Mercurial > octave-nkf
view libinterp/corefcn/svd.cc @ 20569:b70cc4bd8109
begin removal of global error_state variable
* gripes.h, gripes.cc (gripe_library_execution_error): Delete.
* error.cc (warning_state): Delete unused variable.
(reset_error_handler): Don't set warning_state or error_state.
(debug_or_throw_exception): New static function.
(verror): Don't check error_state.
(vmessage): Call debug_or_throw_exception instead of setting
error_state.
(error_1, error_2): Combine into single function, error_1 that prints
error message and ultimately calls debug_or_throw_exception.
(verror, verror_with_cfn, verror_with_id_cfn): Call error_1. Don't
check or set warning_state.
(error): Don't check error_state.
(Flasterror, Flasterr): Adapt to not using error_state.
(interpreter_try): Don't unwind_protect error_state.
* NEWS: Update.
* doc/interpreter/external.txi: Explain octave_execution_exception
instead of error_state for matrix addition example.
* jit-typeinfo.cc (octave_jit_gripe_nan_to_logical_conversion,
octave_jit_ginvalid_index, octave_jit_gindex_range,
octave_jit_paren_scalar, octave_jit_paren_scalar_subsasgn):
Don't catch octave_execution_exception.
* cellfun.cc (Fcellfun): Use exceptions instead of error_state.
* ls-mat-ascii.cc (save_mat_ascii_data): Likewise.
* mex.cc (mexCallMATLAB, mexEvalString): Likewise.
* variables.cc (safe_symbol_lookup): Likewise.
* svd.cc (Fsvd): Eliminate use of error_state.
* __magick_read__.cc (read_file, write_file): Likewise.
* variables.cc (generate_struct_completions): Eliminate use of
obsolete warning_state variable.
* ov-builtin.cc (octave_builtin::do_multi_index_op): Don't catch
octave_execution_exception and call gripe_library_execution_error.
* ov-class.cc (octave_class::reconstruct_exemplar): Eliminate use of
error_state. Catch possible octave_execution_exception in
do_multi_index_op.
* ov-mex-fcn.cc (octave_mex_function::do_multi_index_op): Eliminate
use of error_state. Catch possible octave_execution_exception in
call_mex.
* ov-fcn-handle.cc (octave_fcn_binder::maybe_binder): Eliminate use of
error_state.
* ov-oncleanup.cc (octave_oncleanup::~octave_oncleanup): Eliminate use
of error_state. Propagate possible octave_execution_exception from
do_multi_index_op.
* ov.cc (octave_value::assign, do_binary_op, do_unary_op,
octave_value::do_non_const_unary_op): Don't catch
octave_execution_exception here.
* oct-parse.in.yy (octave_base_parser::finish_colon_expression,
octave_base_parser::finish_array_list): Eliminate use of warning_state
and error_state.
(Feval, Fevalin): Use exceptions instead of error_state.
* pt-eval.cc, pt-eval.h (tree_evaluator::unwind_protect_exception):
New static variable.
* (tree_evaluator::visit_statement): Don't catch
octave_execution_exception here.
(tree_evaluator::visit_try_catch_command,
tree_evaluator::do_unwind_protect_cleanup): Eliminate use of error_state.
