octave: libinterp/corefcn/gsvd.cc annotate

annotate libinterp/corefcn/gsvd.cc @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.

author	John W. Eaton <jwe@octave.org>
date	Tue, 28 Dec 2021 18:22:40 -0500
parents	2c7a8040f4f2
children	e88a07dec498

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 //
30564 796f54d4ddbf update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 30311 diff changeset	3 // Copyright (C) 1997-2022 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 }
30303 cd63a97cb9be eliminate unnecessary use of OCTAVE_FALLTHOUGH John W. Eaton <jwe@octave.org> parents: 30300 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]);
30311 2c7a8040f4f2 Increase tolerances on BIST tests for gsvd (bug #60273) Rik <rik@octave.org> parents: 30303 diff changeset	275 %! assert (UCX', A, 120*eps); # less accurate in this orientation
2c7a8040f4f2 Increase tolerances on BIST tests for gsvd (bug #60273) Rik <rik@octave.org> parents: 30303 diff changeset	276 %! assert (VSX', B, 150*eps); # for some reason.
30300 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);
30311 2c7a8040f4f2 Increase tolerances on BIST tests for gsvd (bug #60273) Rik <rik@octave.org> parents: 30303 diff changeset	333 %! assert (UCX', A, 15*eps);
2c7a8040f4f2 Increase tolerances on BIST tests for gsvd (bug #60273) Rik <rik@octave.org> parents: 30303 diff changeset	334 %! assert (VSX', B, 85*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);
30311 2c7a8040f4f2 Increase tolerances on BIST tests for gsvd (bug #60273) Rik <rik@octave.org> parents: 30303 diff changeset	341 %! assert (UCX', A, 15*eps);
2c7a8040f4f2 Increase tolerances on BIST tests for gsvd (bug #60273) Rik <rik@octave.org> parents: 30303 diff changeset	342 %! assert (VSX', B, 85*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);
30311 2c7a8040f4f2 Increase tolerances on BIST tests for gsvd (bug #60273) Rik <rik@octave.org> parents: 30303 diff changeset	350 %! assert (UCX', A, 15*eps);
2c7a8040f4f2 Increase tolerances on BIST tests for gsvd (bug #60273) Rik <rik@octave.org> parents: 30303 diff changeset	351 %! assert (VSX', B, 85*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);
30311 2c7a8040f4f2 Increase tolerances on BIST tests for gsvd (bug #60273) Rik <rik@octave.org> parents: 30303 diff changeset	389 %! assert (UCX', A, 15*eps);
30300 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 @ 30564:796f54d4ddbf stable