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    }