dbleSVD.h

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/*

Copyright (C) 1994-2012 John W. Eaton

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave 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 General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#if !defined (octave_SVD_h)
#define octave_SVD_h 1

#include <iosfwd>

#include "dDiagMatrix.h"
#include "dMatrix.h"

class
OCTAVE_API
SVD
{
public:

  enum type
    {
      std,
      economy,
      sigma_only
    };

  enum driver
    {
      GESVD,
      GESDD
    };

  SVD (void) : type_computed (), sigma (), left_sm (), right_sm () { }

  SVD (const Matrix& a,
       type svd_type = SVD::std, driver svd_driver = SVD::GESVD)
    : type_computed (), sigma (), left_sm (), right_sm ()
    {
      init (a, svd_type, svd_driver);
    }

  SVD (const Matrix& a, octave_idx_type& info,
       type svd_type = SVD::std, driver svd_driver = SVD::GESVD)
    : type_computed (), sigma (), left_sm (), right_sm ()
    {
      info = init (a, svd_type, svd_driver);
    }

  SVD (const SVD& a)
    : type_computed (a.type_computed), sigma (a.sigma),
      left_sm (a.left_sm), right_sm (a.right_sm)
    { }

  SVD& operator = (const SVD& a)
    {
      if (this != &a)
        {
          type_computed = a.type_computed;
          sigma = a.sigma;
          left_sm = a.left_sm;
          right_sm = a.right_sm;
        }

      return *this;
    }

  ~SVD (void) { }

  DiagMatrix singular_values (void) const { return sigma; }

  Matrix left_singular_matrix (void) const;

  Matrix right_singular_matrix (void) const;

  friend std::ostream&  operator << (std::ostream& os, const SVD& a);

private:

  SVD::type type_computed;

  DiagMatrix sigma;
  Matrix left_sm;
  Matrix right_sm;

  octave_idx_type init (const Matrix& a,
                        type svd_type = std, driver svd_driver = GESVD);
};

#endif