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annotate liboctave/dbleSVD.cc @ 8920:eb63fbe60fab
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| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Sat, 07 Mar 2009 10:41:27 -0500 |
| parents | 82be108cc558 |
| children | 4c0cdbe0acca |
| rev | line source |
|---|---|
| 457 | 1 /* |
| 2 | |
| 7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 1999, 2000, 2002, 2003, 2004, |
| 8920 | 4 2005, 2007, 2008 John W. Eaton |
| 457 | 5 |
| 6 This file is part of Octave. | |
| 7 | |
| 8 Octave is free software; you can redistribute it and/or modify it | |
| 9 under the terms of the GNU General Public License as published by the | |
| 7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
| 11 option) any later version. | |
| 457 | 12 |
| 13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 16 for more details. | |
| 17 | |
| 18 You should have received a copy of the GNU General Public License | |
| 7016 | 19 along with Octave; see the file COPYING. If not, see |
| 20 <http://www.gnu.org/licenses/>. | |
| 457 | 21 |
| 22 */ | |
| 23 | |
| 24 #ifdef HAVE_CONFIG_H | |
| 1192 | 25 #include <config.h> |
| 457 | 26 #endif |
| 27 | |
| 3503 | 28 #include <iostream> |
| 1631 | 29 |
| 457 | 30 #include "dbleSVD.h" |
| 1847 | 31 #include "f77-fcn.h" |
| 457 | 32 |
| 33 extern "C" | |
| 34 { | |
| 4552 | 35 F77_RET_T |
| 36 F77_FUNC (dgesvd, DGESVD) (F77_CONST_CHAR_ARG_DECL, | |
| 37 F77_CONST_CHAR_ARG_DECL, | |
| 5275 | 38 const octave_idx_type&, const octave_idx_type&, double*, |
| 39 const octave_idx_type&, double*, double*, | |
| 40 const octave_idx_type&, double*, const octave_idx_type&, | |
| 41 double*, const octave_idx_type&, octave_idx_type& | |
| 4552 | 42 F77_CHAR_ARG_LEN_DECL |
| 43 F77_CHAR_ARG_LEN_DECL); | |
| 457 | 44 } |
| 45 | |
| 1543 | 46 Matrix |
| 1545 | 47 SVD::left_singular_matrix (void) const |
| 1543 | 48 { |
| 1544 | 49 if (type_computed == SVD::sigma_only) |
| 1543 | 50 { |
| 51 (*current_liboctave_error_handler) | |
|
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52 ("SVD: U not computed because type == SVD::sigma_only"); |
| 1543 | 53 return Matrix (); |
| 54 } | |
| 55 else | |
| 56 return left_sm; | |
| 57 } | |
| 58 | |
| 59 Matrix | |
| 1545 | 60 SVD::right_singular_matrix (void) const |
| 1543 | 61 { |
| 1544 | 62 if (type_computed == SVD::sigma_only) |
| 1543 | 63 { |
| 64 (*current_liboctave_error_handler) | |
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65 ("SVD: V not computed because type == SVD::sigma_only"); |
| 1543 | 66 return Matrix (); |
| 67 } | |
| 68 else | |
| 69 return right_sm; | |
| 70 } | |
| 71 | |
| 5275 | 72 octave_idx_type |
| 537 | 73 SVD::init (const Matrix& a, SVD::type svd_type) |
| 457 | 74 { |
| 5275 | 75 octave_idx_type info; |
| 457 | 76 |
| 5275 | 77 octave_idx_type m = a.rows (); |
| 78 octave_idx_type n = a.cols (); | |
| 457 | 79 |
| 1930 | 80 Matrix atmp = a; |
| 81 double *tmp_data = atmp.fortran_vec (); | |
| 457 | 82 |
| 5275 | 83 octave_idx_type min_mn = m < n ? m : n; |
| 457 | 84 |
| 1930 | 85 char jobu = 'A'; |
| 86 char jobv = 'A'; | |
| 537 | 87 |
| 5275 | 88 octave_idx_type ncol_u = m; |
| 89 octave_idx_type nrow_vt = n; | |
| 90 octave_idx_type nrow_s = m; | |
| 91 octave_idx_type ncol_s = n; | |
| 537 | 92 |
| 1543 | 93 switch (svd_type) |
| 537 | 94 { |
| 1543 | 95 case SVD::economy: |
| 1930 | 96 jobu = jobv = 'S'; |
| 537 | 97 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; |
| 1543 | 98 break; |
| 99 | |
| 100 case SVD::sigma_only: | |
| 2621 | 101 |
| 102 // Note: for this case, both jobu and jobv should be 'N', but | |
