| 64 | |
| 65 | template<typename T, int M, int N> |
| 66 | void JacobiSVD(T* S, T* V) { |
| 67 | const int iterations = 30; |
| 68 | array<T, N> d{}; |
| 69 | |
| 70 | for (int i = 0; i < N; i++) { |
| 71 | T sd = 0; |
| 72 | for (int j = 0; j < M; j++) { |
| 73 | T t = S[i * M + j]; |
| 74 | sd += t * t; |
| 75 | } |
| 76 | d[i] = sd; |
| 77 | |
| 78 | V[i * N + i] = 1; |
| 79 | } |
| 80 | |
| 81 | for (int it = 0; it < iterations; it++) { |
| 82 | bool converged = false; |
| 83 | |
| 84 | for (int i = 0; i < N - 1; i++) { |
| 85 | for (int j = i + 1; j < N; j++) { |
| 86 | T* Si = S + i * M; |
| 87 | T* Sj = S + j * M; |
| 88 | T* Vi = V + i * N; |
| 89 | T* Vj = V + j * N; |
| 90 | |
| 91 | T p = static_cast<T>(0); |
| 92 | for (int k = 0; k < M; k++) { p += Si[k] * Sj[k]; } |
| 93 | |
| 94 | if (abs(p) <= M * EPS<T>::eps() * sqrt(d[i] * d[j])) { |
| 95 | continue; |
| 96 | } |
| 97 | |
| 98 | T y = d[i] - d[j]; |
| 99 | T r = hypot(p * 2, y); |
| 100 | T r2 = r * 2; |
| 101 | T c, s; |
| 102 | if (y >= 0) { |
| 103 | c = sqrt((r + y) / r2); |
| 104 | s = p / (r2 * c); |
| 105 | } else { |
| 106 | s = sqrt((r - y) / r2); |
| 107 | c = p / (r2 * s); |
| 108 | } |
| 109 | |
| 110 | T a = 0, b = 0; |
| 111 | for (int k = 0; k < M; k++) { |
| 112 | T t0 = c * Si[k] + s * Sj[k]; |
| 113 | T t1 = c * Sj[k] - s * Si[k]; |
| 114 | Si[k] = t0; |
| 115 | Sj[k] = t1; |
| 116 | |
| 117 | a += t0 * t0; |
| 118 | b += t1 * t1; |
| 119 | } |
| 120 | d[i] = a; |
| 121 | d[j] = b; |
| 122 | |
| 123 | for (int l = 0; l < N; l++) { |