reintegration of LatCore & folder restructuration

lib/Core/EigenPlugin.hpp

@@ -0,0 +1,60 @@
+/*
+ * EigenPlugin.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2015 Antonin Portelli
+ *
+ * LatAnalyze 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 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 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 LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+Derived pInverse(const double tolerance = 1.0e-10)
+{
+    auto         svd   = jacobiSvd(Eigen::ComputeThinU|Eigen::ComputeThinV);
+    const auto   u     = svd.matrixU();
+    const auto   v     = svd.matrixV();
+    auto         s     = svd.singularValues();
+    double       maxsv = 0.;
+    unsigned int elim  = 0;
+    
+    for (Index i = 0; i < s.rows(); ++i)
+    {
+        if (fabs(s(i)) > maxsv) maxsv = fabs(s(i));
+    }
+    for (Index i = 0; i < s.rows(); ++i)
+    {
+        if (fabs(s(i)) > maxsv*tolerance)
+        {
+            s(i) = 1./s(i);
+        }
+        else
+        {
+            elim++;
+            s(i) = 0.;
+        }
+    }
+    if (elim)
+    {
+        std::cerr << "warning: pseudoinverse: " << elim << "/";
+        std::cerr << s.rows() << " singular value(s) eliminated (tolerance= ";
+        std::cerr << tolerance << ")" << std::endl;
+    }
+    
+    return v*s.asDiagonal()*u.transpose();
+}
+
+Derived singularValues(void)
+{
+    auto svd = jacobiSvd();
+    
+    return svd.singularValues();
+}