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annotate liboctave/numeric/svd.h @ 22317:6ca3acf5fad8

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move some new numeric classes to namespace octave::math * aepbalance.cc, aepbalance.h, chol.cc, chol.h, gepbalance.cc, gepbalance.h, hess.cc, hess.h, lu.cc, lu.h, qr.cc, qr.h, qrp.cc, qrp.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-dmsolve.cc,sparse-lu.cc, sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h: Move classes to namespace octave::math. * __luinc__.cc, __qp__.cc, balance.cc, hess.cc, lu.cc, qz.cc, schur.cc, sqrtm.cc, svd.cc, chol.cc, dmperm.cc, qr.cc, lex.h, CMatrix.cc, CSparse.cc, dMatrix.cc, dSparse.cc, fCMatrix.cc, fMatrix.cc, eigs-base.cc, oct-norm.cc: Update for new namespaces.
author John W. Eaton <jwe@octave.org>
date Tue, 16 Aug 2016 15:48:22 -0400
parents da201af35c97
children bac0d6f07a3e
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1 /*
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2
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3 Copyright (C) 2016 Carnë Draug
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4 Copyright (C) 1994-2015 John W. Eaton
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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22 */
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23
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24 #if ! defined (octave_svd_h)
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25 #define octave_svd_h 1
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26
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27 #include "octave-config.h"
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29 #include <vector>
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30
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31 namespace octave
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32 {
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33 namespace math
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34 {
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35
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36 template <typename T>
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37 class
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38 svd
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39 {
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40 public:
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41
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42 typedef typename T::real_diag_matrix_type DM_T;
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43
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44 enum class Type
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45 {
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46 std,
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47 economy,
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48 sigma_only
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49 };
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51 enum class Driver
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52 {
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53 GESVD,
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54 GESDD
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55 };
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56
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57 svd (void)
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58 : m_type (), m_driver (), left_sm (), sigma (), right_sm ()
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59 { }
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61 svd (const T& a, svd::Type type = svd::Type::std,
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62 svd::Driver driver = svd::Driver::GESVD);
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64 svd (const svd& a)
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65 : m_type (a.m_type), m_driver (a.m_driver), left_sm (a.left_sm),
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66 sigma (a.sigma), right_sm (a.right_sm)
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67 { }
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69 svd& operator = (const svd& a)
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70 {
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71 if (this != &a)
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72 {
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73 m_type = a.m_type;
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74 left_sm = a.left_sm;
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75 sigma = a.sigma;
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76 right_sm = a.right_sm;
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77 m_driver = a.m_driver;
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78 }
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80 return *this;
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81 }
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83 ~svd (void) { }
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84
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85 T left_singular_matrix (void) const;
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86
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87 DM_T singular_values (void) const { return sigma; }
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88
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89 T right_singular_matrix (void) const;
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90
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91 private:
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92
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93 typedef typename T::element_type P;
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94 typedef typename DM_T::element_type DM_P;
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95
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96 svd::Type m_type;
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97 svd::Driver m_driver;
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98
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99 T left_sm;
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100 DM_T sigma;
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101 T right_sm;
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102
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103 void gesvd (char& jobu, char& jobv, octave_idx_type m, octave_idx_type n,
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104 P* tmp_data, octave_idx_type m1, DM_P* s_vec, P* u, P* vt,
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105 octave_idx_type nrow_vt1, std::vector<P>& work, octave_idx_type& lwork,
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106 octave_idx_type& info);
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107
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108 void gesdd (char& jobz, octave_idx_type m, octave_idx_type n,
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109 P* tmp_data, octave_idx_type m1, DM_P* s_vec, P* u, P* vt,
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110 octave_idx_type nrow_vt1, std::vector<P>& work,
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111 octave_idx_type& lwork,
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112 octave_idx_type* iwork, octave_idx_type& info);
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113
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114 };
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115
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116 }
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117 }
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118
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119 #endif