Add polar decomposition method to main matrix decomposition interface

Add one more test for decomposition of polar decomposition of rectangular matrix

src/linalg/decomposition.rs

@@ -1,8 +1,8 @@
 use crate::storage::Storage;
 use crate::{
     Allocator, Bidiagonal, Cholesky, ColPivQR, ComplexField, DefaultAllocator, Dim, DimDiff,
-    DimMin, DimMinimum, DimSub, FullPivLU, Hessenberg, Matrix, RealField, Schur, SymmetricEigen,
-    SymmetricTridiagonal, LU, QR, SVD, U1, UDU,
+    DimMin, DimMinimum, DimSub, FullPivLU, Hessenberg, Matrix, OMatrix, RealField, Schur,
+    SymmetricEigen, SymmetricTridiagonal, LU, QR, SVD, U1, UDU,
 };
 
 /// # Rectangular matrix decomposition
@@ -17,6 +17,7 @@ use crate::{
 /// | LU with partial pivoting | `P⁻¹ * L * U`       | `L` is lower-triangular with a diagonal filled with `1` and `U` is upper-triangular. `P` is a permutation matrix. |
 /// | LU with full pivoting    | `P⁻¹ * L * U * Q⁻¹` | `L` is lower-triangular with a diagonal filled with `1` and `U` is upper-triangular. `P` and `Q` are permutation matrices. |
 /// | SVD                      | `U * Σ * Vᵀ`        | `U` and `V` are two orthogonal matrices and `Σ` is a diagonal matrix containing the singular values. |
+/// | Polar (Left Polar)       | `P' * U`            | `U` is semi-unitary/unitary and `P'` is a positive semi-definite Hermitian Matrix
 impl<T: ComplexField, R: Dim, C: Dim, S: Storage<T, R, C>> Matrix<T, R, C, S> {
     /// Computes the bidiagonalization using householder reflections.
     pub fn bidiagonalize(self) -> Bidiagonal<T, R, C>
@@ -186,6 +187,38 @@ impl<T: ComplexField, R: Dim, C: Dim, S: Storage<T, R, C>> Matrix<T, R, C, S> {
     {
         SVD::try_new_unordered(self.into_owned(), compute_u, compute_v, eps, max_niter)
     }
+
+    /// Attempts to compute the Polar Decomposition of  a `matrix
+    ///
+    /// # Arguments
+    ///
+    /// * `eps`       − tolerance used to determine when a value converged to 0.
+    /// * `max_niter` − maximum total number of iterations performed by the algorithm
+    pub fn polar(
+        self,
+        eps: T::RealField,
+        max_niter: usize,
+    ) -> Option<(OMatrix<T, R, R>, OMatrix<T, R, C>)>
+    where
+        R: DimMin<C>,
+        DimMinimum<R, C>: DimSub<U1>, // for Bidiagonal.
+        DefaultAllocator: Allocator<T, R, C>
+            + Allocator<T, DimMinimum<R, C>, R>
+            + Allocator<T, DimMinimum<R, C>>
+            + Allocator<T, R, R>
+            + Allocator<T, DimMinimum<R, C>, DimMinimum<R, C>>
+            + Allocator<T, C>
+            + Allocator<T, R>
+            + Allocator<T, DimDiff<DimMinimum<R, C>, U1>>
+            + Allocator<T, DimMinimum<R, C>, C>
+            + Allocator<T, R, DimMinimum<R, C>>
+            + Allocator<T, DimMinimum<R, C>>
+            + Allocator<T::RealField, DimMinimum<R, C>>
+            + Allocator<T::RealField, DimDiff<DimMinimum<R, C>, U1>>,
+    {
+        SVD::try_new_unordered(self.into_owned(), true, true, eps, max_niter)
+            .and_then(|svd| svd.to_polar())
+    }
 }
 
 /// # Square matrix decomposition

src/linalg/svd.rs

@@ -641,33 +641,26 @@ where
             }
         }
     }
-}
 
-impl<T: ComplexField, R: DimMin<C>, C: Dim> SVD<T, R, C>
+    /// converts SVD results to Polar decomposition form of the original Matrix
+    ///      A = P'U
+    /// The polar decomposition used here is Left Polar Decomposition (or Reverse Polar Decomposition)
+    /// Returns None if the SVD hasn't been calculated
+    pub fn to_polar(&self) -> Option<(OMatrix<T, R, R>, OMatrix<T, R, C>)>
     where
-    DefaultAllocator: Allocator<T, DimMinimum<R, C>, C>
-        + Allocator<T, R, DimMinimum<R, C>>
-        + Allocator<T::RealField, DimMinimum<R, C>>,
-{
-    /// converts SVD results to a polar form
-
-    pub fn to_polar(&self) -> Result<(OMatrix<T, R, R>, OMatrix<T, R, C>), &'static str>
-    where DefaultAllocator: Allocator<T, R, C> //result
+        DefaultAllocator: Allocator<T, R, C> //result
             + Allocator<T, DimMinimum<R, C>, R> // adjoint
             + Allocator<T, DimMinimum<R, C>> // mapped vals
-            + Allocator<T, R, R> // square matrix & result
-            + Allocator<T, DimMinimum<R, C>, DimMinimum<R, C>> // ?
-        ,
+            + Allocator<T, R, R> // result
+            + Allocator<T, DimMinimum<R, C>, DimMinimum<R, C>>, // square matrix
     {
         match (&self.u, &self.v_t) {
-            (Some(u), Some(v_t)) => Ok((
+            (Some(u), Some(v_t)) => Some((
                 u * OMatrix::from_diagonal(&self.singular_values.map(|e| T::from_real(e)))
                     * u.adjoint(),
                 u * v_t,
             )),
-            (None, None) => Err("SVD solve: U and V^t have not been computed."),
-            (None, _) => Err("SVD solve: U has not been computed."),
-            (_, None) => Err("SVD solve: V^t has not been computed."),
+            _ => None,
         }
     }
 }

tests/linalg/svd.rs

@@ -443,12 +443,22 @@ fn svd_sorted() {
 }
 
 #[test]
-fn svd_polar_decomposition() {
+fn dynamic_square_matrix_polar_decomposition() {
 
-    let m  = DMatrix::<f64>::new_random(4, 4);
+    let m  = DMatrix::<f64>::new_random(10, 10);
     let svd = m.clone().svd(true, true);
     let (p,u) = svd.to_polar().unwrap();
 
     assert_relative_eq!(m, p*u, epsilon = 1.0e-5);
 
 }
+
+#[test]
+fn dynamic_rectangular_matrix_polar_decomposition() {
+
+    let m  = DMatrix::<f64>::new_random(7, 5);
+    let svd = m.clone().svd(true, true);
+    let (p,u) = svd.to_polar().unwrap();
+
+    assert_relative_eq!(m, p*u, epsilon = 1.0e-5);
+}