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Diffstat (limited to 'btl/accuracy/lapack/lapack_SVD.hh')
-rw-r--r--btl/accuracy/lapack/lapack_SVD.hh57
1 files changed, 57 insertions, 0 deletions
diff --git a/btl/accuracy/lapack/lapack_SVD.hh b/btl/accuracy/lapack/lapack_SVD.hh
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+//=====================================================
+// Copyright (C) 2011 Andrea Arteaga <andyspiros@gmail.com>
+//=====================================================
+//
+// This program is free software; you can redistribute it and/or
+// modify it under the terms of the GNU General Public License
+// as published by the Free Software Foundation; either version 2
+// of the License, or (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+// GNU General Public License for more details.
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software
+// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+//
+#ifndef LAPACK_SVD_HH
+#define LAPACK_SVD_HH
+
+#include "LinearCongruential.hh"
+#include "diff.hh"
+
+double test_SVD(const int& N, const unsigned& seed = 0)
+{
+ LinearCongruential lc(seed);
+
+ vector<double> A(N*N), Acopy, U(N*N), VT(N*N), S_(N), S(N*N);
+ vector<double> work(1);
+
+ /* Fill A and Acopy */
+ for (int i = 0; i < N*N; ++i)
+ A[i] = lc.get_01();
+ Acopy = A;
+
+ /* Retrieve lwork */
+ int lwork = -1, info;
+ dgesvd_("A", "A", &N, &N, &A[0], &N, &S_[0], &U[0], &N, &VT[0], &N, &work[0], &lwork, &info);
+ lwork = work[0];
+ work.resize(lwork);
+
+ /* Compute decomposition */
+ dgesvd_("A", "A", &N, &N, &A[0], &N, &S_[0], &U[0], &N, &VT[0], &N, &work[0], &lwork, &info);
+
+ /* Construct S */
+ for (int r = 0; r < N; ++r)
+ S[r+r*N] = S_[r];
+
+ /* Test */
+ const double dONE = 1., dZERO = 0.;
+ dgemm_("N", "N", &N, &N, &N, &dONE, &U[0], &N, &S[0], &N, &dZERO, &A[0], &N);
+ dgemm_("N", "N", &N, &N, &N, &dONE, &A[0], &N, &VT[0], &N, &dZERO, &S[0], &N);
+
+ return diff(Acopy, S);
+}
+
+#endif /* LAPACK_SVD_HH */