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annotate liboctave/floatSVD.cc @ 11495:8a5e980da6aa

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style fixes
author John W. Eaton <jwe@octave.org>
date Thu, 13 Jan 2011 02:09:02 -0500
parents 3ce0c530a9c9
children fd0a3ac60b0e
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 1999, 2000, 2002, 2003, 2004,
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4 2005, 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 <iostream>
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29
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30 #include "floatSVD.h"
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31 #include "f77-fcn.h"
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32 #include "oct-locbuf.h"
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33
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34 extern "C"
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35 {
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36 F77_RET_T
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37 F77_FUNC (sgesvd, SGESVD) (F77_CONST_CHAR_ARG_DECL,
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38 F77_CONST_CHAR_ARG_DECL,
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39 const octave_idx_type&, const octave_idx_type&,
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40 float*, const octave_idx_type&, float*,
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41 float*, const octave_idx_type&, float*,
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42 const octave_idx_type&, float*,
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43 const octave_idx_type&, octave_idx_type&
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44 F77_CHAR_ARG_LEN_DECL
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45 F77_CHAR_ARG_LEN_DECL);
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46
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47 F77_RET_T
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48 F77_FUNC (sgesdd, SGESDD) (F77_CONST_CHAR_ARG_DECL,
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49 const octave_idx_type&, const octave_idx_type&,
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50 float*, const octave_idx_type&, float*,
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51 float*, const octave_idx_type&, float*,
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52 const octave_idx_type&, float*,
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53 const octave_idx_type&, octave_idx_type *,
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54 octave_idx_type&
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55 F77_CHAR_ARG_LEN_DECL);
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56 }
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57
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58 FloatMatrix
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59 FloatSVD::left_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 ("FloatSVD: U not computed because type == SVD::sigma_only");
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65 return FloatMatrix ();
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66 }
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67 else
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68 return left_sm;
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69 }
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70
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71 FloatMatrix
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72 FloatSVD::right_singular_matrix (void) const
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73 {
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74 if (type_computed == SVD::sigma_only)
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75 {
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76 (*current_liboctave_error_handler)
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77 ("FloatSVD: V not computed because type == SVD::sigma_only");
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78 return FloatMatrix ();
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79 }
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80 else
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81 return right_sm;
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82 }
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83
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84 octave_idx_type
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85 FloatSVD::init (const FloatMatrix& a, SVD::type svd_type, SVD::driver svd_driver)
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86 {
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87 octave_idx_type info;
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88
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89 octave_idx_type m = a.rows ();
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90 octave_idx_type n = a.cols ();
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91
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92 FloatMatrix atmp = a;
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93 float *tmp_data = atmp.fortran_vec ();
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94
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95 octave_idx_type min_mn = m < n ? m : n;
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96
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97 char jobu = 'A';
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98 char jobv = 'A';
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99
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100 octave_idx_type ncol_u = m;
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101 octave_idx_type nrow_vt = n;
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102 octave_idx_type nrow_s = m;
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103 octave_idx_type ncol_s = n;
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104
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105 switch (svd_type)
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106 {
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107 case SVD::economy:
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108 jobu = jobv = 'S';
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109 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn;
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110 break;
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111
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112 case SVD::sigma_only:
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113
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114 // Note: for this case, both jobu and jobv should be 'N', but
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115 // there seems to be a bug in dgesvd from Lapack V2.0. To
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116 // demonstrate the bug, set both jobu and jobv to 'N' and find
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117 // the singular values of [eye(3), eye(3)]. The result is
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118 // [-sqrt(2), -sqrt(2), -sqrt(2)].
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119 //
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120 // For Lapack 3.0, this problem seems to be fixed.
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121
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122 jobu = 'N';
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123 jobv = 'N';
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124 ncol_u = nrow_vt = 1;
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125 break;
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126
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127 default:
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128 break;
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129 }
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130
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131 type_computed = svd_type;
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132
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133 if (! (jobu == 'N' || jobu == 'O'))
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134 left_sm.resize (m, ncol_u);
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135
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136 float *u = left_sm.fortran_vec ();
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137
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138 sigma.resize (nrow_s, ncol_s);
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139 float *s_vec = sigma.fortran_vec ();
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140
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141 if (! (jobv == 'N' || jobv == 'O'))
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142 right_sm.resize (nrow_vt, n);
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143
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144 float *vt = right_sm.fortran_vec ();
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145
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146 // Ask DGESVD what the dimension of WORK should be.
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147
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148 octave_idx_type lwork = -1;
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149
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150 Array<float> work (1, 1);
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151
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152 octave_idx_type one = 1;
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153 octave_idx_type m1 = std::max (m, one), nrow_vt1 = std::max (nrow_vt, one);
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154
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155 if (svd_driver == SVD::GESVD)
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156 {
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157 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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158 F77_CONST_CHAR_ARG2 (&jobv, 1),
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159 m, n, tmp_data, m1, s_vec, u, m1, vt,
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160 nrow_vt1, work.fortran_vec (), lwork, info
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161 F77_CHAR_ARG_LEN (1)
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162 F77_CHAR_ARG_LEN (1)));
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163
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164 lwork = static_cast<octave_idx_type> (work(0));
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165 work.resize (lwork, 1);
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166
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167 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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168 F77_CONST_CHAR_ARG2 (&jobv, 1),
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169 m, n, tmp_data, m1, s_vec, u, m1, vt,
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170 nrow_vt1, work.fortran_vec (), lwork, info
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171 F77_CHAR_ARG_LEN (1)
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172 F77_CHAR_ARG_LEN (1)));
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173
10601
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174 }
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175 else if (svd_driver == SVD::GESDD)
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176 {
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177 assert (jobu == jobv);
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178 char jobz = jobu;
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179 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn);
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180
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181 F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
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182 m, n, tmp_data, m1, s_vec, u, m1, vt,
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183 nrow_vt1, work.fortran_vec (), lwork, iwork, info
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184 F77_CHAR_ARG_LEN (1)));
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185
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186 lwork = static_cast<octave_idx_type> (work(0));
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187 work.resize (lwork, 1);
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188
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189 F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
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190 m, n, tmp_data, m1, s_vec, u, m1, vt,
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191 nrow_vt1, work.fortran_vec (), lwork, iwork, info
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192 F77_CHAR_ARG_LEN (1)));
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193
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194 }
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195 else
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196 assert (0); // impossible
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197
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198 if (! (jobv == 'N' || jobv == 'O'))
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199 right_sm = right_sm.transpose ();
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200
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201 return info;
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202 }
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203
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204 std::ostream&
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205 operator << (std::ostream& os, const FloatSVD& a)
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206 {
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207 os << a.left_singular_matrix () << "\n";
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208 os << a.singular_values () << "\n";
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209 os << a.right_singular_matrix () << "\n";
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210
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211 return os;
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212 }