/usr/include/itpp/base/algebra/svd.h is in libitpp-dev 4.2-4.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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* \file
* \brief Definitions of Singular Value Decompositions
* \author Tony Ottosson
*
* -------------------------------------------------------------------------
*
* Copyright (C) 1995-2010 (see AUTHORS file for a list of contributors)
*
* This file is part of IT++ - a C++ library of mathematical, signal
* processing, speech processing, and communications classes and functions.
*
* IT++ 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 3 of the License, or (at your option) any
* later version.
*
* IT++ 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 IT++. If not, see <http://www.gnu.org/licenses/>.
*
* -------------------------------------------------------------------------
*/
#ifndef SVD_H
#define SVD_H
#include <itpp/base/mat.h>
namespace itpp
{
/*!
* \ingroup matrixdecomp
* \brief Get singular values \c s of a real matrix \c A using SVD
*
* This function calculates singular values \f$s\f$ from the SVD
* decomposition of a real matrix \f$A\f$. The SVD algorithm computes the
* decomposition of a real \f$m \times n\f$ matrix \f$\mathbf{A}\f$ so
* that
* \f[
* \mathrm{diag}(\mathbf{U}^T \mathbf{A} \mathbf{V}) = \mathbf{s}
* = \sigma_1, \ldots, \sigma_p
* \f]
* where \f$\sigma_1 \geq \sigma_2 \geq \ldots \sigma_p \geq 0\f$ are the
* singular values of \f$\mathbf{A}\f$.
* Or put differently:
* \f[
* \mathbf{A} = \mathbf{U} \mathbf{S} \mathbf{V}^T
* \f]
* where \f$ \mathrm{diag}(\mathbf{S}) = \mathbf{s} \f$
*
* \note An external LAPACK library is required by this function.
*/
bool svd(const mat &A, vec &s);
/*!
* \ingroup matrixdecomp
* \brief Get singular values \c s of a complex matrix \c A using SVD
*
* This function calculates singular values \f$s\f$ from the SVD
* decomposition of a complex matrix \f$A\f$. The SVD algorithm computes
* the decomposition of a complex \f$m \times n\f$ matrix \f$\mathbf{A}\f$
* so that
* \f[
* \mathrm{diag}(\mathbf{U}^H \mathbf{A} \mathbf{V}) = \mathbf{s}
* = \sigma_1, \ldots, \sigma_p
* \f]
* where \f$\sigma_1 \geq \sigma_2 \geq \ldots \sigma_p \geq 0\f$
* are the singular values of \f$\mathbf{A}\f$.
* Or put differently:
* \f[
* \mathbf{A} = \mathbf{U} \mathbf{S} \mathbf{V}^H
* \f]
* where \f$ \mathrm{diag}(\mathbf{S}) = \mathbf{s} \f$
*
* \note An external LAPACK library is required by this function.
*/
bool svd(const cmat &A, vec &s);
/*!
* \ingroup matrixdecomp
* \brief Return singular values of a real matrix \c A using SVD
*
* This function returns singular values from the SVD decomposition
* of a real matrix \f$A\f$. The SVD algorithm computes the decomposition
* of a real \f$m \times n\f$ matrix \f$\mathbf{A}\f$ so that
* \f[
* \mathrm{diag}(\mathbf{U}^T \mathbf{A} \mathbf{V}) = \mathbf{s}
* = \sigma_1, \ldots, \sigma_p
* \f]
* where \f$\sigma_1 \geq \sigma_2 \geq \ldots \sigma_p \geq 0\f$ are the
* singular values of \f$\mathbf{A}\f$.
* Or put differently:
* \f[
* \mathbf{A} = \mathbf{U} \mathbf{S} \mathbf{V}^T
* \f]
* where \f$ \mathrm{diag}(\mathbf{S}) = \mathbf{s} \f$
*
* \note An external LAPACK library is required by this function.
*/
vec svd(const mat &A);
/*!
* \ingroup matrixdecomp
* \brief Return singular values of a complex matrix \c A using SVD
*
* This function returns singular values from the SVD
* decomposition of a complex matrix \f$A\f$. The SVD algorithm computes
* the decomposition of a complex \f$m \times n\f$ matrix \f$\mathbf{A}\f$
* so that
* \f[
* \mathrm{diag}(\mathbf{U}^H \mathbf{A} \mathbf{V}) = \mathbf{s}
* = \sigma_1, \ldots, \sigma_p
* \f]
* where \f$\sigma_1 \geq \sigma_2 \geq \ldots \sigma_p \geq 0\f$
* are the singular values of \f$\mathbf{A}\f$.
* Or put differently:
* \f[
* \mathbf{A} = \mathbf{U} \mathbf{S} \mathbf{V}^H
* \f]
* where \f$ \mathrm{diag}(\mathbf{S}) = \mathbf{s} \f$
*
* \note An external LAPACK library is required by this function.
*/
vec svd(const cmat &A);
/*!
* \ingroup matrixdecomp
* \brief Perform Singular Value Decomposition (SVD) of a real matrix \c A
*
* This function returns two orthonormal matrices \f$U\f$ and \f$V\f$
* and a vector of singular values \f$s\f$.
* The SVD algorithm computes the decomposition of a real \f$m \times n\f$
* matrix \f$\mathbf{A}\f$ so that
* \f[
* \mathrm{diag}(\mathbf{U}^T \mathbf{A} \mathbf{V}) = \mathbf{s}
* = \sigma_1, \ldots, \sigma_p
* \f]
* where the elements of \f$\mathbf{s}\f$, \f$\sigma_1 \geq \sigma_2 \geq
* \ldots \sigma_p \geq 0\f$ are the singular values of \f$\mathbf{A}\f$.
* Or put differently:
* \f[
* \mathbf{A} = \mathbf{U} \mathbf{S} \mathbf{V}^T
* \f]
* where \f$ \mathrm{diag}(\mathbf{S}) = \mathbf{s} \f$
*
* \note An external LAPACK library is required by this function.
*/
bool svd(const mat &A, mat &U, vec &s, mat &V);
/*!
* \ingroup matrixdecomp
* \brief Perform Singular Value Decomposition (SVD) of a complex matrix \c A
*
* This function returns two orthonormal matrices \f$U\f$ and \f$V\f$
* and a vector of singular values \f$s\f$.
* The SVD algorithm computes the decomposition of a complex \f$m \times n\f$
* matrix \f$\mathbf{A}\f$ so that
* \f[
* \mathrm{diag}(\mathbf{U}^H \mathbf{A} \mathbf{V}) = \mathbf{s}
* = \sigma_1, \ldots, \sigma_p
* \f]
* where the elements of \f$\mathbf{s}\f$, \f$\sigma_1 \geq \sigma_2 \geq
* \ldots \sigma_p \geq 0\f$ are the singular values of \f$\mathbf{A}\f$.
* Or put differently:
* \f[
* \mathbf{A} = \mathbf{U} \mathbf{S} \mathbf{V}^H
* \f]
* where \f$ \mathrm{diag}(\mathbf{S}) = \mathbf{s} \f$
*
* \note An external LAPACK library is required by this function.
*/
bool svd(const cmat &A, cmat &U, vec &s, cmat &V);
} // namespace itpp
#endif // #ifndef SVD_H
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