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#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 */
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