/** * @file svdcmp.cpp * @brief SVD decomposition adapted from NRC * @author Alireza Fathi * @author Frank Dellaert */ #include #include /* for 'fabs' */ #include #include using namespace std; #define SIGN(a,b) ((b) >= 0.0 ? fabs(a) : -fabs(a)) static double sqrarg; #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 : sqrarg*sqrarg) static double maxarg1,maxarg2; #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1) > (maxarg2) ?\ (maxarg1) : (maxarg2)) static int iminarg1,iminarg2; #define IMIN(a,b) (iminarg1=(a),iminarg2=(b),(iminarg1) < (iminarg2) ?\ (iminarg1) : (iminarg2)) /* ************************************************************************* */ /* double pythag(double a, double b) { double absa = 0.0, absb = 0.0; absa=fabs(a); absb=fabs(b); if (absa > absb) return absa*sqrt(1.0+SQR(absb/absa)); else return (absb == 0.0 ? 0.0 : absb*sqrt(1.0+SQR(absa/absb))); } */ /* ************************************************************************* */ double pythag(double a, double b) { double absa = 0.0, absb = 0.0; absa=fabs(a); absb=fabs(b); if (absa > absb) return absa*sqrt(1.0+SQR(absb/absa)); else { if(absb == 0.0) return 0.0; else return (absb * sqrt(1.0 + SQR(absa/absb))); } } /* ************************************************************************* */ void svdcmp(double **a, int m, int n, double w[], double **v) { int flag,i,its,j,jj,k,l,nm; double anorm,c,f,g,h,s,scale,x,y,z; //vector sizes: // w[n] - q-1 passed in // a[m] - u-1 passed in // v[n] - v-1 passed in //Current progress on verifying array bounds: // rv1 references have been fixed double *rv1 = new double[n]; g= 0.0; scale= 0.0; anorm= 0.0; for (i=1;i<=n;i++) { l=i+1; rv1[i-1]=scale*g; g=s=scale=0.0; if (i <= m) { for (k=i;k<=m;k++) scale += fabs(a[k][i]); if (scale) { for (k=i;k<=m;k++) { a[k][i] /= scale; s += a[k][i]*a[k][i]; } f=a[i][i]; g = -SIGN(sqrt(s),f); h=f*g-s; a[i][i]=f-g; for (j=l;j<=n;j++) { for (s=0.0,k=i;k<=m;k++) s += a[k][i]*a[k][j]; f=s/h; for (k=i;k<=m;k++) a[k][j] += f*a[k][i]; } for (k=i;k<=m;k++) a[k][i] *= scale; } } w[i]=scale *g; g=s=scale=0.0; if (i <= m && i != n) { for (k=l;k<=n;k++) scale += fabs(a[i][k]); if (scale) { for (k=l;k<=n;k++) { a[i][k] /= scale; s += a[i][k]*a[i][k]; } f=a[i][l]; g = -SIGN(sqrt(s),f); h=f*g-s; a[i][l]=f-g; for (k=l;k<=n;k++) { rv1[k-1]=a[i][k]/h; } for (j=l;j<=m;j++) { for (s=0.0,k=l;k<=n;k++) s += a[j][k]*a[i][k]; for (k=l;k<=n;k++) { a[j][k] += s*rv1[k-1]; } } for (k=l;k<=n;k++) a[i][k] *= scale; } } anorm=FMAX(anorm,(fabs(w[i])+fabs(rv1[i-1]))); } for (i=n;i>=1;i--) { if (i < n) { if (g) { for (j=l;j<=n;j++) v[j][i]=(a[i][j]/a[i][l])/g; for (j=l;j<=n;j++) { for (s=0.0,k=l;k<=n;k++) s += a[i][k]*v[k][j]; for (k=l;k<=n;k++) v[k][j] += s*v[k][i]; } } for (j=l;j<=n;j++) v[i][j]=v[j][i]=0.0; } v[i][i]=1.0; g=rv1[i-1]; l=i; } for (i=IMIN(m,n);i>=1;i--) { l=i+1; g=w[i]; for (j=l;j<=n;j++) a[i][j]=0.0; if (g) { g=1.0/g; for (j=l;j<=n;j++) { for (s=0.0,k=l;k<=m;k++) s += a[k][i]*a[k][j]; f=(s/a[i][i])*g; for (k=i;k<=m;k++) a[k][j] += f*a[k][i]; } for (j=i;j<=m;j++) a[j][i] *= g; } else for (j=i;j<=m;j++) a[j][i]=0.0; ++a[i][i]; } for (k=n;k>=1;k--) { for (its=1;its<=30;its++) { flag=1; for (l=k;l>=1;l--) { nm=l-1; if ((double)(fabs(rv1[l-1])+anorm) == anorm) { flag=0; break; } if ((double)(fabs(w[nm])+anorm) == anorm) break; } if (flag) { c=0.0; s=1.0; for (i=l;i<=k;i++) { f=s*rv1[i-1]; rv1[i-1]=c*rv1[i-1]; if ((double)(fabs(f)+anorm) == anorm) break; g=w[i]; h=pythag(f,g); w[i]=h; h=1.0/h; c=g*h; s = -f*h; for (j=1;j<=m;j++) { y=a[j][nm]; z=a[j][i]; a[j][nm]=y*c+z*s; a[j][i]=z*c-y*s; } } } z=w[k]; if (l == k) { if (z < 0.0) { w[k] = -z; for (j=1;j<=n;j++) v[j][k] = -v[j][k]; } break; } if (its == 30) throw(std::domain_error("no convergence in 30 svdcmp iterations")); x=w[l]; nm=k-1; y=w[nm]; g=rv1[nm-1] ; h=rv1[k-1]; f=((y-z)*(y+z)+(g-h)*(g+h))/(2.0*h*y); g=pythag(f,1.0); f=((x-z)*(x+z)+h*((y/(f+SIGN(g,f)))-h))/x; c=s=1.0; for (j=l;j<=nm;j++) { i=j+1; g=rv1[i-1]; y=w[i]; h=s*g; g=c*g; z=pythag(f,h); rv1[j-1]=z; c=f/z; s=h/z; f=x*c+g*s; g = g*c-x*s; h=y*s; y *= c; for (jj=1;jj<=n;jj++) { x=v[jj][j]; z=v[jj][i]; v[jj][j]=x*c+z*s; v[jj][i]=z*c-x*s; } z=pythag(f,h); w[j]=z; if (z) { z=1.0/z; c=f*z; s=h*z; } f=c*g+s*y; x=c*y-s*g; for (jj=1;jj<=m;jj++) { y=a[jj][j]; z=a[jj][i]; a[jj][j]=y*c+z*s; a[jj][i]=z*c-y*s; } } rv1[l-1]=0.0; rv1[k-1]=f; w[k]=x; } } delete[] rv1; } /* ************************************************************************* */