STK_Svd.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2007  Serge Iovleff

    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as
    published by the Free Software Foundation; either version 2 of the
    License, or (at your option) any later version.

    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU Lesser General Public License for more details.

    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
    Boston, MA 02111-1307
    USA

    Contact : Serge.Iovleff@stkpp.org
*/

/*
 * Project:  Algebra
 * Purpose:  Define The Svd Class.
 * Author:   Serge Iovleff, serge.iovleff@stkpp.org
 *
 **/

#ifndef STK_SVD_H
#define STK_SVD_H

#include "../../Arrays/include/STK_Matrix.h"
#include "../../Arrays/include/STK_MatrixSquare.h"

namespace STK
{

class Svd
{
  protected:
    /* containers */
    Matrix       U_;    
    MatrixSquare V_;    
    Point        D_;    

    /* dimensions */
    Integer ncolV_;   
    Integer ncolD_;   
    Integer ncolU_;   
    Integer nrowU_;   

    /* flags */
    bool withU_;        
    bool withV_;        
    bool ref_;          

    /* results */
    Real    norm_;       
    Integer rank_;       
    bool    error_;      

  public :   
    Svd( Matrix const&    A       = Matrix()
       , bool      ref     = false
       , bool      withU   = true
       , bool      withV   = true
       );

    Svd( const Svd &S);

    virtual ~Svd();
 
    Svd& operator=(const Svd &S);

    void clearU();

    void clearV();

    void clear();

    void newSvd( Matrix const&    A       = Matrix()
               , bool      withU   = true
               , bool      withV   = true
               );

    static Real bidiag(const Matrix& M, Point& D, Vector& F);

    static void rightEliminate( Point& D
                              , Vector& F
                              , Integer const& nrow
                              , MatrixSquare& V
                              , bool withV = true
                              , Real const& tol = Arithmetic<Real>::epsilon()
                              );

    static void leftEliminate( Point& D
                             , Vector& F
                             , Integer const& nrow
                             , Matrix& U
                             , bool withU = true
                             , Real const& tol = Arithmetic<Real>::epsilon()
                             );

    static bool diag( Point& D
                    , Vector& F
                    , Matrix& U
                    , MatrixSquare& V
                    , bool withU = true
                    , bool withV = true
                    , Real const& tol = Arithmetic<Real>::epsilon()
                    );

    inline Integer nrowU() const { return U_.sizeVe();}
    inline Integer ncolU() const { return U_.sizeHo();}
    inline Integer ncolD() const { return ncolD_;}
    inline Integer nrowV() const { return V_.sizeVe();}
    inline Integer ncolV() const { return V_.sizeHo();}
    inline Real normSup()  const { return norm_;}
    inline Integer rank()  const { return rank_;}
    inline bool error()    const { return error_;}
    inline Matrix const&       getU() const { return U_;}
    inline MatrixSquare const& getV() const { return V_;}
    inline const Point&        getD() const { return D_;}
    
    inline Matrix&       getU() { return U_;}
    inline MatrixSquare& getV() { return V_;}
    inline Point&        getD() { return D_;}
    
  private:
    Vector F_;
    void init();
    void compSvd();
    void compU();
    void compV();
};

} // namespace STK

#endif
// STK_SVD_H