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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include <iostream.h> |
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32 |
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33 #include "dbleSVD.h" |
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34 #include "f77-fcn.h" |
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35 |
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36 extern "C" |
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37 { |
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38 int F77_FCN (dgesvd, DGESVD) (const char*, const char*, const int&, |
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39 const int&, double*, const int&, |
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40 double*, double*, const int&, double*, |
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41 const int&, double*, const int&, int&, |
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42 long, long); |
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43 } |
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44 |
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45 Matrix |
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46 SVD::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 ("ComplexSVD: U not computed because type == SVD::sigma_only"); |
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52 return Matrix (); |
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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 Matrix |
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59 SVD::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 ("ComplexSVD: V not computed because type == SVD::sigma_only"); |
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65 return Matrix (); |
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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 int |
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72 SVD::init (const Matrix& a, SVD::type svd_type) |
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73 { |
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74 int info; |
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75 |
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76 int m = a.rows (); |
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77 int n = a.cols (); |
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78 |
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79 Matrix atmp = a; |
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80 double *tmp_data = atmp.fortran_vec (); |
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81 |
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82 int min_mn = m < n ? m : n; |
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83 int 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 int ncol_u = m; |
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89 int nrow_vt = n; |
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90 int nrow_s = m; |
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91 int 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 jobu = 'O'; |
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109 jobv = 'N'; |
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110 ncol_u = nrow_vt = 1; |
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111 break; |
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112 |
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113 default: |
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114 break; |
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115 } |
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116 |
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117 type_computed = svd_type; |
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118 |
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119 if (! (jobu == 'N' || jobu == 'O')) |
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120 left_sm.resize (m, ncol_u); |
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121 |
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122 double *u = left_sm.fortran_vec (); |
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123 |
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124 sigma.resize (nrow_s, ncol_s); |
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125 double *s_vec = sigma.fortran_vec (); |
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126 |
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127 if (! (jobv == 'N' || jobv == 'O')) |
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128 right_sm.resize (nrow_vt, n); |
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129 |
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130 double *vt = right_sm.fortran_vec (); |
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131 |
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132 int tmp1 = 3*min_mn + max_mn; |
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133 int tmp2 = 5*min_mn - 4; |
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134 int lwork = tmp1 > tmp2 ? tmp1 : tmp2; |
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135 |
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136 Array<double> work (lwork); |
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137 double *pwork = work.fortran_vec (); |
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138 |
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139 F77_XFCN (dgesvd, DGESVD, (&jobu, &jobv, m, n, tmp_data, m, s_vec, |
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140 u, m, vt, nrow_vt, pwork, lwork, info, |
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141 1L, 1L)); |
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142 |
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143 if (f77_exception_encountered) |
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144 (*current_liboctave_error_handler) ("unrecoverable error in dgesvd"); |
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145 else |
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146 { |
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147 if (! (jobv == 'N' || jobv == 'O')) |
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148 right_sm = right_sm.transpose (); |
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149 } |
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150 |
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151 return info; |
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152 } |
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153 |
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154 ostream& |
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155 operator << (ostream& os, const SVD& a) |
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156 { |
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157 os << a.left_singular_matrix () << "\n"; |
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158 os << a.singular_values () << "\n"; |
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159 os << a.right_singular_matrix () << "\n"; |
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160 |
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161 return os; |
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162 } |
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163 |
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164 /* |
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165 ;;; Local Variables: *** |
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166 ;;; mode: C++ *** |
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167 ;;; End: *** |
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168 */ |
