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annotate liboctave/numeric/gsvd.h @ 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 7abc25e6206a
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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 #if !defined (octave_gsvd_h)
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19 #define octave_gsvd_h 1
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20
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21 #include "octave-config.h"
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22
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23 namespace octave
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24 {
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25 namespace math
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26 {
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27 template <typename T>
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28 class
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29 gsvd
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30 {
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31 public:
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32
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33 enum class Type
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34 {
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35 std,
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36 economy,
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37 sigma_only
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38 };
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39
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40 gsvd (void) : sigmaA (), sigmaB (), left_smA (), left_smB (), right_sm ()
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41 { }
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42
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43 gsvd (const T& a, const T& b,
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44 gsvd::Type gsvd_type = gsvd<T>::Type::economy);
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45
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46 gsvd (const gsvd& a)
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47 : type (a.type),
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48 sigmaA (a.sigmaA), sigmaB (a.sigmaB),
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49 left_smA (a.left_smA), left_smB (a.left_smB), right_sm (a.right_sm),
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50 R(a.R) { }
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51
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52 gsvd& operator = (const gsvd& a)
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53 {
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54 if (this != &a)
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55 {
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56 type = a.type;
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57 sigmaA = a.sigmaA;
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58 sigmaB = a.sigmaB;
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59 left_smA = a.left_smA;
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60 left_smB = a.left_smB;
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61 right_sm = a.right_sm;
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62 R = a.R;
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63 }
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64
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65 return *this;
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66 }
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67
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68 ~gsvd (void) { }
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69
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70 typename T::real_diag_matrix_type
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71 singular_values_A (void) const { return sigmaA; }
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72
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73 typename T::real_diag_matrix_type
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74 singular_values_B (void) const { return sigmaB; }
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75
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76 T left_singular_matrix_A (void) const;
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77 T left_singular_matrix_B (void) const;
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78
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79 T right_singular_matrix (void) const;
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80 T R_matrix (void) const;
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81
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82 private:
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83 typedef typename T::value_type P;
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84 typedef typename T::real_matrix_type real_matrix;
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85
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86 gsvd::Type type;
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87 typename T::real_diag_matrix_type sigmaA, sigmaB;
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88 T left_smA, left_smB;
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89 T right_sm, R;
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90
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91 void ggsvd (char& jobu, char& jobv, char& jobq, octave_idx_type m,
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92 octave_idx_type n, octave_idx_type p, octave_idx_type& k,
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93 octave_idx_type& l, P *tmp_dataA, octave_idx_type m1,
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94 P *tmp_dataB, octave_idx_type p1, real_matrix& alpha,
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95 real_matrix& beta, P *u, octave_idx_type nrow_u, P *v,
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96 octave_idx_type nrow_v, P *q, octave_idx_type nrow_q, T& work,
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97 octave_idx_type* iwork, octave_idx_type& info);
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98 };
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99 }
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100 }
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101
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102 #endif