// Copyright (C) 1999 Jean-Marc Valin #include "BufferedNode.h" #include "Buffer.h" #include "Vector.h" #include "Matrix.h" #include "lapackflow.h" using namespace std; namespace FD { class SVD; DECLARE_NODE(SVD) /*Node * * @name SVD * @category Matrix * @require LapackFlow * @description Finds the eigenvalues and eigenvectors of a matrix (A=U*SIGMA*V') * * @input_name INPUT * @input_description Input matrix A (M x N, M > N) * @input_type Matrix * * @output_name U * @output_description Left singular vectors U (M x M) * @output_type Matrix * * @output_name SIGMA * @output_description Singular values SIGMA (M x N) * @output_type Vector * * @output_name V * @output_description Right singular vectors V (N x N) * @output_type Matrix * END*/ class SVD : public BufferedNode { int inputID; int valuesID; int lvectorsID; int rvectorsID; public: SVD(string nodeName, ParameterSet params) : BufferedNode(nodeName, params) { inputID = addInput("INPUT"); valuesID = addOutput("SIGMA"); lvectorsID = addOutput("U"); rvectorsID = addOutput("V"); } void calculate(int output_id, int count, Buffer &out) { ObjectRef inputValue = getInput(inputID, count); Matrix &mat = object_cast > (inputValue); int rows = mat.nrows(); int cols = mat.ncols(); Vector &svalues = *Vector::alloc(min(rows, cols)); Matrix &lvectors = *(new Matrix (rows, rows)); Matrix &rvectors = *(new Matrix (cols, cols)); Matrix tmp(mat, 1); //eig_(size, &tmp[0][0], &eigenvalues[0], &eigenvectors[0][0]); svd_(rows, cols, &tmp[0][0], &lvectors[0][0], &svalues[0], &rvectors[0][0]); lvectors.transpose(); (*(outputs[valuesID].buffer))[count] = &svalues; (*(outputs[lvectorsID].buffer))[count] = &lvectors; (*(outputs[rvectorsID].buffer))[count] = &rvectors; } }; }//namespace FD