AlgMatrixSV.c File Reference

Provides functions for singular value decomposition. More...

Macros
#define	ALG_FAST_CODE

Functions
AlgError	AlgMatrixSVSolve (AlgMatrix aMat, double *bVec, double tol, int *dstIC)
	Solves the matrix equation A.x = b for x, where A is a matrix with at least as many rows as columns. On return the matrix A is overwritten by the matrix U in the singular value decomposition: A = U.W.V'. More...
AlgError	AlgMatrixSVDecomp (AlgMatrix aMat, double *wVec, AlgMatrix vMat)
	Performs singular value decomposition of the given matrix ( \(A\) ) and computes two additional matricies ( \(U\) ) and ( \(V\) ) such that: \[ A = U W V^T \] where \(V^T\) is the transpose of \(V\). The code for AlgMatrixSVDecomp was derived from: Numerical Recipies function svdcmp(), EISPACK subroutine SVD(), CERN subroutine SVD() and ACM algorithm 358. The singular values ( \(W\) ) and singular vectors ( \(V\) ) are returned unsorted. See AlgMatrixSVSolve() for a usage example. More...
AlgError	AlgMatrixSVBackSub (AlgMatrix uMat, double *wVec, AlgMatrix vMat, double *bVec)
	Solves the set of of linear equations A.x = b where A is input as its singular value decomposition in the three matricies U, W and V, as returned by AlgMatrixSVDecomp(). The code for AlgMatrixSVBackSub was derived from: Numerical Recipies function svbksb(). More...

Detailed Description

Provides functions for singular value decomposition.

Author

Bill Hill

Date

March 1999

Version

Id

8c516703943715c8160b02373686c2dc38adf962

Address: MRC Human Genetics Unit, MRC Institute of Genetics and Molecular Medicine, University of Edinburgh, Western General Hospital, Edinburgh, EH4 2XU, UK.

Copyright (C), [2012], The University Court of the University of Edinburgh, Old College, Edinburgh, UK.

This program is free software; you can redistribute it and/or modify it under the terms of the GNU 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 General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.

Macro Definition Documentation

#define ALG_FAST_CODE