Mercurial > octave
annotate liboctave/numeric/gsvd.cc @ 23450:855122b993da
maint: Wrap tertiary operator in parentheses "(COND ? x : y)".
* Canvas.cc, color-picker.cc, dialog.cc, marker.cc, main-window.cc, Cell.cc,
__magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, bsxfun.cc, call-stack.cc,
cellfun.cc, data.cc, defaults.cc, det.cc, eig.cc, error.cc, file-io.cc,
filter.cc, find.cc, gammainc.cc, gcd.cc, gl-render.cc, graphics.cc,
graphics.in.h, help.cc, hex2num.cc, inv.cc, load-save.cc, lookup.cc,
ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, lu.cc, max.cc,
mex.cc, oct-hist.cc, oct-map.cc, oct-procbuf.cc, oct-stream.cc, pr-output.cc,
rand.cc, regexp.cc, schur.cc, str2double.cc, strfns.cc, symtab.cc, sysdep.cc,
tril.cc, variables.cc, xdiv.cc, audiodevinfo.cc, audioread.cc, colamd.cc,
gzip.cc, ov-base-diag.cc, ov-base-mat.h, ov-base-scalar.h, ov-class.cc,
ov-classdef.cc, ov-fcn-handle.cc, ov-range.cc, ov-range.h, ov-struct.cc,
ov-usr-fcn.cc, ov.cc, octave.cc, op-class.cc, pt-eval.cc, pt-funcall.cc,
pt-idx.cc, pt-jit.cc, pt-stmt.cc, version.cc, Array-util.cc, Array.cc,
CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CSparse.cc, Range.cc, Sparse.cc,
chNDArray.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dSparse.cc,
dim-vector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fDiagMatrix.cc,
fMatrix.cc, fNDArray.cc, idx-vector.cc, idx-vector.h, Faddeeva.cc, DASPK.cc,
DASRT.cc, DASSL.cc, EIG.cc, fEIG.cc, gsvd.cc, lo-specfun.cc, oct-rand.cc,
qr.cc, qrp.cc, randgamma.cc, schur.cc, svd.cc, Sparse-diag-op-defs.h,
mx-inlines.cc, oct-env.cc, cmd-edit.cc, kpse.cc, oct-inttypes.h, oct-sort.cc:
Wrap tertiary operator in parentheses "(COND ? x : y)".
author | Rik <rik@octave.org> |
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date | Thu, 27 Apr 2017 17:33:10 -0700 |
parents | c763214a8260 |
children | d691ed308237 |
rev | line source |
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1 /* |
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2 |
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3 Copyright (C) 2016-2017 Barbara Lócsi |
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4 Copyright (C) 2006 Pascal Dupuis <Pascal.Dupuis@uclouvain.be> |
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5 Copyright (C) 1996, 1997 John W. Eaton |
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6 |
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7 This file is part of Octave. |
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8 |
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9 Octave is free software; you can redistribute it and/or modify it |
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10 under the terms of the GNU General Public License as published by |
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11 the Free Software Foundation; either version 3 of the License, or |
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12 (at your option) any later version. |
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13 |
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14 Octave is distributed in the hope that it will be useful, but |
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15 WITHOUT ANY WARRANTY; without even the implied warranty of |
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16 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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17 GNU General Public License for more details. |
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18 |
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19 You should have received a copy of the GNU General Public License |
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20 along with Octave; see the file COPYING. If not, see |
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21 <http://www.gnu.org/licenses/>. |
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22 |
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23 */ |
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24 |
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25 #ifdef HAVE_CONFIG_H |
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26 # include <config.h> |
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27 #endif |
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28 |
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29 #include <vector> |
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30 |
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31 #include "gsvd.h" |
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32 |
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33 #include "lo-error.h" |
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34 #include "lo-lapack-proto.h" |
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35 #include "dMatrix.h" |
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36 #include "fMatrix.h" |
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37 #include "CMatrix.h" |
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38 #include "fCMatrix.h" |
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39 #include "dDiagMatrix.h" |
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40 #include "fDiagMatrix.h" |
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41 |
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42 namespace octave |
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43 { |
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44 namespace math |
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45 { |
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46 template <> |
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47 void |
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48 gsvd<Matrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, |
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49 F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, |
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50 double *tmp_dataA, F77_INT m1, double *tmp_dataB, |
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51 F77_INT p1, Matrix& alpha, Matrix& beta, double *u, |
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52 F77_INT nrow_u, double *v, F77_INT nrow_v, double *q, |
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53 F77_INT nrow_q, Matrix& work, F77_INT *iwork, |
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54 F77_INT& info) |
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55 { |
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56 F77_XFCN (dggsvd, DGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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57 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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58 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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59 m, n, p, k, l, tmp_dataA, m1, |
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60 tmp_dataB, p1, alpha.fortran_vec (), |
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61 beta.fortran_vec (), u, nrow_u, |
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62 v, nrow_v, q, nrow_q, work.fortran_vec (), |
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63 iwork, info |
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64 F77_CHAR_ARG_LEN (1) |
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65 F77_CHAR_ARG_LEN (1) |
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66 F77_CHAR_ARG_LEN (1))); |
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67 } |
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68 |
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69 template <> |
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70 void |
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71 gsvd<FloatMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, |
