/// <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]; } } }