79 lines
2.9 KiB
C++
79 lines
2.9 KiB
C++
/********************************************************
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* ██████╗ ██████╗████████╗██╗
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* ██╔════╝ ██╔════╝╚══██╔══╝██║
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* ██║ ███╗██║ ██║ ██║
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* ██║ ██║██║ ██║ ██║
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* ╚██████╔╝╚██████╗ ██║ ███████╗
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* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
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* Geophysical Computational Tools & Library (GCTL)
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*
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* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
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*
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* GCTL is distributed under a dual licensing scheme. You can redistribute
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* it and/or modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation, either version 2
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* of the License, or (at your option) any later version. You should have
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* received a copy of the GNU Lesser General Public License along with this
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* program. If not, see <http://www.gnu.org/licenses/>.
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*
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* If the terms and conditions of the LGPL v.2. would prevent you from using
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* the GCTL, please consider the option to obtain a commercial license for a
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* fee. These licenses are offered by the GCTL's original author. As a rule,
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* licenses are provided "as-is", unlimited in time for a one time fee. Please
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* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
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* to include some description of your company and the realm of its activities.
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* Also add information on how to contact you by electronic and paper mail.
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******************************************************/
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#ifndef _GCTL_SVD_H
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#define _GCTL_SVD_H
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#include "gctl/core.h"
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#include "gctl/algorithm.h"
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namespace gctl
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{
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/**
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* @brief SVD奇异值分解
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*
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* A = U^T \cdot S \cdot V
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* A 大小为M*N输入的二维数组
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* K 待计算的奇异值与奇异向量的数量
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* U 分解后的U矩阵，大小为K*M
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* 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
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* V 分解后的V矩阵，大小为K*N
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*
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*/
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class svd
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{
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public:
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matrix<double> U, V;
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array<double> S;
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svd();
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svd(const matrix<double> &src_mat);
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virtual ~svd(){}
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void reset();
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void set_singular_number(int k);
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void set_iteration(int t);
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void set_epsilon(double e);
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int get_singular_number(){return K;}
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void decompose(const matrix<double> &src_mat);
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/**
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* @brief Solve for x in form Ax = b. A is the original input matrix.
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*
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* @param b Right hang term of the linear system.
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* @param x Return solution.
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*/
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void solve(const array<double>& b, array<double> &x);
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protected:
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int maxi_iteration, K;
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double epsilon;
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};
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}
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#endif // _GCTL_SVD_H
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