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driver.cpp
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driver.cpp
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#include <iostream>
#include <vector>
#include <eigen3/Eigen/Sparse>
#include <eigen3/Eigen/Dense>
#include <eigen3/Eigen/Eigenvalues>
#include "redsvd.hpp"
using namespace std;
using namespace Eigen;
using namespace REDSVD;
void createMatrixA(const double* dataValuesRowMajor, int numberOfRows, int numberOfColumns, MatrixXd& A)
{
A.resize(numberOfRows, numberOfColumns);
for (int i = 0; i < numberOfRows; i++)
{
for (int j = 0; j < numberOfColumns; j++)
{
A(i, j) = dataValuesRowMajor[i * numberOfColumns + j];
}
}
}
template <class Svd>
void assembleOutput(Svd& svd, /*out*/ double* singularValues, /*out*/ double* U_VT_ColumnMajor)
{
const MatrixXd& U = svd.matrixU();
const VectorXd& S = svd.singularValues();
const MatrixXd& V = svd.matrixV();
// S
for (int i = 0; i < S.rows(); i++)
{
singularValues[i] = S(i);
}
// U_VT_ColumnMajor length should be: U.rows() * U.cols() + V.cols() * V.rows());
int index = 0;
// U
for (int j = 0; j < U.cols(); j++)
{
for (int i = 0; i < U.rows(); i++)
{
U_VT_ColumnMajor[index] = U(i, j);
index++;
}
}
// V transposed
for (int i = 0; i < V.rows(); i++)
{
for (int j = 0; j < V.cols(); j++)
{
U_VT_ColumnMajor[index] = V(i, j);
index++;
}
}
}
#if defined(_MSC_VER)
// Microsoft
#define EXPORT __declspec(dllexport)
#elif defined(_GCC)
// GCC
#define EXPORT __attribute__((visibility("default")))
#else
// do nothing and hope for the best?
#define EXPORT
#pragma warning Unknown dynamic link import/export semantics.
#endif
extern "C"
{
EXPORT void /*__stdcall*/ ComputeSvdExact(const double* inputMatrix_RowMajor, int numberOfRows, int numberOfColumns, /*out*/ double* singularValues, /*out*/ double* U_VT_ColumnMajor)
{
MatrixXd A;
createMatrixA(inputMatrix_RowMajor, numberOfRows, numberOfColumns, A);
Eigen::JacobiSVD<Eigen::MatrixXd/*, Eigen::NoQRPreconditioner*/> svd_exact(A, Eigen::ComputeThinU | Eigen::ComputeThinV); // compute
assembleOutput(svd_exact, singularValues, U_VT_ColumnMajor);
}
EXPORT void /*__stdcall*/ ComputeSvdRandomized(const double* inputMatrix_RowMajor, int numberOfRows, int numberOfColumns, int rank, /*out*/ double* singularValues, /*out*/ double* U_VT_ColumnMajor)
{
MatrixXd A;
createMatrixA(inputMatrix_RowMajor, numberOfRows, numberOfColumns, A);
RedSVD svd_approx(A, rank); // compute
assembleOutput(svd_approx, singularValues, U_VT_ColumnMajor);
}
}