RcppbdSVD_lapack

C++ Function Reference

1 Signature

svdeig BigDataStatMeth::RcppbdSVD_lapack(T X, bool bcenter, bool bscale, bool complete)

2 Parameters

  • X (T)
  • bcenter (bool)
  • bscale (bool)
  • complete (bool)

3 Returns

Type: class T

4 Call Graph

Function dependencies

5 Source Code

File: inst/include/hdf5Algebra/matrixSvdBlock.hpp • Lines 73-129

inline svdeig RcppbdSVD_lapack( T X, bool bcenter, bool bscale, bool complete ) {
    
    svdeig retsvd;
    
    char Schar='S';
    char Achar='A';
    int info = 0;
    
    try {
        
        if(bcenter == true || bscale == true) {
            X = RcppNormalize_Data(X, bcenter, bscale, false);
        }
        
        int m = X.rows();
        int n = X.cols();
        int lda = std::max(1,m);
        int ldu = std::max(1,m);
        int ldvt = std::min(m, n);
        int k = std::min(m,n);
        int lwork;
        
        if( complete == false ) {
            lwork = 4*std::min(m,n)*std::min(m,n) + 7*std::min(m,n);
        } else {
            lwork = 4*std::min(m,n)*std::min(m,n) + 6*std::min(m,n) + std::max(m,n);
        }
        
        Eigen::VectorXd s = Eigen::VectorXd::Zero(k);
        Eigen::VectorXd work = Eigen::VectorXd::Zero(lwork);
        Eigen::VectorXi iwork(8*std::min(m,n));
        Eigen::MatrixXd u;
        Eigen::MatrixXd vt = Eigen::MatrixXd::Zero(ldvt,n);
        
        if( complete == false ) {
            u = Eigen::MatrixXd::Zero(ldu,k);
            dgesdd_( &Schar, &m, &n, X.data(), &lda, s.data(), u.data(), &ldu, vt.data(), &ldvt, work.data(), &lwork, iwork.data(), &info);
        } else {
            u = Eigen::MatrixXd::Zero(ldu,m);
            dgesdd_( &Achar, &m, &n, X.data(), &lda, s.data(), u.data(), &ldu, vt.data(), &ldvt, work.data(), &lwork, iwork.data(), &info);
        }
        
        retsvd.d = s;
        retsvd.u = u;
        retsvd.v = vt.transpose();
        
    } catch(std::exception &ex) {
        Rcpp::Rcout<< "C++ exception RcppbdSVD_lapack : "<< ex.what();
        return retsvd;
    } catch (...) {
        Rf_error("C++ exception RcppbdSVD_lapack (unknown reason)");
        return retsvd;
    }
    
    return retsvd;
    
}

6 Usage Example

#include "BigDataStatMeth.hpp"

// Example usage
auto result = RcppbdSVD_lapack(...);