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require 'java'
require 'jblas-1.0.3.jar'
java_import 'org.jblas.ComplexDoubleMatrix'
java_import 'org.jblas.DoubleMatrix'
java_import 'org.jblas.Singular'
Matrix = ComplexDoubleMatrix
M = 4
N = 3
m = Matrix.new(M, N)
for i in 0...M
for j in 0...N
m.put(i, j, i+j, i*j)
#m.put(i, j, i+j)
end
end
puts m.dup
u, s, v = Singular.sparseSVD(m)
s = Matrix.diag(s)
puts "u = #{u}"
puts "s = #{s}"
puts "v = #{v}"
puts u.mmul(s).mmul(v.transpose).sub(m).norm2()
puts Singular.SVDValues(m)
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