Mercurial > octave
annotate liboctave/CmplxSVD.cc @ 11495:8a5e980da6aa
style fixes
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Thu, 13 Jan 2011 02:09:02 -0500 |
| parents | 3ce0c530a9c9 |
| children | fd0a3ac60b0e |
| rev | line source |
|---|---|
| 457 | 1 /* |
| 2 | |
| 7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 1999, 2002, 2003, 2004, 2005, |
| 8920 | 4 2007, 2008 John W. Eaton |
| 457 | 5 |
| 6 This file is part of Octave. | |
| 7 | |
| 8 Octave is free software; you can redistribute it and/or modify it | |
| 9 under the terms of the GNU General Public License as published by the | |
| 7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
| 11 option) any later version. | |
| 457 | 12 |
| 13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 16 for more details. | |
| 17 | |
| 18 You should have received a copy of the GNU General Public License | |
| 7016 | 19 along with Octave; see the file COPYING. If not, see |
| 20 <http://www.gnu.org/licenses/>. | |
| 457 | 21 |
| 22 */ | |
| 23 | |
| 24 #ifdef HAVE_CONFIG_H | |
| 1192 | 25 #include <config.h> |
| 457 | 26 #endif |
| 27 | |
| 28 #include "CmplxSVD.h" | |
| 1847 | 29 #include "f77-fcn.h" |
| 1543 | 30 #include "lo-error.h" |
| 10601 | 31 #include "oct-locbuf.h" |
| 457 | 32 |
| 33 extern "C" | |
| 34 { | |
| 4552 | 35 F77_RET_T |
| 36 F77_FUNC (zgesvd, ZGESVD) (F77_CONST_CHAR_ARG_DECL, | |
|
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10258
diff
changeset
|
37 F77_CONST_CHAR_ARG_DECL, |
| 11495 | 38 const octave_idx_type&, const octave_idx_type&, |
| 39 Complex*, const octave_idx_type&, | |
| 40 double*, Complex*, const octave_idx_type&, | |
| 41 Complex*, const octave_idx_type&, Complex*, | |
| 42 const octave_idx_type&, double*, octave_idx_type& | |
|
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10258
diff
changeset
|
43 F77_CHAR_ARG_LEN_DECL |
|
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10258
diff
changeset
|
44 F77_CHAR_ARG_LEN_DECL); |
| 10601 | 45 |
| 46 F77_RET_T | |
| 47 F77_FUNC (zgesdd, ZGESDD) (F77_CONST_CHAR_ARG_DECL, | |
| 11495 | 48 const octave_idx_type&, const octave_idx_type&, |
| 49 Complex*, const octave_idx_type&, | |
| 50 double*, Complex*, const octave_idx_type&, | |
| 51 Complex*, const octave_idx_type&, Complex*, | |
| 52 const octave_idx_type&, double*, | |
| 53 octave_idx_type *, octave_idx_type& | |
| 10601 | 54 F77_CHAR_ARG_LEN_DECL); |
| 457 | 55 } |
| 56 | |
| 1543 | 57 ComplexMatrix |
| 58 ComplexSVD::left_singular_matrix (void) const | |
| 59 { | |
| 1544 | 60 if (type_computed == SVD::sigma_only) |
| 1543 | 61 { |
| 62 (*current_liboctave_error_handler) | |
|
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10258
diff
changeset
|
63 ("ComplexSVD: U not computed because type == SVD::sigma_only"); |
| 1543 | 64 return ComplexMatrix (); |
| 65 } | |
| 66 else | |
| 67 return left_sm; | |
| 68 } | |
| 69 | |
| 70 ComplexMatrix | |
| 71 ComplexSVD::right_singular_matrix (void) const | |
| 72 { | |
| 1544 | 73 if (type_computed == SVD::sigma_only) |
| 1543 | 74 { |
| 75 (*current_liboctave_error_handler) | |
|
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10258
diff
changeset
|
76 ("ComplexSVD: V not computed because type == SVD::sigma_only"); |
| 1543 | 77 return ComplexMatrix (); |
| 78 } | |
| 79 else | |
| 80 return right_sm; | |
| 81 } | |
| 82 | |
| 5275 | 83 octave_idx_type |
| 10601 | 84 ComplexSVD::init (const ComplexMatrix& a, SVD::type svd_type, SVD::driver svd_driver) |
| 457 | 85 { |
| 5275 | 86 octave_idx_type info; |
| 457 | 87 |
| 5275 | 88 octave_idx_type m = a.rows (); |
| 89 octave_idx_type n = a.cols (); | |
| 457 | 90 |
| 1946 | 91 ComplexMatrix atmp = a; |
| 92 Complex *tmp_data = atmp.fortran_vec (); | |
| 457 | 93 |
| 5275 | 94 octave_idx_type min_mn = m < n ? m : n; |
| 95 octave_idx_type max_mn = m > n ? m : n; | |
| 457 | 96 |
| 1930 | 97 char jobu = 'A'; |
| 98 char jobv = 'A'; | |
| 537 | 99 |
| 5275 | 100 octave_idx_type ncol_u = m; |
| 101 octave_idx_type nrow_vt = n; | |
| 102 octave_idx_type nrow_s = m; | |
| 103 octave_idx_type ncol_s = n; | |
| 537 | 104 |
| 1543 | 105 switch (svd_type) |
