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Golub-Kahan SVD algorithm for KMP tensors #499

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grinisrit wants to merge 64 commits from dev into dev
pull from: dev
merge into: kscience:dev
Conversation 1 Commits 64 Files Changed 9 +15 -18
1 changed files with 15 additions and 18 deletions
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examples/src/main/kotlin/space/kscience/kmath/tensors/svdcmp.kt
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@ -65,8 +65,7 @@ internal fun MutableStructure2D<Double>.svdGolabKahan(v: MutableStructure2D<Doub
f = this[i, i] f = this[i, i]
if (f >= 0) { if (f >= 0) {
g = (-1) * abs(sqrt(s)) g = (-1) * abs(sqrt(s))
} } else {
else {
g = abs(sqrt(s)) g = abs(sqrt(s))
} }
val h = f * g - s val h = f * g - s
@ -106,8 +105,7 @@ internal fun MutableStructure2D<Double>.svdGolabKahan(v: MutableStructure2D<Doub
f = this[i, l] f = this[i, l]
if (f >= 0) { if (f >= 0) {
g = (-1) * abs(sqrt(s)) g = (-1) * abs(sqrt(s))
} } else {
else {
g = abs(sqrt(s)) g = abs(sqrt(s))
} }
val h = f * g - s val h = f * g - s
@ -183,8 +181,7 @@ internal fun MutableStructure2D<Double>.svdGolabKahan(v: MutableStructure2D<Doub
for (j in i until m) { for (j in i until m) {
this[j, i] *= g this[j, i] *= g
} }
} } else {
else {
for (j in i until m) { for (j in i until m) {
this[j, i] = 0.0 this[j, i] = 0.0
} }