octave: libinterp/corefcn/svd.cc annotate

annotate libinterp/corefcn/svd.cc @ 29958:32c3a5805893

move DEFUN and DEFMETHOD functions inside octave namespace * mk-opts.pl: Surround emitted function definitions with OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags. * mk-builtins.pl: Surround emitted function declarations with OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags. Emit deprecated global inline functions. * __betainc__.cc, __contourc__.cc, __dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, balance.cc, besselj.cc, bitfcns.cc, bsxfun.cc, call-stack.cc, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc, dmperm.cc, dot.cc, eig.cc, ellipj.cc, environment.cc, error.cc, event-manager.cc, fcn-info.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, graphics.cc, gsvd.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, interpreter.cc, inv.cc, jsondecode.cc, jsonencode.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, ordqz.cc, ordschur.cc, pager.cc, pinv.cc, pr-flt-fmt.cc, pr-output.cc, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, sighandlers.cc, sparse.cc, spparms.cc, sqrtm.cc, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symbfact.cc, symrcm.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, __fltk_uigetfile__.cc, __glpk__.cc, __init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc, gzip.cc, ov-base.cc, ov-bool-mat.cc, ov-cell.cc, ov-class.cc, ov-classdef.cc, ov-fcn-handle.cc, ov-java.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-struct.cc, ov-typeinfo.cc, ov-usr-fcn.cc, ov.cc, octave.cc, lex.ll, oct-parse.yy, profiler.cc, pt-eval.cc: Surround DEFUN and DEFMETHOD function defnitions with OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags.

author	John W. Eaton <jwe@octave.org>
date	Fri, 13 Aug 2021 21:53:51 -0400
parents	9245ae55b6bd
children	7d6709900da7

rev	line source
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	1 ////////////////////////////////////////////////////////////////////////
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	2 //
29358 0a5b15007766 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	3 // Copyright (C) 1996-2021 The Octave Project Developers
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	4 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 // See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 // distribution or <https://octave.org/copyright/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	7 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	8 // This file is part of Octave.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	9 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	10 // Octave is free software: you can redistribute it and/or modify it
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	11 // under the terms of the GNU General Public License as published by
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	12 // the Free Software Foundation, either version 3 of the License, or
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	13 // (at your option) any later version.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	14 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	15 // Octave is distributed in the hope that it will be useful, but
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	16 // WITHOUT ANY WARRANTY; without even the implied warranty of
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	18 // GNU General Public License for more details.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	19 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	20 // You should have received a copy of the GNU General Public License
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	21 // along with Octave; see the file COPYING. If not, see
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	22 // <https://www.gnu.org/licenses/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	23 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ////////////////////////////////////////////////////////////////////////
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	25
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	26 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21273 diff changeset	27 # include "config.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	28 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	29
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	30 #include "svd.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	31
15039 e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory Rik <rik@octave.org> parents: 14501 diff changeset	32 #include "defun.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	33 #include "error.h"
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20940 diff changeset	34 #include "errwarn.h"
20940 48b2ad5ee801 maint: Rename oct-obj.[cc\|h] to ovl.[cc\|h] for clarity. Rik <rik@octave.org> parents: 20939 diff changeset	35 #include "ovl.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	36 #include "pr-output.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	37 #include "utils.h"
10638 e1559a8a60b4 general mechanism for string enum variables Jaroslav Hajek <highegg@gmail.com> parents: 10601 diff changeset	38 #include "variables.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	39
29958 32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29418 diff changeset	40 OCTAVE_NAMESPACE_BEGIN
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29418 diff changeset	41
26630 1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	42 static std::string Vsvd_driver = "gesvd";
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	43
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	44 template <typename T>
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	45 static typename octave::math::svd<T>::Type
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	46 svd_type (int nargin, int nargout, const octave_value_list & args, const T & A)
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	47 {
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	48 if (nargout == 0 \|\| nargout == 1)
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	49 return octave::math::svd<T>::Type::sigma_only;
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	50 else if (nargin == 1)
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	51 return octave::math::svd<T>::Type::std;
25103 078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	52 else if (! args(1).is_real_scalar ())
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	53 return octave::math::svd<T>::Type::economy;
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	54 else
25103 078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	55 {
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	56 if (A.rows () > A.columns ())
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	57 return octave::math::svd<T>::Type::economy;
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	58 else
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	59 return octave::math::svd<T>::Type::std;
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	60 }
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	61 }
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	62
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	63 template <typename T>
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	64 static typename octave::math::svd<T>::Driver
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	65 svd_driver (void)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	66 {
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	67 if (Vsvd_driver == "gejsv")
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	68 return octave::math::svd<T>::Driver::GEJSV;
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	69 else if (Vsvd_driver == "gesdd")
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	70 return octave::math::svd<T>::Driver::GESDD;
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	71 else
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	72 return octave::math::svd<T>::Driver::GESVD; // default
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	73 }
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	74
15039 e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory Rik <rik@octave.org> parents: 14501 diff changeset	75 DEFUN (svd, args, nargout,
22893 5ff6716cf157 allow dispatch types to be declared for built-in functions John W. Eaton <jwe@octave.org> parents: 22755 diff changeset	76 classes: double single
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	77 doc: /* -- texinfo --
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	78 @deftypefn {} {@var{s} =} svd (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	79 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A})
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	80 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, "econ")
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	81 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, 0)
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	82 @cindex singular value decomposition
25106 d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25103 diff changeset	83 Compute the singular value decomposition of @var{A}.
