octave: libinterp/corefcn/svd.cc annotate

annotate libinterp/corefcn/svd.cc @ 23572:0703d31e1ec0

new script for updating test status for fixed bugs * build-aux/update-bug-status.sh: New script. * build-aux/module.mk: New file. * Makefile.am: Include it. * scripts/module.mk (FCN_FILES_WITH_TESTS): New variable.

author	John W. Eaton <jwe@octave.org>
date	Fri, 09 Jun 2017 17:40:34 -0400
parents	b6144e6dda9e
children	1b4f4ec53b4a

rev	line source
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	2
23219 3ac9f9ecfae5 maint: Update copyright dates. John W. Eaton <jwe@octave.org> parents: 23083 diff changeset	3 Copyright (C) 1996-2017 John W. Eaton
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	4
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	5 This file is part of Octave.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	6
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	7 Octave is free software; you can redistribute it and/or modify it
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	8 under the terms of the GNU General Public License as published by
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	9 the Free Software Foundation; either version 3 of the License, or
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	10 (at your option) any later version.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	11
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	12 Octave is distributed in the hope that it will be useful, but
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	13 WITHOUT ANY WARRANTY; without even the implied warranty of
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	14 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	15 GNU General Public License for more details.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	16
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	17 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6620 diff changeset	18 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6620 diff changeset	19 <http://www.gnu.org/licenses/>.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	20
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	21 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	22
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	23 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21273 diff changeset	24 # include "config.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	25 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	26
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	27 #include "svd.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	28
15039 e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory Rik <rik@octave.org> parents: 14501 diff changeset	29 #include "defun.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	30 #include "error.h"
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20940 diff changeset	31 #include "errwarn.h"
20940 48b2ad5ee801 maint: Rename oct-obj.[cc\|h] to ovl.[cc\|h] for clarity. Rik <rik@octave.org> parents: 20939 diff changeset	32 #include "ovl.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	33 #include "pr-output.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	34 #include "utils.h"
10638 e1559a8a60b4 general mechanism for string enum variables Jaroslav Hajek <highegg@gmail.com> parents: 10601 diff changeset	35 #include "variables.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	36
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	37 static std::string Vsvd_driver = "gesdd";
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	38
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	39 template <typename T>
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	40 static typename octave::math::svd<T>::Type
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	41 svd_type (int nargin, int nargout, const octave_value_list & args, const T & A)
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	42 {
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	43 if (nargout == 0 \|\| nargout == 1)
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	44 return octave::math::svd<T>::Type::sigma_only;
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	45 else if (nargin == 1)
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	46 return octave::math::svd<T>::Type::std;
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	47 else
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	48 if (! args(1).is_real_scalar ())
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	49 return octave::math::svd<T>::Type::economy;
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	50 else
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	51 {
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	52 if (A.rows () > A.columns ())
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	53 return octave::math::svd<T>::Type::economy;
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	54 else
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	55 return octave::math::svd<T>::Type::std;
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	56 }
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	57 }
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	58
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	59 template <typename T>
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	60 static typename octave::math::svd<T>::Driver
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	61 svd_driver (void)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	62 {
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	63 return (Vsvd_driver == "gesvd"
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	64 ? octave::math::svd<T>::Driver::GESVD
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	65 : octave::math::svd<T>::Driver::GESDD);
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	66 }
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	67
15039 e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory Rik <rik@octave.org> parents: 14501 diff changeset	68 DEFUN (svd, args, nargout,
22893 5ff6716cf157 allow dispatch types to be declared for built-in functions John W. Eaton <jwe@octave.org> parents: 22755 diff changeset	69 classes: double single
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	70 doc: /* -- texinfo --
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	71 @deftypefn {} {@var{s} =} svd (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	72 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A})
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	73 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, "econ")
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	74 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, 0)
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	75 @cindex singular value decomposition
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	76 Compute the singular value decomposition of @var{A}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	77 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	78 $$
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	79 A = U S V^{\dagger}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	80 $$
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	81 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	82 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	83
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	84 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	85 A = USV'
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	86 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	87
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	88 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	89
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	90 The function @code{svd} normally returns only the vector of singular values.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	91 When called with three return values, it computes
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	92 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	93 $U$, $S$, and $V$.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	94 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	95 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	96 @var{U}, @var{S}, and @var{V}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	97 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	98 For example,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	99
