octave: libinterp/corefcn/gsvd.cc annotate

annotate libinterp/corefcn/gsvd.cc @ 27923:bd51beb6205e

update formatting of copyright notices * Use <https://octave.org/copyright/> instead of <https://octave.org/COPYRIGHT.html/>. * For consistency with other comments in the Octave sources, use C++-style comments for copyright blocks in C and C++ files. * Use delimiters above and below copyright blocks that are appropriate for the language used in the file. * Eliminate extra spacing inside copyright blocks. * lex.ll (looks_like_copyright): Also allow newlines and carriage returns before the word "Copyright". * scripts/mk-doc.pl (gethelp): Also skip empty comment lines. * bp-table.cc, type.m: Adjust tests.

author	John W. Eaton <jwe@octave.org>
date	Wed, 08 Jan 2020 11:59:41 -0500
parents	1891570abac8
children	c40a367a84c0 0a5b15007766

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 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	3 // Copyright (C) 1997-2020 The Octave Project Developers
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
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	43
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	44 template <typename T>
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	45 static typename octave::math::gsvd<T>::Type
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	46 gsvd_type (int nargout)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	47 {
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	48 return ((nargout == 0 \|\| nargout == 1)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	49 ? octave::math::gsvd<T>::Type::sigma_only
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	50 : (nargout > 5) ? octave::math::gsvd<T>::Type::std
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	51 : octave::math::gsvd<T>::Type::economy);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	52 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	53
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	54 // Named like this to avoid conflicts with the gsvd class.
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	55 template <typename T>
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	56 static octave_value_list
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	57 do_gsvd (const T& A, const T& B, const octave_idx_type nargout,
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	58 bool is_single = false)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	59 {
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	60 octave::math::gsvd<T> result (A, B, gsvd_type<T> (nargout));
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	61
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	62 octave_value_list retval (nargout);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	63 if (nargout < 2)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	64 {
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	65 if (is_single)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	66 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	67 FloatDiagMatrix sigA = result.singular_values_A ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	68 FloatDiagMatrix sigB = result.singular_values_B ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	69 for (int i = sigA.rows () - 1; i >= 0; i--)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	70 sigA.dgxelem(i) /= sigB.dgxelem(i);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	71 retval(0) = sigA.diag ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	72 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	73 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	74 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	75 DiagMatrix sigA = result.singular_values_A ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	76 DiagMatrix sigB = result.singular_values_B ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	77 for (int i = sigA.rows () - 1; i >= 0; i--)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	78 sigA.dgxelem(i) /= sigB.dgxelem(i);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	79 retval(0) = sigA.diag ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	80 }
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	81 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	82 else
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	83 {
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	84 retval(0) = result.left_singular_matrix_A ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	85 retval(1) = result.left_singular_matrix_B ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	86 if (nargout > 2)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	87 retval(2) = result.right_singular_matrix ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	88 if (nargout > 3)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	89 retval(3) = result.singular_values_A ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	90 if (nargout > 4)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	91 retval(4) = result.singular_values_B ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	92 if (nargout > 5)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	93 retval(5) = result.R_matrix ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	94 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	95 return retval;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	96 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	97
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	98 DEFUN (gsvd, args, nargout,
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	99 doc: /* -- texinfo --
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	100 @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	101 @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	102 @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	103 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	104
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25054 diff changeset	105 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	106 relations:
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	107
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	108 @tex
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	109 $$ A = U C X^\dagger $$
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	110 $$ B = V S X^\dagger $$
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	111 $$ C^\dagger C + S^\dagger S = eye (columns (A)) $$
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	112 @end tex
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	113 @ifnottex
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	114
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	115 @example
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	116 @group
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	117 A = UCX'
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	118 B = VSX'
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	119 C'C + S'S = eye (columns (A))
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	120 @end group
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	121 @end example
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	122
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	123 @end ifnottex
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	124
23565 3a730821e4a2 doc: Peridoc grammarcheck of documentation. Rik <rik@octave.org> parents: 23221 diff changeset	125 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	126 singular values
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	127 @tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	128 $$ \sqrt{{{diag (C^\dagger C)} \over {diag (S^\dagger S)}}} $$
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	129 @end tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	130 @ifnottex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	131 @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	132 @end ifnottex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	133 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	134 @tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	135 $U$, $V$, $X$, and $C$.
