Mercurial > octave
annotate liboctave/numeric/gsvd.cc @ 31249:de6fc38c78c6
Make Jacobian types offered by dlsode.f accessible by lsode (bug #31626).
* liboctave/numeric/LSODE-opts.in: Add options "jacobian type", "lower jacobian
subdiagonals", and "upper jacobian subdiagonals".
* liboctave/numeric/LSODE.cc (file scope, lsode_j,
LSODE::do_integrate (double)): Handle new configurable Jacobian types.
* build-aux/mk-opts.pl: Don't implicitly convert to integer in condition.
author | Olaf Till <olaf.till@uni-jena.de> |
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date | Fri, 12 Nov 2010 08:53:05 +0100 |
parents | 796f54d4ddbf |
children | 18fac4a92fa6 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1997-2022 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
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25 |
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26 #ifdef HAVE_CONFIG_H |
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27 # include <config.h> |
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28 #endif |
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29 |
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30 #include <algorithm> |
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31 #include <unordered_map> |
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32 |
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33 #include "CMatrix.h" |
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34 #include "dDiagMatrix.h" |
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35 #include "dMatrix.h" |
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36 #include "fCMatrix.h" |
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37 #include "fDiagMatrix.h" |
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38 #include "fMatrix.h" |
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39 #include "gsvd.h" |
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40 #include "lo-error.h" |
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41 #include "lo-lapack-proto.h" |
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42 #include "oct-locbuf.h" |
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43 #include "oct-shlib.h" |
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44 |
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45 namespace octave |
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46 { |
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47 static std::unordered_map<std::string, void *> gsvd_fcn; |
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48 |
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49 static bool have_DGGSVD3 = false; |
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50 static bool gsvd_initialized = false; |
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51 |
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52 /* Hack to stringize results of F77_FUNC macro. */ |
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53 #define xSTRINGIZE(x) #x |
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54 #define STRINGIZE(x) xSTRINGIZE(x) |
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55 |
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56 static void initialize_gsvd (void) |
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57 { |
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58 if (gsvd_initialized) |
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59 return; |
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60 |
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61 dynamic_library libs (""); |
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62 if (! libs) |
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63 (*current_liboctave_error_handler) |
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64 ("gsvd: unable to query LAPACK library"); |
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65 |
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66 have_DGGSVD3 = (libs.search (STRINGIZE (F77_FUNC (dggsvd3, DGGSVD3))) |
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67 != nullptr); |
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68 |
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69 if (have_DGGSVD3) |
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70 { |
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71 gsvd_fcn["dg"] = libs.search (STRINGIZE (F77_FUNC (dggsvd3, DGGSVD3))); |
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72 gsvd_fcn["sg"] = libs.search (STRINGIZE (F77_FUNC (sggsvd3, SGGSVD3))); |
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73 gsvd_fcn["zg"] = libs.search (STRINGIZE (F77_FUNC (zggsvd3, ZGGSVD3))); |
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74 gsvd_fcn["cg"] = libs.search (STRINGIZE (F77_FUNC (cggsvd3, CGGSVD3))); |
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75 } |
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76 else |
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77 { |
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78 gsvd_fcn["dg"] = libs.search (STRINGIZE (F77_FUNC (dggsvd, DGGSVD))); |
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79 gsvd_fcn["sg"] = libs.search (STRINGIZE (F77_FUNC (sggsvd, SGGSVD))); |
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80 gsvd_fcn["zg"] = libs.search (STRINGIZE (F77_FUNC (zggsvd, ZGGSVD))); |
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81 gsvd_fcn["cg"] = libs.search (STRINGIZE (F77_FUNC (cggsvd, CGGSVD))); |
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82 } |
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83 |
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84 gsvd_initialized = true; |
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85 } |
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86 |
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87 /* Clean up macro namespace as soon as we are done using them */ |
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88 #undef xSTRINGIZE |
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89 #undef STRINGIZE |
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90 |
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91 template<class T1> |
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92 struct real_ggsvd_ptr |
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93 { |
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94 typedef F77_RET_T (*type) |
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95 (F77_CONST_CHAR_ARG_DECL, // JOBU |
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96 F77_CONST_CHAR_ARG_DECL, // JOBV |
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97 F77_CONST_CHAR_ARG_DECL, // JOBQ |
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98 const F77_INT&, // M |
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99 const F77_INT&, // N |
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100 const F77_INT&, // P |
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101 F77_INT&, // K |
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102 F77_INT&, // L |
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103 T1 *, // A(LDA,N) |
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104 const F77_INT&, // LDA |
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105 T1 *, // B(LDB,N) |
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106 const F77_INT&, // LDB |
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107 T1 *, // ALPHA(N) |
