/*
* Copyright (C) 2008-2015 by Holger Arndt
*
* This file is part of the Universal Java Matrix Package (UJMP).
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership and licensing.
*
* UJMP is free software; you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* UJMP is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with UJMP; if not, write to the
* Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
* Boston, MA 02110-1301 USA
*/
package org.ujmp.ejml.calculation;
import org.ejml.data.DenseMatrix64F;
import org.ejml.factory.DecompositionFactory;
import org.ejml.interfaces.decomposition.SingularValueDecomposition;
import org.ujmp.core.Matrix;
import org.ujmp.ejml.EJMLDenseDoubleMatrix2D;
public class SVD implements org.ujmp.core.doublematrix.calculation.general.decomposition.SVD<Matrix> {
public static SVD INSTANCE = new SVD();
public Matrix[] calc(Matrix source) {
SingularValueDecomposition<DenseMatrix64F> svd = DecompositionFactory.svd((int) source.getRowCount(),
(int) source.getColumnCount(), true, true, false);
if (source instanceof EJMLDenseDoubleMatrix2D) {
svd.decompose(((EJMLDenseDoubleMatrix2D) source).getWrappedObject());
} else {
svd.decompose(new EJMLDenseDoubleMatrix2D(source).getWrappedObject());
}
Matrix u = new EJMLDenseDoubleMatrix2D(svd.getU(null, false));
Matrix v = new EJMLDenseDoubleMatrix2D(svd.getV(null, false));
Matrix s = new EJMLDenseDoubleMatrix2D(svd.getW(null));
return new Matrix[] { u, s, v };
}
}