def idzp_svd(eps, A):
    """
    Compute SVD of a complex matrix to a specified relative precision.

    :param eps:
        Relative precision.
    :type eps: float
    :param A:
        Matrix.
    :type A: :class:`numpy.ndarray`

    :return:
        Left singular vectors.
    :rtype: :class:`numpy.ndarray`
    :return:
        Right singular vectors.
    :rtype: :class:`numpy.ndarray`
    :return:
        Singular values.
    :rtype: :class:`numpy.ndarray`
    """
    A = np.asfortranarray(A)
    m, n = A.shape
    k, iU, iV, iS, w, ier = _id.idzp_svd(eps, A)
    if ier:
        raise _RETCODE_ERROR
    U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
    V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
    S = w[iS-1:iS+k-1]
    return U, V, S
Example #2
0
def idzp_svd(eps, A):
    """
    Compute SVD of a complex matrix to a specified relative precision.

    :param eps:
        Relative precision.
    :type eps: float
    :param A:
        Matrix.
    :type A: :class:`numpy.ndarray`

    :return:
        Left singular vectors.
    :rtype: :class:`numpy.ndarray`
    :return:
        Right singular vectors.
    :rtype: :class:`numpy.ndarray`
    :return:
        Singular values.
    :rtype: :class:`numpy.ndarray`
    """
    A = np.asfortranarray(A)
    m, n = A.shape
    k, iU, iV, iS, w, ier = _id.idzp_svd(eps, A)
    if ier:
        raise _RETCODE_ERROR
    U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
    V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
    S = w[iS-1:iS+k-1]
    return U, V, S