Golub-Kahan SVD algorithm for KMP tensors #499
@ -385,6 +385,10 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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var g = 0.0
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var l = 0
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val epsilon = 1e-10
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val wStart = w.bufferStart
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val wBuffer = w.mutableBuffer
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for (i in 0 until n) {
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/* left-hand reduction */
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l = i + 1
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@ -427,7 +431,7 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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}
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}
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w.mutableBuffer.array()[w.bufferStart + i] = scale * g
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wBuffer[wStart + i] = scale * g
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/* right-hand reduction */
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g = 0.0
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s = 0.0
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@ -468,7 +472,7 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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}
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}
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}
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anorm = max(anorm, (abs(w.mutableBuffer.array()[w.bufferStart + i]) + abs(rv1[i])));
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anorm = max(anorm, (abs(wBuffer[wStart + i]) + abs(rv1[i])));
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}
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for (i in n - 1 downTo 0) {
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@ -497,7 +501,7 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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for (i in min(n, m) - 1 downTo 0) {
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l = i + 1
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g = w.mutableBuffer.array()[w.bufferStart + i]
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g = wBuffer[wStart + i]
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for (j in l until n) {
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this[i, j] = 0.0
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}
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@ -541,7 +545,7 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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l = newl
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break
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}
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if (abs(w.mutableBuffer.array()[w.bufferStart + nm]) + anorm == anorm) {
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if (abs(wBuffer[wStart + nm]) + anorm == anorm) {
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l = newl
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break
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}
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@ -556,9 +560,9 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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if (abs(f) + anorm == anorm) {
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break
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}
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g = w.mutableBuffer.array()[w.bufferStart + i]
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g = wBuffer[wStart + i]
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h = pythag(f, g)
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w.mutableBuffer.array()[w.bufferStart + i] = h
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wBuffer[wStart + i] = h
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h = 1.0 / h
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c = g * h
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s = (-f) * h
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@ -571,19 +575,19 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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}
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}
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z = w.mutableBuffer.array()[w.bufferStart + k]
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z = wBuffer[wStart + k]
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if (l == k) {
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if (z < 0.0) {
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w.mutableBuffer.array()[w.bufferStart + k] = -z
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wBuffer[wStart + k] = -z
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for (j in 0 until n)
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v[j, k] = -v[j, k]
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}
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break
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}
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x = w.mutableBuffer.array()[w.bufferStart + l]
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x = wBuffer[wStart + l]
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nm = k - 1
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y = w.mutableBuffer.array()[w.bufferStart + nm]
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y = wBuffer[wStart + nm]
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g = rv1[nm]
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h = rv1[k]
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f = ((y - z) * (y + z) + (g - h) * (g + h)) / (2.0 * h * y)
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@ -596,7 +600,7 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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for (j in l until nm + 1) {
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i = j + 1
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g = rv1[i]
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y = w.mutableBuffer.array()[w.bufferStart + i]
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y = wBuffer[wStart + i]
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h = s * g
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g = c * g
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z = pythag(f, h)
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@ -615,7 +619,7 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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v[jj, i] = z * c - x * s;
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}
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z = pythag(f, h)
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w.mutableBuffer.array()[w.bufferStart + j] = z
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wBuffer[wStart + j] = z
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if (abs(z) > epsilon) {
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z = 1.0 / z
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c = f * z
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@ -632,7 +636,7 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
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}
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rv1[l] = 0.0
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rv1[k] = f
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w.mutableBuffer.array()[w.bufferStart + k] = x
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wBuffer[wStart + k] = x
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}
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}
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