| 103 // there seems to be a bug in dgesvd from Lapack V2.0. To | |
| 104 // demonstrate the bug, set both jobu and jobv to 'N' and find | |
| 105 // the singular values of [eye(3), eye(3)]. The result is | |
| 106 // [-sqrt(2), -sqrt(2), -sqrt(2)]. | |
| 3335 | 107 // |
| 108 // For Lapack 3.0, this problem seems to be fixed. | |
| 2621 | 109 |
| 3335 | 110 jobu = 'N'; |
| 2621 | 111 jobv = 'N'; |
| 1545 | 112 ncol_u = nrow_vt = 1; |
| 1543 | 113 break; |
| 114 | |
| 115 default: | |
| 116 break; | |
| 537 | 117 } |
| 118 | |
| 1544 | 119 type_computed = svd_type; |
| 120 | |
| 2621 | 121 if (! (jobu == 'N' || jobu == 'O')) |
| 1931 | 122 left_sm.resize (m, ncol_u); |
| 1930 | 123 |
| 124 double *u = left_sm.fortran_vec (); | |
| 125 | |
| 126 sigma.resize (nrow_s, ncol_s); | |
| 127 double *s_vec = sigma.fortran_vec (); | |
| 128 | |
| 2621 | 129 if (! (jobv == 'N' || jobv == 'O')) |
| 1930 | 130 right_sm.resize (nrow_vt, n); |
| 131 | |
| 132 double *vt = right_sm.fortran_vec (); | |
| 457 | 133 |
| 3336 | 134 // Ask DGESVD what the dimension of WORK should be. |
| 1930 | 135 |
| 5275 | 136 octave_idx_type lwork = -1; |
| 3336 | 137 |
| 138 Array<double> work (1); | |
| 457 | 139 |
| 4552 | 140 F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
| 141 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 142 m, n, tmp_data, m, s_vec, u, m, vt, | |
| 143 nrow_vt, work.fortran_vec (), lwork, info | |
| 144 F77_CHAR_ARG_LEN (1) | |
| 145 F77_CHAR_ARG_LEN (1))); | |
| 1543 | 146 |
|
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147 lwork = static_cast<octave_idx_type> (work(0)); |
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parents:
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148 work.resize (lwork); |
| 3336 | 149 |
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150 F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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29980c6b8604
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parents:
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diff
changeset
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151 F77_CONST_CHAR_ARG2 (&jobv, 1), |
|
29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7017
diff
changeset
|
152 m, n, tmp_data, m, s_vec, u, m, vt, |
|
29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7017
diff
changeset
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153 nrow_vt, work.fortran_vec (), lwork, info |
|
29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7017
diff
changeset
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154 F77_CHAR_ARG_LEN (1) |
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29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7017
diff
changeset
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155 F77_CHAR_ARG_LEN (1))); |
| 3336 | 156 |
|
7482
29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7017
diff
changeset
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157 if (! (jobv == 'N' || jobv == 'O')) |
|
29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7017
diff
changeset
|
158 right_sm = right_sm.transpose (); |
| 457 | 159 |
| 160 return info; | |
| 161 } | |
| 162 | |
| 3504 | 163 std::ostream& |
| 164 operator << (std::ostream& os, const SVD& a) | |
| 457 | 165 { |
| 166 os << a.left_singular_matrix () << "\n"; | |
| 167 os << a.singular_values () << "\n"; | |
| 168 os << a.right_singular_matrix () << "\n"; | |
| 169 | |
| 170 return os; | |
| 171 } | |
| 172 | |
| 173 /* | |
| 174 ;;; Local Variables: *** | |
| 175 ;;; mode: C++ *** | |
| 176 ;;; End: *** | |
| 177 */ |