/// <summary>
/// Initializes a new instance of the CSVD class,
/// computing the Singular Value Decomposition of a general complex matrix,
/// with the possibility of computing only the singular values.
/// </summary>
/// <param name="matrix">A general complex matrix.</param>
/// <param name="singularValuesOnly">A value that indicating whether only the singular values will be computed.</param>
public CSVD(CMatrix matrix, bool singularValuesOnly)
{
_m = matrix.RowCount;
_n = matrix.ColumnCount;
var nm = Math.Min(matrix.RowCount, matrix.ColumnCount);
var s = new Complex[nm];
var u = new Complex[matrix.RowCount * matrix.RowCount];
var vt = new Complex[matrix.ColumnCount * matrix.ColumnCount];
new ManagedLinearAlgebraProvider().SingularValueDecomposition(!singularValuesOnly, matrix.To1DimArray(), matrix.RowCount, matrix.ColumnCount, s, u, vt);
_s = s.ToArray().Select(x => x.Re).ToArray();
_u = new CMatrix(matrix.RowCount, matrix.RowCount);
for (int i = 0; i < matrix.RowCount; i++)
{
for (int j = 0; j < matrix.RowCount; j++)
{
_u[i, j] = u[j * matrix.RowCount + i];
}
}
_vt = new CMatrix(matrix.ColumnCount, matrix.ColumnCount);
for (int i = 0; i < matrix.ColumnCount; i++)
{
for (int j = 0; j < matrix.ColumnCount; j++)
{
_vt[i, j] = vt[j * matrix.ColumnCount + i];
}
}
}