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25103 diff changeset	84
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25103 diff changeset	85 The singular value decomposition is defined by the relation
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25103 diff changeset	86
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	87 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	88 $$
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	89 A = U S V^{\dagger}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	90 $$
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	91 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	92 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	93
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	94 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	95 A = USV'
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	96 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	97
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	98 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	99
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	100 The function @code{svd} normally returns only the vector of singular values.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	101 When called with three return values, it computes
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	102 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	103 $U$, $S$, and $V$.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	104 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	105 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	106 @var{U}, @var{S}, and @var{V}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	107 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	108 For example,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	109
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	110 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	111 svd (hilb (3))
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	112 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	113
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	114 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	115 returns
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	116
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	117 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	118 @group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	119 ans =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	120
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	121 1.4083189
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	122 0.1223271
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	123 0.0026873
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	124 @end group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	125 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	126
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	127 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	128 and
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	129
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	130 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	131 [u, s, v] = svd (hilb (3))
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	132 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	133
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	134 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	135 returns
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	136
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	137 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	138 @group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	139 u =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	140
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	141 -0.82704 0.54745 0.12766
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	142 -0.45986 -0.52829 -0.71375
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	143 -0.32330 -0.64901 0.68867
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	144
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	145 s =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	146
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	147 1.40832 0.00000 0.00000
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	148 0.00000 0.12233 0.00000
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	149 0.00000 0.00000 0.00269
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	150
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	151 v =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	152
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	153 -0.82704 0.54745 0.12766
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	154 -0.45986 -0.52829 -0.71375
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	155 -0.32330 -0.64901 0.68867
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	156 @end group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	157 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	158
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	159 When given a second argument that is not 0, @code{svd} returns an economy-sized
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	160 decomposition, eliminating the unnecessary rows or columns of @var{U} or
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	161 @var{V}.
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	162
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	163 If the second argument is exactly 0, then the choice of decomposition is based
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	164 on the matrix @var{A}. If @var{A} has more rows than columns then an
22709 5c04055aa767 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 22615 diff changeset	165 economy-sized decomposition is returned, otherwise a regular decomposition
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	166 is calculated.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	167
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	168 Algorithm Notes: When calculating the full decomposition (left and right
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	169 singular matrices in addition to singular values) there is a choice of two
26733 da8ebed6d56e doc: Update docstring for svd to state that gesvd is default driver. Rik <rik@octave.org> parents: 26630 diff changeset	170 routines in @sc{lapack}. The default routine used by Octave is @code{gesvd}.
da8ebed6d56e doc: Update docstring for svd to state that gesvd is default driver. Rik <rik@octave.org> parents: 26630 diff changeset	171 The alternative is @code{gesdd} which is 5X faster, but may use more memory
29418 9245ae55b6bd Use Octave coding conventions in patch for GEJSV SVD driver (bug #55727). Rik <rik@octave.org> parents: 29412 diff changeset	172 and may be inaccurate for some input matrices. There is a third routine
9245ae55b6bd Use Octave coding conventions in patch for GEJSV SVD driver (bug #55727). Rik <rik@octave.org> parents: 29412 diff changeset	173 @code{gejsv}, suitable for better accuracy at extreme scale. See the
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	174 documentation for @code{svd_driver} for more information on choosing a driver.
