octave: libinterp/corefcn/svd.cc annotate

annotate libinterp/corefcn/svd.cc @ 25106:d7ad543255c5 stable

doc: Shorten very long first sentences of docstrings (bug #53388). * bsxfun.cc (Fbsxfun), daspk.cc (Fdaspk), dasrt.cc (Fdasrt), dassl.cc (Fdassl), gsvd.cc (Fgsvd), load-save.cc (Foctave_core_file_limit), qz.cc (Fqz), svd.cc (Fsvd), sylvester.cc (Fsylvester), utils.cc (Ferrno), bincoeff.m, bessel.m, krylov.m, expint.m, moment.m: Shorten very long first sentences.

author	Rik <rik@octave.org>
date	Tue, 03 Apr 2018 21:37:29 -0700
parents	078b795c5219
children	825e1d0dfa8e

rev	line source
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	2
25054 6652d3823428 maint: Update copyright dates in all source files. John W. Eaton <jwe@octave.org> parents: 24534 diff changeset	3 Copyright (C) 1996-2018 John W. Eaton
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	4
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	5 This file is part of Octave.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	6
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23795 diff changeset	7 Octave is free software: you can redistribute it and/or modify it
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	8 under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23795 diff changeset	9 the Free Software Foundation, either version 3 of the License, or
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	10 (at your option) any later version.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	11
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	12 Octave is distributed in the hope that it will be useful, but
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	13 WITHOUT ANY WARRANTY; without even the implied warranty of
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	14 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	15 GNU General Public License for more details.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	16
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	17 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6620 diff changeset	18 along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23795 diff changeset	19 <https://www.gnu.org/licenses/>.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	20
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	21 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	22
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	23 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21273 diff changeset	24 # include "config.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	25 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	26
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	27 #include "svd.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	28
15039 e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory Rik <rik@octave.org> parents: 14501 diff changeset	29 #include "defun.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	30 #include "error.h"
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20940 diff changeset	31 #include "errwarn.h"
20940 48b2ad5ee801 maint: Rename oct-obj.[cc\|h] to ovl.[cc\|h] for clarity. Rik <rik@octave.org> parents: 20939 diff changeset	32 #include "ovl.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	33 #include "pr-output.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	34 #include "utils.h"
10638 e1559a8a60b4 general mechanism for string enum variables Jaroslav Hajek <highegg@gmail.com> parents: 10601 diff changeset	35 #include "variables.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	36
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	37 static std::string Vsvd_driver = "gesdd";
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	38
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	39 template <typename T>
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	40 static typename octave::math::svd<T>::Type
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	41 svd_type (int nargin, int nargout, const octave_value_list & args, const T & A)
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	42 {
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	43 if (nargout == 0 \|\| nargout == 1)
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	44 return octave::math::svd<T>::Type::sigma_only;
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	45 else if (nargin == 1)
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	46 return octave::math::svd<T>::Type::std;
25103 078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	47 else if (! args(1).is_real_scalar ())
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	48 return octave::math::svd<T>::Type::economy;
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	49 else
25103 078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	50 {
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	51 if (A.rows () > A.columns ())
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	52 return octave::math::svd<T>::Type::economy;
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	53 else
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	54 return octave::math::svd<T>::Type::std;
078b795c5219 maint: style check C++ ahead of 4.4 release. Rik <rik@octave.org> parents: 25054 diff changeset	55 }
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	56 }
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	57
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	58 template <typename T>
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	59 static typename octave::math::svd<T>::Driver
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	60 svd_driver (void)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	61 {
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	62 return (Vsvd_driver == "gesvd"
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	63 ? octave::math::svd<T>::Driver::GESVD
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	64 : octave::math::svd<T>::Driver::GESDD);
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	65 }
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	66
15039 e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory Rik <rik@octave.org> parents: 14501 diff changeset	67 DEFUN (svd, args, nargout,
22893 5ff6716cf157 allow dispatch types to be declared for built-in functions John W. Eaton <jwe@octave.org> parents: 22755 diff changeset	68 classes: double single
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	69 doc: /* -- texinfo --
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	70 @deftypefn {} {@var{s} =} svd (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	71 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A})
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	72 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, "econ")
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	73 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, 0)
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	74 @cindex singular value decomposition
25106 d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25103 diff changeset	75 Compute the singular value decomposition of @var{A}.
