function [U, B, V] = bidiagonalize2(A) % Bidiagonalize A, such that U * A * V = B and U' * B * V' = A. B is the % same size as A, has no vector part, and is upper or lower bidiagonal % depending on its shape. U and V are unitary quaternion matrices. error(nargchk(1, 1, nargin)), error(nargoutchk(3, 3, nargout)) % References: % % Sangwine, S. J. and Le Bihan, N., % Quaternion singular value decomposition based on bidiagonalization % to a real or complex matrix using quaternion Householder transformations, % Applied Mathematics and Computation, 182(1), 1 November 2006, 727-738, % DOI:10.1016/j.amc.2006.04.032. % % Sangwine, S. J. and Le Bihan, N., % Quaternion Singular Value Decomposition based on Bidiagonalization % to a Real Matrix using Quaternion Householder Transformations, % arXiv:math.NA/0603251, 10 March 2006, available at http://www.arxiv.org/ % This is an improved version of the reference implementation. It does not % use explicit Householder matrices but instead computes the equivalent % matrix update as detailed in section 5.1.4. [p196] of : % % Gene H. Golub and Charles F. van Loan, 'Matrix Computations', % Johns Hopkins University Press, 2nd edition, 1989. % % This code has not replaced the code in bidiagonalize.m because it is % actually slower! It is intended to integrate this code into % bidiagonalize.m at a later date, as it will work for matrices where the % explicit Householder matrix would be too big. [r, c] = size(A); if prod([r, c]) == 1 error('Cannot bidiagonalize a matrix of one element.'); end if c <= r [U, B, V] = internal_bidiagonalizer(A); % Gives an upper bidiagonal result. else % This requires a lower bidiagonal result. We handle this by a recursive % call on the Hermitian transpose of A. The results for U and V must be % interchanged and B must be transposed to get the correct result for A. [V, B, U] = internal_bidiagonalizer(A'); B = B.'; end V = V'; % Transpose and conjugate V for compatibility with earlier code. B = check(B); % Verify the result and convert to exactly bidiagonal real form. % ---------------------------------------------------------------------------- function [U, B, V] = internal_bidiagonalizer(A) [r, c] = size(A); % Compute and apply a Householder transformation to the first column of A. % Old code using explicit Householder matrix: % U = householder_matrix(A(:, 1), eye(r, 1)); [u, zeta] = householder_vector(A(:, 1), eye(r, 1)); % New code; % Old matrix product using explicit Householder matrix U: % B = U * A; B = (1./zeta) .* (A - u * (A' * u)'); % New code. V = quaternion(eye(c)); % If there is more than one column, we now need to transform the first row (excluding the % first element). A recursive call on the transposed conjugate matrix does this. The left % and right unitary results are interchanged. if c > 1 [V(2 : end, 2 : end), T, W] = internal_bidiagonalizer(B(:, 2 : end)'); B(:, 2 : end) = T.'; % Old code, involving explicit Householder matrix: % U = W * U; W = W .* (1./zeta); % New code, step 1: premultiply zeta into W. U = W - (W * u) * u'; % New code. else % c must be 1. We have to form the Householder matrix explicitly in this case. % Since c is 1, the matrix has only one element, so this is easy and fast. U = (1 ./ zeta) .* (quaternion(1,0,0,0) - u .* conj(u)); end % --------------------------------------------------------------------------------------------- function R = check(B) % Verify results, and convert the result to exactly bidiagonal form with no vector part. [r, c] = size(B); if r == 1 || c == 1 % The matrix is degenerate (a row or column vector) and we have to deal % with it differently because the Matlab diag function in this case % constructs a matrix instead of extracting the diagonal (how clever to % use the same name for both ideas!). D = B(1); % The first element is the diagonal. There is no super-diagonal. O = B(2 : end); % The rest is the off-diagonal. elseif c <= r D = [diag(B); diag(B, +1)]; % Extract the diagonal and super-diagonal. O = tril(B, -1) + triu(B, +2); % Extract the off-diagonal part. else D = [diag(B); diag(B, -1)]; % Extract the diagonal and sub-diagonal. O = tril(B, -2) + triu(B, +1); % Extract the off-diagonal part. end T1 = max(max(abs(O))); % Find the modulus of the largest off bidiagonal element. T2 = max(abs(D)); % Find the modulus of the largest bidiagonal element. % Note that T1 and T2 may be complex, if A was a complexified quaternion matrix. Therefore we % take the modulus of each before comparing them. This has no effect if T1 and 2 are real. NB % T2 and/or T1 could be exactly zero (example, if A was zero, or an identity matrix). % Therefore we do not divide one by the other, but instead multiply by eps. if abs(T1) > abs(T2) * eps * 2 warning('Result of bidiagonalization was not accurate.'); disp('Information: largest on- and off-bidiagonal moduli were:'); disp(abs(T2)); disp(abs(T1)); end % Verify that the diagonal elements have neglible vector parts. T1 = max(abs(s(D))); % The largest scalar modulus of the bidiagonal result T2 = max(abs(v(D))); % The largest vector modulus of the bidiagonal result. if abs(T2) > abs(T1) * eps warning('Result of bidiagonalization was not accurate.') disp('Information: largest on-diagonal vector and scalar moduli were:'); disp(abs(T2)); disp(abs(T1)); end if r == 1 || c == 1 R = s(B); % The diagonal has only one element, so we can just forget the off-diagonal. else R = s(B - O); % Subtract the off-diagonal part and take the scalar part of the result. end