text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2003 Neil Firth
  
   This file is part of QuantLib, a free-software/open-source library
   for financial quantitative analysts and developers - http://quantlib.org/
  
   QuantLib is free software: you can redistribute it and/or modify it
   under the terms of the QuantLib license.  You should have received a
   copy of the license along with this program; if not, please email
   <quantlib-dev@lists.sf.net>. The license is also available online at
   <http://quantlib.org/license.shtml>.
  
   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 license for more details.
  
      Adapted from the TNT project
      http://math.nist.gov/tnt/download.html
  
      This software was developed at the National Institute of Standards
      and Technology (NIST) by employees of the Federal Government in the
      course of their official duties. Pursuant to title 17 Section 105
      of the United States Code this software is not subject to copyright
      protection and is in the public domain. NIST assumes no responsibility
      whatsoever for its use by other parties, and makes no guarantees,
      expressed or implied, about its quality, reliability, or any other
      characteristic.
  
      We would appreciate acknowledgement if the software is incorporated in
      redistributable libraries or applications.
  
  */
  
  /*! \file svd.hpp
      \brief singular value decomposition
  */
  
  #ifndef quantlib_math_svd_h
  #define quantlib_math_svd_h
  
  #include <ql/math/matrix.hpp>
  
  namespace QuantLib {
  
      //! Singular value decomposition
      /*! Refer to Golub and Van Loan: Matrix computation,
          The Johns Hopkins University Press
  
          \test the correctness of the returned values is tested by
                checking their properties.
      */
      class SVD {
        public:
          // constructor
          explicit SVD(const Matrix&);
          // results
          const Matrix& U() const;
          const Matrix& V() const;
          const Array& singularValues() const;
          Matrix S() const;
          Real norm2() const;
          Real cond()  const;
          Size rank()  const;
          // utilities
          Array solveFor(const Array&) const;
        private:
          Matrix U_, V_;
          Array s_;
          Integer m_, n_;
          bool transpose_;
      };
  
  }
  
  
  #endif
  
  