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	175 @seealso{svd_driver, svds, eig, lu, chol, hess, qr, qz}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	176 @end deftypefn */)
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	177 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	178 int nargin = args.length ();
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	179
25699 825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	180 if (nargin < 1 \|\| nargin > 2 \|\| nargout > 3)
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	181 print_usage ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	182
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	183 octave_value arg = args(0);
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	184
10185 455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	185 if (arg.ndims () != 2)
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	186 error ("svd: A must be a 2-D matrix");
10185 455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	187
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20873 diff changeset	188 octave_value_list retval;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20873 diff changeset	189
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7017 diff changeset	190 bool isfloat = arg.is_single_type ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7017 diff changeset	191
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	192 if (isfloat)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	193 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	194 if (arg.isreal ())
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	195 {
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	196 FloatMatrix tmp = arg.float_matrix_value ();
10638 e1559a8a60b4 general mechanism for string enum variables Jaroslav Hajek <highegg@gmail.com> parents: 10601 diff changeset	197
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	198 if (tmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	199 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	200
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	201 octave::math::svd<FloatMatrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	202 (tmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	203 svd_type<FloatMatrix> (nargin, nargout, args, tmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	204 svd_driver<FloatMatrix> ());
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	205
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	206 FloatDiagMatrix sigma = result.singular_values ();
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	207
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	208 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	209 retval(0) = sigma.extract_diag ();
25699 825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	210 else if (nargout == 2)
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	211 retval = ovl (result.left_singular_matrix (),
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	212 sigma);
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	213 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	214 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	215 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	216 result.right_singular_matrix ());
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	217 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23573 diff changeset	218 else if (arg.iscomplex ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	219 {
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	220 FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	221
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	222 if (ctmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	223 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	224
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	225 octave::math::svd<FloatComplexMatrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	226 (ctmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	227 svd_type<FloatComplexMatrix> (nargin, nargout, args, ctmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	228 svd_driver<FloatComplexMatrix> ());
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	229
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	230 FloatDiagMatrix sigma = result.singular_values ();
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	231
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	232 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	233 retval(0) = sigma.extract_diag ();
25699 825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	234 else if (nargout == 2)
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	235 retval = ovl (result.left_singular_matrix (),
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	236 sigma);
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	237 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	238 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	239 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	240 result.right_singular_matrix ());
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	241 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	242 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	243 else
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	244 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	245 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	246 {
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	247 Matrix tmp = arg.matrix_value ();
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7017 diff changeset	248
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	249 if (tmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	250 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	251
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	252 octave::math::svd<Matrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	253 (tmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	254 svd_type<Matrix> (nargin, nargout, args, tmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	255 svd_driver<Matrix> ());
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	256
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	257 DiagMatrix sigma = result.singular_values ();
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	258
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	259 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	260 retval(0) = sigma.extract_diag ();
25699 825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	261 else if (nargout == 2)
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	262 retval = ovl (result.left_singular_matrix (),
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	263 sigma);
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	264 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	265 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	266 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	267 result.right_singular_matrix ());
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	268 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23573 diff changeset	269 else if (arg.iscomplex ())
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	270 {
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	271 ComplexMatrix ctmp = arg.complex_matrix_value ();
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	272
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	273 if (ctmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	274 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	275
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	276 octave::math::svd<ComplexMatrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	277 (ctmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	278 svd_type<ComplexMatrix> (nargin, nargout, args, ctmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	279 svd_driver<ComplexMatrix> ());
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	280
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	281 DiagMatrix sigma = result.singular_values ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	282
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	283 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	284 retval(0) = sigma.extract_diag ();
25699 825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	285 else if (nargout == 2)
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	286 retval = ovl (result.left_singular_matrix (),
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	287 sigma);
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	288 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	289 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	290 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	291 result.right_singular_matrix ());
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	292 }
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	293 else
