annotate libinterp/corefcn/svd.cc @ 21966:112b20240c87

move docstrings in C++ files out of C strings and into comments * __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __luinc__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc, cellfun.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, det.cc, dirfns.cc, dlmread.cc, dot.cc, eig.cc, ellipj.cc, error.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, graphics.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-oct-text.cc, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mgorth.cc, nproc.cc, oct-hist.cc, octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, profiler.cc, psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, __delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc, ov-base.cc, ov-bool-mat.cc, ov-cell.cc, ov-class.cc, ov-classdef.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-range.cc, ov-re-mat.cc, ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov.cc, octave.cc, pt-arg-list.cc, pt-binop.cc, pt-eval.cc, pt-mat.cc, lex.ll, oct-parse.in.yy: Docstrings are now comments instead of C strings. * build-aux/mk-opts.pl: Emit docstrings as comments instead of C strings. * DASPK-opts.in, LSODE-opts.in: Don't quote " in docstring fragments. * builtins.h: Include builtin-defun-decls.h unconditionally. * defun.h (DEFUN, DEFUNX, DEFCONSTFUN): Simply emit declaration. (DEFALIAS): Always expand to nothing. * defun-dld.h: No special macro expansions for MAKE_BUILTINS. (DEFUN_DLD): Use FORWARD_DECLARE_FUN. (DEFUNX_DLD): Use FORWARD_DECLARE_FUNX. * defun-int.h: No special macro expansions for MAKE_BUILTINS. (FORWARD_DECLARE_FUN, FORWARD_DECLARE_FUNX): New macros. (DEFINE_FUN_INSTALLER_FUN): If compiling an Octave source file, pass "external-doc" to DEFINE_FUNX_INSTALLER_FUN. (DEFUN_INTERNAL, DEFCONSTFUN_INTERNAL, DEFUNX_INTERNAL, DEFALIAS_INTERNAL): Delete. * common.mk (move_if_change_rule): New macro. (simple_move_if_change_rule): Define using move_if_change_rule. * find-defun-files.sh (DEFUN_PATTERN): Update. Don't transform file name extension to ".df". * libinterp/mk-pkg-add, gendoc.pl: Operate directly on source files. * mkbuiltins: New argument, SRCDIR. Operate directly on source files. * mkdefs: Delete. * libinterp/module.mk (BUILT_SOURCES): Update list to contain only files included in other source files. (GENERATED_MAKE_BUILTINS_INCS, DEF_FILES): Delete. (LIBINTERP_BUILT_DISTFILES): Include $(OPT_HANDLERS) here. (LIBINTERP_BUILT_NODISTFILES): Not here. Remove $(ALL_DEF_FILES from the list. (libinterp_EXTRA_DIST): Remove mkdefs from the list. (FOUND_DEFUN_FILES): Rename from SRC_DEF_FILES. (DLDFCN_DEFUN_FILES): Rename from DLDFCN_DEF_FILES. (SRC_DEFUN_FILES): Rename from SRC_DEF_FILES. (ALL_DEFUN_FILES): Rename from ALL_DEF_FILES. (%.df: %.cc): Delete pattern rule. (libinterp/build-env-features.cc, libinterp/builtins.cc, libinterp/dldfcn/PKG_ADD): Use mv instead of move-if-change. (libinterp/builtins.cc, libinterp/builtin-defun-decls.h): Update mkbuiltins command. ($(srcdir)/libinterp/DOCSTRINGS): Update gendoc.pl command. * liboctave/module.mk (BUILT_SOURCES): Don't include liboctave-build-info.cc in the list.
