/********************************************************
 *  ██████╗  ██████╗████████╗██╗
 * ██╔════╝ ██╔════╝╚══██╔══╝██║
 * ██║  ███╗██║        ██║   ██║
 * ██║   ██║██║        ██║   ██║
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 *  ╚═════╝  ╚═════╝   ╚═╝   ╚══════╝
 * Geophysical Computational Tools & Library (GCTL)
 *
 * Copyright (c) 2022  Yi Zhang (yizhang-geo@zju.edu.cn)
 *
 * GCTL is distributed under a dual licensing scheme. 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. You should have 
 * received a copy of the GNU Lesser General Public License along with this 
 * program. If not, see <http://www.gnu.org/licenses/>.
 * 
 * If the terms and conditions of the LGPL v.2. would prevent you from using 
 * the GCTL, please consider the option to obtain a commercial license for a 
 * fee. These licenses are offered by the GCTL's original author. As a rule, 
 * licenses are provided "as-is", unlimited in time for a one time fee. Please 
 * send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget 
 * to include some description of your company and the realm of its activities. 
 * Also add information on how to contact you by electronic and paper mail.
 ******************************************************/

#ifndef _GCTL_SVD_H
#define _GCTL_SVD_H

#include "gctl/core.h"
#include "gctl/algorithm.h"

namespace gctl
{
    /**
     * @brief      SVD奇异值分解
     * 
     * A = U^T \cdot S \cdot V
     * A     大小为M*N输入的二维数组
     * K     待计算的奇异值与奇异向量的数量
     * U     分解后的U矩阵，大小为K*M
     * S     分解后的对角S矩阵，以向量的形式表示，即前k个特征值，大小1*K
     * V     分解后的V矩阵，大小为K*N
     *
     */
    class svd
    {
    public:
        matrix<double> U, V;
        array<double> S;

        svd();
        svd(const matrix<double> &src_mat);
        virtual ~svd(){}

        void reset();
        void set_singular_number(int k);
        void set_iteration(int t);
        void set_epsilon(double e);
        int get_singular_number(){return K;}

        void decompose(const matrix<double> &src_mat);

    protected:
        int maxi_iteration, K;
        double epsilon;
    };
}

#endif // _GCTL_SVD_H