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72 F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, |
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73 float *tmp_dataA, F77_INT m1, float *tmp_dataB, |
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74 F77_INT p1, FloatMatrix& alpha, |
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75 FloatMatrix& beta, float *u, F77_INT nrow_u, |
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76 float *v, F77_INT nrow_v, float *q, |
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77 F77_INT nrow_q, FloatMatrix& work, |
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78 F77_INT *iwork, F77_INT& info) |
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79 { |
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80 F77_XFCN (sggsvd, SGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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81 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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82 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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83 m, n, p, k, l, tmp_dataA, m1, |
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84 tmp_dataB, p1, alpha.fortran_vec (), |
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85 beta.fortran_vec (), u, nrow_u, |
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86 v, nrow_v, q, nrow_q, work.fortran_vec (), |
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87 iwork, info |
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88 F77_CHAR_ARG_LEN (1) |
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89 F77_CHAR_ARG_LEN (1) |
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90 F77_CHAR_ARG_LEN (1))); |
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91 } |
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92 |
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93 template <> |
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94 void |
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95 gsvd<ComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, |
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96 F77_INT m, F77_INT n, F77_INT p, F77_INT& k, |
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97 F77_INT& l, Complex *tmp_dataA, F77_INT m1, |
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98 Complex *tmp_dataB, F77_INT p1, Matrix& alpha, |
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99 Matrix& beta, Complex *u, F77_INT nrow_u, |
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100 Complex *v, F77_INT nrow_v, Complex *q, |
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101 F77_INT nrow_q, ComplexMatrix& work, |
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102 F77_INT *iwork, F77_INT& info) |
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103 { |
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104 Matrix rwork(2*n, 1); |
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105 F77_XFCN (zggsvd, ZGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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106 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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107 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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108 m, n, p, k, l, F77_DBLE_CMPLX_ARG (tmp_dataA), |
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109 m1, F77_DBLE_CMPLX_ARG (tmp_dataB), p1, |
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110 alpha.fortran_vec (), beta.fortran_vec (), |
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111 F77_DBLE_CMPLX_ARG (u), nrow_u, |
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112 F77_DBLE_CMPLX_ARG (v), nrow_v, |
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113 F77_DBLE_CMPLX_ARG (q), nrow_q, |
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114 F77_DBLE_CMPLX_ARG (work.fortran_vec ()), |
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115 rwork.fortran_vec (), iwork, info |
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116 F77_CHAR_ARG_LEN (1) |
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117 F77_CHAR_ARG_LEN (1) |
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118 F77_CHAR_ARG_LEN (1))); |
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119 } |
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120 |
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121 template <> |
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122 void |
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123 gsvd<FloatComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, |
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124 F77_INT m, F77_INT n, F77_INT p, |
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125 F77_INT& k, F77_INT& l, |
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126 FloatComplex *tmp_dataA, F77_INT m1, |
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127 FloatComplex *tmp_dataB, F77_INT p1, |
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128 FloatMatrix& alpha, FloatMatrix& beta, |
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129 FloatComplex *u, F77_INT nrow_u, |
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130 FloatComplex *v, F77_INT nrow_v, |
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131 FloatComplex *q, F77_INT nrow_q, |
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132 FloatComplexMatrix& work, |
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133 F77_INT *iwork, F77_INT& info) |
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134 { |
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135 FloatMatrix rwork(2*n, 1); |
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136 F77_XFCN (cggsvd, CGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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137 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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138 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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139 m, n, p, k, l, F77_CMPLX_ARG (tmp_dataA), m1, |
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140 F77_CMPLX_ARG (tmp_dataB), p1, |
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141 alpha.fortran_vec (), beta.fortran_vec (), |
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142 F77_CMPLX_ARG (u), nrow_u, |
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143 F77_CMPLX_ARG (v), nrow_v, |
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144 F77_CMPLX_ARG (q), nrow_q, |
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145 F77_CMPLX_ARG (work.fortran_vec ()), |
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146 rwork.fortran_vec (), iwork, info |
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147 F77_CHAR_ARG_LEN (1) |
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148 F77_CHAR_ARG_LEN (1) |
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149 F77_CHAR_ARG_LEN (1))); |
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150 } |
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151 |
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152 template <typename T> |
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153 T |
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154 gsvd<T>::left_singular_matrix_A (void) const |
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155 { |
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156 if (type == gsvd::Type::sigma_only) |
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157 { |
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158 (*current_liboctave_error_handler) |
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159 ("gsvd: U not computed because type == gsvd::sigma_only"); |
