Singular value decomposition: Difference between revisions
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|-0.7071067812 -0.7071067812|
|-0.7071067812 0.7071067812|
</pre>
=={{header|C++}}==
{{trans|C}}
{{libheader|GNU Scientific Library}}
Requires C++11 or higher.
<syntaxhighlight lang="C++">
#include <iostream>
#include <iomanip>
#include <gsl/gsl_linalg.h>
void gsl_matrix_print(const gsl_matrix *M) {
auto rows = M->size1;
auto cols = M->size2;
std::cout.precision(10);
std::cout.setf(std::ios::fixed);
for (auto i = 0; i < rows; i++) {
std::cout << "|";
for (auto j = 0; j < cols; j++) {
std::cout << gsl_matrix_get(M, i, j) << " ";
}
std::cout << "|" << std::endl;
}
std::cout << std::endl;
}
int main(int argc, char** argv) {
double a[] = {3, 0, 4, 5};
auto A = gsl_matrix_view_array(a, 2, 2);
auto *V = gsl_matrix_alloc(2, 2);
auto *S = gsl_vector_alloc(2);
auto *work = gsl_vector_alloc(2);
gsl_linalg_SV_decomp(&A.matrix, V, S, work);
double s[] = {S->data[0], 0.0, 0.0, S->data[1]};
auto SM = gsl_matrix_view_array(s, 2, 2);
std::cout << "U:" << std::endl;
gsl_matrix_print(&A.matrix);
std::cout << "Sigma:" << std::endl;
gsl_matrix_print(&SM.matrix);
std::cout << "V:" << std::endl;
gsl_matrix_print(V);
gsl_matrix_free(V);
gsl_vector_free(S);
gsl_vector_free(work);
return 0;
}
</syntaxhighlight>
{{out}}
<pre>
U:
|-0.3162277660 -0.9486832981 |
|-0.9486832981 0.3162277660 |
Sigma:
|6.7082039325 0.0000000000 |
|0.0000000000 2.2360679775 |
V:
|-0.7071067812 -0.7071067812 |
|-0.7071067812 0.7071067812 |
</pre>
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