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Support for svd(::StaticMatrix, full=true) #596

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Merged
merged 1 commit into from
Mar 1, 2019
Merged

Support for svd(::StaticMatrix, full=true) #596

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25 changes: 20 additions & 5 deletions src/svd.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -32,11 +32,26 @@ function svdvals(A::StaticMatrix)
similar_type(A, T2, Size(diagsize(A)))(sv)
end

function svd(A::StaticMatrix)
# "Thin" SVD only for now.
f = svd(Matrix(A))
U = similar_type(A, eltype(f.U), Size(Size(A)[1], diagsize(A)))(f.U)
S = similar_type(A, eltype(f.S), Size(diagsize(A)))(f.S)
function svd(A::StaticMatrix; full=Val(false))
_svd(A, full)
end

# Allow plain Bool in addition to Val
_svd(A, full) = _svd(A, Val(convert(Bool, full)))

function _svd(A, full::Val{false})
f = svd(Matrix(A), full=false)
U = similar_type(A, eltype(f.U), Size(Size(A)[1], diagsize(A)))(f.U)
S = similar_type(A, eltype(f.S), Size(diagsize(A)))(f.S)
Vt = similar_type(A, eltype(f.Vt), Size(diagsize(A), Size(A)[2]))(f.Vt)
SVD(U,S,Vt)
end

function _svd(A, full::Val{true})
f = svd(Matrix(A), full=true)
U = similar_type(A, eltype(f.U), Size(Size(A)[1], Size(A)[1]))(f.U)
S = similar_type(A, eltype(f.S), Size(diagsize(A)))(f.S)
Vt = similar_type(A, eltype(f.Vt), Size(Size(A)[2], Size(A)[2]))(f.Vt)
SVD(U,S,Vt)
end

7 changes: 7 additions & 0 deletions test/svd.jl
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Expand Up @@ -33,6 +33,13 @@ using StaticArrays, Test, LinearAlgebra
@testinf svd(m23').S ≊ svd(Matrix(m23')).S
@testinf svd(m23').Vt ≊ svd(Matrix(m23')).Vt

@testinf svd(m23, full=true).U::StaticMatrix ≊ svd(Matrix(m23), full=true).U
@testinf svd(m23, full=true).S::StaticVector ≊ svd(Matrix(m23), full=true).S
@testinf svd(m23, full=true).Vt::StaticMatrix ≊ svd(Matrix(m23), full=true).Vt
@testinf svd(m23', full=true).U::StaticMatrix ≊ svd(Matrix(m23'), full=true).U
@testinf svd(m23', full=true).S::StaticVector ≊ svd(Matrix(m23'), full=true).S
@testinf svd(m23', full=true).Vt::StaticMatrix ≊ svd(Matrix(m23'), full=true).Vt

@testinf svd(transpose(m23)).U ≊ svd(Matrix(transpose(m23))).U
@testinf svd(transpose(m23)).S ≊ svd(Matrix(transpose(m23))).S
@testinf svd(transpose(m23)).Vt ≊ svd(Matrix(transpose(m23))).Vt
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