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annotate liboctave/numeric/gsvd.cc @ 22437:0aee8b620864

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gsvd: move new class into the octave::math namespace.
author Carnë Draug <carandraug@octave.org>
date Sun, 04 Sep 2016 17:37:35 +0100
parents 09005ac7d56c
children 3a2b891d0b33
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1 // Copyright (C) 2016 Barbara Lócsi
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2 // Copyright (C) 2006 Pascal Dupuis <Pascal.Dupuis@uclouvain.be>
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3 // Copyright (C) 1996, 1997 John W. Eaton
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4 //
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5 // This program is free software; you can redistribute it and/or modify it under
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6 // the terms of the GNU General Public License as published by the Free Software
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7 // Foundation; either version 3 of the License, or (at your option) any later
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8 // version.
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9 //
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10 // This program is distributed in the hope that it will be useful, but WITHOUT
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11 // ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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12 // FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
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13 // details.
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14 //
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15 // You should have received a copy of the GNU General Public License along with
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16 // this program; if not, see <http://www.gnu.org/licenses/>.
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17
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18 #ifdef HAVE_CONFIG_H
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19 # include <config.h>
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20 #endif
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21
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22 #include <vector>
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23
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24 #include "gsvd.h"
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25
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26 #include "lo-error.h"
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27 #include "lo-lapack-proto.h"
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28 #include "dMatrix.h"
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29 #include "fMatrix.h"
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30 #include "CMatrix.h"
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31 #include "fCMatrix.h"
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32 #include "dDiagMatrix.h"
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33 #include "fDiagMatrix.h"
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34
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35 namespace octave
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36 {
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37 namespace math
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38 {
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39 template <>
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40 void
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41 gsvd<Matrix>::ggsvd (char& jobu, char& jobv, char& jobq,
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42 octave_idx_type m, octave_idx_type n,
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43 octave_idx_type p,
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44 octave_idx_type& k, octave_idx_type& l,
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45 double *tmp_dataA, octave_idx_type m1,
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46 double *tmp_dataB, octave_idx_type p1, Matrix& alpha,
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47 Matrix& beta, double *u, octave_idx_type nrow_u,
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48 double *v, octave_idx_type nrow_v, double *q,
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49 octave_idx_type nrow_q,
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50 Matrix& work, octave_idx_type* iwork,
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51 octave_idx_type& info)
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52 {
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53 F77_XFCN (dggsvd, DGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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54 F77_CONST_CHAR_ARG2 (&jobv, 1),
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55 F77_CONST_CHAR_ARG2 (&jobq, 1),
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56 m, n, p, k, l, tmp_dataA, m1,
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57 tmp_dataB, p1, alpha.fortran_vec (),
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58 beta.fortran_vec (), u, nrow_u,
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59 v, nrow_v, q, nrow_q, work.fortran_vec (),
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60 iwork, info
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61 F77_CHAR_ARG_LEN (1)
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62 F77_CHAR_ARG_LEN (1)
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63 F77_CHAR_ARG_LEN (1)));
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64 }
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65
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66 template <>
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67 void
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68 gsvd<FloatMatrix>::ggsvd (char& jobu, char& jobv, char& jobq,
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69 octave_idx_type m, octave_idx_type n,
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70 octave_idx_type p,
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71 octave_idx_type& k, octave_idx_type& l,
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72 float *tmp_dataA, octave_idx_type m1,
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73 float *tmp_dataB, octave_idx_type p1,
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74 FloatMatrix& alpha, FloatMatrix& beta, float *u,
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75 octave_idx_type nrow_u, float *v,
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76 octave_idx_type nrow_v, float *q,
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77 octave_idx_type nrow_q, FloatMatrix& work,
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78 octave_idx_type* iwork, octave_idx_type& info)
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79 {
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80 F77_XFCN (sggsvd, SGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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81 F77_CONST_CHAR_ARG2 (&jobv, 1),
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82 F77_CONST_CHAR_ARG2 (&jobq, 1),
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83 m, n, p, k, l, tmp_dataA, m1,
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84 tmp_dataB, p1, alpha.fortran_vec (),
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85 beta.fortran_vec (), u, nrow_u,
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86 v, nrow_v, q, nrow_q, work.fortran_vec (),
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87 iwork, info
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88 F77_CHAR_ARG_LEN (1)
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89 F77_CHAR_ARG_LEN (1)
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90 F77_CHAR_ARG_LEN (1)));