author John W. Eaton <jwe@octave.org>
date Tue, 21 Jun 2016 16:07:51 -0400
parents aba2e6293dd8
children 469c817eb256
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1 /*
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2
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3 Copyright (C) 1996-2015 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 #if defined (HAVE_CONFIG_H)
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24 # include "config.h"
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25 #endif
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27 #include "svd.h"
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29 #include "defun.h"
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30 #include "error.h"
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31 #include "errwarn.h"
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32 #include "ovl.h"
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33 #include "pr-output.h"
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34 #include "utils.h"
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35 #include "variables.h"
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36
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37 static std::string Vsvd_driver = "gesvd";
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38
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39 template <typename T>
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40 static typename svd<T>::type
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41 svd_type (int nargin, int nargout)
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42 {
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43 return ((nargout == 0 || nargout == 1)
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44 ? svd<T>::sigma_only
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45 : (nargin == 2) ? svd<T>::economy : svd<T>::std);
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46 }
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47
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48 template <typename T>
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49 static typename svd<T>::driver
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50 svd_driver (void)
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51 {
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52 return Vsvd_driver == "gesvd" ? svd<T>::GESVD : svd<T>::GESDD;
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53 }
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54
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55 DEFUN (svd, args, nargout,
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56 doc: /* -*- texinfo -*-
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57 @deftypefn {} {@var{s} =} svd (@var{A})
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58 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A})
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59 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, @var{econ})
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60 @cindex singular value decomposition
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61 Compute the singular value decomposition of @var{A}
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62 @tex
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63 $$
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64 A = U S V^{\dagger}
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65 $$
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66 @end tex
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67 @ifnottex
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68
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69 @example
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70 A = U*S*V'
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71 @end example
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72
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73 @end ifnottex
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74
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75 The function @code{svd} normally returns only the vector of singular values.
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76 When called with three return values, it computes
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77 @tex
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78 $U$, $S$, and $V$.
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79 @end tex
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80 @ifnottex
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81 @var{U}, @var{S}, and @var{V}.
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82 @end ifnottex
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83 For example,
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84
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85 @example
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86 svd (hilb (3))
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87 @end example
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88
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89 @noindent
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90 returns
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91
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92 @example
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93 @group
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94 ans =
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95
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96 1.4083189
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97 0.1223271
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98 0.0026873
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99 @end group
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100 @end example
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101
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102 @noindent
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103 and
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104
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105 @example
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106 [u, s, v] = svd (hilb (3))
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107 @end example
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108
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109 @noindent
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110 returns
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111
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112 @example
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113 @group
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114 u =
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115
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116 -0.82704 0.54745 0.12766
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117 -0.45986 -0.52829 -0.71375
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118 -0.32330 -0.64901 0.68867
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119
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120 s =
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121
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122 1.40832 0.00000 0.00000
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123 0.00000 0.12233 0.00000
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124 0.00000 0.00000 0.00269
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125
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126 v =
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127
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128 -0.82704 0.54745 0.12766
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129 -0.45986 -0.52829 -0.71375
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130 -0.32330 -0.64901 0.68867
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131 @end group
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132 @end example
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133
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134 If given a second argument, @code{svd} returns an economy-sized
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135 decomposition, eliminating the unnecessary rows or columns of @var{U} or
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136 @var{V}.
