122 lines
2.6 KiB
C++
122 lines
2.6 KiB
C++
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// Copyright (C) 2009-2015 National ICT Australia (NICTA)
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//
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// This Source Code Form is subject to the terms of the Mozilla Public
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// License, v. 2.0. If a copy of the MPL was not distributed with this
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// file, You can obtain one at http://mozilla.org/MPL/2.0/.
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// -------------------------------------------------------------------
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//
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// Written by Conrad Sanderson - http://conradsanderson.id.au
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// Written by Dimitrios Bouzas
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// Written by Stanislav Funiak
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//! \addtogroup op_pinv
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//! @{
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template<typename T1>
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inline
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void
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op_pinv::apply(Mat<typename T1::elem_type>& out, const Op<T1,op_pinv>& in)
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{
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arma_extra_debug_sigprint();
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typedef typename T1::elem_type eT;
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typedef typename get_pod_type<eT>::result T;
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const bool use_divide_and_conquer = (in.aux_uword_a == 1);
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T tol = access::tmp_real(in.aux);
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arma_debug_check((tol < T(0)), "pinv(): tolerance must be >= 0");
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const Proxy<T1> P(in.m);
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const uword n_rows = P.get_n_rows();
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const uword n_cols = P.get_n_cols();
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if( (n_rows*n_cols) == 0 )
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{
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out.set_size(n_cols,n_rows);
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return;
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}
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// economical SVD decomposition
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Mat<eT> U;
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Col< T> s;
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Mat<eT> V;
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bool status = false;
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if(use_divide_and_conquer)
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{
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status = (n_cols > n_rows) ? auxlib::svd_dc_econ(U, s, V, trans(P.Q)) : auxlib::svd_dc_econ(U, s, V, P.Q);
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}
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else
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{
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status = (n_cols > n_rows) ? auxlib::svd_econ(U, s, V, trans(P.Q), 'b') : auxlib::svd_econ(U, s, V, P.Q, 'b');
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}
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if(status == false)
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{
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out.reset();
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arma_bad("pinv(): svd failed");
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return;
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}
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const uword s_n_elem = s.n_elem;
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const T* s_mem = s.memptr();
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// set tolerance to default if it hasn't been specified
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if( (tol == T(0)) && (s_n_elem > 0) )
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{
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tol = (std::max)(n_rows, n_cols) * s_mem[0] * std::numeric_limits<T>::epsilon();
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}
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uword count = 0;
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for(uword i = 0; i < s_n_elem; ++i)
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{
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count += (s_mem[i] >= tol) ? uword(1) : uword(0);
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}
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if(count > 0)
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{
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Col<T> s2(count);
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T* s2_mem = s2.memptr();
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uword count2 = 0;
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for(uword i=0; i < s_n_elem; ++i)
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{
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const T val = s_mem[i];
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if(val >= tol) { s2_mem[count2] = T(1) / val; ++count2; }
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}
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if(n_rows >= n_cols)
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{
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out = ( (V.n_cols > count) ? V.cols(0,count-1) : V ) * diagmat(s2) * trans( (U.n_cols > count) ? U.cols(0,count-1) : U );
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}
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else
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{
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out = ( (U.n_cols > count) ? U.cols(0,count-1) : U ) * diagmat(s2) * trans( (V.n_cols > count) ? V.cols(0,count-1) : V );
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}
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}
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else
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{
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out.zeros(n_cols, n_rows);
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}
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}
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//! @}
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