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view liboctave/numeric/gsvd.cc @ 30564:796f54d4ddbf stable
update Octave Project Developers copyright for the new year
In files that have the "Octave Project Developers" copyright notice,
update for 2021.
In all .txi and .texi files except gpl.txi and gpl.texi in the
doc/liboctave and doc/interpreter directories, change the copyright
to "Octave Project Developers", the same as used for other source
files. Update copyright notices for 2022 (not done since 2019). For
gpl.txi and gpl.texi, change the copyright notice to be "Free Software
Foundation, Inc." and leave the date at 2007 only because this file
only contains the text of the GPL, not anything created by the Octave
Project Developers.
Add Paul Thomas to contributors.in.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 28 Dec 2021 18:22:40 -0500 |
parents | f3f3e3793fb5 |
children | 18fac4a92fa6 |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 1997-2022 The Octave Project Developers // // See the file COPYRIGHT.md in the top-level directory of this // distribution or <https://octave.org/copyright/>. // // This file is part of Octave. // // Octave is free software: you can redistribute it and/or modify it // under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // // Octave 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 // GNU General Public License for more details. // // You should have received a copy of the GNU General Public License // along with Octave; see the file COPYING. If not, see // <https://www.gnu.org/licenses/>. // //////////////////////////////////////////////////////////////////////// #ifdef HAVE_CONFIG_H # include <config.h> #endif #include <algorithm> #include <unordered_map> #include "CMatrix.h" #include "dDiagMatrix.h" #include "dMatrix.h" #include "fCMatrix.h" #include "fDiagMatrix.h" #include "fMatrix.h" #include "gsvd.h" #include "lo-error.h" #include "lo-lapack-proto.h" #include "oct-locbuf.h" #include "oct-shlib.h" namespace octave { static std::unordered_map<std::string, void *> gsvd_fcn; static bool have_DGGSVD3 = false; static bool gsvd_initialized = false; /* Hack to stringize results of F77_FUNC macro. */ #define xSTRINGIZE(x) #x #define STRINGIZE(x) xSTRINGIZE(x) static void initialize_gsvd (void) { if (gsvd_initialized) return; dynamic_library libs (""); if (! libs) (*current_liboctave_error_handler) ("gsvd: unable to query LAPACK library"); have_DGGSVD3 = (libs.search (STRINGIZE (F77_FUNC (dggsvd3, DGGSVD3))) != nullptr); if (have_DGGSVD3) { gsvd_fcn["dg"] = libs.search (STRINGIZE (F77_FUNC (dggsvd3, DGGSVD3))); gsvd_fcn["sg"] = libs.search (STRINGIZE (F77_FUNC (sggsvd3, SGGSVD3))); gsvd_fcn["zg"] = libs.search (STRINGIZE (F77_FUNC (zggsvd3, ZGGSVD3))); gsvd_fcn["cg"] = libs.search (STRINGIZE (F77_FUNC (cggsvd3, CGGSVD3))); } else { gsvd_fcn["dg"] = libs.search (STRINGIZE (F77_FUNC (dggsvd, DGGSVD))); gsvd_fcn["sg"] = libs.search (STRINGIZE (F77_FUNC (sggsvd, SGGSVD))); gsvd_fcn["zg"] = libs.search (STRINGIZE (F77_FUNC (zggsvd, ZGGSVD))); gsvd_fcn["cg"] = libs.search (STRINGIZE (F77_FUNC (cggsvd, CGGSVD))); } gsvd_initialized = true; } /* Clean up macro namespace as soon as we are done using them */ #undef xSTRINGIZE #undef STRINGIZE template<class T1> struct real_ggsvd_ptr { typedef F77_RET_T (*type) (F77_CONST_CHAR_ARG_DECL, // JOBU F77_CONST_CHAR_ARG_DECL, // JOBV F77_CONST_CHAR_ARG_DECL, // JOBQ const F77_INT&, // M const F77_INT&, // N const F77_INT&, // P F77_INT&, // K F77_INT&, // L T1 *, // A(LDA,N) const F77_INT&, // LDA T1 *, // B(LDB,N) const F77_INT&, // LDB T1 *, // ALPHA(N) T1 *, // BETA(N) T1 *, // U(LDU,M) const F77_INT&, // LDU T1 *, // V(LDV,P) const F77_INT&, // LDV T1 *, // Q(LDQ,N) const F77_INT&, // LDQ T1 *, // WORK F77_INT *, // IWORK(N) F77_INT& // INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); }; template<class T1> struct real_ggsvd3_ptr { typedef F77_RET_T (*type) (F77_CONST_CHAR_ARG_DECL, // JOBU F77_CONST_CHAR_ARG_DECL, // JOBV F77_CONST_CHAR_ARG_DECL, // JOBQ const F77_INT&, // M const F77_INT&, // N const F77_INT&, // P F77_INT&, // K F77_INT&, // L T1 *, // A(LDA,N) const F77_INT&, // LDA T1 *, // B(LDB,N) const F77_INT&, // LDB T1 *, // ALPHA(N) T1 *, // BETA(N) T1 *, // U(LDU,M) const F77_INT&, // LDU T1 *, // V(LDV,P) const F77_INT&, // LDV T1 *, // Q(LDQ,N) const F77_INT&, // LDQ T1 *, // WORK const F77_INT&, // LWORK F77_INT *, // IWORK(N) F77_INT& // INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); }; template<class T1, class T2> struct comp_ggsvd_ptr { typedef F77_RET_T (*type) (F77_CONST_CHAR_ARG_DECL, // JOBU F77_CONST_CHAR_ARG_DECL, // JOBV F77_CONST_CHAR_ARG_DECL, // JOBQ const F77_INT&, // M const F77_INT&, // N const F77_INT&, // P F77_INT&, // K F77_INT&, // L T1 *, // A(LDA,N) const F77_INT&, // LDA T1 *, // B(LDB,N) const F77_INT&, // LDB T2 *, // ALPHA(N) T2 *, // BETA(N) T1 *, // U(LDU,M) const F77_INT&, // LDU T1 *, // V(LDV,P) const F77_INT&, // LDV T1 *, // Q(LDQ,N) const F77_INT&, // LDQ T1 *, // WORK T2 *, // RWORK F77_INT *, // IWORK(N) F77_INT& // INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); }; template<class T1, class T2> struct comp_ggsvd3_ptr { typedef F77_RET_T (*type) (F77_CONST_CHAR_ARG_DECL, // JOBU F77_CONST_CHAR_ARG_DECL, // JOBV F77_CONST_CHAR_ARG_DECL, // JOBQ const F77_INT&, // M const F77_INT&, // N const F77_INT&, // P F77_INT&, // K F77_INT&, // L T1 *, // A(LDA,N) const F77_INT&, // LDA T1 *, // B(LDB,N) const F77_INT&, // LDB T2 *, // ALPHA(N) T2 *, // BETA(N) T1 *, // U(LDU,M) const F77_INT&, // LDU T1 *, // V(LDV,P) const F77_INT&, // LDV T1 *, // Q(LDQ,N) const F77_INT&, // LDQ T1 *, // WORK const F77_INT&, // LWORK T2 *, // RWORK F77_INT *, // IWORK(N) F77_INT& // INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); }; // template specializations typedef real_ggsvd_ptr<F77_DBLE>::type dggsvd_type; typedef real_ggsvd3_ptr<F77_DBLE>::type dggsvd3_type; typedef real_ggsvd_ptr<F77_REAL>::type sggsvd_type; typedef real_ggsvd3_ptr<F77_REAL>::type sggsvd3_type; typedef comp_ggsvd_ptr<F77_DBLE_CMPLX, F77_DBLE>::type zggsvd_type; typedef comp_ggsvd3_ptr<F77_DBLE_CMPLX, F77_DBLE>::type zggsvd3_type; typedef comp_ggsvd_ptr<F77_CMPLX, F77_REAL>::type cggsvd_type; typedef comp_ggsvd3_ptr<F77_CMPLX, F77_REAL>::type