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annotate liboctave/fCmplxSVD.cc @ 10350:12884915a8e4

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merge MArray classes & improve Array interface
author Jaroslav Hajek <highegg@gmail.com>
date Sat, 23 Jan 2010 21:41:03 +0100
parents 07ebe522dac2
children 3ce0c530a9c9
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 1999, 2002, 2003, 2004, 2005,
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4 2007, 2008 John W. Eaton
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #ifdef HAVE_CONFIG_H
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25 #include <config.h>
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26 #endif
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27
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28 #include "fCmplxSVD.h"
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29 #include "f77-fcn.h"
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30 #include "lo-error.h"
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31
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32 extern "C"
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33 {
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34 F77_RET_T
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35 F77_FUNC (cgesvd, CGESVD) (F77_CONST_CHAR_ARG_DECL,
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36 F77_CONST_CHAR_ARG_DECL,
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37 const octave_idx_type&, const octave_idx_type&, FloatComplex*,
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38 const octave_idx_type&, float*, FloatComplex*, const octave_idx_type&,
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39 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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40 float*, octave_idx_type&
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41 F77_CHAR_ARG_LEN_DECL
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42 F77_CHAR_ARG_LEN_DECL);
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43 }
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44
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45 FloatComplexMatrix
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46 FloatComplexSVD::left_singular_matrix (void) const
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47 {
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48 if (type_computed == SVD::sigma_only)
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49 {
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50 (*current_liboctave_error_handler)
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51 ("FloatComplexSVD: U not computed because type == SVD::sigma_only");
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52 return FloatComplexMatrix ();
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53 }
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54 else
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55 return left_sm;
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56 }
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57
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58 FloatComplexMatrix
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59 FloatComplexSVD::right_singular_matrix (void) const
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60 {
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61 if (type_computed == SVD::sigma_only)
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62 {
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63 (*current_liboctave_error_handler)
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64 ("FloatComplexSVD: V not computed because type == SVD::sigma_only");
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65 return FloatComplexMatrix ();
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66 }
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67 else
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68 return right_sm;
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69 }
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70
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71 octave_idx_type
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72 FloatComplexSVD::init (const FloatComplexMatrix& a, SVD::type svd_type)
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73 {
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74 octave_idx_type info;
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75
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76 octave_idx_type m = a.rows ();
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77 octave_idx_type n = a.cols ();
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78
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79 FloatComplexMatrix atmp = a;
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80 FloatComplex *tmp_data = atmp.fortran_vec ();
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81
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82 octave_idx_type min_mn = m < n ? m : n;
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83 octave_idx_type max_mn = m > n ? m : n;
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84
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85 char jobu = 'A';
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86 char jobv = 'A';
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87
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88 octave_idx_type ncol_u = m;
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89 octave_idx_type nrow_vt = n;
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90 octave_idx_type nrow_s = m;
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91 octave_idx_type ncol_s = n;
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92
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93 switch (svd_type)
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94 {
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95 case SVD::economy:
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96 jobu = jobv = 'S';
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97 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn;
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98 break;
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99
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100 case SVD::sigma_only:
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101
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102 // Note: for this case, both jobu and jobv should be 'N', but
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103 // there seems to be a bug in dgesvd from Lapack V2.0. To
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104 // demonstrate the bug, set both jobu and jobv to 'N' and find
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105 // the singular values of [eye(3), eye(3)]. The result is
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106 // [-sqrt(2), -sqrt(2), -sqrt(2)].
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107 //
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108 // For Lapack 3.0, this problem seems to be fixed.
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109
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110 jobu = 'N';
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111 jobv = 'N';
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112 ncol_u = nrow_vt = 1;
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113 break;
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114
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115 default:
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116 break;
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117 }
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118
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119 type_computed = svd_type;
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120
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121 if (! (jobu == 'N' || jobu == 'O'))
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122 left_sm.resize (m, ncol_u);
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123
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124 FloatComplex *u = left_sm.fortran_vec ();
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125
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126 sigma.resize (nrow_s, ncol_s);
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127 float *s_vec = sigma.fortran_vec ();
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128
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129 if (! (jobv == 'N' || jobv == 'O'))
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130 right_sm.resize (nrow_vt, n);
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131
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132 FloatComplex *vt = right_sm.fortran_vec ();
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133
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134 octave_idx_type lrwork = 5*max_mn;
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135
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136 Array<float> rwork (lrwork, 1);
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137
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138 // Ask ZGESVD what the dimension of WORK should be.
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139
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140 octave_idx_type lwork = -1;
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141
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142 Array<FloatComplex> work (1, 1);
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143
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144 octave_idx_type one = 1;
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145 octave_idx_type m1 = std::max (m, one), nrow_vt1 = std::max (nrow_vt, one);
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146
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147 F77_XFCN (cgesvd, CGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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148 F77_CONST_CHAR_ARG2 (&jobv, 1),
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149 m, n, tmp_data, m1, s_vec, u, m1, vt,
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150 nrow_vt1, work.fortran_vec (), lwork,
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151 rwork.fortran_vec (), info
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152 F77_CHAR_ARG_LEN (1)
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153 F77_CHAR_ARG_LEN (1)));
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154
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155 lwork = static_cast<octave_idx_type> (work(0).real ());
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156 work.resize (lwork, 1);
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157
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158 F77_XFCN (cgesvd, CGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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159 F77_CONST_CHAR_ARG2 (&jobv, 1),
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160 m, n, tmp_data, m1, s_vec, u, m1, vt,
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161 nrow_vt1, work.fortran_vec (), lwork,
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162 rwork.fortran_vec (), info
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163 F77_CHAR_ARG_LEN (1)
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164 F77_CHAR_ARG_LEN (1)));
7789
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165
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166 if (! (jobv == 'N' || jobv == 'O'))
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167 right_sm = right_sm.hermitian ();
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168
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169 return info;
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170 }