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.mtj.calculation; 025 026 import no.uib.cipr.matrix.DenseMatrix; 027 028 import org.ujmp.core.Matrix; 029 import org.ujmp.core.doublematrix.SparseDoubleMatrix2D; 030 import org.ujmp.core.exceptions.MatrixException; 031 import org.ujmp.mtj.MTJDenseDoubleMatrix2D; 032 033 public class SVD 034 implements 035 org.ujmp.core.doublematrix.calculation.general.decomposition.SVD<Matrix> { 036 037 public static org.ujmp.core.doublematrix.calculation.general.decomposition.SVD<Matrix> INSTANCE = new SVD(); 038 039 public Matrix[] calc(Matrix source) { 040 try { 041 DenseMatrix m = null; 042 if (source instanceof MTJDenseDoubleMatrix2D) { 043 m = ((MTJDenseDoubleMatrix2D) source).getWrappedObject(); 044 } else { 045 m = new MTJDenseDoubleMatrix2D(source).getWrappedObject(); 046 } 047 no.uib.cipr.matrix.SVD svd = no.uib.cipr.matrix.SVD.factorize(m); 048 Matrix u = new MTJDenseDoubleMatrix2D(svd.getU()); 049 Matrix v = new MTJDenseDoubleMatrix2D(svd.getVt()).transpose(); 050 double[] svs = svd.getS(); 051 Matrix s = SparseDoubleMatrix2D.factory.zeros(source.getSize()); 052 for (int i = (int) Math.min(s.getRowCount(), s.getColumnCount()); --i >= 0;) { 053 s.setAsDouble(svs[i], i, i); 054 } 055 return new Matrix[] { u, s, v }; 056 } catch (Exception e) { 057 throw new MatrixException(e); 058 } 059 060 } 061 }