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	294 err_wrong_type_arg ("svd", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	295 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	296
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	297 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	298 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	299
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	300 /*
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	301 %!assert (svd ([1, 2; 2, 1]), [3; 1], sqrt (eps))
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	302
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	303 %!test
25699 825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	304 %! a = [1, 2; 3, 4] + [5, 6; 7, 8]*i;
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	305 %! [u,s,v] = svd (a);
825e1d0dfa8e Allow svd to return two output arguments (bug #53356). Marco Caliari <marco.caliari@univr.it> parents: 25106 diff changeset	306 %! assert (a, u * s * v', 128 * eps);
22592 ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	307
ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	308 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	309 %! [u, s, v] = svd ([1, 2; 2, 1]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	310 %! x = 1 / sqrt (2);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	311 %! assert (u, [-x, -x; -x, x], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	312 %! assert (s, [3, 0; 0, 1], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	313 %! assert (v, [-x, x; -x, -x], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	314
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	315 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	316 %! a = [1, 2, 3; 4, 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	317 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	318 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	319
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	320 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	321 %! a = [1, 2; 3, 4; 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	322 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	323 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	324
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	325 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	326 %! a = [1, 2, 3; 4, 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	327 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	328 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	329
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	330 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	331 %! a = [1, 2; 3, 4; 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	332 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	333 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	334
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	335 %!assert (svd (single ([1, 2; 2, 1])), single ([3; 1]), sqrt (eps ("single")))
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	336
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	337 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	338 %! [u, s, v] = svd (single ([1, 2; 2, 1]));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	339 %! x = single (1 / sqrt (2));
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	340 %! assert (u, [-x, -x; -x, x], sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	341 %! assert (s, single ([3, 0; 0, 1]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	342 %! assert (v, [-x, x; -x, -x], sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	343
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	344 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	345 %! a = single ([1, 2, 3; 4, 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	346 %! [u, s, v] = svd (a);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	347 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	348
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	349 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	350 %! a = single ([1, 2; 3, 4; 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	351 %! [u, s, v] = svd (a);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	352 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	353
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	354 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	355 %! a = single ([1, 2, 3; 4, 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	356 %! [u, s, v] = svd (a, 1);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	357 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	358
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	359 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	360 %! a = single ([1, 2; 3, 4; 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	361 %! [u, s, v] = svd (a, 1);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	362 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	363
10185 455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	364 %!test
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	365 %! a = zeros (0, 5);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	366 %! [u, s, v] = svd (a);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	367 %! assert (size (u), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	368 %! assert (size (s), [0, 5]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	369 %! assert (size (v), [5, 5]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	370
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	371 %!test
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	372 %! a = zeros (5, 0);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	373 %! [u, s, v] = svd (a, 1);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	374 %! assert (size (u), [5, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	375 %! assert (size (s), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	376 %! assert (size (v), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	377
23573 1b4f4ec53b4a use new script to tag fixed bugs in tests John W. Eaton <jwe@octave.org> parents: 23572 diff changeset	378 %!test <*49309>
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	379 %! [~,~,v] = svd ([1, 1, 1], 0);
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	380 %! assert (size (v), [3 3]);
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	381 %! [~,~,v] = svd ([1, 1, 1], "econ");
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	382 %! assert (size (v), [3 1]);
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	383
26731 75d79c39ac92 Replace '-0' in sigma matrix from svd() with '+0' (bug #55710). Rik <rik@octave.org> parents: 26630 diff changeset	384 %!assert <*55710> (1 / svd (-0), Inf)
75d79c39ac92 Replace '-0' in sigma matrix from svd() with '+0' (bug #55710). Rik <rik@octave.org> parents: 26630 diff changeset	385
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	386 %!test
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	387 %! old_driver = svd_driver ("gejsv");
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	388 %! s0 = [1e-20; 1e-10; 1]; # only gejsv can pass
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	389 %! q = sqrt (0.5);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	390 %! a = s0 .* [q, 0, -q; -0.5, q, -0.5; 0.5, q, 0.5];
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	391 %! s1 = svd (a);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	392 %! svd_driver (old_driver);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	393 %! assert (sort (s1), s0, -10 * eps);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	394
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	395 %!error svd ()
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	396 %!error svd ([1, 2; 4, 5], 2, 3)
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	397 */
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	398
15039 e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory Rik <rik@octave.org> parents: 14501 diff changeset	399 DEFUN (svd_driver, args, nargout,
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	400 doc: /* -- texinfo --
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	401 @deftypefn {} {@var{val} =} svd_driver ()
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	402 @deftypefnx {} {@var{old_val} =} svd_driver (@var{new_val})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	403 @deftypefnx {} {} svd_driver (@var{new_val}, "local")
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	404 Query or set the underlying @sc{lapack} driver used by @code{svd}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	405
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	406 Currently recognized values are @qcode{"gesdd"}, @qcode{"gesvd"}, and
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	407 @qcode{"gejsv"}. The default is @qcode{"gesvd"}.
