octave: libinterp/corefcn/gsvd.cc annotate

annotate libinterp/corefcn/gsvd.cc @ 30300:4ee01c14fccd

Rewrite gsvd function and return *correct* 3rd output (bug #60273). Correctly use the API interface to LAPACK which Octave got wrong for certain matrix combinations. Perform post-processing on LAPACK results to return Matlab-compatible outputs. * libinterp/corefcn/gsvd.cc (gsvd_type): Add second input (nargin) to be able to distinguish the type of gsvd to generate. * libinterp/corefcn/gsvd.cc (do_gsvd): Add another input (nargin) to be able to calculate the correct gsvd type. Update code for API change in liboctave which now returns a full Matrix for singular values rather than a DiagMatrix. Sort singular values in ascending order for compatibility with Matlab. * libinterp/corefcn/gsvd.cc (Fgsvd): Update documation to warn about rank-deficient input case. Add new input validation to check that number of columns of A and B match. Move special check for empty matrices from libinterp to liboctave. Update all BIST tests for new behavior of gsvd code in liboctave. * liboctave/numeric/gsvd.h (gsvd): Remove member variable R from gsvd class. * liboctave/numeric/gsvd.h (gsvd::singular_values_A, gsvd_singular_values_B): Change return type to T::real_matrix_type from T::real_diag_matrix_type. * liboctave/numeric/gsvd.h (gsvd::ggsvd): Change default gsvd::Type to "std" from "economy". * liboctave/numeric/gsvd.cc: Add #includes for <algorithm>, <undordered_map>, and "oct-locbuf.h". Change gsvd_fcn from std::map to std::unordered_map. * liboctave/numeric/gsvd.cc (initialize_gsvd): Throw an error if Octave is unable to connect to LAPACK library. * liboctave/numeric/gsvd.cc (ggsvd): Change function prototype to not use references to Octave Matrix datatypes, but rather point directly to underlying plain old datatype. For example, use "double *" rather than "Matrix&". Replace scratch memory instances created with Matrix() with OCTAVE_LOCAL_BUFFER which relies on C++ STL. * liboctave/numeric/gsvd.cc (left_singular_matrix_A, left_singular_matrix_B, right_singular_matrix): Use the fact that current_liboctave_error_handler never returns to eliminate else branch of if/else code. * liboctave/numeric/gsvd.cc (R_matrix): Delete unused function. * liboctave/numeric/gsvd.cc (gsvd): Add input validation for empty matrices. Simplify 'job' values processing which seems to have been fixed in LAPACK 3.0. Replace scratch memory created with std::vector with OCTAVE_LOCAL_BUFFER. Replace scratch memory created with Octave Matrix classes with OCTAVE_LOCAL_BUFFER. Use initializer list to std::max to simplify code. Re-code interface to LAPACK to extract 'R' matrix. Post-process to calculate third output of gsvd as X = Q*R'. Correct algorithm to extract singular values from LAPACK..

author	Rik <rik@octave.org>
date	Wed, 08 Sep 2021 16:08:03 -0700
parents	7d6709900da7
children	cd63a97cb9be

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) 1997-2021 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 ////////////////////////////////////////////////////////////////////////
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	25
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	26 #ifdef HAVE_CONFIG_H
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	27 # include <config.h>
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	28 #endif
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	29
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	30 #include "dMatrix.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	31 #include "CMatrix.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	32 #include "dDiagMatrix.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	33 #include "gsvd.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	34
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	35 #include "defun.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	36 #include "defun-int.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	37 #include "error.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	38 #include "errwarn.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	39 #include "utils.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	40 #include "ovl.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	41 #include "ov.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	42
29958 32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	43 OCTAVE_NAMESPACE_BEGIN
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	44
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	45 template <typename T>
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	46 static typename math::gsvd<T>::Type
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	47 gsvd_type (int nargout, int nargin)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	48 {
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	49 if (nargout == 0 \|\| nargout == 1)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	50 return octave::math::gsvd<T>::Type::sigma_only;
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	51 else if (nargin < 3)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	52 return octave::math::gsvd<T>::Type::std;
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	53 else
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	54 return octave::math::gsvd<T>::Type::economy;
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	55 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	56
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	57 // Named do_gsvd to avoid conflicts with the gsvd class itself.
