This class perform a weighted svd decomposition. More...

#include <STK_WeightedSvd.h>

Inheritance diagram for STK::WeightedSvd< Array, WRows, WCols >:

Public Types
typedef ISvd< WeightedSvd< Array, WRows, WCols > >	Base

Public Member Functions
	WeightedSvd (Array const &a, WRows const &wrows, WCols const &wcols, int dim)
	default constructor.

virtual	~WeightedSvd ()
	destructor

virtual bool	run ()
	run the weighted svd

Public Member Functions inherited from STK::ISvd< WeightedSvd< Array, WRows, WCols > >
Type	det () const

Type	trace () const

Type	norm () const

int	rank () const

ArrayU const &	U () const

ArrayV const &	V () const

ArrayD const &	D () const

void	setData (OtherArray const &A, bool withU=true, bool withV=true)
	Set a new data set to ISvd class.

OtherArray &	ginv (OtherArray &res) const
	Compute the generalized inverse of the matrix and put the result in res.

Public Member Functions inherited from STK::IRunnerBase
String const &	error () const
	get the last error message.

Public Member Functions inherited from STK::IRecursiveTemplate< Derived >
Derived &	asDerived ()
	static cast : return a reference of this with a cast to the derived class.

Derived const &	asDerived () const
	static cast : return a const reference of this with a cast to the derived class.

Derived *	asPtrDerived ()
	static cast : return a ptr on a `Derived` of this with a cast to the derived class.

Derived const *	asPtrDerived () const
	static cast : return a ptr on a constant `Derived` of this with a cast to the derived class.

Derived *	clone () const
	create a leaf using the copy constructor of the Derived class.

Derived *	clone (bool isRef) const
	create a leaf using the copy constructor of the Derived class and a flag determining if the clone is a reference or not.

Private Attributes
CVectorX	wrows_
	rows weights

CPointX	wcols_
	columns weights

int	dim_
	number of eigenvectors (left and right)

Additional Inherited Members
Protected Types inherited from STK::ISvd< WeightedSvd< Array, WRows, WCols > >
typedef hidden::AlgebraTraits< WeightedSvd< Array, WRows, WCols > >::ArrayU	ArrayU

typedef hidden::AlgebraTraits< WeightedSvd< Array, WRows, WCols > >::ArrayD	ArrayD

typedef hidden::AlgebraTraits< WeightedSvd< Array, WRows, WCols > >::ArrayV	ArrayV

typedef ArrayU::Type	Type

Protected Member Functions inherited from STK::ISvd< WeightedSvd< Array, WRows, WCols > >
	ISvd (ArrayU const &A, bool ref, bool withU=true, bool withV=true)
	Default constructor.

	ISvd (ArrayBase< OtherDerived > const &A, bool withU=true, bool withV=true)
	constructor with other kind of array/expression

	ISvd (ISvd const &S)
	Copy Constructor.

virtual	~ISvd ()
	destructor.

ISvd &	operator= (const ISvd &S)
	Operator = : overwrite the ISvd with S.

virtual void	finalize ()
	Finalize any operations that have to be done after the computation of the decomposition.

int	nrowU () const

int	ncolU () const

int	nrowD () const

int	ncolD () const

int	nrowV () const

int	ncolV () const

Protected Member Functions inherited from STK::IRunnerBase
	IRunnerBase ()
	default constructor

	IRunnerBase (IRunnerBase const &runner)
	copy constructor

virtual	~IRunnerBase ()
	destructor

virtual void	update ()
	update the runner.

Protected Member Functions inherited from STK::IRecursiveTemplate< Derived >
	IRecursiveTemplate ()
	constructor.

	~IRecursiveTemplate ()
	destructor.

Protected Attributes inherited from STK::ISvd< WeightedSvd< Array, WRows, WCols > >
ArrayU	U_
	U_ matrix.

ArrayV	V_
	V_ matrix.

ArrayD	D_
	Diagonal array of the singular values.

bool	withU_
	Compute U_ ?

bool	withV_
	Compute V_ ?

