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

Singular Value Decomposition. More...

#include <yat/utility/SVD.h>

List of all members.

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.
	~SVD (void)
	The destructor.
void	decompose (SVDalgorithm algo=GolubReinsch)
	This function will perform SVD with the method specified by algo.
const utility::Vector &	s (void) const
	Access to the s vector.
void	solve (const utility::VectorBase &b, utility::Vector &x)
	Solve the system using the decomposition of A.
const utility::Matrix &	U (void) const
	Access to the U matrix.
const utility::Matrix &	V (void) const
	Access to the V matrix.

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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

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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.

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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.

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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