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October 30, 2015 08:04
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MATLAB svd(x) in Swift
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// | |
// SVD.swift | |
// | |
// Created by Dongwan Kim on 2015. 10. 30.. | |
// | |
/* MATLAB svd(X) | |
For the matrix | |
X = | |
1 2 | |
3 4 | |
5 6 | |
7 8 | |
the statement | |
[U,S,V] = svd(X) | |
produces | |
U = | |
-0.1525 -0.8226 -0.3945 -0.3800 | |
-0.3499 -0.4214 0.2428 0.8007 | |
-0.5474 -0.0201 0.6979 -0.4614 | |
-0.7448 0.3812 -0.5462 0.0407 | |
S = | |
14.2691 0 | |
0 0.6268 | |
0 0 | |
0 0 | |
V = | |
-0.6414 0.7672 | |
-0.7672 -0.6414 | |
*/ | |
import Foundation | |
import Accelerate | |
func testSVD() { | |
let x = [1.0, 3.0, 5.0, 7.0, 2.0, 4.0, 6.0, 8.0] | |
let m = 4 | |
let n = 2 | |
var u : [Double] | |
var s : [Double] | |
var v : [Double] | |
(u, s, v) = svd(x, m: m, n: n) | |
print(u) | |
print(s) | |
print(v) | |
} | |
func svd(x:[Double], m:Int, n:Int) -> (u:[Double], s:[Double], v:[Double]) { | |
var JOBZ = Int8(UnicodeScalar("A").value) | |
var M = __CLPK_integer(m) | |
var N = __CLPK_integer(n) | |
var A = x | |
var LDA = __CLPK_integer(m) | |
var S = [__CLPK_doublereal](count: min(m,n), repeatedValue: 0.0) | |
var U = [__CLPK_doublereal](count: m*m, repeatedValue: 0.0) | |
var LDU = __CLPK_integer(m) | |
var VT = [__CLPK_doublereal](count: n*n, repeatedValue: 0.0) | |
var LDVT = __CLPK_integer(n) | |
let lwork = min(m,n)*(6+4*min(m,n))+max(m,n) | |
var WORK = [__CLPK_doublereal](count: lwork, repeatedValue: 0.0) | |
var LWORK = __CLPK_integer(lwork) | |
var IWORK = [__CLPK_integer](count: 8*min(m,n), repeatedValue: 0) | |
var INFO = __CLPK_integer(0) | |
dgesdd_(&JOBZ, &M, &N, &A, &LDA, &S, &U, &LDU, &VT, &LDVT, &WORK, &LWORK, &IWORK, &INFO) | |
var s = [Double](count: m*n, repeatedValue: 0.0) | |
for ni in 0...n-1 { | |
s[ni*m+ni] = S[ni] | |
} | |
var v = [Double](count: n*n, repeatedValue: 0.0) | |
vDSP_mtransD(VT, 1, &v, 1, vDSP_Length(n), vDSP_Length(n)) | |
return (U, s, v) | |
} |
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Thankyou !!!🤗