Type	norm_
	trace norm

int	rank_
	rank

Type	trace_
	trace norm

Type	det_
	determinant

Protected Attributes inherited from STK::IRunnerBase
String	msg_error_
	String with the last error message.

bool	hasRun_
	`true` if run has been used, `false` otherwise

Detailed Description

template<class Array, class WRows, class WCols>
class STK::WeightedSvd< Array, WRows, WCols >

This class perform a weighted svd decomposition.

Definition at line 59 of file STK_WeightedSvd.h.

Member Typedef Documentation

◆ Base

template<class Array , class WRows , class WCols >

typedef ISvd< WeightedSvd<Array, WRows, WCols> > STK::WeightedSvd< Array, WRows, WCols >::Base

Definition at line 62 of file STK_WeightedSvd.h.

Constructor & Destructor Documentation

◆ WeightedSvd()

template<class Array , class WRows , class WCols >

STK::WeightedSvd< Array, WRows, WCols >::WeightedSvd	(	Array const &	a,
		WRows const &	wrows,
		WCols const &	wcols,
		int	dim
	)

inline

default constructor.

The matrix U_ will be weigthed by this constructor on the fly. The decomposition will be achieved using lapack (if present) or STK++ implementations (otherwise) when the methode @© run is called.

Parameters

a	the matrix to decompose
wrows,wcols	weights of the rows and columns
dim	the number of left and right eigenVectors required

Definition at line 74 of file STK_WeightedSvd.h.

              : Base(a, false, (dim>0) ? true:false, (dim>0) ? true:false)
               , wrows_(wrows), wcols_(wcols), dim_(dim)
 
    {
      if (wrows.range() != U_.rows()) { wrows_.resize(U_.rows()).setValue(1./U_.sizeRows());}
      else                            { wrows_ /= wrows.sum();}
      if (wcols.range() != U_.cols()) { wcols_.resize(U_.cols()).setOne();}
      dim_ = std::min(dim_, U_.sizeRows());
      dim_ = std::min(dim_, U_.sizeCols());
    }

References STK::WeightedSvd< Array, WRows, WCols >::dim_, STK::ICArray< Derived >::resize(), STK::ISvd< WeightedSvd< Array, WRows, WCols > >::U_, STK::WeightedSvd< Array, WRows, WCols >::wcols_, and STK::WeightedSvd< Array, WRows, WCols >::wrows_.

◆ ~WeightedSvd()

template<class Array , class WRows , class WCols >

virtual STK::WeightedSvd< Array, WRows, WCols >::~WeightedSvd ( )

inlinevirtual

destructor

Definition at line 86 of file STK_WeightedSvd.h.

86{}

Member Function Documentation

◆ run()

template<class Array , class WRows , class WCols >

virtual bool STK::WeightedSvd< Array, WRows, WCols >::run ( )

inlinevirtual

run the weighted svd

Reimplemented from STK::ISvd< WeightedSvd< Array, WRows, WCols > >.

Definition at line 88 of file STK_WeightedSvd.h.

    {
      U_ = wrows_.diagonalize() * U_ * wcols_.diagonalize();
#ifdef STKUSELAPACK
      lapack::Svd solver(U_, false, this->withU_, this->withV_);
      // if there is no cv, fall back to STK++ svd
      if (!solver.run())
      {
        Svd<CArrayXX> dec(U_, true, this->withU_, this->withV_);
        if (!dec.run()) return false;
        else
        {
          U_.move(dec.U_);
          D_ = dec.D_;
          V_ = dec.V_;
        }
      }
      else
      {
        U_.move(solver.U_);
        D_.move(solver.D_);
        V_.move(solver.V_);
      }
#else
      Svd<CArrayXX> solver(U_, true, this->withU_, this->withV_);
      if (!solver.run()) return false;
      else
      {
        U_.move(dec.U_);
        D_ = dec.D_;
        V_ = dec.V_;
      }
 
#endif
      // weight back
      return true;
    }