view liboctave/CmplxSVD.cc @ 8987:542015fada9e

Eliminate the workspace in sparse transpose. The output's cidx (column start offset array) can serve as the workspace, so the routines operate in the space of their output.
author Jason Riedy <jason@acm.org>
date Mon, 16 Mar 2009 17:03:07 -0400
parents eb63fbe60fab
children 4c0cdbe0acca
line wrap: on
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/*

Copyright (C) 1994, 1995, 1996, 1997, 1999, 2002, 2003, 2004, 2005,
              2007, 2008 John W. Eaton

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "CmplxSVD.h"
#include "f77-fcn.h"
#include "lo-error.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (zgesvd, ZGESVD) (F77_CONST_CHAR_ARG_DECL,
			     F77_CONST_CHAR_ARG_DECL,
			     const octave_idx_type&, const octave_idx_type&, Complex*,
			     const octave_idx_type&, double*, Complex*, const octave_idx_type&,
			     Complex*, const octave_idx_type&, Complex*, const octave_idx_type&,
			     double*, octave_idx_type&
			     F77_CHAR_ARG_LEN_DECL
			     F77_CHAR_ARG_LEN_DECL);
}

ComplexMatrix
ComplexSVD::left_singular_matrix (void) const
{
  if (type_computed == SVD::sigma_only)
    {
      (*current_liboctave_error_handler)
	("ComplexSVD: U not computed because type == SVD::sigma_only");
      return ComplexMatrix ();
    }
  else
    return left_sm;
}

ComplexMatrix
ComplexSVD::right_singular_matrix (void) const
{
  if (type_computed == SVD::sigma_only)
    {
      (*current_liboctave_error_handler)
	("ComplexSVD: V not computed because type == SVD::sigma_only");
      return ComplexMatrix ();
    }
  else
    return right_sm;
}

octave_idx_type
ComplexSVD::init (const ComplexMatrix& a, SVD::type svd_type)
{
  octave_idx_type info;

  octave_idx_type m = a.rows ();
  octave_idx_type n = a.cols ();

  ComplexMatrix atmp = a;
  Complex *tmp_data = atmp.fortran_vec ();

  octave_idx_type min_mn = m < n ? m : n;
  octave_idx_type max_mn = m > n ? m : n;

  char jobu = 'A';
  char jobv = 'A';

  octave_idx_type ncol_u = m;
  octave_idx_type nrow_vt = n;
  octave_idx_type nrow_s = m;
  octave_idx_type ncol_s = n;

  switch (svd_type)
    {
    case SVD::economy:
      jobu = jobv = 'S';
      ncol_u = nrow_vt = nrow_s = ncol_s = min_mn;
      break;

    case SVD::sigma_only:

      // Note:  for this case, both jobu and jobv should be 'N', but
      // there seems to be a bug in dgesvd from Lapack V2.0.  To
      // demonstrate the bug, set both jobu and jobv to 'N' and find
      // the singular values of [eye(3), eye(3)].  The result is
      // [-sqrt(2), -sqrt(2), -sqrt(2)].
      //
      // For Lapack 3.0, this problem seems to be fixed.

      jobu = 'N';
      jobv = 'N';
      ncol_u = nrow_vt = 1;
      break;

    default:
      break;
    }

  type_computed = svd_type;

  if (! (jobu == 'N' || jobu == 'O'))
    left_sm.resize (m, ncol_u);

  Complex *u = left_sm.fortran_vec ();

  sigma.resize (nrow_s, ncol_s);
  double *s_vec = sigma.fortran_vec ();

  if (! (jobv == 'N' || jobv == 'O'))
    right_sm.resize (nrow_vt, n);

  Complex *vt = right_sm.fortran_vec ();

  octave_idx_type lrwork = 5*max_mn;

  Array<double> rwork (lrwork);

  // Ask ZGESVD what the dimension of WORK should be.

  octave_idx_type lwork = -1;

  Array<Complex> work (1);

  F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
			     F77_CONST_CHAR_ARG2 (&jobv, 1),
			     m, n, tmp_data, m, s_vec, u, m, vt,
			     nrow_vt, work.fortran_vec (), lwork,
			     rwork.fortran_vec (), info
			     F77_CHAR_ARG_LEN (1)
			     F77_CHAR_ARG_LEN (1)));

  lwork = static_cast<octave_idx_type> (work(0).real ());
  work.resize (lwork);

  F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
			     F77_CONST_CHAR_ARG2 (&jobv, 1),
			     m, n, tmp_data, m, s_vec, u, m, vt,
			     nrow_vt, work.fortran_vec (), lwork,
			     rwork.fortran_vec (), info
			     F77_CHAR_ARG_LEN (1)
			     F77_CHAR_ARG_LEN (1)));

  if (! (jobv == 'N' || jobv == 'O'))
    right_sm = right_sm.hermitian ();

  return info;
}

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/