/home/fayn/OpenKraken-dev/OpenKN-math/src/SVD.hpp File Reference

#include "Matrix.hpp"

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Namespaces

namespace kn

Functions

void kn::decompositionSVD (Matrix< double > &a, Vector< double > &w, Matrix< double > &v)

Construct the Singular value Decomposition of a matrix M The SVD is given as A = UwV^T In our case, U will replace A The following used algorithm comes from Numerical Recipes Second Edition (1992).

void kn::sortSingularValuesSVD (Matrix< double > &u, Vector< double > &w, Matrix< double > &v)

Put in decreasing order the singular values (vector w) The sorting algorithm used is the bubble sort.

void kn::solveSVD (const Matrix< double > &u, const Vector< double > &w, const Matrix< double > &v, const Vector< double > &b, Vector< double > &x)

Resolve the system (uwv)x=b with uwv the singular value decomposition of a matrix A The following used algorithm comes from Numerical Recipes Second Edition (1992).


Namespaces
namespace	kn
Functions
void	kn::decompositionSVD (Matrix< double > &a, Vector< double > &w, Matrix< double > &v)
	Construct the Singular value Decomposition of a matrix M The SVD is given as A = UwV^T In our case, U will replace A The following used algorithm comes from Numerical Recipes Second Edition (1992).
void	kn::sortSingularValuesSVD (Matrix< double > &u, Vector< double > &w, Matrix< double > &v)
	Put in decreasing order the singular values (vector w) The sorting algorithm used is the bubble sort.
void	kn::solveSVD (const Matrix< double > &u, const Vector< double > &w, const Matrix< double > &v, const Vector< double > &b, Vector< double > &x)
	Resolve the system (uwv)x=b with uwv the singular value decomposition of a matrix A The following used algorithm comes from Numerical Recipes Second Edition (1992).