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	58 template <typename T>
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	59 static octave_value_list
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	60 do_gsvd (const T& A, const T& B,
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	61 const octave_idx_type nargout, const octave_idx_type nargin,
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	62 bool is_single = false)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	63 {
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	64 math::gsvd<T> result (A, B, gsvd_type<T> (nargout, nargin));
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	65
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	66 octave_value_list retval (nargout);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	67 if (nargout <= 1)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	68 {
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	69 if (is_single)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	70 {
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	71 FloatMatrix sigA = result.singular_values_A ();
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	72 FloatMatrix sigB = result.singular_values_B ();
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	73 for (int i = sigA.rows () - 1; i >= 0; i--)
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	74 sigA.xelem (i) /= sigB.xelem (i);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	75 retval(0) = sigA.sort ();
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	76 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	77 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	78 {
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	79 Matrix sigA = result.singular_values_A ();
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	80 Matrix sigB = result.singular_values_B ();
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	81 for (int i = sigA.rows () - 1; i >= 0; i--)
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	82 sigA.xelem (i) /= sigB.xelem (i);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	83 retval(0) = sigA.sort ();
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	84 }
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	85 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	86 else
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	87 {
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	88 switch (nargout)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	89 {
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	90 case 5:
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	91 retval(4) = result.singular_values_B ();
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	92 OCTAVE_FALLTHROUGH;
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	93
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	94 case 4:
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	95 retval(3) = result.singular_values_A ();
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	96 OCTAVE_FALLTHROUGH;
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	97
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	98 case 3:
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	99 retval(2) = result.right_singular_matrix ();
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	100 OCTAVE_FALLTHROUGH;
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	101 }
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	102 retval(1) = result.left_singular_matrix_B ();
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	103 retval(0) = result.left_singular_matrix_A ();
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	104 }
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	105
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	106 return retval;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	107 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	108
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	109 DEFUN (gsvd, args, nargout,
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	110 doc: /* -- texinfo --
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	111 @deftypefn {} {@var{S} =} gsvd (@var{A}, @var{B})
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	112 @deftypefnx {} {[@var{U}, @var{V}, @var{X}, @var{C}, @var{S}] =} gsvd (@var{A}, @var{B})
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	113 @deftypefnx {} {[@var{U}, @var{V}, @var{X}, @var{C}, @var{S}] =} gsvd (@var{A}, @var{B}, 0)
25106 d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25054 diff changeset	114 Compute the generalized singular value decomposition of (@var{A}, @var{B}).
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25054 diff changeset	115
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25054 diff changeset	116 The generalized singular value decomposition is defined by the following
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25054 diff changeset	117 relations:
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	118
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	119 @tex
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	120 $$ A = U C X^\dagger $$
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	121 $$ B = V S X^\dagger $$
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	122 $$ C^\dagger C + S^\dagger S = eye (columns (A)) $$
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	123 @end tex
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	124 @ifnottex
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	125
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	126 @example
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	127 @group
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	128 A = UCX'
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	129 B = VSX'
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	130 C'C + S'S = eye (columns (A))
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	131 @end group
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	132 @end example
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	133
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	134 @end ifnottex
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	135
23565 3a730821e4a2 doc: Peridoc grammarcheck of documentation. Rik <rik@octave.org> parents: 23221 diff changeset	136 The function @code{gsvd} normally returns just the vector of generalized
3a730821e4a2 doc: Peridoc grammarcheck of documentation. Rik <rik@octave.org> parents: 23221 diff changeset	137 singular values
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	138 @tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	139 $$ \sqrt{{{diag (C^\dagger C)} \over {diag (S^\dagger S)}}} $$
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	140 @end tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	141 @ifnottex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	142 @code{sqrt (diag (C'C) ./ diag (S'S))}.