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137 @seealso{svd_driver, svds, eig, lu, chol, hess, qr, qz}
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138 @end deftypefn */)
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139 {
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140 int nargin = args.length ();
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141
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142 if (nargin < 1 || nargin > 2 || nargout == 2 || nargout > 3)
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143 print_usage ();
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144
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145 octave_value arg = args(0);
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146
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147 if (arg.ndims () != 2)
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148 error ("svd: A must be a 2-D matrix");
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149
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150 octave_value_list retval;
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151
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152 bool isfloat = arg.is_single_type ();
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153
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154 if (isfloat)
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155 {
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156 if (arg.is_real_type ())
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157 {
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158 FloatMatrix tmp = arg.float_matrix_value ();
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159
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160 if (tmp.any_element_is_inf_or_nan ())
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161 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
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162
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163 svd<FloatMatrix> result (tmp,
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164 svd_type<FloatMatrix> (nargin, nargout),
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165 svd_driver<FloatMatrix> ());
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166
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167 FloatDiagMatrix sigma = result.singular_values ();
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168
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169 if (nargout == 0 || nargout == 1)
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170 retval(0) = sigma.extract_diag ();
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171 else
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172 retval = ovl (result.left_singular_matrix (),
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173 sigma,
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174 result.right_singular_matrix ());
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175 }
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176 else if (arg.is_complex_type ())
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177 {
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178 FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();
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179
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180 if (ctmp.any_element_is_inf_or_nan ())
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181 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
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182
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183 svd<FloatComplexMatrix> result (ctmp,
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184 svd_type<FloatComplexMatrix> (nargin, nargout),
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185 svd_driver<FloatComplexMatrix> ());
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186
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187 FloatDiagMatrix sigma = result.singular_values ();
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188
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189 if (nargout == 0 || nargout == 1)
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190 retval(0) = sigma.extract_diag ();
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191 else
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192 retval = ovl (result.left_singular_matrix (),
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193 sigma,
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194 result.right_singular_matrix ());
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195 }
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196 }
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197 else
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198 {
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199 if (arg.is_real_type ())
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200 {
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201 Matrix tmp = arg.matrix_value ();
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202
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203 if (tmp.any_element_is_inf_or_nan ())
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diff changeset
204 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
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205
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206 svd<Matrix> result (tmp,
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207 svd_type<Matrix> (nargin, nargout),
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diff changeset
208 svd_driver<Matrix> ());
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209
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210 DiagMatrix sigma = result.singular_values ();
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diff changeset
211
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212 if (nargout == 0 || nargout == 1)
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diff changeset
213 retval(0) = sigma.extract_diag ();
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214 else
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diff changeset
215 retval = ovl (result.left_singular_matrix (),
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diff changeset
216 sigma,
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parents: 21200
diff changeset
217 result.right_singular_matrix ());
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diff changeset
218 }
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219 else if (arg.is_complex_type ())
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220 {
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diff changeset
221 ComplexMatrix ctmp = arg.complex_matrix_value ();
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diff changeset
222
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223 if (ctmp.any_element_is_inf_or_nan ())
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diff changeset
224 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
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225
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diff changeset
226 svd<ComplexMatrix> result (ctmp,
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diff changeset
227 svd_type<ComplexMatrix> (nargin, nargout),
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228 svd_driver<ComplexMatrix> ());
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229
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diff changeset
230 DiagMatrix sigma = result.singular_values ();
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diff changeset
231
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232 if (nargout == 0 || nargout == 1)
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233 retval(0) = sigma.extract_diag ();
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234 else
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235 retval = ovl (result.left_singular_matrix (),
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diff changeset
236 sigma,
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diff changeset
237 result.right_singular_matrix ());
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238 }
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239 else
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240 err_wrong_type_arg ("svd", arg);
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241 }
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242
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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243 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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244 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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245
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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diff changeset
246 /*