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108 T1 *, // BETA(N) |
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109 T1 *, // U(LDU,M) |
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110 const F77_INT&, // LDU |
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111 T1 *, // V(LDV,P) |
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112 const F77_INT&, // LDV |
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113 T1 *, // Q(LDQ,N) |
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114 const F77_INT&, // LDQ |
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115 T1 *, // WORK |
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116 F77_INT *, // IWORK(N) |
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117 F77_INT& // INFO |
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118 F77_CHAR_ARG_LEN_DECL |
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119 F77_CHAR_ARG_LEN_DECL |
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120 F77_CHAR_ARG_LEN_DECL); |
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121 }; |
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122 |
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123 template<class T1> |
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124 struct real_ggsvd3_ptr |
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125 { |
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126 typedef F77_RET_T (*type) |
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127 (F77_CONST_CHAR_ARG_DECL, // JOBU |
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128 F77_CONST_CHAR_ARG_DECL, // JOBV |
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129 F77_CONST_CHAR_ARG_DECL, // JOBQ |
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130 const F77_INT&, // M |
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131 const F77_INT&, // N |
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132 const F77_INT&, // P |
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133 F77_INT&, // K |
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134 F77_INT&, // L |
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135 T1 *, // A(LDA,N) |
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136 const F77_INT&, // LDA |
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137 T1 *, // B(LDB,N) |
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138 const F77_INT&, // LDB |
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139 T1 *, // ALPHA(N) |
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140 T1 *, // BETA(N) |
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141 T1 *, // U(LDU,M) |
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142 const F77_INT&, // LDU |
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143 T1 *, // V(LDV,P) |
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144 const F77_INT&, // LDV |
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145 T1 *, // Q(LDQ,N) |
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146 const F77_INT&, // LDQ |
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147 T1 *, // WORK |
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148 const F77_INT&, // LWORK |
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149 F77_INT *, // IWORK(N) |
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150 F77_INT& // INFO |
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151 F77_CHAR_ARG_LEN_DECL |
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152 F77_CHAR_ARG_LEN_DECL |
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153 F77_CHAR_ARG_LEN_DECL); |
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154 }; |
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155 |
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156 template<class T1, class T2> |
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157 struct comp_ggsvd_ptr |
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158 { |
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159 typedef F77_RET_T (*type) |
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160 (F77_CONST_CHAR_ARG_DECL, // JOBU |
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161 F77_CONST_CHAR_ARG_DECL, // JOBV |
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162 F77_CONST_CHAR_ARG_DECL, // JOBQ |
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163 const F77_INT&, // M |
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164 const F77_INT&, // N |
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165 const F77_INT&, // P |
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166 F77_INT&, // K |
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167 F77_INT&, // L |
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168 T1 *, // A(LDA,N) |
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169 const F77_INT&, // LDA |
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170 T1 *, // B(LDB,N) |
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171 const F77_INT&, // LDB |
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172 T2 *, // ALPHA(N) |
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173 T2 *, // BETA(N) |
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174 T1 *, // U(LDU,M) |
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175 const F77_INT&, // LDU |
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176 T1 *, // V(LDV,P) |
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177 const F77_INT&, // LDV |
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178 T1 *, // Q(LDQ,N) |
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179 const F77_INT&, // LDQ |
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180 T1 *, // WORK |
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181 T2 *, // RWORK |
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182 F77_INT *, // IWORK(N) |
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183 F77_INT& // INFO |
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184 F77_CHAR_ARG_LEN_DECL |
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185 F77_CHAR_ARG_LEN_DECL |
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186 F77_CHAR_ARG_LEN_DECL); |
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187 }; |
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188 |
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189 template<class T1, class T2> |
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190 struct comp_ggsvd3_ptr |
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191 { |
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192 typedef F77_RET_T (*type) |
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193 (F77_CONST_CHAR_ARG_DECL, // JOBU |
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194 F77_CONST_CHAR_ARG_DECL, // JOBV |
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195 F77_CONST_CHAR_ARG_DECL, // JOBQ |
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196 const F77_INT&, // M |
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197 const F77_INT&, // N |
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198 const F77_INT&, // P |
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199 F77_INT&, // K |
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200 F77_INT&, // L |
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201 T1 *, // A(LDA,N) |
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202 const F77_INT&, // LDA |
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203 T1 *, // B(LDB,N) |