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	143 @end ifnottex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	144 If asked for five return values, it also computes
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	145 @tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	146 $U$, $V$, $X$, and $C$.
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	147 @end tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	148 @ifnottex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	149 U, V, X, and C.
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	150 @end ifnottex
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	151
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	152 If the optional third input is present, @code{gsvd} constructs the
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	153 "economy-sized" decomposition where the number of columns of @var{U}, @var{V}
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	154 and the number of rows of @var{C}, @var{S} is less than or equal to the number
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	155 of columns of @var{A}. This option is not yet implemented.
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	156
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	157 Programming Note: the code is a wrapper to the corresponding @sc{lapack} dggsvd
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	158 and zggsvd routines. If matrices @var{A} and @var{B} are @emph{both} rank
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	159 deficient then @sc{lapack} will return an incorrect factorization. Programmers
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	160 should avoid this combination.
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	161 @seealso{svd}
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	162 @end deftypefn */)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	163 {
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	164 int nargin = args.length ();
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	165
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	166 if (nargin < 2 \|\| nargin > 3)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	167 print_usage ();
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	168 else if (nargin == 3)
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	169 {
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	170 // FIXME: when "economy" is implemented delete this code
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	171 warning ("gsvd: economy-sized decomposition is not yet implemented, returning full decomposition");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	172 nargin = 2;
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	173 }
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	174
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	175 octave_value_list retval;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	176
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	177 octave_value argA = args(0);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	178 octave_value argB = args(1);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	179
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	180 if (argA.columns () != argB.columns ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	181 error ("gsvd: A and B must have the same number of columns");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	182
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	183 if (argA.is_single_type () \|\| argB.is_single_type ())
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	184 {
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	185 if (argA.isreal () && argB.isreal ())
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	186 {
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	187 FloatMatrix tmpA = argA.xfloat_matrix_value ("gsvd: A must be a real or complex matrix");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	188 FloatMatrix tmpB = argB.xfloat_matrix_value ("gsvd: B must be a real or complex matrix");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	189
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	190 if (tmpA.any_element_is_inf_or_nan ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	191 error ("gsvd: A cannot have Inf or NaN values");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	192 if (tmpB.any_element_is_inf_or_nan ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	193 error ("gsvd: B cannot have Inf or NaN values");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	194
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	195 retval = do_gsvd (tmpA, tmpB, nargout, nargin, true);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	196 }
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	197 else if (argA.iscomplex () \|\| argB.iscomplex ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	198 {
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	199 FloatComplexMatrix ctmpA = argA.xfloat_complex_matrix_value ("gsvd: A must be a real or complex matrix");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	200 FloatComplexMatrix ctmpB = argB.xfloat_complex_matrix_value ("gsvd: B must be a real or complex matrix");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	201
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	202 if (ctmpA.any_element_is_inf_or_nan ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	203 error ("gsvd: A cannot have Inf or NaN values");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	204 if (ctmpB.any_element_is_inf_or_nan ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	205 error ("gsvd: B cannot have Inf or NaN values");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	206
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	207 retval = do_gsvd (ctmpA, ctmpB, nargout, nargin, true);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	208 }
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	209 else
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	210 error ("gsvd: A and B must be real or complex matrices");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	211 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	212 else
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	213 {
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	214 if (argA.isreal () && argB.isreal ())
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	215 {
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	216 Matrix tmpA = argA.xmatrix_value ("gsvd: A must be a real or complex matrix");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	217 Matrix tmpB = argB.xmatrix_value ("gsvd: B must be a real or complex matrix");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	218
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	219 if (tmpA.any_element_is_inf_or_nan ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	220 error ("gsvd: A cannot have Inf or NaN values");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	221 if (tmpB.any_element_is_inf_or_nan ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	222 error ("gsvd: B cannot have Inf or NaN values");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	223
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	224 retval = do_gsvd (tmpA, tmpB, nargout, nargin);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	225 }
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	226 else if (argA.iscomplex () \|\| argB.iscomplex ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	227 {
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	228 ComplexMatrix ctmpA = argA.xcomplex_matrix_value ("gsvd: A must be a real or complex matrix");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	229 ComplexMatrix ctmpB = argB.xcomplex_matrix_value ("gsvd: B must be a real or complex matrix");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	230
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	231 if (ctmpA.any_element_is_inf_or_nan ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	232 error ("gsvd: A cannot have Inf or NaN values");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	233 if (ctmpB.any_element_is_inf_or_nan ())
