001 /* 002 * Copyright (C) 2008-2010 by Holger Arndt 003 * 004 * This file is part of the Universal Java Matrix Package (UJMP). 005 * See the NOTICE file distributed with this work for additional 006 * information regarding copyright ownership and licensing. 007 * 008 * UJMP is free software; you can redistribute it and/or modify 009 * it under the terms of the GNU Lesser General Public License as 010 * published by the Free Software Foundation; either version 2 011 * of the License, or (at your option) any later version. 012 * 013 * UJMP is distributed in the hope that it will be useful, 014 * but WITHOUT ANY WARRANTY; without even the implied warranty of 015 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 016 * GNU Lesser General Public License for more details. 017 * 018 * You should have received a copy of the GNU Lesser General Public 019 * License along with UJMP; if not, write to the 020 * Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, 021 * Boston, MA 02110-1301 USA 022 */ 023 024 package org.ujmp.ojalgo.calculation; 025 026 import org.ojalgo.matrix.decomposition.SingularValue; 027 import org.ojalgo.matrix.decomposition.SingularValueDecomposition; 028 import org.ujmp.core.Matrix; 029 import org.ujmp.ojalgo.OjalgoDenseDoubleMatrix2D; 030 031 public class SVD 032 implements 033 org.ujmp.core.doublematrix.calculation.general.decomposition.SVD<Matrix> { 034 035 public static SVD INSTANCE = new SVD(); 036 037 public Matrix[] calc(Matrix source) { 038 final SingularValue<Double> svd = SingularValueDecomposition 039 .makePrimitive(); 040 if (source instanceof OjalgoDenseDoubleMatrix2D) { 041 svd 042 .compute(((OjalgoDenseDoubleMatrix2D) source) 043 .getWrappedObject()); 044 } else { 045 svd.compute(new OjalgoDenseDoubleMatrix2D(source) 046 .getWrappedObject()); 047 } 048 final Matrix u = new OjalgoDenseDoubleMatrix2D(svd.getQ1()); 049 final Matrix s = new OjalgoDenseDoubleMatrix2D(svd.getD()); 050 final Matrix v = new OjalgoDenseDoubleMatrix2D(svd.getQ2()); 051 return new Matrix[] { u, s, v }; 052 } 053 054 }