cggsvd3_type; namespace math { template <> void gsvd<Matrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, double *tmp_dataA, F77_INT m1, double *tmp_dataB, F77_INT p1, Matrix& alpha, Matrix& beta, double *u, F77_INT nrow_u, double *v, F77_INT nrow_v, double *q, F77_INT nrow_q, double *work, F77_INT lwork, F77_INT *iwork, F77_INT& info) { if (! gsvd_initialized) initialize_gsvd (); if (have_DGGSVD3) { dggsvd3_type f_ptr = reinterpret_cast<dggsvd3_type> (gsvd_fcn["dg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, alpha.fortran_vec (), beta.fortran_vec (), u, nrow_u, v, nrow_v, q, nrow_q, work, lwork, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } else { dggsvd_type f_ptr = reinterpret_cast<dggsvd_type> (gsvd_fcn["dg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, alpha.fortran_vec (), beta.fortran_vec (), u, nrow_u, v, nrow_v, q, nrow_q, work, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } } template <> void gsvd<FloatMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, float *tmp_dataA, F77_INT m1, float *tmp_dataB, F77_INT p1, FloatMatrix& alpha, FloatMatrix& beta, float *u, F77_INT nrow_u, float *v, F77_INT nrow_v, float *q, F77_INT nrow_q, float *work, F77_INT lwork, F77_INT *iwork, F77_INT& info) { if (! gsvd_initialized) initialize_gsvd (); if (have_DGGSVD3) { sggsvd3_type f_ptr = reinterpret_cast<sggsvd3_type> (gsvd_fcn["sg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, alpha.fortran_vec (), beta.fortran_vec (), u, nrow_u, v, nrow_v, q, nrow_q, work, lwork, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } else { sggsvd_type f_ptr = reinterpret_cast<sggsvd_type> (gsvd_fcn["sg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, alpha.fortran_vec (), beta.fortran_vec (), u, nrow_u, v, nrow_v, q, nrow_q, work, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } } template <> void gsvd<ComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, Complex *tmp_dataA, F77_INT m1, Complex *tmp_dataB, F77_INT p1, Matrix& alpha, Matrix& beta, Complex *u, F77_INT nrow_u, Complex *v, F77_INT nrow_v, Complex *q, F77_INT nrow_q, Complex *work, F77_INT lwork, F77_INT *iwork, F77_INT& info) { if (! gsvd_initialized) initialize_gsvd (); OCTAVE_LOCAL_BUFFER(double, rwork, 2*n); if (have_DGGSVD3) { zggsvd3_type f_ptr = reinterpret_cast<zggsvd3_type> (gsvd_fcn["zg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, F77_DBLE_CMPLX_ARG (tmp_dataA), m1, F77_DBLE_CMPLX_ARG (tmp_dataB), p1, alpha.fortran_vec (), beta.fortran_vec (), F77_DBLE_CMPLX_ARG (u), nrow_u, F77_DBLE_CMPLX_ARG (v), nrow_v, F77_DBLE_CMPLX_ARG (q), nrow_q, F77_DBLE_CMPLX_ARG (work), lwork, rwork, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } else { zggsvd_type f_ptr = reinterpret_cast<zggsvd_type> (gsvd_fcn["zg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, F77_DBLE_CMPLX_ARG (tmp_dataA), m1, F77_DBLE_CMPLX_ARG (tmp_dataB), p1, alpha.fortran_vec (), beta.fortran_vec (), F77_DBLE_CMPLX_ARG (u), nrow_u, F77_DBLE_CMPLX_ARG (v), nrow_v, F77_DBLE_CMPLX_ARG (q), nrow_q, F77_DBLE_CMPLX_ARG (work), rwork, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } } template <> void