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SVDC::SVDC(const MatrixC &) SVDC::cut_off(const double) SVDC::GetU(void) const SVDC::GetV(void) const SVDC::GetSig(void) const SVDC::left_hausholder(MatrixC &,const int) SVDC::right_hausholder(MatrixC &,const int) SVDC::bidiagonalize(VectorC &,const MatrixC &) SVDC::rotate(MatrixC &,const int,const int,const double,const double) SVDC::rip_through(VectorC &,const int,const int,const double) SVDC::get_submatrix_to_work_on(VectorC &,const int,const double) SVDC::diagonalize(VectorC &,const double)

SVDC
Singular Value Decomposition --- Don;t use!!!!!!
include	"amma/SVD.hh"
User Level:	Default
Library:	Mlalg
Example:	exEndPoint.cc
Section:	Basic Types.Numerical Geometry.N-D
In Scope:	std

Comments:
This is an attempt to replace the numerical recipies code. its is not as good, so it is suggested you use the routine in MatrixC. A class that holds U,V,Sig - the singular value decomposition of a matrix

const int M;

Dimensions of the problem (M>=N)

const int N;

Dimensions of the problem (M>=N)

MatrixC U;

M*M orthogonal matrix U

MatrixC V;

N*N orthogonal matrix V

VectorC sig;

Vector(1:N) of N onordered singular values Internal procedures used in SVD

SVDC(const MatrixC & A)

Decompose Matrix A, of M rows and N columns, M>=N

void cut_off(const double min_sig)

Regularization: make all sig(i) that are smaller than min_sig exactly zeros Inquiries

const MatrixC & GetU(void) const

Access U matrix.

const MatrixC & GetV(void) const

Access V matrix.

const VectorC & GetSig(void) const

operator MinMax(void) const; // Return min and max singular values double q_cond_number(void) const; sig_max/sig_min

double left_hausholder(MatrixC & A,const int i)

double right_hausholder(MatrixC & A,const int i)

double bidiagonalize(VectorC & super_diag,const MatrixC & _A)

void rotate(MatrixC & U,const int i,const int j,const double cos_ph,const double sin_ph)

void rip_through(VectorC & super_diag,const int k,const int l,const double eps)

int get_submatrix_to_work_on(VectorC & super_diag,const int k,const double eps)

void diagonalize(VectorC & super_diag,const double eps)