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	100 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	101 svd (hilb (3))
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	102 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	103
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	104 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	105 returns
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	106
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	107 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	108 @group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	109 ans =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	110
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	111 1.4083189
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	112 0.1223271
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	113 0.0026873
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	114 @end group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	115 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	116
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	117 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	118 and
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	119
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	120 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	121 [u, s, v] = svd (hilb (3))
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	122 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	123
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	124 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	125 returns
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	126
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	127 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	128 @group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	129 u =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	130
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	131 -0.82704 0.54745 0.12766
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	132 -0.45986 -0.52829 -0.71375
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	133 -0.32330 -0.64901 0.68867
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	134
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	135 s =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	136
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	137 1.40832 0.00000 0.00000
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	138 0.00000 0.12233 0.00000
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	139 0.00000 0.00000 0.00269
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	140
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	141 v =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	142
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	143 -0.82704 0.54745 0.12766
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	144 -0.45986 -0.52829 -0.71375
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	145 -0.32330 -0.64901 0.68867
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	146 @end group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	147 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	148
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	149 When given a second argument that is not 0, @code{svd} returns an economy-sized
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	150 decomposition, eliminating the unnecessary rows or columns of @var{U} or
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	151 @var{V}.
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	152
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	153 If the second argument is exactly 0, then the choice of decomposition is based
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	154 on the matrix @var{A}. If @var{A} has more rows than columns then an
22709 5c04055aa767 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 22615 diff changeset	155 economy-sized decomposition is returned, otherwise a regular decomposition
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	156 is calculated.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	157
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	158 Algorithm Notes: When calculating the full decomposition (left and right
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	159 singular matrices in addition to singular values) there is a choice of two
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	160 routines in @sc{lapack}. The default routine used by Octave is @code{gesdd}
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	161 which is 5X faster than the alternative @code{gesvd}, but may use more memory
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	162 and may be less accurate for some matrices. See the documentation for
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	163 @code{svd_driver} for more information.
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	164 @seealso{svd_driver, svds, eig, lu, chol, hess, qr, qz}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	165 @end deftypefn */)
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	166 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	167 int nargin = args.length ();
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	168
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	169 if (nargin < 1 \|\| nargin > 2 \|\| nargout == 2 \|\| nargout > 3)
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	170 print_usage ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	171
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	172 octave_value arg = args(0);
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	173
10185 455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	174 if (arg.ndims () != 2)
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	175 error ("svd: A must be a 2-D matrix");
10185 455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	176
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20873 diff changeset	177 octave_value_list retval;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20873 diff changeset	178
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7017 diff changeset	179 bool isfloat = arg.is_single_type ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7017 diff changeset	180
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	181 if (isfloat)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	182 {
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	183 if (arg.is_real_type ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	184 {
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	185 FloatMatrix tmp = arg.float_matrix_value ();
10638 e1559a8a60b4 general mechanism for string enum variables Jaroslav Hajek <highegg@gmail.com> parents: 10601 diff changeset	186
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	187 if (tmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	188 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	189
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	190 octave::math::svd<FloatMatrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	191 (tmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	192 svd_type<FloatMatrix> (nargin, nargout, args, tmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	193 svd_driver<FloatMatrix> ());
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	194
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	195 FloatDiagMatrix sigma = result.singular_values ();
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	196
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	197 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	198 retval(0) = sigma.extract_diag ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	199 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	200 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	201 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	202 result.right_singular_matrix ());
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	203 }
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	204 else if (arg.is_complex_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	205 {
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	206 FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	207
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	208 if (ctmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	209 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	210