gsvd<FloatComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, FloatComplex *tmp_dataA, F77_INT m1, FloatComplex *tmp_dataB, F77_INT p1, FloatMatrix& alpha, FloatMatrix& beta, FloatComplex *u, F77_INT nrow_u, FloatComplex *v, F77_INT nrow_v, FloatComplex *q, F77_INT nrow_q, FloatComplex *work, F77_INT lwork, F77_INT *iwork, F77_INT& info) { if (! gsvd_initialized) initialize_gsvd (); OCTAVE_LOCAL_BUFFER(float, rwork, 2*n); if (have_DGGSVD3) { cggsvd3_type f_ptr = reinterpret_cast<cggsvd3_type> (gsvd_fcn["cg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, F77_CMPLX_ARG (tmp_dataA), m1, F77_CMPLX_ARG (tmp_dataB), p1, alpha.fortran_vec (), beta.fortran_vec (), F77_CMPLX_ARG (u), nrow_u, F77_CMPLX_ARG (v), nrow_v, F77_CMPLX_ARG (q), nrow_q, F77_CMPLX_ARG (work), lwork, rwork, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } else { cggsvd_type f_ptr = reinterpret_cast<cggsvd_type> (gsvd_fcn["cg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, F77_CMPLX_ARG (tmp_dataA), m1, F77_CMPLX_ARG (tmp_dataB), p1, alpha.fortran_vec (), beta.fortran_vec (), F77_CMPLX_ARG (u), nrow_u, F77_CMPLX_ARG (v), nrow_v, F77_CMPLX_ARG (q), nrow_q, F77_CMPLX_ARG (work), rwork, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } } template <typename T> T gsvd<T>::left_singular_matrix_A (void) const { if (m_type == gsvd::Type::sigma_only) (*current_liboctave_error_handler) ("gsvd: U not computed because type == gsvd::sigma_only"); return m_left_smA; } template <typename T> T gsvd<T>::left_singular_matrix_B (void) const { if (m_type == gsvd::Type::sigma_only) (*current_liboctave_error_handler) ("gsvd: V not computed because type == gsvd::sigma_only"); return m_left_smB; } template <typename T> T gsvd<T>::right_singular_matrix (void) const { if (m_type == gsvd::Type::sigma_only) (*current_liboctave_error_handler) ("gsvd: X not computed because type == gsvd::sigma_only"); return m_right_sm; } template <typename T> gsvd<T>::gsvd (const T& a, const T& b, gsvd::Type gsvd_type) { if (a.isempty () || b.isempty ()) (*current_liboctave_error_handler) ("gsvd: A and B cannot be empty matrices"); F77_INT info; F77_INT m = to_f77_int (a.rows ()); F77_INT n = to_f77_int (a.cols ()); F77_INT p = to_f77_int (b.rows ()); T atmp = a; P *tmp_dataA = atmp.fortran_vec (); T btmp = b; P *tmp_dataB = btmp.fortran_vec (); char jobu = 'U'; char jobv = 'V'; char jobq = 'Q'; F77_INT nrow_u = m; F77_INT nrow_v = p; F77_INT nrow_q = n; F77_INT k, l; switch (gsvd_type) { case gsvd<T>::Type::sigma_only: // FIXME: In LAPACK 3.0, problem below seems to be fixed, // so we now set jobX = 'N'. // // For calculating sigma_only, both jobu and jobv should be 'N', but // there seems to be a bug in dgesvd from LAPACK V2.0. To // demonstrate the bug, set both jobu and jobv to 'N' and find the // singular values of [eye(3), eye(3)]. The result is // [-sqrt(2), -sqrt(2), -sqrt(2)]. jobu = jobv = jobq = 'N'; nrow_u = nrow_v = nrow_q = 1; break; default: break; } m_type = gsvd_type; if (jobu != 'N') m_left_smA.resize (nrow_u, m); P *u = m_left_smA.fortran_vec (); if (jobv != 'N') m_left_smB.resize (nrow_v, p); P *v = m_left_smB.fortran_vec (); if (jobq != 