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annotate liboctave/numeric/svd.h @ 23220:092078913d54

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maint: Merge stable to default.
author John W. Eaton <jwe@octave.org>
date Wed, 22 Feb 2017 12:58:07 -0500
parents ef4d915df748 3ac9f9ecfae5
children c763214a8260
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1 /*
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2
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3 Copyright (C) 2016-2017 Carnë Draug
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4 Copyright (C) 1994-2016 John W. Eaton
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5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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6 This file is part of Octave.
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7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by
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10 the Free Software Foundation; either version 3 of the License, or
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11 (at your option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but
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14 WITHOUT ANY WARRANTY; without even the implied warranty of
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15 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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16 GNU General Public License for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #if ! defined (octave_svd_h)
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25 #define octave_svd_h 1
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26
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27 #include "octave-config.h"
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28
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29 #include <vector>
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30
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31 namespace octave
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32 {
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33 namespace math
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34 {
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35 template <typename T>
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36 class
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37 svd
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38 {
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39 public:
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40
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41 typedef typename T::real_diag_matrix_type DM_T;
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42
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43 enum class Type
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44 {
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45 std,
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46 economy,
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47 sigma_only
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48 };
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49
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50 enum class Driver
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51 {
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52 GESVD,
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53 GESDD
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54 };
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55
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56 svd (void)
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57 : m_type (), m_driver (), left_sm (), sigma (), right_sm ()
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58 { }
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59
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60 svd (const T& a, svd::Type type = svd::Type::std,
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61 svd::Driver driver = svd::Driver::GESVD);
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62
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63 svd (const svd& a)
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64 : m_type (a.m_type), m_driver (a.m_driver), left_sm (a.left_sm),
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65 sigma (a.sigma), right_sm (a.right_sm)
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66 { }
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68 svd& operator = (const svd& a)
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69 {
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70 if (this != &a)
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71 {
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72 m_type = a.m_type;
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73 left_sm = a.left_sm;
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74 sigma = a.sigma;
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75 right_sm = a.right_sm;
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76 m_driver = a.m_driver;
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77 }
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78
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79 return *this;
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80 }
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81
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82 ~svd (void) = default;
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83
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84 T left_singular_matrix (void) const;
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85
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86 DM_T singular_values (void) const { return sigma; }
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87
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88 T right_singular_matrix (void) const;
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89
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90 private:
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91
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92 typedef typename T::element_type P;
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93 typedef typename DM_T::element_type DM_P;
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94
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95 svd::Type m_type;
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96 svd::Driver m_driver;
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97
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98 T left_sm;
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99 DM_T sigma;
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100 T right_sm;
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101
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102 void gesvd (char& jobu, char& jobv, octave_f77_int_type m,
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103 octave_f77_int_type n, P* tmp_data, octave_f77_int_type m1,
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104 DM_P* s_vec, P* u, P* vt, octave_f77_int_type nrow_vt1,
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105 std::vector<P>& work, octave_f77_int_type& lwork,
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106 octave_f77_int_type& info);
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107
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108 void gesdd (char& jobz, octave_f77_int_type m, octave_f77_int_type n,
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109 P* tmp_data, octave_f77_int_type m1, DM_P* s_vec, P* u,
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110 P* vt, octave_f77_int_type nrow_vt1, std::vector<P>& work,
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111 octave_f77_int_type& lwork, octave_f77_int_type* iwork,
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112 octave_f77_int_type& info);
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113 };
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114 }
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115 }
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116
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117 #endif