Beispiel #1
0
        public virtual bool decompose(FMatrixRBlock orig)
        {
            if (orig.numCols != orig.numRows)
            {
                throw new ArgumentException("Input matrix must be square.");
            }

            init(orig);

            FSubmatrixD1 subA = new FSubmatrixD1(A);
            FSubmatrixD1 subV = new FSubmatrixD1(V);
            FSubmatrixD1 subU = new FSubmatrixD1(A);

            int N = orig.numCols;

            for (int i = 0; i < N; i += A.blockLength)
            {
//            Console.WriteLine("-------- triag i "+i);
                int height = Math.Min(A.blockLength, A.numRows - i);

                subA.col0 = subU.col0 = i;
                subA.row0 = subU.row0 = i;

                subU.row1 = subU.row0 + height;

                subV.col0 = i;
                subV.row1 = height;
                subV.original.reshape(subV.row1, subV.col1, false);

                // bidiagonalize the top row
                TridiagonalHelper_FDRB.tridiagUpperRow(A.blockLength, subA, gammas, subV);

                // apply Householder reflectors to the lower portion using block multiplication

                if (subU.row1 < orig.numCols)
                {
                    // take in account the 1 in the last row.  The others are skipped over.
                    float before = subU.get(A.blockLength - 1, A.blockLength);
                    subU.set(A.blockLength - 1, A.blockLength, 1);

                    // A = A + U*V^T + V*U^T
                    multPlusTransA(A.blockLength, subU, subV, subA);
                    multPlusTransA(A.blockLength, subV, subU, subA);

                    subU.set(A.blockLength - 1, A.blockLength, before);
                }
            }

            return(true);
        }