Mercurial > octave-nkf
annotate libinterp/corefcn/svd.cc @ 20597:bc6daa38ff50
eliminate more simple uses of error_state
* graphics.cc: Eliminate simple uses of error_state.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 06 Oct 2015 14:47:41 -0400 |
parents | b70cc4bd8109 |
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rev | line source |
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2928 | 1 /* |
2 | |
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3 Copyright (C) 1996-2015 John W. Eaton |
2928 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
2928 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
2928 | 20 |
21 */ | |
22 | |
23 #ifdef HAVE_CONFIG_H | |
24 #include <config.h> | |
25 #endif | |
26 | |
27 #include "CmplxSVD.h" | |
28 #include "dbleSVD.h" | |
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29 #include "fCmplxSVD.h" |
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30 #include "floatSVD.h" |
2928 | 31 |
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32 #include "defun.h" |
2928 | 33 #include "error.h" |
34 #include "gripes.h" | |
35 #include "oct-obj.h" | |
36 #include "pr-output.h" | |
37 #include "utils.h" | |
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38 #include "variables.h" |
2928 | 39 |
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40 static int Vsvd_driver = SVD::GESVD; |
10601 | 41 |
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42 DEFUN (svd, args, nargout, |
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43 "-*- texinfo -*-\n\ |
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44 @deftypefn {Built-in Function} {@var{s} =} svd (@var{A})\n\ |
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45 @deftypefnx {Built-in Function} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A})\n\ |
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46 @deftypefnx {Built-in Function} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, @var{econ})\n\ |
3372 | 47 @cindex singular value decomposition\n\ |
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48 Compute the singular value decomposition of @var{A}\n\ |
3372 | 49 @tex\n\ |
50 $$\n\ | |
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51 A = U S V^{\\dagger}\n\ |
3372 | 52 $$\n\ |
53 @end tex\n\ | |
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54 @ifnottex\n\ |
3372 | 55 \n\ |
56 @example\n\ | |
6620 | 57 A = U*S*V'\n\ |
3372 | 58 @end example\n\ |
10840 | 59 \n\ |
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60 @end ifnottex\n\ |
3372 | 61 \n\ |
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62 The function @code{svd} normally returns only the vector of singular values.\n\ |
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63 When called with three return values, it computes\n\ |
3372 | 64 @tex\n\ |
65 $U$, $S$, and $V$.\n\ | |
66 @end tex\n\ | |
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67 @ifnottex\n\ |
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68 @var{U}, @var{S}, and @var{V}.\n\ |
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69 @end ifnottex\n\ |
3372 | 70 For example,\n\ |
71 \n\ | |
72 @example\n\ | |
73 svd (hilb (3))\n\ | |
74 @end example\n\ | |
75 \n\ | |
76 @noindent\n\ | |
77 returns\n\ | |
2928 | 78 \n\ |
3372 | 79 @example\n\ |
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80 @group\n\ |
3372 | 81 ans =\n\ |
82 \n\ | |
83 1.4083189\n\ | |
84 0.1223271\n\ | |
85 0.0026873\n\ | |
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86 @end group\n\ |
3372 | 87 @end example\n\ |
88 \n\ | |
89 @noindent\n\ | |
90 and\n\ | |
91 \n\ | |
92 @example\n\ | |
93 [u, s, v] = svd (hilb (3))\n\ | |
94 @end example\n\ | |
95 \n\ | |
96 @noindent\n\ | |
97 returns\n\ | |
98 \n\ | |
99 @example\n\ | |
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100 @group\n\ |
3372 | 101 u =\n\ |
2928 | 102 \n\ |
3372 | 103 -0.82704 0.54745 0.12766\n\ |
104 -0.45986 -0.52829 -0.71375\n\ | |
105 -0.32330 -0.64901 0.68867\n\ | |
106 \n\ | |
107 s =\n\ | |
108 \n\ | |
109 1.40832 0.00000 0.00000\n\ | |
110 0.00000 0.12233 0.00000\n\ | |
111 0.00000 0.00000 0.00269\n\ | |
112 \n\ | |
113 v =\n\ | |
114 \n\ | |
115 -0.82704 0.54745 0.12766\n\ | |
116 -0.45986 -0.52829 -0.71375\n\ | |
117 -0.32330 -0.64901 0.68867\n\ | |
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118 @end group\n\ |
3372 | 119 @end example\n\ |
120 \n\ | |
121 If given a second argument, @code{svd} returns an economy-sized\n\ | |
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122 decomposition, eliminating the unnecessary rows or columns of @var{U} or\n\ |
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123 @var{V}.\n\ |
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124 @seealso{svd_driver, svds, eig, lu, chol, hess, qr, qz}\n\ |
3372 | 125 @end deftypefn") |
2928 | 126 { |
127 octave_value_list retval; | |
128 | |
129 int nargin = args.length (); | |
130 | |
131 if (nargin < 1 || nargin > 2 || nargout == 2 || nargout > 3) | |
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132 print_usage (); |
2928 | 133 |
134 octave_value arg = args(0); | |
135 | |
5275 | 136 octave_idx_type nr = arg.rows (); |
137 octave_idx_type nc = arg.columns (); | |
2928 | 138 |
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139 if (arg.ndims () != 2) |
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140 error ("svd: A must be a 2-D matrix"); |
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141 |
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142 bool isfloat = arg.is_single_type (); |
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143 |
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144 SVD::type type = ((nargout == 0 || nargout == 1) |
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145 ? SVD::sigma_only |
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146 : (nargin == 2) ? SVD::economy : SVD::std); |
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147 |
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148 SVD::driver driver = static_cast<SVD::driver> (Vsvd_driver); |
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149 |
4478 | 150 if (nr == 0 || nc == 0) |
2928 | 151 { |
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152 if (isfloat) |
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153 { |