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	136 @end tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	137 @ifnottex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	138 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	139 @end ifnottex
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	140
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	141 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	142 "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	143 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	144 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	145
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	146 Programming Note: the code is a wrapper to the corresponding @sc{lapack} dggsvd
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	147 and zggsvd routines.
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	148
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	149 @seealso{svd}
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	150 @end deftypefn */)
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 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	153
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	154 if (nargin < 2 \|\| nargin > 3)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	155 print_usage ();
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	156 else if (nargin == 3)
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	157 warning ("gsvd: economy-sized decomposition is not yet implemented, returning full decomposition");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	158
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	159 octave_value_list retval;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	160
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	161 octave_value argA = args(0);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	162 octave_value argB = args(1);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	163
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	164 octave_idx_type nr = argA.rows ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	165 octave_idx_type nc = argA.columns ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	166
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	167 octave_idx_type np = argB.columns ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	168
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	169 // FIXME: This "special" case should be handled in the gsvd class, not here
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	170 if (nr == 0 \|\| nc == 0)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	171 {
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	172 retval = octave_value_list (nargout);
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	173 if (nargout < 2) // S = gsvd (A, B)
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	174 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	175 if (argA.is_single_type () \|\| argB.is_single_type ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	176 retval(0) = FloatMatrix (0, 1);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	177 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	178 retval(0) = Matrix (0, 1);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	179 }
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	180 else // [U, V, X, C, S, R] = gsvd (A, B)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	181 {
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	182 if (argA.is_single_type () \|\| argB.is_single_type ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	183 {
25646 4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	184 retval(0) = octave::float_identity_matrix (nc, nc);
4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	185 retval(1) = octave::float_identity_matrix (nc, nc);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	186 if (nargout > 2)
25646 4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	187 retval(2) = octave::float_identity_matrix (nr, nr);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	188 if (nargout > 3)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	189 retval(3) = FloatMatrix (nr, nc);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	190 if (nargout > 4)
25646 4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	191 retval(4) = octave::float_identity_matrix (nr, nr);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	192 if (nargout > 5)
25646 4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	193 retval(5) = octave::float_identity_matrix (nr, nr);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	194 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	195 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	196 {
25646 4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	197 retval(0) = octave::identity_matrix (nc, nc);
4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	198 retval(1) = octave::identity_matrix (nc, nc);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	199 if (nargout > 2)
25646 4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	200 retval(2) = octave::identity_matrix (nr, nr);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	201 if (nargout > 3)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	202 retval(3) = Matrix (nr, nc);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	203 if (nargout > 4)
25646 4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	204 retval(4) = octave::identity_matrix (nr, nr);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	205 if (nargout > 5)
25646 4d565baa475e move libinterp/utils functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25106 diff changeset	206 retval(5) = octave::identity_matrix (nr, nr);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	207 }
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	208 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	209 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	210 else
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 if (nc != np)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	213 print_usage ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	214
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	215 if (argA.is_single_type () \|\| argB.is_single_type ())
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	216 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	217 if (argA.isreal () && argB.isreal ())
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	218 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	219 FloatMatrix tmpA = argA.xfloat_matrix_value ("gsvd: A must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	220 FloatMatrix tmpB = argB.xfloat_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	221
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	222 if (tmpA.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	223 error ("gsvd: A cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	224 if (tmpB.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	225 error ("gsvd: B cannot have Inf or NaN values");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	226
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	227 retval = do_gsvd (tmpA, tmpB, nargout, true);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	228 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23565 diff changeset	229 else if (argA.iscomplex () \|\| argB.iscomplex ())
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	230 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	231 FloatComplexMatrix ctmpA = argA.xfloat_complex_matrix_value ("gsvd: A must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	232 FloatComplexMatrix ctmpB = argB.xfloat_complex_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	233
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	234 if (ctmpA.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	235 error ("gsvd: A cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	236 if (ctmpB.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	237 error ("gsvd: B cannot have Inf or NaN values");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	238
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	239 retval = do_gsvd (ctmpA, ctmpB, nargout, true);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	240 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	241 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	242 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	243 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	244 else
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	245 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	246 if (argA.isreal () && argB.isreal ())
