-- File: SVD.cdl -- Created: Mon May 13 14:35:56 1991 -- Author: Laurent PAINNOT -- ---Copyright: Matra Datavision 1991, 1992 class SVD from math ---Purpose: SVD implements the solution of a set of N linear equations -- of M unknowns without condition on N or M. The Singular -- Value Decomposition algorithm is used. For singular or -- nearly singular matrices SVD is a better choice than Gauss -- or GaussLeastSquare. uses Matrix from math, Vector from math, OStream from Standard raises NotDone from StdFail, DimensionError from Standard is Create(A: Matrix) ---Purpose: -- Given as input an n X m matrix A with n < m, n = m or n > m -- this constructor performs the Singular Value Decomposition. returns SVD; IsDone(me) ---Purpose: Returns true if the computations are successful, otherwise returns false. ---C++: inline returns Boolean is static; Solve(me; B: Vector; X: out Vector; Eps: Real = 1.0e-6) ---Purpose: -- Given the input Vector B this routine solves the set of linear -- equations A . X = B. -- Exception NotDone is raised if the decomposition of A was not done -- successfully. -- Exception DimensionError is raised if the range of B is not -- equal to the rowrange of A. -- Exception DimensionError is raised if the range of X is not -- equal to the colrange of A. raises NotDone, DimensionError is static; PseudoInverse(me; Inv : out Matrix; Eps: Real= 1.0e-6) ---Purpose: Computes the inverse Inv of matrix A such as A * Inverse = Identity. -- Exceptions -- StdFail_NotDone if the algorithm fails (and IsDone returns false). -- Standard_DimensionError if the ranges of Inv are -- compatible with the ranges of A. raises NotDone is static; Dump(me; o: in out OStream) ---Purpose: Prints information on the current state of the object. -- Is used to redefine the operator <<. is static; fields Done: Boolean; Singular: Boolean; U: Matrix; V: Matrix; Diag: Vector; RowA: Integer; end SVD;