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91 }
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92
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93 template <>
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94 void
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95 gsvd<ComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq,
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96 octave_idx_type m, octave_idx_type n,
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97 octave_idx_type p, octave_idx_type& k,
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98 octave_idx_type& l, Complex *tmp_dataA,
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99 octave_idx_type m1, Complex *tmp_dataB,
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100 octave_idx_type p1, Matrix& alpha,
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101 Matrix& beta, Complex *u,
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102 octave_idx_type nrow_u,
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103 Complex *v, octave_idx_type nrow_v, Complex *q,
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104 octave_idx_type nrow_q, ComplexMatrix& work,
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105 octave_idx_type* iwork, octave_idx_type& info)
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106 {
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107 Matrix rwork(2*n, 1);
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108 F77_XFCN (zggsvd, ZGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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109 F77_CONST_CHAR_ARG2 (&jobv, 1),
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110 F77_CONST_CHAR_ARG2 (&jobq, 1),
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111 m, n, p, k, l, F77_DBLE_CMPLX_ARG (tmp_dataA),
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112 m1, F77_DBLE_CMPLX_ARG (tmp_dataB), p1,
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113 alpha.fortran_vec (), beta.fortran_vec (),
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114 F77_DBLE_CMPLX_ARG (u), nrow_u,
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115 F77_DBLE_CMPLX_ARG (v), nrow_v,
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116 F77_DBLE_CMPLX_ARG (q), nrow_q,
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117 F77_DBLE_CMPLX_ARG (work.fortran_vec ()),
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118 rwork.fortran_vec (), iwork, info
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119 F77_CHAR_ARG_LEN (1)
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120 F77_CHAR_ARG_LEN (1)
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121 F77_CHAR_ARG_LEN (1)));
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122 }
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123
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124 template <>
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125 void
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126 gsvd<FloatComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq,
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127 octave_idx_type m, octave_idx_type n,
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128 octave_idx_type p, octave_idx_type& k,
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129 octave_idx_type& l,
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130 FloatComplex *tmp_dataA,
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131 octave_idx_type m1,
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132 FloatComplex *tmp_dataB,
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133 octave_idx_type p1, FloatMatrix& alpha,
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134 FloatMatrix& beta, FloatComplex *u,
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135 octave_idx_type nrow_u, FloatComplex *v,
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136 octave_idx_type nrow_v, FloatComplex *q,
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137 octave_idx_type nrow_q,
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138 FloatComplexMatrix& work,
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139 octave_idx_type* iwork,
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140 octave_idx_type& info)
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141 {
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142 FloatMatrix rwork(2*n, 1);
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143 F77_XFCN (cggsvd, CGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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144 F77_CONST_CHAR_ARG2 (&jobv, 1),
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145 F77_CONST_CHAR_ARG2 (&jobq, 1),
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146 m, n, p, k, l, F77_CMPLX_ARG (tmp_dataA), m1,
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147 F77_CMPLX_ARG (tmp_dataB), p1,
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148 alpha.fortran_vec (), beta.fortran_vec (),
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149 F77_CMPLX_ARG (u), nrow_u,
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150 F77_CMPLX_ARG (v), nrow_v,
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151 F77_CMPLX_ARG (q), nrow_q,
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152 F77_CMPLX_ARG (work.fortran_vec ()),
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153 rwork.fortran_vec (), iwork, info
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154 F77_CHAR_ARG_LEN (1)
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155 F77_CHAR_ARG_LEN (1)
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156 F77_CHAR_ARG_LEN (1)));
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157 }
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158
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159 template <typename T>
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160 T
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161 gsvd<T>::left_singular_matrix_A (void) const
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162 {
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163 if (type == gsvd::Type::sigma_only)
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164 {
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165 (*current_liboctave_error_handler)
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166 ("gsvd: U not computed because type == gsvd::sigma_only");
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167 return T ();
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168 }
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169 else
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170 return left_smA;
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171 }
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172
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173 template <typename T>
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174 T
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175 gsvd<T>::left_singular_matrix_B (void) const
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176 {
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177 if (type == gsvd::Type::sigma_only)
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178 {
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179 (*current_liboctave_error_handler)
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180 ("gsvd: V not computed because type == gsvd::sigma_only");
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181 return T ();
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182 }
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183 else
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184 return left_smB;
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185 }
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186
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187 template <typename T>