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204 const F77_INT&, // LDB |
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205 T2 *, // ALPHA(N) |
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206 T2 *, // BETA(N) |
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207 T1 *, // U(LDU,M) |
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208 const F77_INT&, // LDU |
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209 T1 *, // V(LDV,P) |
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210 const F77_INT&, // LDV |
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211 T1 *, // Q(LDQ,N) |
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212 const F77_INT&, // LDQ |
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213 T1 *, // WORK |
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214 const F77_INT&, // LWORK |
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215 T2 *, // RWORK |
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216 F77_INT *, // IWORK(N) |
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217 F77_INT& // INFO |
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218 F77_CHAR_ARG_LEN_DECL |
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219 F77_CHAR_ARG_LEN_DECL |
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220 F77_CHAR_ARG_LEN_DECL); |
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221 }; |
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222 |
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223 // template specializations |
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224 typedef real_ggsvd_ptr<F77_DBLE>::type dggsvd_type; |
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225 typedef real_ggsvd3_ptr<F77_DBLE>::type dggsvd3_type; |
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226 typedef real_ggsvd_ptr<F77_REAL>::type sggsvd_type; |
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227 typedef real_ggsvd3_ptr<F77_REAL>::type sggsvd3_type; |
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228 typedef comp_ggsvd_ptr<F77_DBLE_CMPLX, F77_DBLE>::type zggsvd_type; |
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229 typedef comp_ggsvd3_ptr<F77_DBLE_CMPLX, F77_DBLE>::type zggsvd3_type; |
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230 typedef comp_ggsvd_ptr<F77_CMPLX, F77_REAL>::type cggsvd_type; |
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231 typedef comp_ggsvd3_ptr<F77_CMPLX, F77_REAL>::type cggsvd3_type; |
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232 |
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233 namespace math |
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234 { |
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235 template <> |
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236 void |
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237 gsvd<Matrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, |
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238 F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, |
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239 double *tmp_dataA, F77_INT m1, double *tmp_dataB, |
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240 F77_INT p1, Matrix& alpha, Matrix& beta, double *u, |
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241 F77_INT nrow_u, double *v, F77_INT nrow_v, double *q, |
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242 F77_INT nrow_q, double *work, F77_INT lwork, |
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243 F77_INT *iwork, F77_INT& info) |
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244 { |
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245 if (! gsvd_initialized) |
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246 initialize_gsvd (); |
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247 |
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248 if (have_DGGSVD3) |
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249 { |
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250 dggsvd3_type f_ptr = reinterpret_cast<dggsvd3_type> (gsvd_fcn["dg"]); |
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251 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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252 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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253 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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254 m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, |
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255 alpha.fortran_vec (), beta.fortran_vec (), |
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256 u, nrow_u, v, nrow_v, q, nrow_q, |
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257 work, lwork, iwork, info |
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258 F77_CHAR_ARG_LEN (1) |
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259 F77_CHAR_ARG_LEN (1) |
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260 F77_CHAR_ARG_LEN (1)); |
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261 } |
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262 else |
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263 { |
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264 dggsvd_type f_ptr = reinterpret_cast<dggsvd_type> (gsvd_fcn["dg"]); |
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265 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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266 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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267 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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268 m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, |
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269 alpha.fortran_vec (), beta.fortran_vec (), |
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270 u, nrow_u, v, nrow_v, q, nrow_q, |
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271 work, iwork, info |
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272 F77_CHAR_ARG_LEN (1) |
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273 F77_CHAR_ARG_LEN (1) |
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274 F77_CHAR_ARG_LEN (1)); |
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275 } |
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276 } |
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277 |
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278 template <> |
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279 void |
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280 gsvd<FloatMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, |
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281 F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, |
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282 float *tmp_dataA, F77_INT m1, float *tmp_dataB, |
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283 F77_INT p1, FloatMatrix& alpha, |
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284 FloatMatrix& beta, float *u, F77_INT nrow_u, |
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285 float *v, F77_INT nrow_v, float *q, |
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286 F77_INT nrow_q, float *work, |
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287 F77_INT lwork, F77_INT *iwork, F77_INT& info) |
