Mercurial > octave
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> |
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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 (); |
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123 octave_idx_type p = b.rows (); |
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124 |
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125 Matrix atmp = a; |
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126 double *tmp_dataA = atmp.fortran_vec (); |
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127 |
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128 Matrix btmp = b; |
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129 double *tmp_dataB = btmp.fortran_vec (); |
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130 |
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131 // octave_idx_type min_mn = m < n ? m : n; |
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132 |
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133 char jobu = 'U'; |
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134 char jobv = 'V'; |
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135 char jobq = 'Q'; |
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136 |
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137 octave_idx_type nrow_u = m; |
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138 octave_idx_type nrow_v = p; |
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139 octave_idx_type nrow_q = n; |
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140 |
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141 octave_idx_type k, l; |
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142 |
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143 switch (gsvd_type) |
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144 { |
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145 |
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146 case GSVD::sigma_only: |
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147 |
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148 // Note: for this case, both jobu and jobv should be 'N', but |
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149 // there seems to be a bug in dgesvd from Lapack V2.0. To |
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150 // demonstrate the bug, set both jobu and jobv to 'N' and find |
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151 // the singular values of [eye(3), eye(3)]. The result is |
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152 // [-sqrt(2), -sqrt(2), -sqrt(2)]. |
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153 // |
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154 // For Lapack 3.0, this problem seems to be fixed. |
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155 |
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156 jobu = 'N'; |
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157 jobv = 'N'; |
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158 jobq = 'N'; |
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159 nrow_u = nrow_v = nrow_q = 1; |
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160 break; |
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161 |
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162 default: |
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163 break; |
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164 } |
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165 |
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166 type_computed = gsvd_type; |
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167 |
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168 if (! (jobu == 'N' || jobu == 'O')) { |
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169 left_smA.resize (nrow_u, m); |
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170 } |
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171 |
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172 double *u = left_smA.fortran_vec (); |
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173 |
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174 if (! (jobv == 'N' || jobv == 'O')) { |
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175 left_smB.resize (nrow_v, p); |
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176 } |
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177 |
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178 double *v = left_smB.fortran_vec (); |
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179 |
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180 if (! (jobq == 'N' || jobq == 'O')) { |
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181 right_sm.resize (nrow_q, n); |
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182 } |
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183 double *q = right_sm.fortran_vec (); |
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184 |
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185 octave_idx_type lwork = 3*n; |
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186 lwork = lwork > m ? lwork : m; |
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187 lwork = (lwork > p ? lwork : p) + n; |
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188 |
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189 Array<double> work (dim_vector (lwork, 1)); |
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190 Array<double> alpha (dim_vector (n, 1)); |
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191 Array<double> beta (dim_vector (n, 1)); |
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192 Array<int> iwork (dim_vector (n, 1)); |
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193 |
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194 F77_XFCN (dggsvd, DGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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195 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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196 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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197 m, n, p, k, l, tmp_dataA, m, |
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198 tmp_dataB, p, alpha.fortran_vec (), |
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199 beta.fortran_vec (), u, nrow_u, |
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200 v, nrow_v, q, nrow_q, work.fortran_vec (), |
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201 iwork.fortran_vec (), info |
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202 F77_CHAR_ARG_LEN (1) |
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203 F77_CHAR_ARG_LEN (1) |
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204 F77_CHAR_ARG_LEN (1))); |
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205 |
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206 if (f77_exception_encountered) |
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207 (*current_liboctave_error_handler) ("unrecoverable error in dggsvd"); |
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208 |
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209 if (info < 0) { |
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210 (*current_liboctave_error_handler) ("dggsvd.f: argument %d illegal", -info); |
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211 } else { |
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212 if (info > 0) { |
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213 (*current_liboctave_error_handler) ("dggsvd.f: Jacobi-type procedure failed to converge."); |
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214 } else { |
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215 octave_idx_type i, j; |
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216 |
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217 if (GSVD::std == gsvd_type) { |
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218 R.resize(k+l, k+l); |
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219 int astart = n-k-l; |
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220 if (m - k - l >= 0) { |
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221 int astart = n-k-l; |
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222 /* |
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223 * R is stored in A(1:K+L,N-K-L+1:N) |
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224 */ |
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225 for (i = 0; i < k+l; i++) |
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226 for (j = 0; j < k+l; j++) |
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227 R.xelem(i, j) = atmp.xelem(i, astart + j); |
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228 } else { |
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229 /* |
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230 * (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), |
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231 * ( 0 R22 R23 ) |
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232 */ |
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233 |
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234 for (i = 0; i < m; i++) |
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235 for (j = 0; j < k+l; j++) |
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236 R.xelem(i, j) = atmp.xelem(i, astart + j); |
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237 /* |
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238 * and R33 is stored in B(M-K+1:L,N+M-K-L+1:N) |
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239 */ |
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240 for (i = k+l-1; i >=m; i--) { |
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241 for (j = 0; j < m; j++) |
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242 R.xelem(i, j) = 0.0; |
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243 for (j = m; j < k+l; j++) |
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244 R.xelem(i, j) = btmp.xelem(i - k, astart + j); |
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245 } |
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246 } |
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247 } |
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248 /* |
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249 uncomment this to monitor k and l |
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250 octave_value tmp; |
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251 octave_stdout << "dbleGSVD k: "; |
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252 tmp = k; |
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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; |
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257 tmp.print(octave_stdout); |
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258 octave_stdout << "\n"; |
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259 */ |
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260 |
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261 if (m-k-l >= 0) { |
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262 // Fills in C and S |
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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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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 } |
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279 } |
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280 return info; |
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281 } |
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282 |
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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 } |