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160 return T (); |
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161 } |
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162 else |
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163 return left_smA; |
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164 } |
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165 |
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166 template <typename T> |
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167 T |
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168 gsvd<T>::left_singular_matrix_B (void) const |
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169 { |
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170 if (type == gsvd::Type::sigma_only) |
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171 { |
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172 (*current_liboctave_error_handler) |
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173 ("gsvd: V not computed because type == gsvd::sigma_only"); |
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174 return T (); |
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175 } |
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176 else |
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177 return left_smB; |
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178 } |
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179 |
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180 template <typename T> |
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181 T |
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182 gsvd<T>::right_singular_matrix (void) const |
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183 { |
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184 if (type == gsvd::Type::sigma_only) |
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185 { |
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186 (*current_liboctave_error_handler) |
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187 ("gsvd: X not computed because type == gsvd::sigma_only"); |
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188 return T (); |
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189 } |
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190 else |
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191 return right_sm; |
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192 } |
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193 |
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194 template <typename T> |
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195 T |
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196 gsvd<T>::R_matrix (void) const |
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197 { |
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198 if (type != gsvd::Type::std) |
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199 { |
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200 (*current_liboctave_error_handler) |
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201 ("gsvd: R not computed because type != gsvd::std"); |
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202 return T (); |
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203 } |
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204 else |
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205 return R; |
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206 } |
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207 |
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208 template <typename T> |
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209 gsvd<T>::gsvd (const T& a, const T& b, gsvd::Type gsvd_type) |
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210 { |
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211 F77_INT info; |
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212 |
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213 F77_INT m = octave::to_f77_int (a.rows ()); |
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214 F77_INT n = octave::to_f77_int (a.cols ()); |
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215 F77_INT p = octave::to_f77_int (b.rows ()); |
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216 |
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217 T atmp = a; |
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218 P *tmp_dataA = atmp.fortran_vec (); |
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219 |
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220 T btmp = b; |
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221 P *tmp_dataB = btmp.fortran_vec (); |
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222 |
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223 char jobu = 'U'; |
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224 char jobv = 'V'; |
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225 char jobq = 'Q'; |
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226 |
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227 F77_INT nrow_u = m; |
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228 F77_INT nrow_v = p; |
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229 F77_INT nrow_q = n; |
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230 |
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231 F77_INT k, l; |
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232 |
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233 switch (gsvd_type) |
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234 { |
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235 case gsvd<T>::Type::sigma_only: |
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236 |
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237 // Note: for this case, both jobu and jobv should be 'N', but |
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238 // there seems to be a bug in dgesvd from Lapack V2.0. To |
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239 // demonstrate the bug, set both jobu and jobv to 'N' and find |
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240 // the singular values of [eye(3), eye(3)]. The result is |
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241 // [-sqrt(2), -sqrt(2), -sqrt(2)]. |
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242 // |
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243 // For Lapack 3.0, this problem seems to be fixed. |
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244 |
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245 jobu = 'N'; |
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246 jobv = 'N'; |
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247 jobq = 'N'; |
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248 nrow_u = nrow_v = nrow_q = 1; |
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249 break; |
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250 |
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251 default: |
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252 break; |
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253 } |
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254 |
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255 type = gsvd_type; |
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256 |
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257 if (! (jobu == 'N' || jobu == 'O')) |
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258 left_smA.resize (nrow_u, m); |
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259 |
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260 P *u = left_smA.fortran_vec (); |
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261 |
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262 if (! (jobv == 'N' || jobv == 'O')) |
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263 left_smB.resize (nrow_v, p); |