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	211 octave::math::svd<FloatComplexMatrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	212 (ctmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	213 svd_type<FloatComplexMatrix> (nargin, nargout, args, ctmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	214 svd_driver<FloatComplexMatrix> ());
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	215
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	216 FloatDiagMatrix sigma = result.singular_values ();
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	217
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	218 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	219 retval(0) = sigma.extract_diag ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	220 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	221 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	222 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	223 result.right_singular_matrix ());
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	224 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	225 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	226 else
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	227 {
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	228 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	229 {
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	230 Matrix tmp = arg.matrix_value ();
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7017 diff changeset	231
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	232 if (tmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	233 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	234
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	235 octave::math::svd<Matrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	236 (tmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	237 svd_type<Matrix> (nargin, nargout, args, tmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	238 svd_driver<Matrix> ());
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	239
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	240 DiagMatrix sigma = result.singular_values ();
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	241
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	242 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	243 retval(0) = sigma.extract_diag ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	244 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	245 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	246 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	247 result.right_singular_matrix ());
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	248 }
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	249 else if (arg.is_complex_type ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	250 {
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	251 ComplexMatrix ctmp = arg.complex_matrix_value ();
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	252
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	253 if (ctmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	254 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	255
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	256 octave::math::svd<ComplexMatrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	257 (ctmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	258 svd_type<ComplexMatrix> (nargin, nargout, args, ctmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	259 svd_driver<ComplexMatrix> ());
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	260
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	261 DiagMatrix sigma = result.singular_values ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	262
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	263 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	264 retval(0) = sigma.extract_diag ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	265 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	266 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	267 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	268 result.right_singular_matrix ());
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	269 }
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	270 else
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	271 err_wrong_type_arg ("svd", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	272 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	273
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	274 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	275 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	276
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	277 /*
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	278 %!assert (svd ([1, 2; 2, 1]), [3; 1], sqrt (eps))
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	279
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	280 %!test
22592 ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	281 a = [1, 2; 3, 4] + [5, 6; 7, 8]*i;
ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	282 [u,s,v] = svd (a);
ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	283 assert (a, u * s * v', 128 * eps);
ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	284
ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	285 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	286 %! [u, s, v] = svd ([1, 2; 2, 1]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	287 %! x = 1 / sqrt (2);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	288 %! assert (u, [-x, -x; -x, x], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	289 %! assert (s, [3, 0; 0, 1], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	290 %! assert (v, [-x, x; -x, -x], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	291
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	292 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	293 %! a = [1, 2, 3; 4, 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	294 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	295 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	296
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	297 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	298 %! a = [1, 2; 3, 4; 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	299 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	300 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	301
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	302 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	303 %! a = [1, 2, 3; 4, 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	304 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	305 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	306
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	307 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	308 %! a = [1, 2; 3, 4; 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	309 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	310 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	311
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	312 %!assert (svd (single ([1, 2; 2, 1])), single ([3; 1]), sqrt (eps ("single")))
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	313
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	314 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	315 %! [u, s, v] = svd (single ([1, 2; 2, 1]));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	316 %! x = single (1 / sqrt (2));
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	317 %! assert (u, [-x, -x; -x, x], sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	318 %! assert (s, single ([3, 0; 0, 1]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	319 %! assert (v, [-x, x; -x, -x], sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	320
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	321 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	322 %! a = single ([1, 2, 3; 4, 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	323 %! [u, s, v] = svd (a);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	324 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	325
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	326 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	327 %! a = single ([1, 2; 3, 4; 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	328 %! [u, s, v] = svd (a);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	329 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	330
