annotate liboctave/numeric/dbleGSVD.cc @ 22235:63b41167ef1e

gsvd: new function imported from Octave-Forge linear-algebra package. * libinterp/corefcn/gsvd.cc: New function to the interpreter. Imported from the linear-algebra package. * CmplxGSVD.cc, CmplxGSVD.h, dbleGSVD.cc, dbleGSVD.h: new classes imported from the linear-algebra package to compute gsvd of Matrix and ComplexMatrix. * liboctave/operators/mx-defs.h, liboctave/operators/mx-ext.h: use new classes. * libinterp/corefcn/module.mk, liboctave/numeric/module.mk: Add to the * scripts/help/__unimplemented__.m: Remove "gsvd" from list. * doc/interpreter/linalg.txi: Add to manual. build system. * NEWS: Add function to list of new functions for 4.2.
author Barbara Locsi <locsi.barbara@gmail.com>
date Thu, 04 Aug 2016 07:50:31 +0200
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1 // Copyright (C) 1996, 1997 John W. Eaton
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2 // Copyright (C) 2006 Pascal Dupuis <Pascal.Dupuis@uclouvain.be>
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3 //
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4 // This program is free software; you can redistribute it and/or modify it under
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5 // the terms of the GNU General Public License as published by the Free Software
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6 // Foundation; either version 3 of the License, or (at your option) any later
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7 // version.
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8 //
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9 // This program is distributed in the hope that it will be useful, but WITHOUT
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10 // ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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11 // FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
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12 // details.
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13 //
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14 // You should have received a copy of the GNU General Public License along with
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15 // this program; if not, see <http://www.gnu.org/licenses/>.
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16
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17 #ifdef HAVE_CONFIG_H
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18 # include <config.h>
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19 #endif
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20
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21 #include "dbleGSVD.h"
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22 #include "f77-fcn.h"
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23 #include "lo-error.h"
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24
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25 /*
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26 uncomment those lines to monitor k and l
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27 #include "oct-obj.h"
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28 #include "pager.h"
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29 */
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30
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31 extern "C"
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32 {
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33 F77_RET_T
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34 F77_FUNC (dggsvd, DGGSVD)
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35 (
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36 F77_CONST_CHAR_ARG_DECL, // JOBU (input) CHARACTER*1
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37 F77_CONST_CHAR_ARG_DECL, // JOBV (input) CHARACTER*1
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38 F77_CONST_CHAR_ARG_DECL, // JOBQ (input) CHARACTER*1
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39 const octave_idx_type&, // M (input) INTEGER
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40 const octave_idx_type&, // N (input) INTEGER
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41 const octave_idx_type&, // P (input) INTEGER
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42 octave_idx_type &, // K (output) INTEGER
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43 octave_idx_type &, // L (output) INTEGER
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44 double*, // A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
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45 const octave_idx_type&, // LDA (input) INTEGER
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46 double*, // B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
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47 const octave_idx_type&, // LDB (input) INTEGER
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48 double*, // ALPHA (output) DOUBLE PRECISION array, dimension (N)
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49 double*, // BETA (output) DOUBLE PRECISION array, dimension (N)
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50 double*, // U (output) DOUBLE PRECISION array, dimension (LDU,M)
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51 const octave_idx_type&, // LDU (input) INTEGER
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52 double*, // V (output) DOUBLE PRECISION array, dimension (LDV,P)
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53 const octave_idx_type&, // LDV (input) INTEGER
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54 double*, // Q (output) DOUBLE PRECISION array, dimension (LDQ,N)
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55 const octave_idx_type&, // LDQ (input) INTEGER
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56 double*, // WORK (workspace) DOUBLE PRECISION array
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57 int*, // IWORK (workspace/output) INTEGER array, dimension (N)
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58 octave_idx_type& // INFO (output)INTEGER
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59 F77_CHAR_ARG_LEN_DECL
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60 F77_CHAR_ARG_LEN_DECL
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61 F77_CHAR_ARG_LEN_DECL
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62 );
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63 }
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64
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65 Matrix
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66 GSVD::left_singular_matrix_A (void) const
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67 {
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68 if (type_computed == GSVD::sigma_only)
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69 {
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70 (*current_liboctave_error_handler)
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71 ("dbleGSVD: U not computed because type == GSVD::sigma_only");
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72 return Matrix ();
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73 }
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74 else
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75 return left_smA;
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76 }
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77
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78 Matrix
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79 GSVD::left_singular_matrix_B (void) const
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80 {
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81 if (type_computed == GSVD::sigma_only)
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82 {
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83 (*current_liboctave_error_handler)
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84 ("dbleGSVD: V not computed because type == GSVD::sigma_only");
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85 return Matrix ();
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86 }
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87 else
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88 return left_smB;
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89 }