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154 switch (type) |
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155 { |
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156 case SVD::std: |
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157 retval(2) = FloatDiagMatrix (nc, nc, 1.0f); |
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158 retval(1) = FloatMatrix (nr, nc); |
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159 retval(0) = FloatDiagMatrix (nr, nr, 1.0f); |
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160 break; |
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161 |
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162 case SVD::economy: |
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163 retval(2) = FloatDiagMatrix (0, nc, 1.0f); |
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164 retval(1) = FloatMatrix (0, 0); |
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165 retval(0) = FloatDiagMatrix (nr, 0, 1.0f); |
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166 break; |
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167 |
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168 case SVD::sigma_only: default: |
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169 retval(0) = FloatMatrix (0, 1); |
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170 break; |
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171 } |
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172 } |
4478 | 173 else |
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174 { |
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175 switch (type) |
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176 { |
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177 case SVD::std: |
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178 retval(2) = DiagMatrix (nc, nc, 1.0); |
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179 retval(1) = Matrix (nr, nc); |
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180 retval(0) = DiagMatrix (nr, nr, 1.0); |
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181 break; |
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182 |
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183 case SVD::economy: |
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184 retval(2) = DiagMatrix (0, nc, 1.0); |
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185 retval(1) = Matrix (0, 0); |
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186 retval(0) = DiagMatrix (nr, 0, 1.0); |
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187 break; |
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188 |
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189 case SVD::sigma_only: default: |
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190 retval(0) = Matrix (0, 1); |
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191 break; |
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192 } |
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193 } |
2928 | 194 } |
195 else | |
196 { | |
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197 if (isfloat) |
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198 { |
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199 if (arg.is_real_type ()) |
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200 { |
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201 FloatMatrix tmp = arg.float_matrix_value (); |
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202 |
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203 if (tmp.any_element_is_inf_or_nan ()) |
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204 error ("svd: cannot take SVD of matrix containing Inf or NaN values"); |
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206 FloatSVD result (tmp, type, driver); |
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207 |
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208 FloatDiagMatrix sigma = result.singular_values (); |
4478 | 209 |
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210 if (nargout == 0 || nargout == 1) |
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211 retval(0) = sigma.extract_diag (); |
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212 else |
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213 { |
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214 retval(2) = result.right_singular_matrix (); |
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215 retval(1) = sigma; |
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216 retval(0) = result.left_singular_matrix (); |
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217 } |
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218 } |
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219 else if (arg.is_complex_type ()) |
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220 { |
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221 FloatComplexMatrix ctmp = arg.float_complex_matrix_value (); |
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223 if (ctmp.any_element_is_inf_or_nan ()) |
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224 error ("svd: cannot take SVD of matrix containing Inf or NaN values"); |
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226 FloatComplexSVD result (ctmp, type, driver); |
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227 |
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228 FloatDiagMatrix sigma = result.singular_values (); |
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230 if (nargout == 0 || nargout == 1) |
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231 retval(0) = sigma.extract_diag (); |
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232 else |
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233 { |
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234 retval(2) = result.right_singular_matrix (); |
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235 retval(1) = sigma; |
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236 retval(0) = result.left_singular_matrix (); |
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237 } |
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238 } |
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239 } |
4478 | 240 else |
