view liboctave/fCmplxSVD.cc @ 8828:8463d1a2e544

Doc fixes. * 2]$$. => 2].$$ * @var{extrapval} => @var{extrapval}. * call helloworld.oct => called @file{helloworld.oct} * @itemize => @table @code * shows. => shows: * save => @code{save} * @ref{Breakpoints} => @pxref{Breakpoints} * add @noindent following example * which is computed => and compute it * clarify wording * remove comma * good => well * set => number * by writing => with the command * has the option of directly calling => can call * [-like-] {+of the right size,+} * solvers => routines * handle => test for * add introductory section * add following * {+the+} [0..bitmax] => [0,bitmax] * of the => with * number => value * add usual * Besides when doing comparisons, logical => Logical {+also+} * array comparison => array, comparisons * param => parameter * works very similar => is similar * strings, => strings * most simple => simplest * easier => more easily * like => as * called => called, * clarify wording * you should simply type => use * clarify wording * means => way * equally => also * [-way much-] {+way+} * add with mean value parameter given by the first argument, @var{l} * add Functions described as @dfn{mapping functions} apply the given operation to each element when given a matrix argument. * in this brief introduction => here * It is worth noticing => Note * add following * means => ways
author Brian Gough <bjg@network-theory.co.uk>
date Fri, 20 Feb 2009 11:17:01 -0500
parents 82be108cc558
children eb63fbe60fab
line wrap: on
line source

/*

Copyright (C) 1994, 1995, 1996, 1997, 1999, 2002, 2003, 2004, 2005,
              2007 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 "fCmplxSVD.h"
#include "f77-fcn.h"
#include "lo-error.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (cgesvd, CGESVD) (F77_CONST_CHAR_ARG_DECL,
			     F77_CONST_CHAR_ARG_DECL,
			     const octave_idx_type&, const octave_idx_type&, FloatComplex*,
			     const octave_idx_type&, float*, FloatComplex*, const octave_idx_type&,
			     FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&,
			     float*, octave_idx_type&
			     F77_CHAR_ARG_LEN_DECL
			     F77_CHAR_ARG_LEN_DECL);
}

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

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

octave_idx_type
FloatComplexSVD::init (const FloatComplexMatrix& a, SVD::type svd_type)
{
  octave_idx_type info;

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

  FloatComplexMatrix atmp = a;
  FloatComplex *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);

  FloatComplex *u = left_sm.fortran_vec ();

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

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

  FloatComplex *vt = right_sm.fortran_vec ();

  octave_idx_type lrwork = 5*max_mn;

  Array<float> rwork (lrwork);

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

  octave_idx_type lwork = -1;

  Array<FloatComplex> work (1);

  F77_XFCN (cgesvd, CGESVD, (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 (cgesvd, CGESVD, (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: ***
*/