Merged new linear algebra functions

1 files changed, 92 insertions, 0 deletions

diff --git a/src/c/linearAlgebra/sva/dsvaa.c b/src/c/linearAlgebra/sva/dsvaa.c
new file mode 100644
index 0000000..ee27eef
--- /dev/null
+++ b/src/c/linearAlgebra/sva/dsvaa.c
@@ -0,0 +1,92 @@
+/* Copyright (C) 2017 - IIT Bombay - FOSSEE
+
+ This file must be used under the terms of the CeCILL.
+ This source file is licensed as described in the file COPYING, which
+ you should have received as part of this distribution.  The terms
+ are also available at
+ http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ Author: Sandeep Gupta
+ Organization: FOSSEE, IIT Bombay
+ Email: toolbox@scilab.in
+
+ */
+#include "sva.h"
+#include "svd.h"
+#include "lapack.h"
+#include <stdio.h>
+#include <stdlib.h>
+#include "string.h"
+#include "matrixTranspose.h"
+
+#define eps 2.22044604925e-16
+
+void dsvaa(int ninp,double *in1,int row,int col,double in2,double *out1, \
+	double *out2,double *out3){
+
+	double tol;
+	double rk=0;
+	int N=col,M=row;
+	if(row == 0 && col == 0) return;
+	int i,j;
+	int arow;		/*Actual row of given matrix*/
+	int acol;		/*Actual col of given matrix*/
+
+	/* Calculation of svd of a given matrix */
+	double *U,*S,*V;
+	U = (double *)malloc((double)row*Min(row,col)*sizeof(double));
+	S = (double *)malloc((double)Min(row,col)*Min(row,col)*sizeof(double));
+	V = (double *)malloc((double)col*Min(row,col)*sizeof(double));
+		
+	dsvda(in1,M,N,1,3,U,S,V);
+
+	if (ninp == 1){ 		/* [u,s,v] = sva(A) when input is only matrix */
+		tol = Max(row,col)*S[0]*eps;
+		rk = 0;		
+		for(i=0;i<col;i++){
+			if(S[i+i*row] > tol){
+				rk+=1;			
+			}		
+		}
+	}
+	else{				/*[u,s,v] = sva(A,tol) when two input's are there */
+		tol = in2;
+		if(tol > 1){
+			rk = tol;
+			if(rk > Min(row,col)){
+				printf("ERROR:  Wrong value for input argument !");	
+				out1 = NULL;
+				out2 = NULL;
+				out3 = NULL;
+				return;	
+			}		
+		}
+		else{
+			rk = 0;
+			for(i=0;i<col;i++){
+				if(S[i+i*row] > tol){
+					rk+=1;
+				}
+			}	
+		}	
+	}
+	arow = M;
+	acol = Min(M,N);	
+	for(i=0;i<arow;i++){
+		for(j=0;j<rk;j++){
+			out1[i+j*row]=U[i+j*arow];		
+		}	
+	}
+	arow = Min(M,N);
+	for(i=0;i<rk;i++){
+		for(j=0;j<rk;j++){
+			out2[i+j*(int)rk] = S[i+j*arow];	
+		}			
+	}
+	arow = N;
+	acol = Min(M,N);
+	for(i=0;i<arow;i++){
+		for(j=0;j<rk;j++){
+			out3[i+j*arow] = V[i+j*arow];		
+		}
+	}	
+}