| 537 | 106 { |
| 1543 | 107 case SVD::economy: |
| 1930 | 108 jobu = jobv = 'S'; |
| 537 | 109 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; |
| 1543 | 110 break; |
| 111 | |
| 112 case SVD::sigma_only: | |
| 2621 | 113 |
| 114 // Note: for this case, both jobu and jobv should be 'N', but | |
| 115 // there seems to be a bug in dgesvd from Lapack V2.0. To | |
| 116 // demonstrate the bug, set both jobu and jobv to 'N' and find | |
| 117 // the singular values of [eye(3), eye(3)]. The result is | |
| 118 // [-sqrt(2), -sqrt(2), -sqrt(2)]. | |
| 3335 | 119 // |
| 120 // For Lapack 3.0, this problem seems to be fixed. | |
| 2621 | 121 |
| 3335 | 122 jobu = 'N'; |
| 2621 | 123 jobv = 'N'; |
| 1545 | 124 ncol_u = nrow_vt = 1; |
| 1543 | 125 break; |
| 126 | |
| 127 default: | |
| 128 break; | |
| 537 | 129 } |
| 130 | |
| 1544 | 131 type_computed = svd_type; |
| 132 | |
| 2621 | 133 if (! (jobu == 'N' || jobu == 'O')) |
| 1930 | 134 left_sm.resize (m, ncol_u); |
| 135 | |
| 136 Complex *u = left_sm.fortran_vec (); | |
| 137 | |
| 138 sigma.resize (nrow_s, ncol_s); | |
| 139 double *s_vec = sigma.fortran_vec (); | |
| 140 | |
| 2621 | 141 if (! (jobv == 'N' || jobv == 'O')) |
| 1930 | 142 right_sm.resize (nrow_vt, n); |
| 143 | |
| 144 Complex *vt = right_sm.fortran_vec (); | |
| 457 | 145 |
| 5275 | 146 octave_idx_type lrwork = 5*max_mn; |
| 1930 | 147 |
|
10350
12884915a8e4
merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
parents:
10314
diff
changeset
|
148 Array<double> rwork (lrwork, 1); |
| 3336 | 149 |
| 150 // Ask ZGESVD what the dimension of WORK should be. | |
| 151 | |
| 5275 | 152 octave_idx_type lwork = -1; |
| 457 | 153 |
|
10350
12884915a8e4
merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
parents:
10314
diff
changeset
|
154 Array<Complex> work (1, 1); |
| 3336 | 155 |
| 10258 | 156 octave_idx_type one = 1; |
| 157 octave_idx_type m1 = std::max (m, one), nrow_vt1 = std::max (nrow_vt, one); | |
|
10185
455759a5fcbe
fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents:
10158
diff
changeset
|
158 |
| 10601 | 159 if (svd_driver == SVD::GESVD) |
| 160 { | |
| 161 F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), | |
| 162 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 163 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 164 nrow_vt1, work.fortran_vec (), lwork, | |
| 165 rwork.fortran_vec (), info | |
| 166 F77_CHAR_ARG_LEN (1) | |
| 167 F77_CHAR_ARG_LEN (1))); | |
| 168 | |
| 169 lwork = static_cast<octave_idx_type> (work(0).real ()); | |
| 170 work.resize (lwork, 1); | |
| 1543 | 171 |
| 10601 | 172 F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
| 173 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 174 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 175 nrow_vt1, work.fortran_vec (), lwork, | |
| 176 rwork.fortran_vec (), info | |
| 177 F77_CHAR_ARG_LEN (1) | |
| 178 F77_CHAR_ARG_LEN (1))); | |
| 179 } | |
| 180 else if (svd_driver == SVD::GESDD) | |
| 181 { | |
| 182 assert (jobu == jobv); | |
| 183 char jobz = jobu; | |
| 184 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); | |
| 3336 | 185 |
| 10601 | 186 F77_XFCN (zgesdd, ZGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), |
| 187 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 188 nrow_vt1, work.fortran_vec (), lwork, | |
| 189 rwork.fortran_vec (), iwork, info | |
| 190 F77_CHAR_ARG_LEN (1))); | |
| 191 | |
| 192 lwork = static_cast<octave_idx_type> (work(0).real ()); | |
| 193 work.resize (lwork, 1); | |
| 194 | |
| 195 F77_XFCN (zgesdd, ZGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
| 196 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 197 nrow_vt1, work.fortran_vec (), lwork, | |
| 198 rwork.fortran_vec (), iwork, info | |
| 199 F77_CHAR_ARG_LEN (1))); | |
| 200 } | |
| 201 else | |
| 202 assert (0); // impossible | |
| 3336 | 203 |
|
7482
29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7017
diff
changeset
|
204 if (! (jobv == 'N' || jobv == 'O')) |
|
29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7017
diff
changeset
|
205 right_sm = right_sm.hermitian (); |
| 457 | 206 |
| 207 return info; | |
| 208 } |