s_las1.h

矩阵奇异分解(svd)最新c++版本

// File: s_las1.h
// Author: Suvrit Sra
// Date: 12 Nov, 2003


// (c) Suvrit Sra 2004 All Rights Reserved

#ifndef _S_LAS1_H_
#define _S_LAS1_H_

#include "las.h"

namespace ssvd {

/************************************************************** 
 * Sparse svd via eigensystem of equivalent 2-cyclic matrix   *
 * The equivalent symmetric eigenvalue problem:		      *
 *							      *
 *  B x = lambda x, where x' = (u',v'), lambda = +/- sigma,   *
 *							      *
 *      [o  A]						      *
 *  B = [    ] , and A is m (nrow) by n (ncol).		      *
 *	[A' o]						      *
 *							      *
 * global variables and common areas used by las1 and its     *
 * procedures.						      *
 **************************************************************/ 
class s_las1 : public las {
  void   store (long, long, long, double *);
  
  void   lanso(long, long, long, double, double, double *, double *,
	       double *[]);
  void   ritvec(long fpo2, FILE*, bool, long n, double kappa, double *ritz, double *bnd,
		double *alf, double *bet, double *w1, double *w2);
  

  void   stpone (long n, double *wrkptr[]                     );
  double startv (long, double *[]);
  void   imtqlb (long, double*, double*, double*              );

  void  lanczos_step(long, long, long, double *[], double *,
		     double *, double *, double *,
		     long *, long *);
  void   error_bound(long *, double, double, double *, double *);

  void ortbnd(double *alf, double *eta, double *oldeta, double *bet);

  void purge(long n, long ll, double *r, double *q, double *ra,  
	     double *qa, double *wrk, double *eta, double *oldeta);

  long   idamax(long, double *, long);
public:
  // Taken from las1.c
  long  landr(long, FILE*, bool, long, long, long, long, double, double, bool, double,
		double *, double *, double *);

  virtual int    runIt() = 0;
};

}
#endif