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288 { |
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289 if (! gsvd_initialized) |
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290 initialize_gsvd (); |
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291 |
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292 if (have_DGGSVD3) |
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293 { |
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294 sggsvd3_type f_ptr = reinterpret_cast<sggsvd3_type> (gsvd_fcn["sg"]); |
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295 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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296 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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297 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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298 m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, |
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299 alpha.fortran_vec (), beta.fortran_vec (), |
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300 u, nrow_u, v, nrow_v, q, nrow_q, |
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301 work, lwork, iwork, info |
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302 F77_CHAR_ARG_LEN (1) |
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303 F77_CHAR_ARG_LEN (1) |
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304 F77_CHAR_ARG_LEN (1)); |
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305 } |
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306 else |
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307 { |
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308 sggsvd_type f_ptr = reinterpret_cast<sggsvd_type> (gsvd_fcn["sg"]); |
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309 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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310 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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311 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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312 m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, |
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313 alpha.fortran_vec (), beta.fortran_vec (), |
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314 u, nrow_u, v, nrow_v, q, nrow_q, |
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315 work, iwork, info |
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316 F77_CHAR_ARG_LEN (1) |
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317 F77_CHAR_ARG_LEN (1) |
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318 F77_CHAR_ARG_LEN (1)); |
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319 } |
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320 } |
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321 |
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322 template <> |
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323 void |
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324 gsvd<ComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, |
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325 F77_INT m, F77_INT n, F77_INT p, F77_INT& k, |
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326 F77_INT& l, Complex *tmp_dataA, F77_INT m1, |
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327 Complex *tmp_dataB, F77_INT p1, Matrix& alpha, |
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328 Matrix& beta, Complex *u, F77_INT nrow_u, |
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329 Complex *v, F77_INT nrow_v, Complex *q, |
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330 F77_INT nrow_q, Complex *work, |
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331 F77_INT lwork, F77_INT *iwork, F77_INT& info) |
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332 { |
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333 if (! gsvd_initialized) |
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334 initialize_gsvd (); |
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335 |
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336 OCTAVE_LOCAL_BUFFER(double, rwork, 2*n); |
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337 |
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338 if (have_DGGSVD3) |
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339 { |
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340 zggsvd3_type f_ptr = reinterpret_cast<zggsvd3_type> (gsvd_fcn["zg"]); |
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341 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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342 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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343 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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344 m, n, p, k, l, |
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345 F77_DBLE_CMPLX_ARG (tmp_dataA), m1, |
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346 F77_DBLE_CMPLX_ARG (tmp_dataB), p1, |
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347 alpha.fortran_vec (), beta.fortran_vec (), |
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348 F77_DBLE_CMPLX_ARG (u), nrow_u, |
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349 F77_DBLE_CMPLX_ARG (v), nrow_v, |
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350 F77_DBLE_CMPLX_ARG (q), nrow_q, |
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351 F77_DBLE_CMPLX_ARG (work), |
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352 lwork, rwork, iwork, info |
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353 F77_CHAR_ARG_LEN (1) |
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354 F77_CHAR_ARG_LEN (1) |
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355 F77_CHAR_ARG_LEN (1)); |
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356 } |
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357 else |
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358 { |
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359 zggsvd_type f_ptr = reinterpret_cast<zggsvd_type> (gsvd_fcn["zg"]); |
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360 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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361 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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362 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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363 m, n, p, k, l, |
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364 F77_DBLE_CMPLX_ARG (tmp_dataA), m1, |
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365 F77_DBLE_CMPLX_ARG (tmp_dataB), p1, |
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366 alpha.fortran_vec (), beta.fortran_vec (), |
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367 F77_DBLE_CMPLX_ARG (u), nrow_u, |
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368 F77_DBLE_CMPLX_ARG (v), nrow_v, |
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369 F77_DBLE_CMPLX_ARG (q), nrow_q, |
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370 F77_DBLE_CMPLX_ARG (work), |
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371 rwork, iwork, info |
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372 F77_CHAR_ARG_LEN (1) |
