vona.math

Class SVD

java.lang.Object

vona.math.SVD

Direct Known Subclasses:

SVD_DGESDD, SVD_DGESVD

@NotThreadSafe
public abstract class SVD
extends java.lang.Object

Wrapper for SVD libraries.

Currently only provides thin SVD, with subclasses for JLAPACK and netlib-java backends. Support for other SVD styles and other backends, such as JAMA, is TBD.

Typical SVD implementations are O(l*s^2+s^3) where l is the larger matrix dimension and s is the smaller dimension (see e.g. Tony F. Chan, "An Improved Algorithm for Computing the Singular Value Decomposition", ACM Transactions on Mathematmal Software, 1982; David Bau, "Faster SVD for Matrices with small m/n, Cornell TR 94-1414, 1994). Informal timings of the SVD_DGESVD_NETLIB_JAVA backend agree with this. These bounds assume that the internal convergence loop terminates within a fixed number of iterations; if it doesn't then typical SVD implementations bail.

Thread Safety

For performance, instances of concrete subclasses may allocate internal work storage, and are not intended to be MT-safe.

Copyright (C) 2008 Marsette A. Vona, III

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This program 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 General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.

Author:

Marsette (Marty) A. Vona, III

Constructor Summary

Constructors

Constructor and Description
SVD()

Method Summary

Methods

Modifier and Type	Method and Description
abstract boolean	checkStatus(int status) Check if a status code indicates success.
static SVD	cons(java.lang.String impl) Generic factory.
java.lang.String	getDescription() Get a human-readable description of this SVD implementation.
abstract java.lang.String	getStatusMessage(int status) Translate a return status code into a human-readable message.
abstract int	thinSVD(int m, int n, double[] a, double[] s, double[] u, double[] vt) Compute the thin SVD of m x n matrix a.
java.lang.String	toString() getDescription()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

SVD

public SVD()

Method Detail

cons

public static SVD cons(java.lang.String impl)

Generic factory.

Parameters:

impl - the simple name of a concrete implementation class, e.g. "SVD_JLAPACK"

Returns:

the SVD implementation instance, if successful

Throws:

java.lang.RuntimeException - wrapping the reflection exception on failure

thinSVD

public abstract int thinSVD(int m,
          int n,
          double[] a,
          double[] s,
          double[] u,
          double[] vt)

Compute the thin SVD of m x n matrix a.

a = u*s*vt

[m x n] = [m x n] * [maxRank x maxRank] * [maxRank x n]

maxRank = min(m, n)

All matrices are packed column major as in Fortran.

Parameters:

m - the number of rows in the input matrix

n - the number of columns in the input matrix

a - the input m x n matrix, may be trashed on return

s - maxRank singular values are output here, in decreasing order

u - maxRank left singular column vectors, each of length m, are output here

vt - the right singular row vectors, each of length n, are output here, filling in an maxRank x n matrix

getStatusMessage

public abstract java.lang.String getStatusMessage(int status)

Translate a return status code into a human-readable message.

checkStatus

public abstract boolean checkStatus(int status)

Check if a status code indicates success.

getDescription

public java.lang.String getDescription()

Get a human-readable description of this SVD implementation.

toString

public java.lang.String toString()

getDescription()

Overrides:

toString in class java.lang.Object