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	234 error ("gsvd: B cannot have Inf or NaN values");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	235
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	236 retval = do_gsvd (ctmpA, ctmpB, nargout, nargin);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	237 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	238 else
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	239 error ("gsvd: A and B must be real or complex matrices");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	240 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	241
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	242 return retval;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	243 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	244
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	245 /*
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	246
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	247 ## Basic tests of decomposition
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	248 %!test <60273>
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	249 %! A = reshape (1:15,5,3);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	250 %! B = magic (3);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	251 %! [U,V,X,C,S] = gsvd (A,B);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	252 %! assert (size (U), [5, 5]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	253 %! assert (size (V), [3, 3]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	254 %! assert (size (X), [3, 3]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	255 %! assert (size (C), [5, 3]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	256 %! assert (C(4:5, :), zeros (2,3));
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	257 %! assert (size (S), [3, 3]);
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	258 %! assert (UCX', A, 50*eps);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	259 %! assert (VSX', B, 50*eps);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	260 %! S0 = gsvd (A, B);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	261 %! assert (size (S0), [3, 1]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	262 %! S1 = sort (svd (A / B));
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	263 %! assert (S0, S1, 10*eps);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	264
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	265 %!test <60273>
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	266 %! A = reshape (1:15,3,5);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	267 %! B = magic (5);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	268 %! [U,V,X,C,S] = gsvd (A,B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	269 %! assert (size (U), [3, 3]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	270 %! assert (size (V), [5, 5]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	271 %! assert (size (X), [5, 5]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	272 %! assert (size (C), [3, 5]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	273 %! assert (C(:, 4:5), zeros (3,2));
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	274 %! assert (size (S), [5, 5]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	275 %! assert (UCX', A, 100*eps); # less accurate in this orientation
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	276 %! assert (VSX', B, 125*eps); # for some reason.
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	277 %! S0 = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	278 %! assert (size (S0), [5, 1]);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	279 %! S0 = S0(3:end);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	280 %! S1 = sort (svd (A / B));
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	281 %! assert (S0, S1, 20*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	282
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	283 ## a few tests for gsvd.m
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	284 %!shared A, A0, B, B0, U, V, C, S, X, old_state, restore_state
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	285 %! old_state = randn ("state");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	286 %! restore_state = onCleanup (@() randn ("state", old_state));
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	287 %! randn ("state", 40); # initialize generator to make behavior reproducible
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	288 %! A0 = randn (5, 3);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	289 %! B0 = diag ([1 2 4]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	290 %! A = A0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	291 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	292
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	293 ## A (5x3) and B (3x3) are full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	294 %!test <48807>
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	295 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	296 %! assert (C'C + S'S, eye (3), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	297 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	298 %! assert (VSX', B, 20*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	299
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	300 ## A: 5x3 full rank, B: 3x3 rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	301 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	302 %! B(2, 2) = 0;
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	303 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	304 %! assert (C'C + S'S, eye (3), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	305 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	306 %! assert (VSX', B, 20*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	307
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	308 ## A: 5x3 rank deficient, B: 3x3 full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	309 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	310 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	311 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	312 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	313 %! assert (C'C + S'S, eye (3), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	314 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	315 %! assert (VSX', B, 20*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	316
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	317 ## A and B are both rank deficient
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	318 ## FIXME: LAPACK seems to be completely broken for this case
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	319 %!#test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	320 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	321 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	322 %! assert (C'C + S'S, eye (3), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	323 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	324 %! assert (VSX', B, 20*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	325
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	326 ## A (now 3x5) and B (now 5x5) are full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	327 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	328 %! A = A0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	329 %! B0 = diag ([1 2 4 8 16]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	330 %! B = B0;
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	331 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	332 %! assert (C'C + S'S, eye (5), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	333 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	334 %! assert (VSX', B, 40*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	335
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	336 ## A: 3x5 full rank, B: 5x5 rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	337 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	338 %! B(2, 2) = 0;
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	339 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	340 %! assert (C'C + S'S, eye (5), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	341 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	342 %! assert (VSX', B, 40*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	343
