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1 // -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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21 |
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22 */ |
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23 |
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24 #if defined (__GNUG__) |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #ifdef HAVE_CONFIG_H |
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29 #include <config.h> |
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30 #endif |
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31 |
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32 #include "dbleSVD.h" |
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33 #include "f77-uscore.h" |
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34 #include "mx-inlines.cc" |
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35 |
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36 extern "C" |
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37 { |
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38 int F77_FCN (dgesvd, DGESVD) (const char*, const char*, const int&, |
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39 const int&, double*, const int&, |
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40 double*, double*, const int&, double*, |
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41 const int&, double*, const int&, int&, |
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42 long, long); |
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43 } |
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44 |
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45 Matrix |
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46 SVD::left_singular_matrix (void) const |
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47 { |
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48 if (type_computed == SVD::sigma_only) |
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49 { |
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50 (*current_liboctave_error_handler) |
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51 ("ComplexSVD: U not computed because type == SVD::sigma_only"); |
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52 return Matrix (); |
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53 } |
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54 else |
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55 return left_sm; |
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56 } |
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57 |
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58 Matrix |
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59 SVD::right_singular_matrix (void) const |
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60 { |
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61 if (type_computed == SVD::sigma_only) |
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62 { |
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63 (*current_liboctave_error_handler) |
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64 ("ComplexSVD: V not computed because type == SVD::sigma_only"); |
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65 return Matrix (); |
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66 } |
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67 else |
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68 return right_sm; |
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69 } |
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70 |
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71 int |
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72 SVD::init (const Matrix& a, SVD::type svd_type) |
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73 { |
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74 int info; |
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75 |
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76 int m = a.rows (); |
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77 int n = a.cols (); |
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78 |
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79 double *tmp_data = dup (a.data (), a.length ()); |
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80 |
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81 int min_mn = m < n ? m : n; |
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82 int max_mn = m > n ? m : n; |
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83 |
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84 char *jobu = "A"; |
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85 char *jobv = "A"; |
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86 |
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87 int ncol_u = m; |
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88 int nrow_vt = n; |
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89 int nrow_s = m; |
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90 int ncol_s = n; |
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91 |
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92 switch (svd_type) |
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93 { |
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94 case SVD::economy: |
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95 jobu = jobv ="S"; |
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96 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; |
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97 break; |
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98 |
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99 case SVD::sigma_only: |
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100 jobu = jobv ="N"; |
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101 ncol_u = nrow_vt = 1; |
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102 break; |
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103 |
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104 default: |
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105 break; |
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106 } |
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107 |
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108 type_computed = svd_type; |
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109 |
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110 double *u = (*jobu == 'N' ? 0 : new double[m * ncol_u]); |
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111 double *s_vec = new double[min_mn]; |
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112 double *vt = (*jobv == 'N' ? 0 : new double[nrow_vt * n]); |
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113 |
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114 int tmp1 = 3*min_mn + max_mn; |
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115 int tmp2 = 5*min_mn - 4; |
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116 int lwork = tmp1 > tmp2 ? tmp1 : tmp2; |
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117 double *work = new double[lwork]; |
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118 |
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119 F77_FCN (dgesvd, DGESVD) (jobu, jobv, m, n, tmp_data, m, s_vec, u, |
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120 m, vt, nrow_vt, work, lwork, info, 1L, |
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121 1L); |
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122 |
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123 if (*jobu != 'N') |
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124 left_sm = Matrix (u, m, ncol_u); |
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125 |
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126 sigma = DiagMatrix (s_vec, nrow_s, ncol_s); |
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127 |
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128 if (*jobv != 'N') |
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129 { |
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130 Matrix vt_m (vt, nrow_vt, n); |
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131 right_sm = vt_m.transpose (); |
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132 } |
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133 |
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134 delete [] tmp_data; |
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135 delete [] work; |
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136 |
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137 return info; |
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138 } |
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139 |
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140 ostream& |
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141 operator << (ostream& os, const SVD& a) |
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142 { |
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143 os << a.left_singular_matrix () << "\n"; |
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144 os << a.singular_values () << "\n"; |
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145 os << a.right_singular_matrix () << "\n"; |
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146 |
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147 return os; |
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148 } |
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149 |
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150 /* |
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151 ;;; Local Variables: *** |
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152 ;;; mode: C++ *** |
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153 ;;; page-delimiter: "^/\\*" *** |
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154 ;;; End: *** |
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155 */ |