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188 T
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189 gsvd<T>::right_singular_matrix (void) const
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190 {
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191 if (type == gsvd::Type::sigma_only)
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192 {
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193 (*current_liboctave_error_handler)
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194 ("gsvd: X not computed because type == gsvd::sigma_only");
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195 return T ();
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196 }
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197 else
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198 return right_sm;
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199 }
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200
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201 template <typename T>
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202 T
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203 gsvd<T>::R_matrix (void) const
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204 {
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205 if (type != gsvd::Type::std)
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206 {
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207 (*current_liboctave_error_handler)
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208 ("gsvd: R not computed because type != gsvd::std");
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209 return T ();
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210 }
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211 else
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212 return R;
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213 }
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214
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215 template <typename T>
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216 gsvd<T>::gsvd (const T& a, const T& b, gsvd::Type gsvd_type)
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217 {
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218 octave_idx_type info;
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219
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220 octave_idx_type m = a.rows ();
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221 octave_idx_type n = a.cols ();
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222 octave_idx_type p = b.rows ();
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223
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224 T atmp = a;
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225 P *tmp_dataA = atmp.fortran_vec ();
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226
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227 T btmp = b;
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228 P *tmp_dataB = btmp.fortran_vec ();
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229
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230 char jobu = 'U';
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231 char jobv = 'V';
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232 char jobq = 'Q';
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233
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234 octave_idx_type nrow_u = m;
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235 octave_idx_type nrow_v = p;
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236 octave_idx_type nrow_q = n;
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237
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238 octave_idx_type k, l;
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239
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240 switch (gsvd_type)
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241 {
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242 case gsvd<T>::Type::sigma_only:
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243
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244 // Note: for this case, both jobu and jobv should be 'N', but
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245 // there seems to be a bug in dgesvd from Lapack V2.0. To
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246 // demonstrate the bug, set both jobu and jobv to 'N' and find
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247 // the singular values of [eye(3), eye(3)]. The result is
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248 // [-sqrt(2), -sqrt(2), -sqrt(2)].
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249 //
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250 // For Lapack 3.0, this problem seems to be fixed.
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251
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252 jobu = 'N';
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253 jobv = 'N';
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254 jobq = 'N';
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255 nrow_u = nrow_v = nrow_q = 1;
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256 break;
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257
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258 default:
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259 break;
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260 }
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261
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262 type = gsvd_type;
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263
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264 if (! (jobu == 'N' || jobu == 'O'))
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Carnë Draug <carandraug@octave.org>
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265 left_smA.resize (nrow_u, m);
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266
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267 P *u = left_smA.fortran_vec ();
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268
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269 if (! (jobv == 'N' || jobv == 'O'))
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270 left_smB.resize (nrow_v, p);
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271
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272 P *v = left_smB.fortran_vec ();
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273
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274 if (! (jobq == 'N' || jobq == 'O'))
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275 right_sm.resize (nrow_q, n);
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276
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277 P *q = right_sm.fortran_vec ();
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278
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279 octave_idx_type lwork = 3*n;
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280 lwork = lwork > m ? lwork : m;
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281 lwork = (lwork > p ? lwork : p) + n;
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282
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283 T work (lwork, 1);
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284 real_matrix alpha (n, 1);
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285 real_matrix beta (n, 1);
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286
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287 std::vector<octave_idx_type> iwork (n);
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288
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289 gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l,
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290 tmp_dataA, m, tmp_dataB, p, alpha, beta, u,
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291 nrow_u, v, nrow_v, q, nrow_q, work, iwork.data (), info);