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241 { |
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242 if (arg.is_real_type ()) |
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243 { |
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244 Matrix tmp = arg.matrix_value (); |
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245 |
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246 if (tmp.any_element_is_inf_or_nan ()) |
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247 error ("svd: cannot take SVD of matrix containing Inf or NaN values"); |
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248 |
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249 SVD result (tmp, type, driver); |
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250 |
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251 DiagMatrix sigma = result.singular_values (); |
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252 |
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253 if (nargout == 0 || nargout == 1) |
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254 retval(0) = sigma.extract_diag (); |
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255 else |
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256 { |
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257 retval(2) = result.right_singular_matrix (); |
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258 retval(1) = sigma; |
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259 retval(0) = result.left_singular_matrix (); |
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260 } |
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261 } |
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262 else if (arg.is_complex_type ()) |
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263 { |
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264 ComplexMatrix ctmp = arg.complex_matrix_value (); |
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265 |
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266 if (ctmp.any_element_is_inf_or_nan ()) |
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267 error ("svd: cannot take SVD of matrix containing Inf or NaN values"); |
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268 |
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269 ComplexSVD result (ctmp, type, driver); |
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270 |
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271 DiagMatrix sigma = result.singular_values (); |
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272 |
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273 if (nargout == 0 || nargout == 1) |
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274 retval(0) = sigma.extract_diag (); |
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275 else |
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276 { |
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277 retval(2) = result.right_singular_matrix (); |
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278 retval(1) = sigma; |
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279 retval(0) = result.left_singular_matrix (); |
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280 } |
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281 } |
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282 else |
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283 gripe_wrong_type_arg ("svd", arg); |
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284 } |
2928 | 285 } |
286 | |
287 return retval; | |
288 } | |
289 | |
290 /* | |
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291 %!assert (svd ([1, 2; 2, 1]), [3; 1], sqrt (eps)) |
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292 |
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293 %!test |
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294 %! [u, s, v] = svd ([1, 2; 2, 1]); |
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295 %! x = 1 / sqrt (2); |
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296 %! assert (u, [-x, -x; -x, x], sqrt (eps)); |
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297 %! assert (s, [3, 0; 0, 1], sqrt (eps)); |
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298 %! assert (v, [-x, x; -x, -x], sqrt (eps)); |
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299 |
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300 %!test |
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301 %! a = [1, 2, 3; 4, 5, 6]; |
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302 %! [u, s, v] = svd (a); |
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303 %! assert (u * s * v', a, sqrt (eps)); |
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304 |
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305 %!test |
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306 %! a = [1, 2; 3, 4; 5, 6]; |
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307 %! [u, s, v] = svd (a); |
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308 %! assert (u * s * v', a, sqrt (eps)); |
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309 |
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310 %!test |
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311 %! a = [1, 2, 3; 4, 5, 6]; |
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312 %! [u, s, v] = svd (a, 1); |
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313 %! assert (u * s * v', a, sqrt (eps)); |
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314 |
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315 %!test |
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316 %! a = [1, 2; 3, 4; 5, 6]; |
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317 %! [u, s, v] = svd (a, 1); |
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318 %! assert (u * s * v', a, sqrt (eps)); |
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319 |
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320 %!assert (svd (single ([1, 2; 2, 1])), single ([3; 1]), sqrt (eps ("single"))) |
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321 |
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322 %!test |
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323 %! [u, s, v] = svd (single ([1, 2; 2, 1])); |
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324 %! x = single (1 / sqrt (2)); |
