|| || || || || || || ||

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MatSVD.h

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#ifndef Impala_Core_Matrix_MatSVD_h
#define Impala_Core_Matrix_MatSVD_h

#include "tnt_array2d.h"
#include "jama_svd.h"

#include "Core/Matrix/MatFunc.h"
#include "Core/Array/PrintData.h"
#include "Core/Matrix/Mat.h"
#include "Core/Matrix/MatFunc.h"

namespace Impala
{
namespace Core
{
namespace Matrix
{

using namespace Impala;

template<class ArrayT>
inline int
MatSVD(ArrayT* a, ArrayT*& u, ArrayT*& s, ArrayT*& v)
{
    int rows = a->H();
    int cols = a->W();

    //TNT Array Initialization
    Array2D<Real64> A(rows,cols,a->PB());
    Array2D<Real64> U(0,0);
    Array2D<Real64> S(0,0);
    Array2D<Real64> V(0,0);
    
    JAMA::SVD<Real64> svd(A);

    svd.getU(U);
    u=MatCreate<Mat>(U.dim1(),U.dim2());
    for(int i=0;i<U.dim1();i++)
        for(int j=0;j<U.dim2();j++)
            u->SetValue(U[i][j],j,i);
    
    svd.getV(V);
    v=MatCreate<Mat>(V.dim2(),V.dim1());
    for(int i=0;i<V.dim1();i++)
        for(int j=0;j<V.dim2();j++)
            v->SetValue(V[i][j],j,i);
    
    svd.getS(S);
    s=MatCreate<Mat>(S.dim1(),S.dim2());
    for(int i=0;i<S.dim1();i++)
        for(int j=0;j<S.dim2();j++)
            s->SetValue(S[i][j],j,i);

    return svd.rank();

}


} // namespace Matrix
} // namespace Core
} // namespace Impala

#endif

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