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25103 diff changeset	76
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25103 diff changeset	77 The singular value decomposition is defined by the relation
d7ad543255c5 doc: Shorten very long first sentences of docstrings (bug #53388). Rik <rik@octave.org> parents: 25103 diff changeset	78
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	79 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	80 $$
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	81 A = U S V^{\dagger}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	82 $$
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	83 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	84 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	85
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	86 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	87 A = USV'
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	88 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	89
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	90 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	91
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	92 The function @code{svd} normally returns only the vector of singular values.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	93 When called with three return values, it computes
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	94 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	95 $U$, $S$, and $V$.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	96 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	97 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	98 @var{U}, @var{S}, and @var{V}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	99 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	100 For example,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	101
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	102 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	103 svd (hilb (3))
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	104 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	105
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	106 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	107 returns
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	108
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	109 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	110 @group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	111 ans =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	112
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	113 1.4083189
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	114 0.1223271
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	115 0.0026873
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	116 @end group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	117 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	118
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	119 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	120 and
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	121
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	122 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	123 [u, s, v] = svd (hilb (3))
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	124 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	125
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	126 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	127 returns
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	128
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	129 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	130 @group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	131 u =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	132
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	133 -0.82704 0.54745 0.12766
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	134 -0.45986 -0.52829 -0.71375
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	135 -0.32330 -0.64901 0.68867
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	136
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	137 s =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	138
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	139 1.40832 0.00000 0.00000
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	140 0.00000 0.12233 0.00000
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	141 0.00000 0.00000 0.00269
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	142
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	143 v =
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	144
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	145 -0.82704 0.54745 0.12766
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	146 -0.45986 -0.52829 -0.71375
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	147 -0.32330 -0.64901 0.68867
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	148 @end group
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	149 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	150
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	151 When given a second argument that is not 0, @code{svd} returns an economy-sized
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	152 decomposition, eliminating the unnecessary rows or columns of @var{U} or
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	153 @var{V}.
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	154
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	155 If the second argument is exactly 0, then the choice of decomposition is based
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	156 on the matrix @var{A}. If @var{A} has more rows than columns then an
22709 5c04055aa767 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 22615 diff changeset	157 economy-sized decomposition is returned, otherwise a regular decomposition
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	158 is calculated.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	159
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	160 Algorithm Notes: When calculating the full decomposition (left and right
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	161 singular matrices in addition to singular values) there is a choice of two
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	162 routines in @sc{lapack}. The default routine used by Octave is @code{gesdd}
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	163 which is 5X faster than the alternative @code{gesvd}, but may use more memory
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	164 and may be less accurate for some matrices. See the documentation for
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	165 @code{svd_driver} for more information.
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	166 @seealso{svd_driver, svds, eig, lu, chol, hess, qr, qz}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	167 @end deftypefn */)
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	168 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	169 int nargin = args.length ();
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	170
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	171 if (nargin < 1 \|\| nargin > 2 \|\| nargout == 2 \|\| nargout > 3)
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	172 print_usage ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	173
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	174 octave_value arg = args(0);
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	175
10185 455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	176 if (arg.ndims () != 2)
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	177 error ("svd: A must be a 2-D matrix");
10185 455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	178
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20873 diff changeset	179 octave_value_list retval;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20873 diff changeset	180
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7017 diff changeset	181 bool isfloat = arg.is_single_type ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7017 diff changeset	182
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	183 if (isfloat)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	184 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	185 if (arg.isreal ())
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	186 {
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	187 FloatMatrix tmp = arg.float_matrix_value ();
10638 e1559a8a60b4 general mechanism for string enum variables Jaroslav Hajek <highegg@gmail.com> parents: 10601 diff changeset	188
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	189 if (tmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	190 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	191
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	192 octave::math::svd<FloatMatrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	193 (tmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	194 svd_type<FloatMatrix> (nargin, nargout, args, tmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	195 svd_driver<FloatMatrix> ());
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	196
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	197 FloatDiagMatrix sigma = result.singular_values ();
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	198