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90
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91 Matrix
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92 GSVD::right_singular_matrix (void) const
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93 {
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94 if (type_computed == GSVD::sigma_only)
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95 {
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96 (*current_liboctave_error_handler)
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97 ("dbleGSVD: X not computed because type == GSVD::sigma_only");
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98 return Matrix ();
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99 }
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100 else
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101 return right_sm;
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102 }
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103 Matrix
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104 GSVD::R_matrix (void) const
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105 {
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106 if (type_computed != GSVD::std)
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107 {
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108 (*current_liboctave_error_handler)
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109 ("dbleGSVD: R not computed because type != GSVD::std");
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110 return Matrix ();
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111 }
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112 else
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113 return R;
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114 }
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115
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116 octave_idx_type
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117 GSVD::init (const Matrix& a, const Matrix& b, GSVD::type gsvd_type)
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118 {
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119 octave_idx_type info;
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120
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121 octave_idx_type m = a.rows ();
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122 octave_idx_type n = a.cols ();
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
123 octave_idx_type p = b.rows ();
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
124
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
125 Matrix atmp = a;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
126 double *tmp_dataA = atmp.fortran_vec ();
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
127
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
128 Matrix btmp = b;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
129 double *tmp_dataB = btmp.fortran_vec ();
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
130
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
131 // octave_idx_type min_mn = m < n ? m : n;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
132
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
133 char jobu = 'U';
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
134 char jobv = 'V';
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
135 char jobq = 'Q';
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
136
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
137 octave_idx_type nrow_u = m;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
138 octave_idx_type nrow_v = p;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
139 octave_idx_type nrow_q = n;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
140
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
141 octave_idx_type k, l;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
142
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
143 switch (gsvd_type)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
144 {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
145
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
146 case GSVD::sigma_only:
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
147
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
148 // Note: for this case, both jobu and jobv should be 'N', but
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
149 // there seems to be a bug in dgesvd from Lapack V2.0. To
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
150 // demonstrate the bug, set both jobu and jobv to 'N' and find
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
151 // the singular values of [eye(3), eye(3)]. The result is
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
152 // [-sqrt(2), -sqrt(2), -sqrt(2)].
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
153 //
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
154 // For Lapack 3.0, this problem seems to be fixed.
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
155
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
156 jobu = 'N';
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
157 jobv = 'N';
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
158 jobq = 'N';
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
159 nrow_u = nrow_v = nrow_q = 1;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
160 break;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
161
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
162 default:
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
163 break;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
164 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
165
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
166 type_computed = gsvd_type;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
167
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
168 if (! (jobu == 'N' || jobu == 'O')) {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
169 left_smA.resize (nrow_u, m);
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
170 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
171
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
172 double *u = left_smA.fortran_vec ();
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
173
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
174 if (! (jobv == 'N' || jobv == 'O')) {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
175 left_smB.resize (nrow_v, p);
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
176 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
177
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
178 double *v = left_smB.fortran_vec ();
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
179
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
180 if (! (jobq == 'N' || jobq == 'O')) {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
181 right_sm.resize (nrow_q, n);
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
182 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
183 double *q = right_sm.fortran_vec ();
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
184
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
185 octave_idx_type lwork = 3*n;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
186 lwork = lwork > m ? lwork : m;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
187 lwork = (lwork > p ? lwork : p) + n;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
188
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
189 Array<double> work (dim_vector (lwork, 1));
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
190 Array<double> alpha (dim_vector (n, 1));
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
191 Array<double> beta (dim_vector (n, 1));
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
192 Array<int> iwork (dim_vector (n, 1));
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
193
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
194 F77_XFCN (dggsvd, DGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
195 F77_CONST_CHAR_ARG2 (&jobv, 1),
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
196 F77_CONST_CHAR_ARG2 (&jobq, 1),
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
197 m, n, p, k, l, tmp_dataA, m,
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
198 tmp_dataB, p, alpha.fortran_vec (),
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
199 beta.fortran_vec (), u, nrow_u,
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
