// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au) // Copyright 2008-2016 National ICT Australia (NICTA) // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. // ------------------------------------------------------------------------ //! \addtogroup op_pinv //! @{ template inline void op_pinv::apply(Mat& out, const Op& in) { arma_extra_debug_sigprint(); typedef typename T1::pod_type T; const T tol = access::tmp_real(in.aux); const bool use_divide_and_conquer = (in.aux_uword_a == 1); const bool status = op_pinv::apply_direct(out, in.m, tol, use_divide_and_conquer); if(status == false) { arma_stop_runtime_error("pinv(): svd failed"); } } template inline bool op_pinv::apply_direct(Mat& out, const Base& expr, typename T1::pod_type tol, const bool use_divide_and_conquer) { arma_extra_debug_sigprint(); typedef typename T1::elem_type eT; typedef typename T1::pod_type T; arma_debug_check((tol < T(0)), "pinv(): tolerance must be >= 0"); const Proxy P(expr.get_ref()); const uword n_rows = P.get_n_rows(); const uword n_cols = P.get_n_cols(); if( (n_rows*n_cols) == 0 ) { out.set_size(n_cols,n_rows); return true; } // economical SVD decomposition Mat U; Col< T> s; Mat V; bool status = false; if(use_divide_and_conquer) { status = (n_cols > n_rows) ? auxlib::svd_dc_econ(U, s, V, trans(P.Q)) : auxlib::svd_dc_econ(U, s, V, P.Q); } else { status = (n_cols > n_rows) ? auxlib::svd_econ(U, s, V, trans(P.Q), 'b') : auxlib::svd_econ(U, s, V, P.Q, 'b'); } if(status == false) { out.soft_reset(); return false; } const uword s_n_elem = s.n_elem; const T* s_mem = s.memptr(); // set tolerance to default if it hasn't been specified if( (tol == T(0)) && (s_n_elem > 0) ) { tol = (std::max)(n_rows, n_cols) * s_mem[0] * std::numeric_limits::epsilon(); } uword count = 0; for(uword i = 0; i < s_n_elem; ++i) { count += (s_mem[i] >= tol) ? uword(1) : uword(0); } if(count > 0) { Col s2(count); T* s2_mem = s2.memptr(); uword count2 = 0; for(uword i=0; i < s_n_elem; ++i) { const T val = s_mem[i]; if(val >= tol) { s2_mem[count2] = (val > T(0)) ? T(T(1) / val) : T(0); ++count2; } } if(n_rows >= n_cols) { // out = ( (V.n_cols > count) ? V.cols(0,count-1) : V ) * diagmat(s2) * trans( (U.n_cols > count) ? U.cols(0,count-1) : U ); Mat tmp; if(count < V.n_cols) { tmp = V.cols(0,count-1) * diagmat(s2); } else { tmp = V * diagmat(s2); } if(count < U.n_cols) { out = tmp * trans(U.cols(0,count-1)); } else { out = tmp * trans(U); } } else { // out = ( (U.n_cols > count) ? U.cols(0,count-1) : U ) * diagmat(s2) * trans( (V.n_cols > count) ? V.cols(0,count-1) : V ); Mat tmp; if(count < U.n_cols) { tmp = U.cols(0,count-1) * diagmat(s2); } else { tmp = U * diagmat(s2); } if(count < V.n_cols) { out = tmp * trans(V.cols(0,count-1)); } else { out = tmp * trans(V); } } } else { out.zeros(n_cols, n_rows); } return true; } //! @}