#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 */