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	331 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	332 %! a = single ([1, 2, 3; 4, 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	333 %! [u, s, v] = svd (a, 1);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	334 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	335
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	336 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	337 %! a = single ([1, 2; 3, 4; 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	338 %! [u, s, v] = svd (a, 1);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	339 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	340
10185 455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	341 %!test
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	342 %! a = zeros (0, 5);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	343 %! [u, s, v] = svd (a);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	344 %! assert (size (u), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	345 %! assert (size (s), [0, 5]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	346 %! assert (size (v), [5, 5]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	347
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	348 %!test
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	349 %! a = zeros (5, 0);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	350 %! [u, s, v] = svd (a, 1);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	351 %! assert (size (u), [5, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	352 %! assert (size (s), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	353 %! assert (size (v), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	354
23572 0703d31e1ec0 new script for updating test status for fixed bugs John W. Eaton <jwe@octave.org> parents: 23571 diff changeset	355 %!test <49309>
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	356 %! [~,~,v] = svd ([1, 1, 1], 0);
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	357 %! assert (size (v), [3 3]);
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	358 %! [~,~,v] = svd ([1, 1, 1], "econ");
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	359 %! assert (size (v), [3 1]);
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	360
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	361 %!error svd ()
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	362 %!error svd ([1, 2; 4, 5], 2, 3)
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	363 %!error [u, v] = svd ([1, 2; 3, 4])
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	364 */
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	365
15039 e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory Rik <rik@octave.org> parents: 14501 diff changeset	366 DEFUN (svd_driver, args, nargout,
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	367 doc: /* -- texinfo --
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	368 @deftypefn {} {@var{val} =} svd_driver ()
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	369 @deftypefnx {} {@var{old_val} =} svd_driver (@var{new_val})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	370 @deftypefnx {} {} svd_driver (@var{new_val}, "local")
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	371 Query or set the underlying @sc{lapack} driver used by @code{svd}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	372
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	373 Currently recognized values are @qcode{"gesdd"} and @qcode{"gesvd"}.
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	374 The default is @qcode{"gesdd"}.
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	375
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	376 When called from inside a function with the @qcode{"local"} option, the
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	377 variable is changed locally for the function and any subroutines it calls.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	378 The original variable value is restored when exiting the function.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	379
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	380 Algorithm Notes: The @sc{lapack} library provides two routines for calculating
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	381 the full singular value decomposition (left and right singular matrices as
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	382 well as singular values). When calculating just the singular values the
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	383 following discussion is not relevant.
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	384
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	385 The default routine use by Octave is the newer @code{gesdd} which is based on a
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	386 Divide-and-Conquer algorithm that is 5X faster than the alternative
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	387 @code{gesvd}, which is based on QR factorization. However, the new algorithm
23567 71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	388 can use significantly more memory. For an @nospell{MxN} input matrix the
71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	389 memory usage is of order O(min(M,N) ^ 2), whereas the alternative is of order
71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	390 O(max(M,N)). In general, modern computers have abundant memory so Octave has
71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	391 chosen to prioritize speed.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	392
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	393 In addition, there have been instances in the past where some input matrices
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	394 were not accurately decomposed by @code{gesdd}. This appears to have been
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	395 resolved with modern versions of @sc{lapack}. However, if certainty is
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	396 required the accuracy of the decomposition can always be tested after the fact
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	397 with
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	398
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	399 @example
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	400 @group
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	401 [@var{u}, @var{s}, @var{v}] = svd (@var{x});
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	402 norm (@var{x} - @var{u}@var{s}@var{v'}, "fro")
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	403 @end group
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	404 @end example
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	405
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	406 @seealso{svd}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	407 @end deftypefn */)
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	408 {
10640 5c594472f75e determine string enum length by trailing null rather than sizeof Jaroslav Hajek <highegg@gmail.com> parents: 10638 diff changeset	409 static const char *driver_names[] = { "gesvd", "gesdd", 0 };
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	410
10638 e1559a8a60b4 general mechanism for string enum variables Jaroslav Hajek <highegg@gmail.com> parents: 10601 diff changeset	411 return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names);
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	412 }
15887 8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	413
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	414 /*
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	415 %!test
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	416 %! A = [1+1i, 1-1i, 0; 0, 2, 0; 1i, 1i, 1+2i];
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	417 %! old_driver = svd_driver ("gesvd");
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	418 %! [U1, S1, V1] = svd (A);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	419 %! svd_driver ("gesdd");
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	420 %! [U2, S2, V2] = svd (A);
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	421 %! svd_driver (old_driver);
15887 8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	422 %! assert (U1, U2, 5*eps);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	423 %! assert (S1, S2, 5*eps);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	424 %! assert (V1, V2, 5*eps);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	425 */

Mercurial > octave

annotate libinterp/corefcn/svd.cc @ 23572:0703d31e1ec0