//void decompose();
private void decompose()
{
bool flag;
int i, its, j, jj, k, nm = int.MinValue;
int l = int.MinValue;
double anorm, c, f, g, h, s, scale, x, y, z;
VecDoub rv1 = new VecDoub(n);
g = scale = anorm = 0.0;
for (i = 0; i < n; i++)
{
l = i + 2;
rv1[i] = scale * g;
g = s = scale = 0.0;
if (i < m)
{
for (k = i; k < m; k++)
{
scale += Math.Abs(u[k][i]);
}
if (scale != 0.0)
{
for (k = i; k < m; k++)
{
u[k][i] /= scale;
s += u[k][i] * u[k][i];
}
f = u[i][i];
g = -NR.SIGN(Math.Sqrt(s), f);
h = f * g - s;
u[i][i] = f - g;
for (j = l - 1; j < n; j++)
{
for (s = 0.0, k = i; k < m; k++)
{
s += u[k][i] * u[k][j];
}
f = s / h;
for (k = i; k < m; k++)
{
u[k][j] += f * u[k][i];
}
}
for (k = i; k < m; k++)
{
u[k][i] *= scale;
}
}
}
w[i] = scale * g;
g = s = scale = 0.0;
if (i + 1 <= m && i + 1 != n)
{
for (k = l - 1; k < n; k++)
{
scale += Math.Abs(u[i][k]);
}
if (scale != 0.0)
{
for (k = l - 1; k < n; k++)
{
u[i][k] /= scale;
s += u[i][k] * u[i][k];
}
f = u[i][l - 1];
g = -NR.SIGN(Math.Sqrt(s), f);
h = f * g - s;
u[i][l - 1] = f - g;
for (k = l - 1; k < n; k++)
{
rv1[k] = u[i][k] / h;
}
for (j = l - 1; j < m; j++)
{
for (s = 0.0, k = l - 1; k < n; k++)
{
s += u[j][k] * u[i][k];
}
for (k = l - 1; k < n; k++)
{
u[j][k] += s * rv1[k];
}
}
for (k = l - 1; k < n; k++)
{
u[i][k] *= scale;
}
}
}
anorm = Math.Max(anorm, (Math.Abs(w[i]) + Math.Abs(rv1[i])));
}
for (i = n - 1; i >= 0; i--)
{
if (i < n - 1)
{
if (g != 0.0)
{
for (j = l; j < n; j++)
{
v[j][i] = (u[i][j] / u[i][l]) / g;
}
for (j = l; j < n; j++)
{
for (s = 0.0, k = l; k < n; k++)
{
s += u[i][k] * v[k][j];
}
for (k = l; k < n; k++)
{
v[k][j] += s * v[k][i];
}
}
}
for (j = l; j < n; j++)
{
v[i][j] = v[j][i] = 0.0;
}
}
v[i][i] = 1.0;
g = rv1[i];
l = i;
}
for (i = Math.Min(m, n) - 1; i >= 0; i--)
{
l = i + 1;
g = w[i];
for (j = l; j < n; j++)
{
u[i][j] = 0.0;
}
if (g != 0.0)
{
g = 1.0 / g;
for (j = l; j < n; j++)
{
for (s = 0.0, k = l; k < m; k++)
{
s += u[k][i] * u[k][j];
}
f = (s / u[i][i]) * g;
for (k = i; k < m; k++)
{
u[k][j] += f * u[k][i];
}
}
for (j = i; j < m; j++)
{
u[j][i] *= g;
}
}
else
{
for (j = i; j < m; j++)
{
u[j][i] = 0.0;
}
}
++u[i][i];
}
for (k = n - 1; k >= 0; k--)
{
for (its = 0; its < 30; its++)
{
flag = true;
for (l = k; l >= 0; l--)
{
nm = l - 1;
if (l == 0 || Math.Abs(rv1[l]) <= eps * anorm)
{
flag = false;
break;
}
if (Math.Abs(w[nm]) <= eps * anorm)
{
break;
}
}
if (flag)
{
c = 0.0;
s = 1.0;
for (i = l; i < k + 1; i++)
{
f = s * rv1[i];
rv1[i] = c * rv1[i];
if (Math.Abs(f) <= eps * anorm)
{
break;
}
g = w[i];
h = pythag(f, g);
