #include "dMatrix.h"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
31
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
32 extern "C++" {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
33
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
34 class SVD
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
35 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
36 friend class Matrix;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
37
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
38 public:
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
39
537
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
40 enum type
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
41 {
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
42 std,
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
43 economy,
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
44 };
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
45
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
46 SVD (void) {}
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
47
537
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
48 SVD (const Matrix& a, SVD::type svd_type = SVD::std);
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
49 SVD (const Matrix& a, int& info, SVD::type svd_type = SVD::std);
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
50
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
51 SVD (const SVD& a);
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
52
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
53 SVD& operator = (const SVD& a);
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
54
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
55 DiagMatrix singular_values (void) const;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
56 Matrix left_singular_matrix (void) const;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
57 Matrix right_singular_matrix (void) const;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
58
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
59 friend ostream& operator << (ostream& os, const SVD& a);
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
60
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
61 private:
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
62
537
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
63 int init (const Matrix& a, SVD::type svd_type = SVD::std);
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
64
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
65 DiagMatrix sigma;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
66 Matrix left_sm;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
67 Matrix right_sm;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
68 };
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
69
537
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
70 inline SVD::SVD (const Matrix& a, SVD::type svd_type)
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
71 {
537
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
72 init (a, svd_type);
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
73 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
74
537
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
75 inline SVD::SVD (const Matrix& a, int& info, SVD::type svd_type)
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
76 {
537
4ecbfd3c3710 [project @ 1994-07-21 22:30:34 by jwe]
jwe
parents: 457
diff changeset
77 info = init (a, svd_type);
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
78 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
79
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
80 inline SVD::SVD (const SVD& a)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
81 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
82 sigma = a.sigma;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
83 left_sm = a.left_sm;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
84 right_sm = a.right_sm;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
85 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
86
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
87 inline SVD&
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
88 SVD::operator = (const SVD& a)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
89 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
90 sigma = a.sigma;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
91 left_sm = a.left_sm;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
92 right_sm = a.right_sm;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
93
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
94 return *this;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
95 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
96
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
97 inline DiagMatrix SVD::singular_values (void) const
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
98 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
99 return sigma;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
100 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
101
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
102 inline Matrix SVD::left_singular_matrix (void) const
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
103 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
104 return left_sm;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
105 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
106
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
107 inline Matrix SVD::right_singular_matrix (void) const
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
108 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
109 return right_sm;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
110 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
111
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
112 } // extern "C++"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
113
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
114 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
115
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
116 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
117 ;;; Local Variables: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
118 ;;; mode: C++ ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
119 ;;; page-delimiter: "^/\\*" ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
120 ;;; End: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
121 */