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292
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293 if (f77_exception_encountered)
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294 (*current_liboctave_error_handler) ("unrecoverable error in *ggsvd");
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295
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296 if (info < 0)
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297 (*current_liboctave_error_handler) ("*ggsvd.f: argument %d illegal",
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298 -info);
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299 else
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parents:
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300 {
22437
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301 if (info > 0)
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302 (*current_liboctave_error_handler)
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303 ("*ggsvd.f: Jacobi-type procedure failed to converge.");
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304 else
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305 {
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306 octave_idx_type i, j;
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307
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308 if (gsvd<T>::Type::std == gsvd_type)
22236
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309 {
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310 R.resize(k+l, k+l);
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311 int astart = n-k-l;
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312 if (m - k - l >= 0)
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313 {
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314 astart = n-k-l;
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315 // R is stored in A(1:K+L,N-K-L+1:N)
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316 for (i = 0; i < k+l; i++)
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317 for (j = 0; j < k+l; j++)
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318 R.xelem (i, j) = atmp.xelem (i, astart + j);
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diff changeset
319 }
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Carnë Draug <carandraug@octave.org>
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diff changeset
320 else
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Carnë Draug <carandraug@octave.org>
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diff changeset
321 {
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322 // (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N),
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323 // ( 0 R22 R23 )
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Carnë Draug <carandraug@octave.org>
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diff changeset
324
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Carnë Draug <carandraug@octave.org>
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diff changeset
325 for (i = 0; i < m; i++)
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Carnë Draug <carandraug@octave.org>
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diff changeset
326 for (j = 0; j < k+l; j++)
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Carnë Draug <carandraug@octave.org>
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diff changeset
327 R.xelem (i, j) = atmp.xelem (i, astart + j);
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
328 // and R33 is stored in B(M-K+1:L,N+M-K-L+1:N)
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
329 for (i = k+l-1; i >=m; i--)
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
330 {
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
331 for (j = 0; j < m; j++)
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Carnë Draug <carandraug@octave.org>
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diff changeset
332 R.xelem(i, j) = 0.0;
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
333 for (j = m; j < k+l; j++)
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
334 R.xelem (i, j) = btmp.xelem (i - k, astart + j);
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
335 }
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
336 }
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
337 }
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
338
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
339 if (m-k-l >= 0)
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
340 {
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
341 // Fills in C and S
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
342 sigmaA.resize (l, l);
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
343 sigmaB.resize (l, l);
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
344 for (i = 0; i < l; i++)
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
345 {
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Carnë Draug <carandraug@octave.org>
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diff changeset
346 sigmaA.dgxelem(i) = alpha.elem(k+i);
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Carnë Draug <carandraug@octave.org>
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diff changeset
347 sigmaB.dgxelem(i) = beta.elem(k+i);
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
348 }
22236
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diff changeset
349 }
065a44375723 gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
350 else
065a44375723 gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
351 {
22437
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diff changeset
352 // Fills in C and S
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Carnë Draug <carandraug@octave.org>
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diff changeset
353 sigmaA.resize (m-k, m-k);
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
354 sigmaB.resize (m-k, m-k);
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
355 for (i = 0; i < m-k; i++)
22402
4caa7b28d183 maint: Style check C++ code in liboctave/
Rik <rik@octave.org>
parents: 22323
diff changeset
356 {
22437
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
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diff changeset
357 sigmaA.dgxelem(i) = alpha.elem(k+i);
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
358 sigmaB.dgxelem(i) = beta.elem(k+i);
22402
4caa7b28d183 maint: Style check C++ code in liboctave/
Rik <rik@octave.org>
parents: 22323
diff changeset
359 }
22236
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Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
360 }
065a44375723 gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
361 }
065a44375723 gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
362 }
065a44375723 gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
363 }
22437
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
364
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
365 // Instantiations we need.
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Carnë Draug <carandraug@octave.org>
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diff changeset
366 template class gsvd<Matrix>;
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
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diff changeset
367 template class gsvd<FloatMatrix>;
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
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diff changeset
368 template class gsvd<ComplexMatrix>;
0aee8b620864 gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
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diff changeset
369 template class gsvd<FloatComplexMatrix>;
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Carnë Draug <carandraug@octave.org>
parents: 22436
diff changeset
370 }
22236
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Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
371 }