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325 %! assert (u, [-x, -x; -x, x], sqrt (eps ("single"))); |
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326 %! assert (s, single ([3, 0; 0, 1]), sqrt (eps ("single"))); |
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327 %! assert (v, [-x, x; -x, -x], sqrt (eps ("single"))); |
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328 |
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329 %!test |
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330 %! a = single ([1, 2, 3; 4, 5, 6]); |
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331 %! [u, s, v] = svd (a); |
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332 %! assert (u * s * v', a, sqrt (eps ("single"))); |
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333 |
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334 %!test |
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335 %! a = single ([1, 2; 3, 4; 5, 6]); |
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336 %! [u, s, v] = svd (a); |
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337 %! assert (u * s * v', a, sqrt (eps ("single"))); |
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338 |
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339 %!test |
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340 %! a = single ([1, 2, 3; 4, 5, 6]); |
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341 %! [u, s, v] = svd (a, 1); |
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342 %! assert (u * s * v', a, sqrt (eps ("single"))); |
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343 |
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344 %!test |
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345 %! a = single ([1, 2; 3, 4; 5, 6]); |
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346 %! [u, s, v] = svd (a, 1); |
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347 %! assert (u * s * v', a, sqrt (eps ("single"))); |
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348 |
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349 %!test |
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350 %! a = zeros (0, 5); |
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351 %! [u, s, v] = svd (a); |
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352 %! assert (size (u), [0, 0]); |
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353 %! assert (size (s), [0, 5]); |
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354 %! assert (size (v), [5, 5]); |
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355 |
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356 %!test |
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357 %! a = zeros (5, 0); |
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358 %! [u, s, v] = svd (a, 1); |
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359 %! assert (size (u), [5, 0]); |
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360 %! assert (size (s), [0, 0]); |
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361 %! assert (size (v), [0, 0]); |
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362 |
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363 %!error svd () |
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364 %!error svd ([1, 2; 4, 5], 2, 3) |
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365 %!error [u, v] = svd ([1, 2; 3, 4]) |
2928 | 366 */ |
10601 | 367 |
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368 DEFUN (svd_driver, args, nargout, |
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369 "-*- texinfo -*-\n\ |
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370 @deftypefn {Built-in Function} {@var{val} =} svd_driver ()\n\ |
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371 @deftypefnx {Built-in Function} {@var{old_val} =} svd_driver (@var{new_val})\n\ |
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372 @deftypefnx {Built-in Function} {} svd_driver (@var{new_val}, \"local\")\n\ |
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373 Query or set the underlying @sc{lapack} driver used by @code{svd}.\n\ |
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374 \n\ |
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375 Currently recognized values are @qcode{\"gesvd\"} and @qcode{\"gesdd\"}.\n\ |
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376 The default is @qcode{\"gesvd\"}.\n\ |
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377 \n\ |
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378 When called from inside a function with the @qcode{\"local\"} option, the\n\ |
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379 variable is changed locally for the function and any subroutines it calls.\n\ |
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380 The original variable value is restored when exiting the function.\n\ |
10601 | 381 @seealso{svd}\n\ |
382 @end deftypefn") | |
383 { | |
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384 static const char *driver_names[] = { "gesvd", "gesdd", 0 }; |
10601 | 385 |
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386 return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names); |
10601 | 387 } |
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388 |
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389 /* |
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390 %!test |
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391 %! A = [1+1i, 1-1i, 0; 0, 2, 0; 1i, 1i, 1+2i]; |
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392 %! old_driver = svd_driver ("gesvd"); |
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393 %! [U1, S1, V1] = svd (A); |
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394 %! svd_driver ("gesdd"); |
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395 %! [U2, S2, V2] = svd (A); |
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396 %! assert (U1, U2, 5*eps); |
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397 %! assert (S1, S2, 5*eps); |
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398 %! assert (V1, V2, 5*eps); |
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399 %! svd_driver (old_driver); |
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400 */ |