Mercurial > octave
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> |
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date | Tue, 21 Jun 2016 16:07:51 -0400 |
parents | aba2e6293dd8 |
children | 469c817eb256 |
rev | line source |
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2928 | 1 /* |
2 | |
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3 Copyright (C) 1996-2015 John W. Eaton |
2928 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
2928 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
2928 | 20 |
21 */ | |
22 | |
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23 #if defined (HAVE_CONFIG_H) |
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24 # include "config.h" |
2928 | 25 #endif |
26 | |
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27 #include "svd.h" |
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29 #include "defun.h" |
2928 | 30 #include "error.h" |
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31 #include "errwarn.h" |
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32 #include "ovl.h" |
2928 | 33 #include "pr-output.h" |
34 #include "utils.h" | |
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35 #include "variables.h" |
2928 | 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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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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140 int nargin = args.length (); | |
141 | |
142 if (nargin < 1 || nargin > 2 || nargout == 2 || nargout > 3) | |
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143 print_usage (); |
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145 octave_value arg = args(0); | |
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 } |
2928 | 196 } |
197 else | |
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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204 error ("svd: cannot take SVD of matrix containing Inf or NaN values"); |
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206 svd<Matrix> result (tmp, |
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207 svd_type<Matrix> (nargin, nargout), |
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208 svd_driver<Matrix> ()); |
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209 |
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210 DiagMatrix sigma = result.singular_values (); |
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212 if (nargout == 0 || nargout == 1) |
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213 retval(0) = sigma.extract_diag (); |
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214 else |
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215 retval = ovl (result.left_singular_matrix (), |
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216 sigma, |
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217 result.right_singular_matrix ()); |
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218 } |
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219 else if (arg.is_complex_type ()) |
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220 { |
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221 ComplexMatrix ctmp = arg.complex_matrix_value (); |
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223 if (ctmp.any_element_is_inf_or_nan ()) |
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224 error ("svd: cannot take SVD of matrix containing Inf or NaN values"); |
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226 svd<ComplexMatrix> result (ctmp, |
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227 svd_type<ComplexMatrix> (nargin, nargout), |
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228 svd_driver<ComplexMatrix> ()); |
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230 DiagMatrix sigma = result.singular_values (); |
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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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236 sigma, |
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237 result.right_singular_matrix ()); |
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238 } |
4478 | 239 else |
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240 err_wrong_type_arg ("svd", arg); |
2928 | 241 } |
242 | |
243 return retval; | |
244 } | |
245 | |
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]) |
2928 | 322 */ |
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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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340 static const char *driver_names[] = { "gesvd", "gesdd", 0 }; |
10601 | 341 |
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342 return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names); |
10601 | 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 */ |