s_las2.h

矩阵奇异分解(svd)最新c++版本

// File: s_las2.h -*- c++ -*-
// Author: Suvrit Sra
// Date: 12 Nov, 2003

// (c) Suvrit Sra 2004 All Rights Reserved


#ifndef _S_LAS2_H_
#define _S_LAS2_H_

#include "las.h"


namespace ssvd {
/**************************************************************
 * Sparse svd via eigensystem of A'A matrix   		      *
 * The equivalent symmetric eigenvalue problem:               *
 *                                                            *
 *  B x = lambda x, where x' = (u',v'), lambda = sigma**2,    *
 *                                                            *
 *  B = A'A, and A is m (nrow) by n (ncol) (nrow >> ncol),    *
 *							      *
 *  so that {u, sqrt(lambda), v} is a singular triplet of A.  *
 *  (A' = transpose of A)				      *
 *                                                            *
 * global variables and common areas used by las2 and its     *
 * procedures.                                                *
 **************************************************************/
class s_las2 : public las {
  void   store (long, long, long, double *);
  
  void   lanso(long, long, long, double, double, double *, double *,
	       double *[]);
  void   ritvec(long, 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);
protected:
  void mopb(long n, double *x, double *y);
  void mopa(double *x, double *y);
public:
  // Taken from las2.c
  long   landr(long, FILE*, bool, long, long, long, long, double, double, bool,
		double, double *, double *, double *);

  virtual int    runIt() = 0;
};

}
#endif