diff options
Diffstat (limited to 'demos/gtk-demo/singular_value_decomposition.c')
| -rw-r--r-- | demos/gtk-demo/singular_value_decomposition.c | 55 |
1 files changed, 55 insertions, 0 deletions
diff --git a/demos/gtk-demo/singular_value_decomposition.c b/demos/gtk-demo/singular_value_decomposition.c index 05d04d0667..e6d063ab4b 100644 --- a/demos/gtk-demo/singular_value_decomposition.c +++ b/demos/gtk-demo/singular_value_decomposition.c @@ -11,6 +11,20 @@ #define MAX_ITERATION_COUNT 30 +/* Perform Householder reduction to bidiagonal form + * + * Input: Matrix A of size nrows x ncols + * + * Output: Matrices and vectors such that + * A = U*Bidiag(diagonal, superdiagonal)*Vt + * + * All matrices are allocated by the caller + * + * Sizes: + * A, U: nrows x ncols + * diagonal, superdiagonal: ncols + * V: ncols x ncols + */ static void householder_reduction (double *A, int nrows, @@ -160,6 +174,20 @@ householder_reduction (double *A, } } +/* Perform Givens reduction + * + * Input: Matrices such that + * A = U*Bidiag(diagonal,superdiagonal)*Vt + * + * Output: The same, with superdiagonal = 0 + * + * All matrices are allocated by the caller + * + * Sizes: + * U: nrows x ncols + * diagonal, superdiagonal: ncols + * V: ncols x ncols + */ static int givens_reduction (int nrows, int ncols, @@ -298,6 +326,11 @@ givens_reduction (int nrows, return 0; } +/* Given a singular value decomposition + * of an nrows x ncols matrix A = U*Diag(S)*Vt, + * sort the values of S by decreasing value, + * permuting V to match. + */ static void sort_singular_values (int nrows, int ncols, @@ -339,6 +372,16 @@ sort_singular_values (int nrows, } } +/* Compute a singular value decomposition of A, + * A = U*Diag(S)*Vt + * + * All matrices are allocated by the caller + * + * Sizes: + * A, U: nrows x ncols + * S: ncols + * V: ncols x ncols + */ int singular_value_decomposition (double *A, int nrows, @@ -364,6 +407,18 @@ singular_value_decomposition (double *A, return 0; } +/* + * Given a singular value decomposition of A = U*Diag(S)*Vt, + * compute the best approximation x to A*x = B. + * + * All matrices are allocated by the caller + * + * Sizes: + * U: nrows x ncols + * S: ncols + * V: ncols x ncols + * B, x: ncols + */ void singular_value_decomposition_solve (double *U, double *S, |