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Diffstat (limited to 'numlib/svd.h')
| -rw-r--r-- | numlib/svd.h | 90 |
1 files changed, 90 insertions, 0 deletions
diff --git a/numlib/svd.h b/numlib/svd.h new file mode 100644 index 0000000..59b080d --- /dev/null +++ b/numlib/svd.h @@ -0,0 +1,90 @@ +#ifndef SVD_H +#define SVD_H + +/* + * Copyright 2000 Graeme W. Gill + * All rights reserved. + * + * This material is licenced under the GNU AFFERO GENERAL PUBLIC LICENSE Version 3 :- + * see the License.txt file for licencing details. + */ + +#ifdef __cplusplus + extern "C" { +#endif + +/* Compute Singular Value Decomposition of A = U.W.Vt */ +/* Return status value: */ +/* 0 - no error */ +/* 1 - m < n error */ +int svdecomp( +double **a, /* A[0..m-1][0..n-1], return U[][] */ +double *w, /* return W[0..n-1] */ +double **v, /* return V[0..n-1][0..n-1] (not transpose!) */ +int m, /* Number of equations */ +int n /* Number of unknowns */ +); + +/* Threshold the singular values W[] */ +void svdthresh( +double w[], /* Singular values */ +int n /* Number of unknowns */ +); + +/* Threshold the singular values W[] to give a specific dof */ +void svdsetthresh( +double w[], /* Singular values */ +int n, /* Number of unknowns */ +int dof /* Expected degree of freedom */ +); + +/* Use output of svdcmp() to solve overspecified and/or */ +/* singular equation A.x = b */ +int svdbacksub( +double **u, /* U[0..m-1][0..n-1] U, W, V SVD decomposition of A[][] */ +double *w, /* W[0..n-1] */ +double **v, /* V[0..n-1][0..n-1] (not transpose!) */ +double b[], /* B[0..m-1] Right hand side of equation */ +double x[], /* X[0..n-1] Return solution. (May be the same as b[]) */ +int m, /* Number of equations */ +int n /* Number of unknowns */ +); + +/* Solve the equation A.x = b using SVD */ +/* (The w[] values are thresholded for best accuracy) */ +/* Return non-zero if no solution found */ +/* !!! Note that A[][] will be changed !!! */ +int svdsolve( +double **a, /* A[0..m-1][0..n-1] input A[][], will return U[][] */ +double b[], /* B[0..m-1] Right hand side of equation, return solution */ +int m, /* Number of equations */ +int n /* Number of unknowns */ +); + +/* Solve the equation A.x = b using SVD */ +/* The top s out of n singular values will be used */ +/* Return non-zero if no solution found */ +/* !!! Note that A[][] will be changed !!! */ +int svdsolve_s( +double **a, /* A[0..m-1][0..n-1] input A[][], will return U[][] */ +double b[], /* B[0..m-1] Right hand side of equation, return solution */ +int m, /* Number of equations */ +int n, /* Number of unknowns */ +int s /* Number of unknowns */ +); + +/* Solve the equation A.x = b using Direct calculation, LU or SVD as appropriate */ +/* Return non-zero if no solution found */ +/* !!! Note that A[][] will be changed !!! */ +int gen_solve_se( +double **a, /* A[0..m-1][0..n-1] input A[][], will return U[][] */ +double b[], /* B[0..m-1] Right hand side of equation, return solution */ +int m, /* Number of equations */ +int n /* Number of unknowns */ +); + +#ifdef __cplusplus + } +#endif + +#endif /* SVD_H */ |