theplu::yat::utility::SVD Class Reference

Singular Value Decomposition. More...

#include <yat/utility/SVD.h>

Public Types
enum	SVDalgorithm { GolubReinsch, ModifiedGolubReinsch, Jacobi }

Public Member Functions
	SVD (const utility::Matrix &Ain)
	Constructs an SVD object using the matrix Ain as only input. The input matrix is copied for further use in the object. More...
	~SVD (void)
	The destructor.
void	decompose (SVDalgorithm algo=GolubReinsch)
	This function will perform SVD with the method specified by algo. More...
const utility::Vector &	s (void) const
	Access to the s vector. More...
void	solve (const utility::VectorBase &b, utility::Vector &x)
	Solve the system using the decomposition of A. More...
const utility::Matrix &	U (void) const
	Access to the U matrix. More...
const utility::Matrix &	V (void) const
	Access to the V matrix. More...

Detailed Description

Singular Value Decomposition.

Class encapsulating GSL methods for singular value decomposition, SVD.

A = U S V' = (MxN)(NxN)(NxN) = (MxN)

A = Matrix to be decomposed, size MxN
U = Orthogonal matrix, size MxN
S = Diagonal matrix of singular values, size NxN
V = Orthogonal matrix, size NxN

Member Enumeration Documentation

enum theplu::yat::utility::SVD::SVDalgorithm

A number of SVD algorithms are implemented in GSL. They have their strengths and weaknesses.

See Also

GSL's SVD documentation.

Constructor & Destructor Documentation

theplu::yat::utility::SVD::SVD

(

const utility::Matrix &

Ain

)

Constructs an SVD object using the matrix Ain as only input. The input matrix is copied for further use in the object.

Note

Number of rows must be equal or larger than number of columns.

Member Function Documentation

void theplu::yat::utility::SVD::decompose

(

SVDalgorithm

algo = GolubReinsch

)

This function will perform SVD with the method specified by algo.

Exceptions

GSL_error

if the underlying GSL function fails.

const utility::Vector& theplu::yat::utility::SVD::s

(

void

)

const

Access to the s vector.

Returns

A copy of the s vector.

Note

If decompose() has not been run the outcome of the call is undefined.

void theplu::yat::utility::SVD::solve	(	const utility::VectorBase &	b,
		utility::Vector &	x
	)

Solve the system using the decomposition of A.

Note

If decompose() has not been run the outcome of the call is undefined.

Exceptions

GSL_error

if the underlying GSL function fails.

const utility::Matrix& theplu::yat::utility::SVD::U

(

void

)

const

Access to the U matrix.

Returns

A copy of the U matrix.

Note

If decompose() has not been run the outcome of the call is undefined.

const utility::Matrix& theplu::yat::utility::SVD::V

(

void

)

const

Access to the V matrix.

Returns

A copy of the V matrix.

Note

If decompose() has not been run the outcome of the call is undefined.

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The documentation for this class was generated from the following file:

• yat/utility/SVD.h