diff --git a/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt b/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt index e9dc34748..174b1dde2 100644 --- a/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt +++ b/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt @@ -882,6 +882,34 @@ public open class DoubleTensorAlgebra : return Triple(uTensor.transpose(), sTensor, vTensor.transpose()) } + public fun StructureND.svdGolabKahan(): Triple { + val size = tensor.dimension + val commonShape = tensor.shape.sliceArray(0 until size - 2) + val (n, m) = tensor.shape.sliceArray(size - 2 until size) + val uTensor = zeros(commonShape + intArrayOf(min(n, m), n)) + val sTensor = zeros(commonShape + intArrayOf(min(n, m))) + val vTensor = zeros(commonShape + intArrayOf(min(n, m), m)) + + val matrices = tensor.matrices + val uTensors = uTensor.matrices + val sTensorVectors = sTensor.vectors + val vTensors = vTensor.matrices + + for (index in matrices.indices) { + val matrix = matrices[index] + val matrixSize = matrix.shape.reduce { acc, i -> acc * i } + val curMatrix = DoubleTensor( + matrix.shape, + matrix.mutableBuffer.array() + .slice(matrix.bufferStart until matrix.bufferStart + matrixSize) + .toDoubleArray() + ) + curMatrix.as2D().svdGolabKahanHelper(uTensors[index].as2D(), sTensorVectors[index], vTensors[index].as2D()) + } + + return Triple(uTensor.transpose(), sTensor, vTensor) + } + override fun StructureND.symEig(): Pair = symEigJacobi(maxIteration = 50, epsilon = 1e-15) /**