STK_GramSchmidt.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff, Université Lille 1, Inria
 
    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as
    published by the Free Software Foundation; either version 2 of the
    License, or (at your option) any later version.
 
    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU Lesser General Public License for more details.
 
    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
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    Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
*/
 
/*
 * Project:  Algebra
 * Purpose:  Define the GramSchmidt method.
 * Author:   Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 *
 **/
 
#ifndef STK_GRAMSCHMIDT_H
#define STK_GRAMSCHMIDT_H
 
// Container classes
#include <Arrays/include/STK_ArrayBase.h>
 
namespace STK
{
 
template < class TContainer2D>
void gramSchmidt( ArrayBase<TContainer2D>& A)
{
  // orthonormalize
  for (int j= A.beginCols(); j< A.endCols(); j++)
  {
    for( int i= A.beginCols(); i < j; i++)
    {
      const Real dotij = dot(A.asDerived().col(i), A.asDerived().col(j));
      A.asDerived().col(j) -= A.asDerived().col(i) * dotij;
    }
    // normalize
    const Real norm = A.asDerived().col(j).norm();
    if (norm)
    {
      A.asDerived().col(j)/=norm;
    }
  }
}
 
} // namespace STK
 
#endif // STK_GRAMSCHMIDT_H