/*
* 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.mtj.calculation;
import no.uib.cipr.matrix.DenseMatrix;
import org.ujmp.core.Matrix;
import org.ujmp.core.doublematrix.SparseDoubleMatrix2D;
import org.ujmp.mtj.MTJDenseDoubleMatrix2D;
public class SVD implements org.ujmp.core.doublematrix.calculation.general.decomposition.SVD<Matrix> {
public static org.ujmp.core.doublematrix.calculation.general.decomposition.SVD<Matrix> INSTANCE = new SVD();
public Matrix[] calc(Matrix source) {
try {
DenseMatrix m = null;
if (source instanceof MTJDenseDoubleMatrix2D) {
m = ((MTJDenseDoubleMatrix2D) source).getWrappedObject();
} else {
m = new MTJDenseDoubleMatrix2D(source).getWrappedObject();
}
no.uib.cipr.matrix.SVD svd = no.uib.cipr.matrix.SVD.factorize(m);
Matrix u = new MTJDenseDoubleMatrix2D(svd.getU());
Matrix v = new MTJDenseDoubleMatrix2D(svd.getVt()).transpose();
double[] svs = svd.getS();
Matrix s = SparseDoubleMatrix2D.Factory.zeros(source.getSize());
for (int i = (int) Math.min(s.getRowCount(), s.getColumnCount()); --i >= 0;) {
s.setAsDouble(svs[i], i, i);
}
return new Matrix[] { u, s, v };
} catch (Exception e) {
throw new RuntimeException(e);
}
}
}