(tree_evaluator::visit_unwind_protect_command): Use
unwind_protect_exception to track whether an exception has occurred in
the try block.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Thu, 01 Oct 2015 16:18:19 -0400 |
parents | 4f45eaf83908 |
children |
line wrap: on
line source
/* Copyright (C) 1996-2015 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 "dbleSVD.h" #include "fCmplxSVD.h" #include "floatSVD.h" #include "defun.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "pr-output.h" #include "utils.h" #include "variables.h" static int Vsvd_driver = SVD::GESVD; DEFUN (svd, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Built-in Function} {@var{s} =} svd (@var{A})\n\ @deftypefnx {Built-in Function} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A})\n\ @deftypefnx {Built-in Function} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, @var{econ})\n\ @cindex singular value decomposition\n\ Compute the singular value decomposition of @var{A}\n\ @tex\n\ $$\n\ A = U S V^{\\dagger}\n\ $$\n\ @end tex\n\ @ifnottex\n\ \n\ @example\n\ A = U*S*V'\n\ @end example\n\ \n\ @end ifnottex\n\ \n\ The function @code{svd} normally returns only the vector of singular values.\n\ When called with three return values, it computes\n\ @tex\n\ $U$, $S$, and $V$.\n\ @end tex\n\ @ifnottex\n\ @var{U}, @var{S}, and @var{V}.\n\ @end ifnottex\n\ For example,\n\ \n\ @example\n\ svd (hilb (3))\n\ @end example\n\ \n\ @noindent\n\ returns\n\ \n\ @example\n\ @group\n\ ans =\n\ \n\ 1.4083189\n\ 0.1223271\n\ 0.0026873\n\ @end group\n\ @end example\n\ \n\ @noindent\n\ and\n\ \n\ @example\n\ [u, s, v] = svd (hilb (3))\n\ @end example\n\ \n\ @noindent\n\ returns\n\ \n\ @example\n\ @group\n\ u =\n\ \n\ -0.82704 0.54745 0.12766\n\ -0.45986 -0.52829 -0.71375\n\ -0.32330 -0.64901 0.68867\n\ \n\ s =\n\ \n\ 1.40832 0.00000 0.00000\n\ 0.00000 0.12233 0.00000\n\ 0.00000 0.00000 0.00269\n\ \n\ v =\n\ \n\ -0.82704 0.54745 0.12766\n\ -0.45986 -0.52829 -0.71375\n\ -0.32330 -0.64901 0.68867\n\ @end group\n\ @end example\n\ \n\ If given a second argument, @code{svd} returns an economy-sized\n\ decomposition, eliminating the unnecessary rows or columns of @var{U} or\n\ @var{V}.\n\ @seealso{svd_driver, svds, eig, lu, chol, hess, qr, qz}\n\ @end deftypefn") { octave_value_list retval; int nargin = args.length (); if (nargin < 1 || nargin > 2 || nargout == 2 || nargout > 3) print_usage (); octave_value arg = args(0); octave_idx_type nr = arg.rows (); octave_idx_type nc = arg.columns (); if (arg.ndims () != 2) error ("svd: A must be a 2-D matrix"); bool isfloat = arg.is_single_type (); SVD::type type = ((nargout == 0 || nargout == 1) ? SVD::sigma_only : (nargin == 2) ? SVD::economy : SVD::std); SVD::driver driver = static_cast<SVD::driver> (Vsvd_driver); if (nr == 0 || nc == 0) { if (isfloat) { switch (type) { case SVD::std: retval(2) = FloatDiagMatrix (nc, nc, 1.0f); retval(1) = FloatMatrix (nr, nc); retval(0) = FloatDiagMatrix (nr, nr, 1.0f); break; case SVD::economy: retval(2) = FloatDiagMatrix (0, nc, 1.0f); retval(1) = FloatMatrix (0, 0); retval(0) = FloatDiagMatrix (nr, 0, 1.0f); break; case SVD::sigma_only: default: retval(0) = FloatMatrix (0, 1); break; } } else { switch (type) { case SVD::std: retval(2) = DiagMatrix (nc, nc, 1.0); retval(1) = Matrix (nr, nc); retval(0) = DiagMatrix (nr, nr, 1.0); break; case SVD::economy: retval(2) = DiagMatrix (0, nc, 1.0); retval(1) = Matrix (0, 0); retval(0) = DiagMatrix (nr, 0, 1.0); break; case SVD::sigma_only: default: retval(0) = Matrix (0, 1); break; } } } else { if (isfloat) { if (arg.is_real_type ()) { FloatMatrix tmp = arg.float_matrix_value (); if (tmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); FloatSVD result (tmp, type, driver); FloatDiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else { retval(2) = result.right_singular_matrix (); retval(1) = sigma; retval(0) = result.left_singular_matrix (); } } else if (arg.is_complex_type ()) { FloatComplexMatrix ctmp = arg.float_complex_matrix_value (); if (ctmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); FloatComplexSVD result (ctmp, type, driver); FloatDiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else { retval(2) = result.right_singular_matrix (); retval(1) = sigma; retval(0) = result.left_singular_matrix (); } } } else { if (arg.is_real_type ()) { Matrix tmp = arg.matrix_value (); if (tmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); SVD result (tmp, type, driver); DiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else { retval(2) = result.right_singular_matrix (); retval(1) = sigma; retval(0) = result.left_singular_matrix (); } } else if (arg.is_complex_type ()) { ComplexMatrix ctmp = arg.complex_matrix_value (); if (ctmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); ComplexSVD result (ctmp, type, driver); DiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else { retval(2) = result.right_singular_matrix (); retval(1) = sigma; retval(0) = result.left_singular_matrix (); } } else gripe_wrong_type_arg ("svd", arg); } } return retval; } /* %!assert (svd ([1, 2; 2, 1]), [3; 1], sqrt (eps)) %!test %! [u, s, v] = svd ([1, 2; 2, 1]); %! x = 1 / sqrt (2); %! assert (u, [-x, -x; -x, x], sqrt (eps)); %! assert (s, [3, 0; 0, 1], sqrt (eps)); %! assert (v, [-x, x; -x, -x], sqrt (eps)); %!test %! a = [1, 2, 3; 4, 5, 6]; %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps)); %!test %! a = [1, 2; 3, 4; 5, 6]; %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps)); %!test %! a = [1, 2, 3; 4, 5, 6]; %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps)); %!test %! a = [1, 2; 3, 4; 5, 6]; %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps)); %!assert (svd (single ([1, 2; 2, 1])), single ([3; 1]), sqrt (eps ("single"))) %!test %! [u, s, v] = svd (single ([1, 2; 2, 1])); %! x = single (1 / sqrt (2)); %! assert (u, [-x, -x; -x, x], sqrt (eps ("single"))); %! assert (s, single ([3, 0; 0, 1]), sqrt (eps ("single"))); %! assert (v, [-x, x; -x, -x], sqrt (eps ("single"))); %!test %! a = single ([1, 2, 3; 4, 5, 6]); %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = single ([1, 2; 3, 4; 5, 6]); %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = single ([1, 2, 3; 4, 5, 6]); %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = single ([1, 2; 3, 4; 5, 6]); %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = zeros (0, 5); %! [u, s, v] = svd (a); %! assert (size (u), [0, 0]); %! assert (size (s), [0, 5]); %! assert (size (v), [5, 5]); %!test %! a = zeros (5, 0); %! [u, s, v] = svd (a, 1); %! assert (size (u), [5, 0]); %! assert (size (s), [0, 0]); %! assert (size (v), [0, 0]); %!error svd () %!error svd ([1, 2; 4, 5], 2, 3) %!error [u, v] = svd ([1, 2; 3, 4]) */ DEFUN (svd_driver, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Built-in Function} {@var{val} =} svd_driver ()\n\ @deftypefnx {Built-in Function} {@var{old_val} =} svd_driver (@var{new_val})\n\ @deftypefnx {Built-in Function} {} svd_driver (@var{new_val}, \"local\")\n\ Query or set the underlying @sc{lapack} driver used by @code{svd}.\n\ \n\ Currently recognized values are @qcode{\"gesvd\"} and @qcode{\"gesdd\"}.\n\ The default is @qcode{\"gesvd\"}.\n\ \n\ When called from inside a function with the @qcode{\"local\"} option, the\n\ variable is changed locally for the function and any subroutines it calls.\n\ The original variable value is restored when exiting the function.\n\ @seealso{svd}\n\ @end deftypefn") { static const char *driver_names[] = { "gesvd", "gesdd", 0 }; return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names); } /* %!test %! A = [1+1i, 1-1i, 0; 0, 2, 0; 1i, 1i, 1+2i]; %! old_driver = svd_driver ("gesvd"); %! [U1, S1, V1] = svd (A); %! svd_driver ("gesdd"); %! [U2, S2, V2] = svd (A); %! assert (U1, U2, 5*eps); %! assert (S1, S2, 5*eps); %! assert (V1, V2, 5*eps); %! svd_driver (old_driver); */