200 v, nrow_v, q, nrow_q, work.fortran_vec (),
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
201 iwork.fortran_vec (), info
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
202 F77_CHAR_ARG_LEN (1)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
203 F77_CHAR_ARG_LEN (1)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
204 F77_CHAR_ARG_LEN (1)));
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
205
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
206 if (f77_exception_encountered)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
207 (*current_liboctave_error_handler) ("unrecoverable error in dggsvd");
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
208
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
209 if (info < 0) {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
210 (*current_liboctave_error_handler) ("dggsvd.f: argument %d illegal", -info);
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
211 } else {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
212 if (info > 0) {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
213 (*current_liboctave_error_handler) ("dggsvd.f: Jacobi-type procedure failed to converge.");
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
214 } else {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
215 octave_idx_type i, j;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
216
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
217 if (GSVD::std == gsvd_type) {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
218 R.resize(k+l, k+l);
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
219 int astart = n-k-l;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
220 if (m - k - l >= 0) {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
221 int astart = n-k-l;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
222 /*
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
223 * R is stored in A(1:K+L,N-K-L+1:N)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
224 */
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
225 for (i = 0; i < k+l; i++)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
226 for (j = 0; j < k+l; j++)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
227 R.xelem(i, j) = atmp.xelem(i, astart + j);
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
228 } else {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
229 /*
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
230 * (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N),
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
231 * ( 0 R22 R23 )
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
232 */
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
233
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
234 for (i = 0; i < m; i++)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
235 for (j = 0; j < k+l; j++)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
236 R.xelem(i, j) = atmp.xelem(i, astart + j);
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
237 /*
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
238 * and R33 is stored in B(M-K+1:L,N+M-K-L+1:N)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
239 */
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
240 for (i = k+l-1; i >=m; i--) {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
241 for (j = 0; j < m; j++)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
242 R.xelem(i, j) = 0.0;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
243 for (j = m; j < k+l; j++)
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
244 R.xelem(i, j) = btmp.xelem(i - k, astart + j);
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
245 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff changeset
246 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
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247 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
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248 /*
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
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249 uncomment this to monitor k and l
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Barbara Locsi <locsi.barbara@gmail.com>
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250 octave_value tmp;
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Barbara Locsi <locsi.barbara@gmail.com>
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251 octave_stdout << "dbleGSVD k: ";
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252 tmp = k;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
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253 tmp.print(octave_stdout);
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254 octave_stdout << "\n";
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255 octave_stdout << "dbleGSVD l: ";
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256 tmp = l;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
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257 tmp.print(octave_stdout);
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258 octave_stdout << "\n";
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
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259 */
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
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260
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261 if (m-k-l >= 0) {
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
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262 // Fills in C and S
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
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263 sigmaA.resize (l, l);
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264 sigmaB.resize (l, l);
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265 for (i = 0; i < l; i++) {
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266 sigmaA.dgxelem(i) = alpha.elem(k+i);
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267 sigmaB.dgxelem(i) = beta.elem(k+i);
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268 }
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Barbara Locsi <locsi.barbara@gmail.com>
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269 } else {
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270 // Fills in C and S
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271 sigmaA.resize (m-k, m-k);
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272 sigmaB.resize (m-k, m-k);
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273 for (i = 0; i < m-k; i++) {
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274 sigmaA.dgxelem(i) = alpha.elem(k+i);
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275 sigmaB.dgxelem(i) = beta.elem(k+i);
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276 }
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277 }
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278 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
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279 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
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280 return info;
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
Barbara Locsi <locsi.barbara@gmail.com>
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281 }
63b41167ef1e gsvd: new function imported from Octave-Forge linear-algebra package.
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282
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Barbara Locsi <locsi.barbara@gmail.com>
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283 std::ostream&
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284 operator << (std::ostream& os, const GSVD& a)
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285 {
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286 os << a.left_singular_matrix_A () << "\n";
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287 os << a.left_singular_matrix_B () << "\n";
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288 os << a.singular_values_A () << "\n";
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289 os << a.singular_values_B () << "\n";
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290 os << a.right_singular_matrix () << "\n";
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291
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292 return os;
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293 }