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247 %!assert (svd ([1, 2; 2, 1]), [3; 1], sqrt (eps))
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248
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249 %!test
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250 %! [u, s, v] = svd ([1, 2; 2, 1]);
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251 %! x = 1 / sqrt (2);
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252 %! assert (u, [-x, -x; -x, x], sqrt (eps));
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253 %! assert (s, [3, 0; 0, 1], sqrt (eps));
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254 %! assert (v, [-x, x; -x, -x], sqrt (eps));
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255
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256 %!test
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257 %! a = [1, 2, 3; 4, 5, 6];
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258 %! [u, s, v] = svd (a);
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259 %! assert (u * s * v', a, sqrt (eps));
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260
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261 %!test
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262 %! a = [1, 2; 3, 4; 5, 6];
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263 %! [u, s, v] = svd (a);
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264 %! assert (u * s * v', a, sqrt (eps));
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265
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266 %!test
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267 %! a = [1, 2, 3; 4, 5, 6];
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268 %! [u, s, v] = svd (a, 1);
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269 %! assert (u * s * v', a, sqrt (eps));
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270
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271 %!test
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272 %! a = [1, 2; 3, 4; 5, 6];
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273 %! [u, s, v] = svd (a, 1);
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274 %! assert (u * s * v', a, sqrt (eps));
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275
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276 %!assert (svd (single ([1, 2; 2, 1])), single ([3; 1]), sqrt (eps ("single")))
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277
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278 %!test
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279 %! [u, s, v] = svd (single ([1, 2; 2, 1]));
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280 %! x = single (1 / sqrt (2));
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281 %! assert (u, [-x, -x; -x, x], sqrt (eps ("single")));
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282 %! assert (s, single ([3, 0; 0, 1]), sqrt (eps ("single")));
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283 %! assert (v, [-x, x; -x, -x], sqrt (eps ("single")));
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284
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285 %!test
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286 %! a = single ([1, 2, 3; 4, 5, 6]);
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287 %! [u, s, v] = svd (a);
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288 %! assert (u * s * v', a, sqrt (eps ("single")));
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289
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290 %!test
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291 %! a = single ([1, 2; 3, 4; 5, 6]);
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292 %! [u, s, v] = svd (a);
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293 %! assert (u * s * v', a, sqrt (eps ("single")));
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294
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295 %!test
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296 %! a = single ([1, 2, 3; 4, 5, 6]);
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297 %! [u, s, v] = svd (a, 1);
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298 %! assert (u * s * v', a, sqrt (eps ("single")));
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299
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300 %!test
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301 %! a = single ([1, 2; 3, 4; 5, 6]);
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302 %! [u, s, v] = svd (a, 1);
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303 %! assert (u * s * v', a, sqrt (eps ("single")));
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304
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305 %!test
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306 %! a = zeros (0, 5);
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307 %! [u, s, v] = svd (a);
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308 %! assert (size (u), [0, 0]);
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309 %! assert (size (s), [0, 5]);
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310 %! assert (size (v), [5, 5]);
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311
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312 %!test
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313 %! a = zeros (5, 0);
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314 %! [u, s, v] = svd (a, 1);
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315 %! assert (size (u), [5, 0]);
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316 %! assert (size (s), [0, 0]);
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317 %! assert (size (v), [0, 0]);
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318
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319 %!error svd ()
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320 %!error svd ([1, 2; 4, 5], 2, 3)
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321 %!error [u, v] = svd ([1, 2; 3, 4])
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322 */
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323
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324 DEFUN (svd_driver, args, nargout,
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325 doc: /* -*- texinfo -*-
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326 @deftypefn {} {@var{val} =} svd_driver ()
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327 @deftypefnx {} {@var{old_val} =} svd_driver (@var{new_val})
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328 @deftypefnx {} {} svd_driver (@var{new_val}, "local")
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329 Query or set the underlying @sc{lapack} driver used by @code{svd}.
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330
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331 Currently recognized values are @qcode{"gesvd"} and @qcode{"gesdd"}.
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332 The default is @qcode{"gesvd"}.
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333
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334 When called from inside a function with the @qcode{"local"} option, the
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335 variable is changed locally for the function and any subroutines it calls.
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336 The original variable value is restored when exiting the function.
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337 @seealso{svd}
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338 @end deftypefn */)
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339 {
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340 static const char *driver_names[] = { "gesvd", "gesdd", 0 };
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341
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342 return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names);
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343 }
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344
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345 /*
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346 %!test
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347 %! A = [1+1i, 1-1i, 0; 0, 2, 0; 1i, 1i, 1+2i];
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348 %! old_driver = svd_driver ("gesvd");
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349 %! [U1, S1, V1] = svd (A);
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350 %! svd_driver ("gesdd");
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351 %! [U2, S2, V2] = svd (A);
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352 %! assert (U1, U2, 5*eps);
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353 %! assert (S1, S2, 5*eps);
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354 %! assert (V1, V2, 5*eps);
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355 %! svd_driver (old_driver);
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356 */