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	199 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	200 retval(0) = sigma.extract_diag ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	201 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	202 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	203 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	204 result.right_singular_matrix ());
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	205 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23573 diff changeset	206 else if (arg.iscomplex ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	207 {
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	208 FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	209
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	210 if (ctmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	211 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	212
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	213 octave::math::svd<FloatComplexMatrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	214 (ctmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	215 svd_type<FloatComplexMatrix> (nargin, nargout, args, ctmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	216 svd_driver<FloatComplexMatrix> ());
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	217
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	218 FloatDiagMatrix sigma = result.singular_values ();
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	219
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	220 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	221 retval(0) = sigma.extract_diag ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	222 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	223 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	224 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	225 result.right_singular_matrix ());
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	226 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	227 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	228 else
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	229 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	230 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	231 {
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	232 Matrix tmp = arg.matrix_value ();
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7017 diff changeset	233
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	234 if (tmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	235 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	236
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	237 octave::math::svd<Matrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	238 (tmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	239 svd_type<Matrix> (nargin, nargout, args, tmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	240 svd_driver<Matrix> ());
20535 b70cc4bd8109 begin removal of global error_state variable John W. Eaton <jwe@octave.org> parents: 20172 diff changeset	241
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	242 DiagMatrix sigma = result.singular_values ();
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	243
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	244 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	245 retval(0) = sigma.extract_diag ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	246 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	247 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	248 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	249 result.right_singular_matrix ());
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	250 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23573 diff changeset	251 else if (arg.iscomplex ())
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	252 {
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	253 ComplexMatrix ctmp = arg.complex_matrix_value ();
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	254
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	255 if (ctmp.any_element_is_inf_or_nan ())
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	256 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	257
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	258 octave::math::svd<ComplexMatrix> result
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	259 (ctmp,
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	260 svd_type<ComplexMatrix> (nargin, nargout, args, ctmp),
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22204 diff changeset	261 svd_driver<ComplexMatrix> ());
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	262
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	263 DiagMatrix sigma = result.singular_values ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	264
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	265 if (nargout == 0 \|\| nargout == 1)
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	266 retval(0) = sigma.extract_diag ();
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	267 else
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	268 retval = ovl (result.left_singular_matrix (),
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	269 sigma,
cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	270 result.right_singular_matrix ());
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9758 diff changeset	271 }
4478 7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe] jwe parents: 3548 diff changeset	272 else
21273 cbced1c09916 better use of templates for svd classes John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	273 err_wrong_type_arg ("svd", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	274 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	275
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	276 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	277 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	278
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	279 /*
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	280 %!assert (svd ([1, 2; 2, 1]), [3; 1], sqrt (eps))
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	281
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	282 %!test
22592 ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	283 a = [1, 2; 3, 4] + [5, 6; 7, 8]*i;
ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	284 [u,s,v] = svd (a);
ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	285 assert (a, u * s * v', 128 * eps);
ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	286
ee0df00e12d6 fix complex svd (bug #49232) John W. Eaton <jwe@octave.org> parents: 22407 diff changeset	287 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	288 %! [u, s, v] = svd ([1, 2; 2, 1]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	289 %! x = 1 / sqrt (2);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	290 %! assert (u, [-x, -x; -x, x], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	291 %! assert (s, [3, 0; 0, 1], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	292 %! assert (v, [-x, x; -x, -x], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	293
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	294 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	295 %! a = [1, 2, 3; 4, 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	296 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	297 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	298
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	299 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	300 %! a = [1, 2; 3, 4; 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	301 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	302 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	303
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	304 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	305 %! a = [1, 2, 3; 4, 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	306 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	307 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	308
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	309 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	310 %! a = [1, 2; 3, 4; 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	311 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	312 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	313
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	314 %!assert (svd (single ([1, 2; 2, 1])), single ([3; 1]), sqrt (eps ("single")))
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	315
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	316 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	317 %! [u, s, v] = svd (single ([1, 2; 2, 1]));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	318 %! x = single (1 / sqrt (2));
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	319 %! assert (u, [-x, -x; -x, x], sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	320 %! assert (s, single ([3, 0; 0, 1]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	321 %! assert (v, [-x, x; -x, -x], sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	322
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	323 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	324 %! a = single ([1, 2, 3; 4, 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	325 %! [u, s, v] = svd (a);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	326 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	327