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	408
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	409 When called from inside a function with the @qcode{"local"} option, the
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	410 variable is changed locally for the function and any subroutines it calls.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	411 The original variable value is restored when exiting the function.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	412
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	413 Algorithm Notes: The @sc{lapack} library routines @code{gesvd} and @code{gesdd}
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	414 are different only when calculating the full singular value decomposition (left
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	415 and right singular matrices as well as singular values). When calculating just
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	416 the singular values the following discussion is not relevant.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	417
26630 1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	418 The newer @code{gesdd} routine is based on a Divide-and-Conquer algorithm that
1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	419 is 5X faster than the alternative @code{gesvd}, which is based on QR
1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	420 factorization. However, the new algorithm can use significantly more memory.
1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	421 For an @nospell{MxN} input matrix the memory usage is of order O(min(M,N) ^ 2),
1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	422 whereas the alternative is of order O(max(M,N)).
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	423
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	424 The routine @code{gejsv} uses a preconditioned Jacobi SVD algorithm. Unlike
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	425 @code{gesvd} and @code{gesdd}, in @code{gejsv}, there is no bidiagonalization
29418 9245ae55b6bd Use Octave coding conventions in patch for GEJSV SVD driver (bug #55727). Rik <rik@octave.org> parents: 29412 diff changeset	426 step that could contaminate accuracy in some extreme cases. Also, @code{gejsv}
9245ae55b6bd Use Octave coding conventions in patch for GEJSV SVD driver (bug #55727). Rik <rik@octave.org> parents: 29412 diff changeset	427 is known to be optimally accurate in some sense. However, the speed is slower
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	428 (single threaded at its core) and uses more memory (O(min(M,N) ^ 2 + M + N)).
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	429
26630 1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	430 Beyond speed and memory issues, there have been instances where some input
1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	431 matrices were not accurately decomposed by @code{gesdd}. See currently active
1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	432 bug @url{https://savannah.gnu.org/bugs/?55564}. Until these accuracy issues
1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	433 are resolved in a new version of the @sc{lapack} library, the default driver
1212568010a8 Use 'gesvd' as default svd_driver (bug #55564). Rik <rik@octave.org> parents: 26614 diff changeset	434 in Octave has been set to @qcode{"gesvd"}.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	435
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	436 @seealso{svd}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	437 @end deftypefn */)
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	438 {
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	439 static const char *driver_names[] = { "gesvd", "gesdd", "gejsv", nullptr };
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	440
10638 e1559a8a60b4 general mechanism for string enum variables Jaroslav Hajek <highegg@gmail.com> parents: 10601 diff changeset	441 return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names);
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	442 }
15887 8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	443
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	444 /*
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	445 %!test
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	446 %! A = [1+1i, 1-1i, 0; 0, 2, 0; 1i, 1i, 1+2i];
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	447 %! old_driver = svd_driver ("gesvd");
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	448 %! [U1, S1, V1] = svd (A);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	449 %! svd_driver ("gesdd");
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	450 %! [U2, S2, V2] = svd (A);
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	451 %! svd_driver ("gejsv");
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	452 %! [U3, S3, V3] = svd (A);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	453 %! assert (svd_driver (), "gejsv");
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	454 %! svd_driver (old_driver);
29412 9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	455 %! assert (U1, U2, 6*eps);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	456 %! assert (S1, S2, 6*eps);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	457 %! assert (V1, V2, 6*eps);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	458 %! z = U1(1,:) ./ U3(1,:);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	459 %! assert (U1, U3 .* z, 100*eps);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	460 %! assert (S1, S3, 6*eps);
9b6bf68ea663 Add additional svd driver GEJSV for accurate SVD (bug #55727). Eddy Xiao <bewantbe@gmail.com> parents: 29359 diff changeset	461 %! assert (V1, V3 .* z, 100*eps);
15887 8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	462 */
29958 32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29418 diff changeset	463
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29418 diff changeset	464 OCTAVE_NAMESPACE_END

Mercurial > octave

annotate libinterp/corefcn/svd.cc @ 29958:32c3a5805893