svd.h File Reference

Singular value decomposition helper shared by chart and color-math code. More...

#include <math.h>
#include <stdio.h>
#include <stdlib.h>

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Functions
static double	SIGN (double a, double b)
static double	PYTHAG (double a, double b)
static int	dsvd (double *a, int m, int n, int str, double *w, double *v)
	Compute the singular value decomposition of a dense matrix.

Detailed Description

Singular value decomposition helper shared by chart and color-math code.

This routine computes the SVD of a dense matrix stored row-major with an explicit row stride. It is adapted from the svdecomp.c implementation that shipped with XLISP-STAT 2.1, itself credited to Luke Tierney and David Betz.

Function Documentation

dsvd()

static int dsvd ( double *  a, int  m, int  n, int  str, double *  w, double *  v  )

inlinestatic

Compute the singular value decomposition of a dense matrix.

The input matrix is overwritten by the left singular vectors. The right singular vectors are stored in v and the singular values are stored in w. The function assumes m >= n and returns zero if the problem is malformed or the QR iteration does not converge.

Parameters

[in,out]	a	Input matrix overwritten with the left singular vectors.
[in]	m	Number of rows of a.
[in]	n	Number of columns of a.
[in]	str	Row stride of a.
[out]	w	Singular values, length n.
[out]	v	Right singular vectors stored as an n x n row-major matrix.

Returns

1 on success, 0 on failure.

References dt_free, f, flag, g, i, k, m, MAX, n, PYTHAG(), SIGN(), v, and x.

Referenced by solve().

PYTHAG()

static double PYTHAG ( double  a, double  b  )

inlinestatic

Referenced by dsvd().

SIGN()

static double SIGN ( double  a, double  b  )

inlinestatic

Referenced by dsvd().