00001 /*! 00002 \file svd.h 00003 \author Klaus Holst 00004 \date Jan 2005 00005 00006 \brief Singular Value Decomposition class (algorithms inspired by Numerical Recipes). 00007 00008 */ 00009 00010 #ifndef _SVD_H_ 00011 #define _SVD_H_ 00012 00013 #include "util.h" 00014 #include "linalg.h" 00015 00016 // SVD-decomposition A = U*W*V', where U,V orthogonal and W diagonal. The matrix U is 00017 // replacing A and notice that V and not the transpose V' is returned. 00018 void svdcmp(matrix &A, matrix &D, matrix &V); 00019 matrix pseudoinverse(matrix const& A, double threshold=1e-6); 00020 00021 00022 #endif // _SVD_H_
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