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	344 ## A: 3x5 rank deficient, B: 5x5 full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	345 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	346 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	347 %! A(3, :) = 2*A(1, :) - A(2, :);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	348 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	349 %! assert (C'C + S'S, eye (5), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	350 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	351 %! assert (VSX', B, 40*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	352
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	353 ## A and B are both rank deficient
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	354 ## FIXME: LAPACK seems to be completely broken for this case
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	355 %!#test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	356 %! A = A0.'; B = B0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	357 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	358 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	359 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	360 %! assert (C'C + S'S, eye (3), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	361 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	362 %! assert (VSX', B, 20*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	363
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	364 ## A: 5x3 complex full rank, B: 3x3 complex full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	365 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	366 %! A0 = A0 + j*randn (5, 3);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	367 %! B0 = diag ([1 2 4]) + j*diag ([4 -2 -1]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	368 %! A = A0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	369 %! B = B0;
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	370 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	371 %! assert (C'C + S'S, eye (3), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	372 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	373 %! assert (VSX', B, 25*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	374
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	375 ## A: 5x3 complex full rank, B: 3x3 complex rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	376 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	377 %! B(2, 2) = 0;
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	378 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	379 %! assert (C'C + S'S, eye (3), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	380 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	381 %! assert (VSX', B, 25*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	382
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	383 ## A: 5x3 complex rank deficient, B: 3x3 complex full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	384 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	385 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	386 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	387 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	388 %! assert (C'C + S'S, eye (3), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	389 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	390 %! assert (VSX', B, 25*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	391
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	392 ## A (5x3) and B (3x3) are both complex rank deficient
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	393 ## FIXME: LAPACK seems to be completely broken for this case
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	394 %!#test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	395 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	396 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	397 %! assert (C'C + S'S, eye (3), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	398 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	399 %! assert (VSX', B, 20*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	400
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	401 ## A (now 3x5) complex and B (now 5x5) complex are full rank
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	402 ## now, A is 3x5
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	403 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	404 %! A = A0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	405 %! B0 = diag ([1 2 4 8 16]) + j*diag ([-5 4 -3 2 -1]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	406 %! B = B0;
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	407 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	408 %! assert (C'C + S'S, eye (5), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	409 %! assert (UCX', A, 25*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	410 %! assert (VSX', B, 85*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	411
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	412 ## A: 3x5 complex full rank, B: 5x5 complex rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	413 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	414 %! B(2, 2) = 0;
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	415 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	416 %! assert (C'C + S'S, eye (5), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	417 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	418 %! assert (VSX', B, 85*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	419
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	420 ## A: 3x5 complex rank deficient, B: 5x5 complex full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	421 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	422 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	423 %! A(3, :) = 2*A(1, :) - A(2, :);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	424 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	425 %! assert (C'C + S'S, eye (5), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	426 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	427 %! assert (VSX', B, 85*eps);
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	428
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	429 ## A and B are both complex rank deficient
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	430 ## FIXME: LAPACK seems to be completely broken for this case
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	431 %!#test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	432 %! A = A0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	433 %! B = B0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	434 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	435 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	436 %! [U, V, X, C, S] = gsvd (A, B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	437 %! assert (C'C + S'S, eye (5), 5*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	438 %! assert (UCX', A, 10*eps);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	439 %! assert (VSX', B, 85*eps);
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	440
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	441 ## Test that single inputs produce single outputs
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	442 %!test
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	443 %! s = gsvd (single (eye (5)), B);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	444 %! assert (class (s), "single");
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	445 %! [U,V,X,C,S] = gsvd (single (eye(5)), B);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	446 %! assert (class (U), "single");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	447 %! assert (class (V), "single");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	448 %! assert (class (X), "single");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	449 %! assert (class (C), "single");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	450 %! assert (class (S), "single");
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	451 %!
