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SVD.H

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00001 /*---------------------------------------------------------------------------*\
00002   =========                 |
00003   \\      /  F ield         | OpenFOAM: The Open Source CFD Toolbox
00004    \\    /   O peration     |
00005     \\  /    A nd           | Copyright (C) 1991-2010 OpenCFD Ltd.
00006      \\/     M anipulation  |
00007 -------------------------------------------------------------------------------
00008 License
00009     This file is part of OpenFOAM.
00010 
00011     OpenFOAM is free software: you can redistribute it and/or modify it
00012     under the terms of the GNU General Public License as published by
00013     the Free Software Foundation, either version 3 of the License, or
00014     (at your option) any later version.
00015 
00016     OpenFOAM is distributed in the hope that it will be useful, but WITHOUT
00017     ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
00018     FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
00019     for more details.
00020 
00021     You should have received a copy of the GNU General Public License
00022     along with OpenFOAM.  If not, see <http://www.gnu.org/licenses/>.
00023 
00024 Class
00025     Foam::SVD
00026 
00027 Description
00028     Singular value decomposition of a rectangular matrix.
00029 
00030 SourceFiles
00031     SVDI.H
00032     SVD.C
00033 
00034 \*---------------------------------------------------------------------------*/
00035 
00036 #ifndef SVD_H
00037 #define SVD_H
00038 
00039 #include <OpenFOAM/scalarMatrices.H>
00040 
00041 // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
00042 
00043 namespace Foam
00044 {
00045 
00046 // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
00047 
00048 
00049 /*---------------------------------------------------------------------------*\
00050                       Class SVD Declaration
00051 \*---------------------------------------------------------------------------*/
00052 
00053 class SVD
00054 {
00055     // Private data
00056 
00057         //- Rectangular matrix with the same dimensions as the input
00058         scalarRectangularMatrix U_;
00059 
00060         //- square matrix V
00061         scalarRectangularMatrix V_;
00062 
00063         //- The singular values
00064         DiagonalMatrix<scalar> S_;
00065 
00066         //- The matrix product V S^(-1) U^T
00067         scalarRectangularMatrix VSinvUt_;
00068 
00069         //- The number of zero singular values
00070         label nZeros_;
00071 
00072 
00073     // Private Member Functions
00074 
00075         //- Disallow default bitwise copy construct
00076         SVD(const SVD&);
00077 
00078         //- Disallow default bitwise assignment
00079         void operator=(const SVD&);
00080 
00081         template<class T>
00082         inline const T sign(const T& a, const T& b);
00083 
00084 
00085 public:
00086 
00087     // Constructors
00088 
00089         //- Construct from a rectangular Matrix
00090         SVD(const scalarRectangularMatrix& A, const scalar minCondition = 0);
00091 
00092 
00093     // Access functions
00094 
00095         //- Return U
00096         inline const scalarRectangularMatrix& U() const;
00097 
00098         //- Return the square matrix V
00099         inline const scalarRectangularMatrix& V() const;
00100 
00101         //- Return the singular values
00102         inline const scalarDiagonalMatrix& S() const;
00103 
00104         //- Return VSinvUt (the pseudo inverse)
00105         inline const scalarRectangularMatrix& VSinvUt() const;
00106 
00107         //- Return the number of zero singular values
00108         inline label nZeros() const;
00109 
00110         //- Return the minimum non-zero singular value
00111         inline scalar minNonZeroS() const;
00112 };
00113 
00114 
00115 // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
00116 
00117 } // End namespace Foam
00118 
00119 // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
00120 
00121 #include "SVDI.H"
00122 
00123 // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
00124 
00125 #endif
00126 
00127 // ************************ vim: set sw=4 sts=4 et: ************************ //
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