public void SVDMatrixTest()
{
double[,] Arr1 = new double[3, 3] { { 4, -1, 1 }, { -1, 4.25, 2.75 }, { 1, 2.75, 3.5 } };
double[,] Arr2 = new double[4, 4] { { 1, 1, 0, 3 }, { 2, 1, -1, 1 }, { 3, -1, -1, 2 }, { -1, 2, 3, -1 } };
double[,] Arr3 = new double[2, 3] { { 3, 1, 1 }, { -1, 3, 1 } };
double[,] Arr4 = new double[4, 4] { { 3, 1, 0, 1 }, { 1, 3, 1, 1 }, { 0, 1, 3, 1 }, { 1, 1, 1, 3 } };
MMatrix A = new MMatrix(Arr2);
MMatrix B = new MMatrix();
string s = "";
try
{
//A = MMatrix.RandomMatrix(size,0,255);
A.FactorSVD();
s = "Factor SVD:\n";
s += "\nMatrix A=\n" + A.PrintToString();
s += "\nU=\n" + (new MMatrix(A.SVD_U)).PrintToString();
s += "\nS=\n" + (new MMatrix(A.SVD_S)).PrintToString();
s += "\nVt=\n" + (new MMatrix(A.SVD_Vt)).PrintToString();
B = (new MMatrix(A.SVD_U)) * (new MMatrix(A.SVD_S)) * (new MMatrix(A.SVD_Vt));
s += "\nA=USV*\n" + B.PrintToString();
this.RichText_Display(s);
OutputMatrix = A;
}
catch (MMatrixException exp)
{
MessageBox.Show("INFO: " + exp.Message, sProjectTile, MessageBoxButtons.OK, MessageBoxIcon.Warning);
}
}
private void SVD(ref MMatrix mat, int newrank)
{
if (newrank >= Math.Min(mat.row, mat.col))
return;
mat.FactorSVD();
//MMatrix.FactorSVD_LDLt(mat, mat.row);
MMatrix U = new MMatrix(mat.SVD_U, mat.row, newrank);
MMatrix S = new MMatrix(mat.SVD_S, newrank, newrank);
MMatrix Vt = new MMatrix(mat.SVD_Vt, newrank, mat.col);
mat = U * S * Vt;
}