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using System;
using System.Linq;
using IStation.Numerics.LinearAlgebra.Factorization;
namespace IStation.Numerics.LinearAlgebra.Double.Factorization
{
///
/// A class which encapsulates the functionality of the singular value decomposition (SVD).
/// Suppose M is an m-by-n matrix whose entries are real numbers.
/// Then there exists a factorization of the form M = UΣVT where:
/// - U is an m-by-m unitary matrix;
/// - Σ is m-by-n diagonal matrix with nonnegative real numbers on the diagonal;
/// - VT denotes transpose of V, an n-by-n unitary matrix;
/// Such a factorization is called a singular-value decomposition of M. A common convention is to order the diagonal
/// entries Σ(i,i) in descending order. In this case, the diagonal matrix Σ is uniquely determined
/// by M (though the matrices U and V are not). The diagonal entries of Σ are known as the singular values of M.
///
///
/// The computation of the singular value decomposition is done at construction time.
///
internal abstract class Svd : Svd
{
protected Svd(Vector s, Matrix u, Matrix vt, bool vectorsComputed)
: base(s, u, vt, vectorsComputed)
{
}
///
/// Gets the effective numerical matrix rank.
///
/// The number of non-negligible singular values.
public override int Rank
{
get
{
double tolerance = Precision.EpsilonOf(S.Maximum())*Math.Max(U.RowCount, VT.RowCount);
return S.Count(t => Math.Abs(t) > tolerance);
}
}
///
/// Gets the two norm of the .
///
/// The 2-norm of the .
public override double L2Norm => Math.Abs(S[0]);
///
/// Gets the condition number max(S) / min(S)
///
/// The condition number.
public override double ConditionNumber
{
get
{
var tmp = Math.Min(U.RowCount, VT.ColumnCount) - 1;
return Math.Abs(S[0]) / Math.Abs(S[tmp]);
}
}
///
/// Gets the determinant of the square matrix for which the SVD was computed.
///
public override double Determinant
{
get
{
if (U.RowCount != VT.ColumnCount)
{
throw new ArgumentException("Matrix must be square.");
}
var det = 1.0;
foreach (var value in S)
{
det *= value;
if (Math.Abs(value).AlmostEqual(0.0))
{
return 0;
}
}
return Math.Abs(det);
}
}
}
}