Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / linear-algebra-2.2.0 / @kronprod / not_done / svd.m

diff --git a/octave_packages/linear-algebra-2.2.0/@kronprod/not_done/svd.m b/octave_packages/linear-algebra-2.2.0/@kronprod/not_done/svd.m
new file mode 100644 (file)
index 0000000..86dedcb
--- /dev/null
+++ b/octave_packages/linear-algebra-2.2.0/@kronprod/not_done/svd.m
@@ -0,0 +1,54 @@
+## Copyright (C) 2010  Soren Hauberg
+## 
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3, or (at your option)
+## any later version.
+## 
+## This program is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details. 
+## 
+## You should have received a copy of the GNU General Public License
+## along with this file.  If not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} svd (@var{KP})
+## XXX: Write documentation
+## @end deftypefn
+
+function [U, S, V] = svd (KP)
+  if (nargin < 1)
+    print_usage ();
+  endif
+  
+  if (!isa (KP, "kronprod"))
+    error ("svd: input must be of class 'kronprod'");
+  endif
+  
+  ## XXX: I don't think this works properly for non-square A and B
+  
+  if (nargout <= 1)
+    ## Only singular values were requested
+    S_A = svd (KP.A);
+    S_B = svd (KP.B);
+    U = sort (kron (S_A, S_B), "descend");
+  elseif (nargout == 3)
+    ## The full SVD was requested
+    [U_A, S_A, V_A] = svd (KP.A);
+    [U_B, S_B, V_B] = svd (KP.B);
+
+    ## Compute and sort singular values
+    [sv, idx] = sort (kron (diag (S_A), diag (S_B)), "descend");
+    
+    ## Form matrices
+    S = resize (diag (sv), [rows(KP), columns(KP)]);
+    #Pu = eye (rows (KP)) (idx, :);
+    U = kronprod (U_A, U_B, idx);
+    #Pv = eye (columns (KP)) (idx, :);
+    V = kronprod (V_A, V_B, idx);
+  else
+    print_usage ();
+  endif
+endfunction