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use crate::{
matrix::{operations::identity::identity, Matrix},
types::{Diagonal, PositiveSemiDefinite, Square},
};
use lapack::dgesvd;
impl Matrix<PositiveSemiDefinite> {
pub fn svd(&self) -> Result<(Matrix<Square>, Matrix<Diagonal>, Matrix<Square>), String> {
if self.rows != self.columns {
return Err("dimension mismatch".to_owned());
}
let mut info = 0;
let mut u = Matrix::<Square>::zeros(self.rows);
let mut s = identity(self.rows);
let lwork = 2 * self.rows;
unsafe {
dgesvd(
'N' as u8,
'A' as u8,
self.rows as i32,
self.columns as i32,
&mut self.t().elements,
self.rows as i32,
&mut s.elements,
&mut vec![],
self.rows as i32,
&mut u.elements,
self.columns as i32,
&mut vec![0.0; lwork],
lwork as i32,
&mut info,
);
}
match info {
0 => {
let u_t = u.t();
Ok((u, s, u_t))
}
i => Err(i.to_string()),
}
}
}