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	247 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	248 Matrix tmpA = argA.xmatrix_value ("gsvd: A must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	249 Matrix tmpB = argB.xmatrix_value ("gsvd: B must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	250
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	251 if (tmpA.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	252 error ("gsvd: A cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	253 if (tmpB.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	254 error ("gsvd: B cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	255
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	256 retval = do_gsvd (tmpA, tmpB, nargout);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	257 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23565 diff changeset	258 else if (argA.iscomplex () \|\| argB.iscomplex ())
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	259 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	260 ComplexMatrix ctmpA = argA.xcomplex_matrix_value ("gsvd: A must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	261 ComplexMatrix ctmpB = argB.xcomplex_matrix_value ("gsvd: B must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	262
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	263 if (ctmpA.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	264 error ("gsvd: A cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	265 if (ctmpB.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	266 error ("gsvd: B cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	267
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	268 retval = do_gsvd (ctmpA, ctmpB, nargout);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	269 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	270 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	271 error ("gsvd: A and B must be real or complex matrices");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	272 }
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	273 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	274
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	275 return retval;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	276 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	277
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	278 /*
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	279
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	280 ## Basic test of decomposition
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	281 %!test <48807>
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	282 %! 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	283 %! B = magic (3);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	284 %! [U,V,X,C,S] = gsvd (A,B);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	285 %! 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	286 %! 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	287 %! S0 = gsvd (A, B);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	288 %! S1 = svd (A / B);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	289 %! 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	290
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	291 ## a few tests for gsvd.m
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	292 %!shared A, A0, B, B0, U, V, C, S, X, R, D1, D2
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	293 %! A0 = randn (5, 3);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	294 %! B0 = diag ([1 2 4]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	295 %! A = A0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	296 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	297
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	298 ## 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	299 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	300 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	301 %! D1 = zeros (5, 3); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	302 %! D2 = S;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	303 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	304 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	305 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	306
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	307 ## 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	308 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	309 %! B(2, 2) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	310 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	311 %! D1 = zeros (5, 3); D1(1, 1) = 1; D1(2:3, 2:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	312 %! D2 = [zeros(2, 1) S; zeros(1, 3)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	313 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	314 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	315 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
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: 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	318 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	319 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	320 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	321 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	322 %! D1 = zeros(5, 3); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	323 %! D2 = S;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	324 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	325 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	326 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	327
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	328 ## A and B are both rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	329 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	330 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	331 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	332 %! D1 = zeros(5, 2); D1(1:2, 1:2) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	333 %! D2 = [S; zeros(1, 2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	334 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	335 %! assert (norm ((U'AX) - D1*[zeros(2, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	336 %! assert (norm ((V'BX) - D2*[zeros(2, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	337
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	338 ## 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	339 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	340 %! A = A0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	341 %! B0 = diag ([1 2 4 8 16]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	342 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	343 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	344 %! D1 = [C zeros(3,2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	345 %! D2 = [S zeros(3,2); zeros(2, 3) eye(2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	346 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	347 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	348 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	349
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	350 ## 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	351 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	352 %! B(2, 2) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	353 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	354 %! D1 = zeros(3, 5); D1(1, 1) = 1; D1(2:3, 2:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	355 %! D2 = zeros(5, 5); D2(1:2, 2:3) = S; D2(3:4, 4:5) = eye (2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	356 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	357 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	358 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	359
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	360 ## 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	361 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	362 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	363 %! A(3, :) = 2*A(1, :) - A(2, :);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	364 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	365 %! D1 = zeros (3, 5); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	366 %! D2 = zeros (5, 5); D2(1:3, 1:3) = S; D2(4:5, 4:5) = eye (2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	367 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	368 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	369 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	370
