annotate liboctave/numeric/svd.h @ 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 77edffa7fb40
children e88a07dec498
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 1994-2022 The Octave Project Developers
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4 //
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5 // See the file COPYRIGHT.md in the top-level directory of this
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6 // distribution or <https://octave.org/copyright/>.
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7 //
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8 // This file is part of Octave.
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9 //
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10 // Octave is free software: you can redistribute it and/or modify it
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11 // under the terms of the GNU General Public License as published by
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12 // the Free Software Foundation, either version 3 of the License, or
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13 // (at your option) any later version.
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14 //
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15 // Octave is distributed in the hope that it will be useful, but
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 // GNU General Public License for more details.
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19 //
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20 // You should have received a copy of the GNU General Public License
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21 // along with Octave; see the file COPYING. If not, see
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22 // <https://www.gnu.org/licenses/>.
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23 //
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24 ////////////////////////////////////////////////////////////////////////
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25
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26 #if ! defined (octave_svd_h)
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27 #define octave_svd_h 1
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28
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29 #include "octave-config.h"
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30
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31 #include <vector>
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32
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33 namespace octave
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34 {
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35 namespace math
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36 {
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37 template <typename T>
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38 class
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39 OCTAVE_API
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40 svd
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41 {
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42 public:
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43
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44 typedef typename T::real_diag_matrix_type DM_T;
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45
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46 enum class Type
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47 {
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48 std,
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49 economy,
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50 sigma_only
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51 };
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52
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53 enum class Driver
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54 {
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55 GESVD,
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56 GESDD,
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57 GEJSV
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58 };
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59
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60 svd (void)
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61 : m_type (), m_driver (), m_left_sm (), m_sigma (), m_right_sm ()
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62 { }
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63
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64 svd (const T& a, svd::Type type = svd::Type::std,
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65 svd::Driver driver = svd::Driver::GESVD);
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66
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67 svd (const svd& a)
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68 : m_type (a.m_type), m_driver (a.m_driver), m_left_sm (a.m_left_sm),
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69 m_sigma (a.m_sigma), m_right_sm (a.m_right_sm)
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70 { }
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71
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72 svd& operator = (const svd& a)
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73 {
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74 if (this != &a)
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75 {
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76 m_type = a.m_type;
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77 m_left_sm = a.m_left_sm;
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78 m_sigma = a.m_sigma;
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79 m_right_sm = a.m_right_sm;
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80 m_driver = a.m_driver;
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81 }
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82
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83 return *this;
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84 }
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85
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86 ~svd (void) = default;
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87
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88 T left_singular_matrix (void) const;
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89
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90 DM_T singular_values (void) const { return m_sigma; }
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91
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92 T right_singular_matrix (void) const;
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93
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94 private:
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95
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96 typedef typename T::element_type P;
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97 typedef typename DM_T::element_type DM_P;
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98
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99 svd::Type m_type;
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100 svd::Driver m_driver;
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101
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102 T m_left_sm;
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103 DM_T m_sigma;
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104 T m_right_sm;
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105
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106 void gesvd (char& jobu, char& jobv, octave_f77_int_type m,
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107 octave_f77_int_type n, P *tmp_data, octave_f77_int_type m1,
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108 DM_P *s_vec, P *u, P *vt, octave_f77_int_type nrow_vt1,
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109 std::vector<P>& work, octave_f77_int_type& lwork,
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110 octave_f77_int_type& info);
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111
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112 void gesdd (char& jobz, octave_f77_int_type m, octave_f77_int_type n,
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113 P *tmp_data, octave_f77_int_type m1, DM_P *s_vec, P *u,
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114 P *vt, octave_f77_int_type nrow_vt1, std::vector<P>& work,
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115 octave_f77_int_type& lwork, octave_f77_int_type *iwork,
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116 octave_f77_int_type& info);
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117
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118 void gejsv (char& joba, char& jobu, char& jobv, char& jobr, char& jobt,
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119 char& jobp, octave_f77_int_type m, octave_f77_int_type n,
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120 P *tmp_data, octave_f77_int_type m1, DM_P *s_vec, P *u,
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121 P *v, octave_f77_int_type nrow_v1, std::vector<P>& work,
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122 octave_f77_int_type& lwork,
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123 std::vector<octave_f77_int_type>& iwork,
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124 octave_f77_int_type& info);
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125 };
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126 }
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127 }
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128
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129 #endif