'N') m_right_sm.resize (nrow_q, n); P *q = m_right_sm.fortran_vec (); real_matrix alpha (n, 1); real_matrix beta (n, 1); OCTAVE_LOCAL_BUFFER(F77_INT, iwork, n); if (! gsvd_initialized) initialize_gsvd (); F77_INT lwork; if (have_DGGSVD3) { lwork = -1; P work_tmp; gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l, tmp_dataA, m, tmp_dataB, p, alpha, beta, u, nrow_u, v, nrow_v, q, nrow_q, &work_tmp, lwork, iwork, info); lwork = static_cast<F77_INT> (std::abs (work_tmp)); } else { lwork = std::max ({3*n, m, p}) + n; } info = 0; OCTAVE_LOCAL_BUFFER(P, work, lwork); gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l, tmp_dataA, m, tmp_dataB, p, alpha, beta, u, nrow_u, v, nrow_v, q, nrow_q, work, lwork, iwork, info); if (info < 0) (*current_liboctave_error_handler) ("*ggsvd.f: argument %d illegal", -info); if (info > 0) (*current_liboctave_error_handler) ("*ggsvd.f: Jacobi-type procedure failed to converge"); F77_INT i, j; if (gsvd_type != gsvd<T>::Type::sigma_only) { // Size according to LAPACK is k+l,k+l, but this needs // to be nxn for Matlab compatibility. T R (n, n, 0.0); int astart = n-k-l; if (m - k - l >= 0) { // R is stored in A(1:K+L,N-K-L+1:N) for (i = 0; i < k+l; i++) for (j = 0; j < k+l; j++) R.xelem (i, j) = atmp.xelem (i, astart + j); } else { // (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) // ( 0 R22 R23 ) for (i = 0; i < m; i++) for (j = 0; j < k+l; j++) R.xelem (i, j) = atmp.xelem (i, astart + j); // and R33 is stored in B(M-K+1:L,N+M-K-L+1:N) for (i = m; i < k + l; i++) for (j = n - l - k + m; j < n; j++) R.xelem (i, j) = btmp.xelem (i - k, j); } // Output X = Q*R' // FIXME: Is there a way to call BLAS multiply directly // with flags so that R is transposed? m_right_sm = m_right_sm * R.hermitian (); } // Fill in C and S F77_INT rank; bool fill_ptn; if (m-k-l >= 0) { rank = l; fill_ptn = true; } else { rank = m-k; fill_ptn = false; } if (gsvd_type == gsvd<T>::Type::sigma_only) { // Return column vector with results m_sigmaA.resize (k+l, 1); m_sigmaB.resize (k+l, 1); if (fill_ptn) { for (i = 0; i < k; i++) { m_sigmaA.xelem (i) = 1.0; m_sigmaB.xelem (i) = 0.0; } for (i = k, j = k+l-1; i < k+l; i++, j--) { m_sigmaA.xelem (i) = alpha.xelem (i); m_sigmaB.xelem (i) = beta.xelem (i); } } else { for (i = 0; i < k; i++) { m_sigmaA.xelem (i) = 1.0; m_sigmaB.xelem (i) = 0.0; } for (i = k; i < m; i++) { m_sigmaA.xelem (i) = alpha.xelem (i); m_sigmaB.xelem (i) = beta.xelem (i); } for (i = m; i < k+l; i++) { m_sigmaA.xelem (i) = 0.0; m_sigmaB.xelem (i) = 1.0; } } } else // returning all matrices { // Number of columns according to LAPACK is k+l, but this needs // to be n for Matlab compatibility. m_sigmaA.resize (m, n); m_sigmaB.resize (p, n); for (i = 0; i < k; i++) m_sigmaA.xelem (i, i) = 1.0; for (i = 0; i < rank; i++) { m_sigmaA.xelem (k+i, k+i) = alpha.xelem (k+i); m_sigmaB.xelem (i, k+i) = beta.xelem (k+i); } if (! fill_ptn) { for (i = m; i < n; i++) m_sigmaB.xelem (i-k, i) = 1.0; } } } // Instantiations needed in octave::math namespace. template class gsvd<Matrix>; template class gsvd<FloatMatrix>; template class gsvd<ComplexMatrix>; template class gsvd<FloatComplexMatrix>; } }