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	371 ## A and B are both rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	372 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	373 %! A = A0.'; B = B0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	374 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	375 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	376 %! [U, V, X, C, S, R]=gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	377 %! D1 = zeros(3, 4); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	378 %! D2 = eye (4); D2(1:3, 1:3) = S; D2(5,:) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	379 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	380 %! assert (norm ((U'AX) - D1*[zeros(4, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	381 %! assert (norm ((V'BX) - D2*[zeros(4, 1) R]) <= 1e-6);
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 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	384 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	385 %! A0 = A0 + j*randn (5, 3);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	386 %! B0 = diag ([1 2 4]) + j*diag ([4 -2 -1]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	387 %! A = A0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	388 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	389 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	390 %! D1 = zeros(5, 3); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	391 %! D2 = S;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	392 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	393 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	394 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	395
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	396 ## 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	397 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	398 %! B(2, 2) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	399 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	400 %! D1 = zeros(5, 3); D1(1, 1) = 1; D1(2:3, 2:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	401 %! D2 = [zeros(2, 1) S; zeros(1, 3)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	402 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	403 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	404 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	405
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	406 ## 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	407 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	408 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	409 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	410 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	411 %! D1 = zeros(5, 3); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	412 %! D2 = S;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	413 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	414 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	415 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	416
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	417 ## A (5x3) and B (3x3) are both 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	418 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	419 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	420 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	421 %! D1 = zeros(5, 2); D1(1:2, 1:2) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	422 %! D2 = [S; zeros(1, 2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	423 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	424 %! assert (norm ((U'AX) - D1*[zeros(2, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	425 %! assert (norm ((V'BX) - D2*[zeros(2, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	426
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	427 ## 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	428 ## 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	429 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	430 %! A = A0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	431 %! 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	432 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	433 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	434 %! D1 = [C zeros(3,2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	435 %! D2 = [S zeros(3,2); zeros(2, 3) eye(2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	436 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	437 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	438 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	439
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	440 ## 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	441 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	442 %! B(2, 2) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	443 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	444 %! D1 = zeros(3, 5); D1(1, 1) = 1; D1(2:3, 2:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	445 %! D2 = zeros(5,5); D2(1:2, 2:3) = S; D2(3:4, 4:5) = eye (2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	446 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	447 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	448 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	449
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	450 ## 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	451 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	452 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	453 %! A(3, :) = 2*A(1, :) - A(2, :);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	454 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	455 %! D1 = zeros(3, 5); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	456 %! D2 = zeros(5,5); D2(1:3, 1:3) = S; D2(4:5, 4:5) = eye (2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	457 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	458 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	459 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	460
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	461 ## A and B are both 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	462 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	463 %! A = A0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	464 %! B = B0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	465 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	466 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	467 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	468 %! D1 = zeros(3, 4); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	469 %! D2 = eye (4); D2(1:3, 1:3) = S; D2(5,:) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	470 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	471 %! assert (norm ((U'AX) - D1*[zeros(4, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	472 %! assert (norm ((V'BX) - D2*[zeros(4, 1) R]) <= 1e-6);
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	473
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	474 ## 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	475 %!test
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	476 %! s = gsvd (single (ones (0,1)), B);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	477 %! assert (class (s), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	478 %! s = gsvd (single (ones (1,0)), B);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	479 %! assert (class (s), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	480 %! s = gsvd (single (ones (1,0)), B);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	481 %! [U,V,X,C,S,R] = gsvd (single ([]), B);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	482 %! assert (class (U), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	483 %! assert (class (V), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	484 %! assert (class (X), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	485 %! assert (class (C), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	486 %! assert (class (S), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	487 %! assert (class (R), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	488 %!
22709 5c04055aa767 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 22664 diff changeset	489 %! s = gsvd (single (A), B);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	490 %! assert (class (s), "single");
22709 5c04055aa767 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 22664 diff changeset	491 %! [U,V,X,C,S,R] = gsvd (single (A), B);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	492 %! assert (class (U), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	493 %! assert (class (V), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	494 %! assert (class (X), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	495 %! assert (class (C), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	496 %! assert (class (S), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	497 %! assert (class (R), "single");
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 */

Mercurial > octave

annotate libinterp/corefcn/gsvd.cc @ 27923:bd51beb6205e