To get SVD with ALGLIB

alglib_svd.cpp

#include <iostream>
#include <iomanip>
#include <fstream>
#include <sys/time.h>
#include "ap.h"
#include "linalg.h"


using namespace std;
using namespace alglib;
using std::cout;
using std::endl;


int main(int argc, char **argv) {
    struct timeval start, end;

    // start timer.
    gettimeofday(&start, NULL);

    std::string filename = "/home/d1075102/tadnn/pytorch/LBPhistogram_BRGC_20220609.csv";
    alglib::real_2d_array hmat;
    // void read_csv(const char *filename, char separator, int flags, alglib::real_2d_array &out);
    read_csv(filename.c_str(), ',', alglib::CSV_SKIP_HEADERS, hmat);

    /*
    bool alglib::rmatrixsvd(
        real_2d_array a,
        ae_int_t m,
        ae_int_t n,
        ae_int_t uneeded,
        ae_int_t vtneeded,
        ae_int_t additionalmemory,
        real_1d_array& w,
        real_2d_array& u,
        real_2d_array& vt,
        const xparams _params = alglib::xdefault);
    */

    // alglib::real_2d_array hmat;
    // double hmat0[] = { .0, .0, .0, .0, .0, .0, .0, .0, .0 };
    // hmat.setcontent( 3, 3, hmat0 );  // rows, cols

    alglib::real_1d_array W;
    alglib::real_2d_array U;
    alglib::real_2d_array VT;
    int rows = 5000;
    int cols = 131072;
    W.setlength( rows );
    U.setlength( rows, cols );
    VT.setlength( rows, cols );

    /*
    U -- if UNeeded=0, U isn't changed, the left singular vectors are not calculated.
    VT -- if VTNeeded=0, VT isn't changed, the right singular vectors are not calculated.
    AdditionalMemory -
                    If the parameter:
                     * equals 0, the algorithm doesn't use additional
                       memory (lower requirements, lower performance).
                     * equals 1, the algorithm uses additional
                       memory of size min(M,N)*min(M,N) of real numbers.
                       It often speeds up the algorithm.
                     * equals 2, the algorithm uses additional
                       memory of size M*min(M,N) of real numbers.
                       It allows to get a maximum performance.
                    The recommended value of the parameter is 2.
    */

    alglib::rmatrixsvd( hmat, rows, cols, 0, 0, 2, W, U, VT );

    // cout << "Warr: " << W.tostring( 3 ) << endl;
    // cout << "Umat: " << U.tostring( 3 ) << endl;
    // cout << "VTmat:" << VT.tostring( 3 ) << endl;

    // write to csv
    std::ofstream eigenfile;
    eigenfile.open ("Eigenvalue_BRGC_20220615.csv");
    for (int i = 0; i < W.length(); i++) {
        eigenfile << W[i] << "\n";
    }
    eigenfile.close();

    // stop timer.
    gettimeofday(&end, NULL);

    // Calculating total time taken by the program.
    double time_taken;
    time_taken = (end.tv_sec - start.tv_sec) * 1e6;
    time_taken = (time_taken + (end.tv_usec - start.tv_usec)) * 1e-6;
    cout << "Time taken by program is: " << fixed << setprecision(6) << time_taken << " seconds." << endl;

    return 0;
}