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	328 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	329 %! a = single ([1, 2; 3, 4; 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	330 %! [u, s, v] = svd (a);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	331 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	332
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	333 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	334 %! a = single ([1, 2, 3; 4, 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	335 %! [u, s, v] = svd (a, 1);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	336 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	337
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	338 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	339 %! a = single ([1, 2; 3, 4; 5, 6]);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	340 %! [u, s, v] = svd (a, 1);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	341 %! assert (u * s * v', a, sqrt (eps ("single")));
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	342
10185 455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	343 %!test
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	344 %! a = zeros (0, 5);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	345 %! [u, s, v] = svd (a);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	346 %! assert (size (u), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	347 %! assert (size (s), [0, 5]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	348 %! assert (size (v), [5, 5]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	349
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	350 %!test
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	351 %! a = zeros (5, 0);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	352 %! [u, s, v] = svd (a, 1);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	353 %! assert (size (u), [5, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	354 %! assert (size (s), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	355 %! assert (size (v), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices Jaroslav Hajek <highegg@gmail.com> parents: 10155 diff changeset	356
23573 1b4f4ec53b4a use new script to tag fixed bugs in tests John W. Eaton <jwe@octave.org> parents: 23572 diff changeset	357 %!test <*49309>
22615 68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	358 %! [~,~,v] = svd ([1, 1, 1], 0);
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	359 %! assert (size (v), [3 3]);
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	360 %! [~,~,v] = svd ([1, 1, 1], "econ");
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	361 %! assert (size (v), [3 1]);
68e9bdb7cde3 Accept second input '0' to svd (bug #49309). Rik <rik@octave.org> parents: 22592 diff changeset	362
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	363 %!error svd ()
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	364 %!error svd ([1, 2; 4, 5], 2, 3)
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	365 %!error [u, v] = svd ([1, 2; 3, 4])
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	366 */
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	367
15039 e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory Rik <rik@octave.org> parents: 14501 diff changeset	368 DEFUN (svd_driver, args, nargout,
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	369 doc: /* -- texinfo --
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	370 @deftypefn {} {@var{val} =} svd_driver ()
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	371 @deftypefnx {} {@var{old_val} =} svd_driver (@var{new_val})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	372 @deftypefnx {} {} svd_driver (@var{new_val}, "local")
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	373 Query or set the underlying @sc{lapack} driver used by @code{svd}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	374
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	375 Currently recognized values are @qcode{"gesdd"} and @qcode{"gesvd"}.
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	376 The default is @qcode{"gesdd"}.
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	377
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	378 When called from inside a function with the @qcode{"local"} option, the
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	379 variable is changed locally for the function and any subroutines it calls.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	380 The original variable value is restored when exiting the function.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	381
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	382 Algorithm Notes: The @sc{lapack} library provides two routines for calculating
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	383 the full singular value decomposition (left and right singular matrices as
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	384 well as singular values). When calculating just the singular values the
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	385 following discussion is not relevant.
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	386
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	387 The default routine use by Octave is the newer @code{gesdd} which is based on a
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	388 Divide-and-Conquer algorithm that is 5X faster than the alternative
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	389 @code{gesvd}, which is based on QR factorization. However, the new algorithm
23567 71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	390 can use significantly more memory. For an @nospell{MxN} input matrix the
71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	391 memory usage is of order O(min(M,N) ^ 2), whereas the alternative is of order
71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	392 O(max(M,N)). In general, modern computers have abundant memory so Octave has
71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	393 chosen to prioritize speed.
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	394
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	395 In addition, there have been instances in the past where some input matrices
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	396 were not accurately decomposed by @code{gesdd}. This appears to have been
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	397 resolved with modern versions of @sc{lapack}. However, if certainty is
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	398 required the accuracy of the decomposition can always be tested after the fact
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	399 with
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	400
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	401 @example
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	402 @group
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	403 [@var{u}, @var{s}, @var{v}] = svd (@var{x});
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	404 norm (@var{x} - @var{u}@var{s}@var{v'}, "fro")
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	405 @end group
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	406 @end example
750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	407
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	408 @seealso{svd}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	409 @end deftypefn */)
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	410 {
23795 980f39c3ab90 Use C++11 nullptr rather than 0 in code (bug #51565). Rik <rik@octave.org> parents: 23582 diff changeset	411 static const char *driver_names[] = { "gesvd", "gesdd", nullptr };
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	412
10638 e1559a8a60b4 general mechanism for string enum variables Jaroslav Hajek <highegg@gmail.com> parents: 10601 diff changeset	413 return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names);
10601 3ce0c530a9c9 implement svd_driver Jaroslav Hajek <highegg@gmail.com> parents: 10185 diff changeset	414 }
15887 8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	415
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	416 /*
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	417 %!test
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	418 %! A = [1+1i, 1-1i, 0; 0, 2, 0; 1i, 1i, 1+2i];
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	419 %! old_driver = svd_driver ("gesvd");
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	420 %! [U1, S1, V1] = svd (A);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	421 %! svd_driver ("gesdd");
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	422 %! [U2, S2, V2] = svd (A);
22977 750c8b4b7164 Switch svd_driver to gesdd for performance (bug #49940). Rik <rik@octave.org> parents: 22893 diff changeset	423 %! svd_driver (old_driver);
15887 8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	424 %! assert (U1, U2, 5*eps);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	425 %! assert (S1, S2, 5*eps);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	426 %! assert (V1, V2, 5*eps);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998). Rik <rik@octave.org> parents: 14138 diff changeset	427 */

Mercurial > octave

annotate libinterp/corefcn/svd.cc @ 25106:d7ad543255c5 stable