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/SVD.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);
 
        const auto svd = SVD{ inArray };
 
        outU  = svd.u();
        outS  = std::move(svd.s()[Slice(std::min(inArray.numRows(), inArray.numCols()))]);
        outVT = std::move(svd.v().transpose());
    }
} // namespace nc::linalg