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264 |
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265 P *v = left_smB.fortran_vec (); |
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266 |
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267 if (! (jobq == 'N' || jobq == 'O')) |
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268 right_sm.resize (nrow_q, n); |
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269 |
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270 P *q = right_sm.fortran_vec (); |
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271 |
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272 F77_INT lwork = 3*n; |
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273 lwork = (lwork > m ? lwork : m); |
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274 lwork = (lwork > p ? lwork : p) + n; |
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275 |
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276 T work (lwork, 1); |
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277 real_matrix alpha (n, 1); |
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278 real_matrix beta (n, 1); |
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279 |
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280 std::vector<F77_INT> iwork (n); |
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281 |
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282 gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l, |
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283 tmp_dataA, m, tmp_dataB, p, alpha, beta, u, |
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284 nrow_u, v, nrow_v, q, nrow_q, work, iwork.data (), info); |
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285 |
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286 if (f77_exception_encountered) |
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287 (*current_liboctave_error_handler) ("unrecoverable error in *ggsvd"); |
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288 |
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289 if (info < 0) |
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290 (*current_liboctave_error_handler) ("*ggsvd.f: argument %d illegal", |
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291 -info); |
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292 else |
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293 { |
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294 if (info > 0) |
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295 (*current_liboctave_error_handler) |
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296 ("*ggsvd.f: Jacobi-type procedure failed to converge."); |
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297 else |
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298 { |
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299 F77_INT i, j; |
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300 |
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301 if (gsvd<T>::Type::std == gsvd_type) |
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302 { |
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303 R.resize(k+l, k+l); |
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304 int astart = n-k-l; |
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305 if (m - k - l >= 0) |
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306 { |
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307 astart = n-k-l; |
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308 // R is stored in A(1:K+L,N-K-L+1:N) |
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309 for (i = 0; i < k+l; i++) |
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310 for (j = 0; j < k+l; j++) |
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311 R.xelem (i, j) = atmp.xelem (i, astart + j); |
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312 } |
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313 else |
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314 { |
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315 // (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), |
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316 // ( 0 R22 R23 ) |
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317 |
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318 for (i = 0; i < m; i++) |
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319 for (j = 0; j < k+l; j++) |
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320 R.xelem (i, j) = atmp.xelem (i, astart + j); |
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321 // and R33 is stored in B(M-K+1:L,N+M-K-L+1:N) |
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322 for (i = k+l-1; i >=m; i--) |
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323 { |
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324 for (j = 0; j < m; j++) |
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325 R.xelem(i, j) = 0.0; |
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326 for (j = m; j < k+l; j++) |
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327 R.xelem (i, j) = btmp.xelem (i - k, astart + j); |
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328 } |
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329 } |
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330 } |
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331 |
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332 if (m-k-l >= 0) |
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333 { |
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334 // Fills in C and S |
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335 sigmaA.resize (l, l); |
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336 sigmaB.resize (l, l); |
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337 for (i = 0; i < l; i++) |
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338 { |
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339 sigmaA.dgxelem(i) = alpha.elem(k+i); |
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340 sigmaB.dgxelem(i) = beta.elem(k+i); |
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341 } |
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342 } |
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343 else |
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344 { |
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345 // Fills in C and S |
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346 sigmaA.resize (m-k, m-k); |
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347 sigmaB.resize (m-k, m-k); |
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348 for (i = 0; i < m-k; i++) |
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349 { |
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350 sigmaA.dgxelem(i) = alpha.elem(k+i); |
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351 sigmaB.dgxelem(i) = beta.elem(k+i); |
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352 } |
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353 } |
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354 } |
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355 } |
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356 } |
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357 |
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358 // Instantiations we need. |
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359 template class gsvd<Matrix>; |
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360 template class gsvd<FloatMatrix>; |
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361 template class gsvd<ComplexMatrix>; |
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362 template class gsvd<FloatComplexMatrix>; |
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363 } |
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364 } |