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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 */
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