vona.math

Class SVD_DGESVD

java.lang.Object

vona.math.SVD

vona.math.SVD_DGESVD

Direct Known Subclasses:

SVD_DGESVD_FOMMIL_NETLIB, SVD_DGESVD_JLAPACK, SVD_DGESVD_NETLIB_JAVA

@NotThreadSafe
public abstract class SVD_DGESVD
extends SVD

Wrapper for LAPACK DGESVD.

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

Field Summary

Fields

Modifier and Type	Field and Description
static int	INITIAL_WORK initial work length
double[]	work dynamically allocated work vector

Constructor Summary

Constructors

Constructor and Description
SVD_DGESVD()

Method Summary

Methods

Modifier and Type	Method and Description
boolean	checkStatus(int status) Check if a status code indicates success.
int	dgesvd(java.lang.String jobu, java.lang.String jobvt, int m, int n, double[] a, double[] s, double[] u, double[] vt) Covers dgesvd(String, String, int, int, double[], double[], double[], double[], double[], int), uses work, reallocating as necessary.
abstract int	dgesvd(java.lang.String jobu, java.lang.String jobvt, int m, int n, double[] a, double[] s, double[] u, double[] vt, double[] work, int lwork) Wrapper for generic LAPACK DGESVD call.
java.lang.String	getStatusMessage(int status) Translate a return status code into a human-readable message.
int	thinSVD(int m, int n, double[] a, double[] s, double[] u, double[] vt) Compute the thin SVD of m x n matrix a.

Methods inherited from class vona.math.SVD

cons, getDescription, toString

Methods inherited from class java.lang.Object

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

Field Detail

INITIAL_WORK

public static final int INITIAL_WORK

initial work length

See Also:

Constant Field Values

work

public double[] work

dynamically allocated work vector

Constructor Detail

SVD_DGESVD

public SVD_DGESVD()

Method Detail

thinSVD

public 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.

Specified by:

thinSVD in class SVD

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

dgesvd

public abstract int dgesvd(java.lang.String jobu,
         java.lang.String jobvt,
         int m,
         int n,
         double[] a,
         double[] s,
         double[] u,
         double[] vt,
         double[] work,
         int lwork)

Wrapper for generic LAPACK DGESVD call.

See e.g. the JLAPACK Dgesvd doc.

dgesvd

public int dgesvd(java.lang.String jobu,
         java.lang.String jobvt,
         int m,
         int n,
         double[] a,
         double[] s,
         double[] u,
         double[] vt)

Covers dgesvd(String, String, int, int, double[], double[], double[], double[], double[], int), uses work, reallocating as necessary.

getStatusMessage

public java.lang.String getStatusMessage(int status)

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

Specified by:

getStatusMessage in class SVD

checkStatus

public boolean checkStatus(int status)

Check if a status code indicates success.

Specified by:

checkStatus in class SVD