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	452 %! s = gsvd (A, single (eye (5)));
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	453 %! assert (class (s), "single");
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	454 %! [U,V,X,C,S] = gsvd (A, single (eye (5)));
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	455 %! assert (class (U), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	456 %! assert (class (V), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	457 %! assert (class (X), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	458 %! assert (class (C), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	459 %! assert (class (S), "single");
30300 4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	460
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	461 ## Test input validation
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	462 %!error <Invalid call> gsvd ()
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	463 %!error <Invalid call> gsvd (1)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	464 %!error <Invalid call> gsvd (1,2,3,4)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	465 %!warning <economy-sized decomposition is not yet implemented> gsvd (1,2,0);
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	466 %!error <A and B must have the same number of columns> gsvd (1,[1, 2])
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	467 ## Test input validation for single (real and complex) inputs.
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	468 %!error <A cannot have Inf or NaN values> gsvd (Inf, single (2))
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	469 %!error <A cannot have Inf or NaN values> gsvd (NaN, single (2))
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	470 %!error <B cannot have Inf or NaN values> gsvd (single (1), Inf)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	471 %!error <B cannot have Inf or NaN values> gsvd (single (1), NaN)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	472 %!error <A must be a real or complex matrix> gsvd ({1}, single (2i))
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	473 %!error <B must be a real or complex matrix> gsvd (single (i), {2})
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	474 %!error <A cannot have Inf or NaN values> gsvd (Inf, single (2i))
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	475 %!error <A cannot have Inf or NaN values> gsvd (NaN, single (2i))
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	476 %!error <B cannot have Inf or NaN values> gsvd (single (i), Inf)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	477 %!error <B cannot have Inf or NaN values> gsvd (single (i), NaN)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	478 ## Test input validation for single, but not real or complex, inputs.
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	479 %!error <A and B must be real or complex matrices> gsvd ({1}, single (2))
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	480 %!error <A and B must be real or complex matrices> gsvd (single (1), {2})
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	481 ## Test input validation for double (real and complex) inputs.
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	482 %!error <A cannot have Inf or NaN values> gsvd (Inf, 2)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	483 %!error <A cannot have Inf or NaN values> gsvd (NaN, 2)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	484 %!error <B cannot have Inf or NaN values> gsvd (1, Inf)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	485 %!error <B cannot have Inf or NaN values> gsvd (1, NaN)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	486 %!error <A must be a real or complex matrix> gsvd ({1}, 2i)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	487 %!error <B must be a real or complex matrix> gsvd (i, {2})
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	488 %!error <A cannot have Inf or NaN values> gsvd (Inf, 2i)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	489 %!error <A cannot have Inf or NaN values> gsvd (NaN, 2i)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	490 %!error <B cannot have Inf or NaN values> gsvd (i, Inf)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	491 %!error <B cannot have Inf or NaN values> gsvd (i, NaN)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	492 ## Test input validation for double, but not real or complex, inputs.
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	493 %!error <A and B must be real or complex matrices> gsvd ({1}, double (2))
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	494 %!error <A and B must be real or complex matrices> gsvd (double (1), {2})
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	495 ## Test input validation in liboctave/numeric/gsvd.cc
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	496 %!error <A and B cannot be empty matrices> gsvd (zeros (0,1), 1)
4ee01c14fccd Rewrite gsvd function and return correct 3rd output (bug #60273). Rik <rik@octave.org> parents: 29961 diff changeset	497 %!error <A and B cannot be empty matrices> gsvd (1, zeros (0,1))
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	498
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	499 */
29958 32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	500
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	501 OCTAVE_NAMESPACE_END

Mercurial > octave

annotate libinterp/corefcn/gsvd.cc @ 30300:4ee01c14fccd