gesvd.h

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// ========================================================================= //
// This file is part of MyraMath, copyright (c) 2014-2019 by Ryan A Chilton  //
// and distributed by MyraCore, LLC. See LICENSE.txt for license terms.      //
// ========================================================================= //

#ifndef MYRAMATH_DENSE_GESVD_H
#define MYRAMATH_DENSE_GESVD_H

#include <myramath/MYRAMATH_EXPORT.h>
#include <myramath/utility/Number.h>

#include <myramath/dense/Matrix.h>
#include <myramath/dense/DiagonalMatrix.h>

namespace myra {

template<class Number> class CDiagonalMatrixRange;

template<class Number> class gesvd_output
  {
  public:
    
    typedef typename ReflectPrecision<Number>::type Precision;
    
    gesvd_output(Matrix<Number>& in_U, DiagonalMatrix<Precision>& in_S, Matrix<Number>& in_V) 
      {
      U.swap(in_U);
      S.swap(in_S);
      V.swap(in_V);
      }

    Matrix<Number> U;            // Unitary U, U'U = I
    DiagonalMatrix<Precision> S; // Real diagonal S
    Matrix<Number> V;            // Unitary V, VV' = I
  };

// Makes a deep copy of A, returns U,S,V in an gesvd_output<> tuple.
MYRAMATH_EXPORT gesvd_output<NumberS> gesvd(const CMatrixRange<NumberS>& A);
MYRAMATH_EXPORT gesvd_output<NumberD> gesvd(const CMatrixRange<NumberD>& A);
MYRAMATH_EXPORT gesvd_output<NumberC> gesvd(const CMatrixRange<NumberC>& A);
MYRAMATH_EXPORT gesvd_output<NumberZ> gesvd(const CMatrixRange<NumberZ>& A);

// Overwrites U,S,V with the output. Clobbers A.
MYRAMATH_EXPORT void gesvd_inplace(const MatrixRange<NumberS>& A, const MatrixRange<NumberS>& U, const DiagonalMatrixRange<NumberS>& S, const MatrixRange<NumberS>& V);
MYRAMATH_EXPORT void gesvd_inplace(const MatrixRange<NumberD>& A, const MatrixRange<NumberD>& U, const DiagonalMatrixRange<NumberD>& S, const MatrixRange<NumberD>& V);
MYRAMATH_EXPORT void gesvd_inplace(const MatrixRange<NumberC>& A, const MatrixRange<NumberC>& U, const DiagonalMatrixRange<NumberS>& S, const MatrixRange<NumberC>& V);
MYRAMATH_EXPORT void gesvd_inplace(const MatrixRange<NumberZ>& A, const MatrixRange<NumberZ>& U, const DiagonalMatrixRange<NumberD>& S, const MatrixRange<NumberZ>& V);

int rank(const CDiagonalMatrixRange<float >& S, float  tolerance);
int rank(const CDiagonalMatrixRange<double>& S, double tolerance);

} // namespace

#endif