tutoSvd.cpp

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#include <STKpp.h>
using namespace STK;
int main(int argc, char** argv)
{
  ArrayXX a(5,4), usvt;
  a << 0, 1, 2, 3,
       2, 3, 4, 5,
       2, 1, 6, 7,
       0, 3,-1, 2,
       3,-1, 1, 1;
  stk_cout << _T("STK++ Svd decomposition:\n");
  stk_cout << _T("------------------------\n");
  Svd<ArrayXX> s(a); s.run();
  stk_cout << _T("Singular values:\n");
  stk_cout << s.D();
  stk_cout << _T("\nUDV^T matrix:\n");
  stk_cout << s.U()*s.D()*s.V().transpose();
  stk_cout << _T("\nlapack Svd decomposition:\n");
  stk_cout << _T("---------------------------\n");
  lapack::Svd ls(a); ls.run();
  stk_cout << _T("Singular values:\n");
  stk_cout << ls.D().transpose();
  stk_cout << _T("\nUDV^T matrix:\n");
  stk_cout << ls.U()*ls.D().diagonalize()*ls.V().transpose();
  return 0;
}