view liboctave/numeric/gsvd.h @ 22323:bac0d6f07a3e

maint: Update copyright notices for 2016.
author John W. Eaton <jwe@octave.org>
date Wed, 17 Aug 2016 01:05:19 -0400
parents 065a44375723
children 4caa7b28d183
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// Copyright (C) 2016 Barbara Lócsi
// Copyright (C) 2006 Pascal Dupuis <Pascal.Dupuis@uclouvain.be>
// Copyright (C) 1996, 1997 John W. Eaton
//
// This program 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.
//
// This program 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
// this program; if not, see <http://www.gnu.org/licenses/>.

#if !defined (octave_gsvd_h)
#define octave_gsvd_h 1

#include "octave-config.h"

#include "dDiagMatrix.h"
#include "dMatrix.h"

template <typename T>
class
gsvd
{
public:

  enum class Type
  {
    std,
    economy,
    sigma_only
  };

  gsvd (void) : sigmaA (), sigmaB (), left_smA (), left_smB (), right_sm () { }

  gsvd (const T& a, const T& b, gsvd::Type gsvd_type = gsvd<T>::Type::economy);

  gsvd (const gsvd& a)
    : type (a.type),
      sigmaA (a.sigmaA), sigmaB (a.sigmaB),
      left_smA (a.left_smA), left_smB (a.left_smB), right_sm (a.right_sm),
      R(a.R) { }

  gsvd& operator = (const gsvd& a)
    {
      if (this != &a)
        {
          type = a.type;
          sigmaA = a.sigmaA;
          sigmaB = a.sigmaB;
          left_smA = a.left_smA;
          left_smB = a.left_smB;
          right_sm = a.right_sm;
          R = a.R;
        }

      return *this;
    }

  ~gsvd (void) { }

  DiagMatrix singular_values_A (void) const { return sigmaA; }
  DiagMatrix singular_values_B (void) const { return sigmaB; }

  T left_singular_matrix_A (void) const;
  T left_singular_matrix_B (void) const;

  T right_singular_matrix (void) const;
  T R_matrix (void) const;

private:

  gsvd::Type type;

  typedef typename T::element_type P;

  DiagMatrix sigmaA, sigmaB;
  T left_smA, left_smB;
  T right_sm, R;

  void ggsvd (char& jobu, char& jobv, char& jobq, octave_idx_type m,
              octave_idx_type n, octave_idx_type p, octave_idx_type& k,
              octave_idx_type& l, P *tmp_dataA, octave_idx_type m1,
              P *tmp_dataB, octave_idx_type p1, Matrix& alpha, Matrix& beta,
              P *u, octave_idx_type nrow_u, P *v, octave_idx_type nrow_v, P *q,
              octave_idx_type nrow_q, T& work, octave_idx_type* iwork,
              octave_idx_type& info);
};

#endif