w[i] = h;
h = 1.0 / h;
c = g * h;
s = -f * h;
for (j = 0; j < m; j++)
{
y = u[j][nm];
z = u[j][i];
u[j][nm] = y * c + z * s;
u[j][i] = z * c - y * s;
}
}
}
z = w[k];
if (l == k)
{
if (z < 0.0)
{
w[k] = -z;
for (j = 0; j < n; j++)
{
v[j][k] = -v[j][k];
}
}
break;
}
if (its == 29)
{
throw new Exception("no convergence in 30 svdcmp iterations");
}
x = w[l];
nm = k - 1;
y = w[nm];
g = rv1[nm];
h = rv1[k];
f = ((y - z) * (y + z) + (g - h) * (g + h)) / (2.0 * h * y);
g = pythag(f, 1.0);
f = ((x - z) * (x + z) + h * ((y / (f + NR.SIGN(g, f))) - h)) / x;
c = s = 1.0;
for (j = l; j <= nm; j++)
{
i = j + 1;
g = rv1[i];
y = w[i];
h = s * g;
g = c * g;
z = pythag(f, h);
rv1[j] = z;
c = f / z;
s = h / z;
f = x * c + g * s;
g = g * c - x * s;
h = y * s;
y *= c;
for (jj = 0; jj < n; jj++)
{
x = v[jj][j];
z = v[jj][i];
v[jj][j] = x * c + z * s;
v[jj][i] = z * c - x * s;
}
z = pythag(f, h);
w[j] = z;
if (z != 0.0)
{
z = 1.0 / z;
c = f * z;
s = h * z;
}
f = c * g + s * y;
x = c * y - s * g;
for (jj = 0; jj < m; jj++)
{
y = u[jj][j];
z = u[jj][i];
u[jj][j] = y * c + z * s;
u[jj][i] = z * c - y * s;
}
}
rv1[l] = 0.0;
rv1[k] = f;
w[k] = x;
}
}
}
private bool sing; // Indicates whether A is singular.
public QRdcmp(MatDoub a)
{
n = a.nrows();
MatDoub qt = new MatDoub(n, n);
MatDoub r = new MatDoub(a);
sing = (false);
int i, j, k;
VecDoub c = new VecDoub(n);
VecDoub d = new VecDoub(n);
double scale, sigma, sum, tau;
for (k = 0; k < n - 1; k++)
{
scale = 0.0;
for (i = k; i < n; i++)
{
scale = Math.Max(scale, Math.Abs(r[i][k]));
}
if (scale == 0.0)
{ // Singular case.
sing = true;
c[k] = d[k] = 0.0;
}
else
{ // Form Qk and Qk A.
for (i = k; i < n; i++)
{
r[i][k] /= scale;
}
for (sum = 0.0, i = k; i < n; i++)
{
sum += r[i][k] * r[i][k];
}
sigma = NR.SIGN(Math.Sqrt(sum), r[k][k]);
r[k][k] += sigma;
c[k] = sigma * r[k][k];
d[k] = -scale * sigma;
for (j = k + 1; j < n; j++)
{
for (sum = 0.0, i = k; i < n; i++)
{
sum += r[i][k] * r[i][j];
}
tau = sum / c[k];
for (i = k; i < n; i++)
{
r[i][j] -= tau * r[i][k];
}
}
}
}
d[n - 1] = r[n - 1][n - 1];
if (d[n - 1] == 0.0)
{
sing = true;
}
///////////////////////////
for (i = 0; i < n; i++)
{ // Form QT explicitly.
for (j = 0; j < n; j++)
{
qt[i][j] = 0.0;
}
qt[i][i] = 1.0;
}
for (k = 0; k < n - 1; k++)
{
if (c[k] != 0.0)
{
for (j = 0; j < n; j++)
{
sum = 0.0;
for (i = k; i < n; i++)
{
sum += r[i][k] * qt[i][j];
}
sum /= c[k];
for (i = k; i < n; i++)
{
qt[i][j] -= sum * r[i][k];
}
}
}
}
for (i = 0; i < n; i++)
{ // Form R explicitly.
r[i][i] = d[i];
for (j = 0; j < i; j++)
{
r[i][j] = 0.0;
}
}
}