SVD.h

#ifndef _theplu_yat_utility_svd_
#define _theplu_yat_utility_svd_

// $Id: SVD.h 3792 2019-04-12 07:15:09Z peter $

/*
  Copyright (C) 2003 Daniel Dalevi, Jari Häkkinen
  Copyright (C) 2004 Jari Häkkinen
  Copyright (C) 2005 Jari Häkkinen, Peter Johansson
  Copyright (C) 2006 Jari Häkkinen, Markus Ringnér
  Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2018 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library 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.

  The yat library 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 yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include "config_public.h"

#include "Matrix.h"
#include "Vector.h"

#include <gsl/gsl_linalg.h>

namespace theplu {
namespace yat {
namespace utility {

  class VectorBase;

  class SVD
  {
  public:

    enum SVDalgorithm {
      GolubReinsch,
      ModifiedGolubReinsch,
      Jacobi
    };

    explicit SVD(const Matrix& Ain);

#ifdef YAT_HAVE_RVALE

    explicit SVD(Matrix&& Ain);
#endif

    ~SVD(void);

    void decompose(SVDalgorithm algo=GolubReinsch);

    const Vector& s(void) const;

    void solve(const VectorBase& b, Vector& x);

    const Matrix& U(void) const;

    const Matrix& V(void) const;

  private:
    int jacobi(void);

    int golub_reinsch(void);

    int modified_golub_reinsch(void);

    Matrix U_, V_;
    Vector s_;
  };

}}} // of namespace utility, yat, and theplu

#endif