svd.hpp

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#pragma once
 
#include <utility>
 
#include "NumCpp/Core/Internal/StaticAsserts.hpp"
#include "NumCpp/Functions/diagflat.hpp"
#include "NumCpp/Linalg/svd/SVDClass.hpp"
#include "NumCpp/NdArray.hpp"
 
namespace nc::linalg
{
    //============================================================================
    // Method Description:
    template<typename dtype>
    void svd(const NdArray<dtype>& inArray, NdArray<double>& outU, NdArray<double>& outS, NdArray<double>& outVt)
    {
        STATIC_ASSERT_ARITHMETIC(dtype);
 
        SVD svdSolver(inArray.template astype<double>());
        outU = svdSolver.u();
 
        NdArray<double> vt = svdSolver.v().transpose();
        outVt              = std::move(vt);
 
        NdArray<double> s = diagflat(svdSolver.s(), 0);
        outS              = std::move(s);
    }
} // namespace nc::linalg