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373 F77_CHAR_ARG_LEN (1) |
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374 F77_CHAR_ARG_LEN (1)); |
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375 } |
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376 } |
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377 |
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378 template <> |
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379 void |
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380 gsvd<FloatComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, |
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381 F77_INT m, F77_INT n, F77_INT p, |
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382 F77_INT& k, F77_INT& l, |
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383 FloatComplex *tmp_dataA, F77_INT m1, |
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384 FloatComplex *tmp_dataB, F77_INT p1, |
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385 FloatMatrix& alpha, FloatMatrix& beta, |
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386 FloatComplex *u, F77_INT nrow_u, |
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387 FloatComplex *v, F77_INT nrow_v, |
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388 FloatComplex *q, F77_INT nrow_q, |
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389 FloatComplex *work, F77_INT lwork, |
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390 F77_INT *iwork, F77_INT& info) |
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391 { |
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392 if (! gsvd_initialized) |
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393 initialize_gsvd (); |
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394 |
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395 OCTAVE_LOCAL_BUFFER(float, rwork, 2*n); |
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396 |
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397 if (have_DGGSVD3) |
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398 { |
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399 cggsvd3_type f_ptr = reinterpret_cast<cggsvd3_type> (gsvd_fcn["cg"]); |
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400 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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401 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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402 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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403 m, n, p, k, l, |
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404 F77_CMPLX_ARG (tmp_dataA), m1, |
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405 F77_CMPLX_ARG (tmp_dataB), p1, |
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406 alpha.fortran_vec (), beta.fortran_vec (), |
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407 F77_CMPLX_ARG (u), nrow_u, |
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408 F77_CMPLX_ARG (v), nrow_v, |
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409 F77_CMPLX_ARG (q), nrow_q, |
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410 F77_CMPLX_ARG (work), lwork, |
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411 rwork, iwork, info |
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412 F77_CHAR_ARG_LEN (1) |
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413 F77_CHAR_ARG_LEN (1) |
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414 F77_CHAR_ARG_LEN (1)); |
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415 } |
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416 else |
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417 { |
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418 cggsvd_type f_ptr = reinterpret_cast<cggsvd_type> (gsvd_fcn["cg"]); |
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419 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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420 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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421 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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422 m, n, p, k, l, |
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423 F77_CMPLX_ARG (tmp_dataA), m1, |
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424 F77_CMPLX_ARG (tmp_dataB), p1, |
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425 alpha.fortran_vec (), beta.fortran_vec (), |
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426 F77_CMPLX_ARG (u), nrow_u, |
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427 F77_CMPLX_ARG (v), nrow_v, |
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428 F77_CMPLX_ARG (q), nrow_q, |
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429 F77_CMPLX_ARG (work), |
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430 rwork, iwork, info |
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431 F77_CHAR_ARG_LEN (1) |
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432 F77_CHAR_ARG_LEN (1) |
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433 F77_CHAR_ARG_LEN (1)); |
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434 } |
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435 } |
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436 |
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437 template <typename T> |
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438 T |
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439 gsvd<T>::left_singular_matrix_A (void) const |
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440 { |
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441 if (m_type == gsvd::Type::sigma_only) |
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442 (*current_liboctave_error_handler) |
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443 ("gsvd: U not computed because type == gsvd::sigma_only"); |
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444 |
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445 return m_left_smA; |
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446 } |
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447 |
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448 template <typename T> |
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449 T |
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450 gsvd<T>::left_singular_matrix_B (void) const |
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451 { |
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452 if (m_type == gsvd::Type::sigma_only) |
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453 (*current_liboctave_error_handler) |
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454 ("gsvd: V not computed because type == gsvd::sigma_only"); |
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455 |
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456 return m_left_smB; |
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457 } |
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458 |
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459 template <typename T> |
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460 T |
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461 gsvd<T>::right_singular_matrix (void) const |
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462 { |
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463 if (m_type == gsvd::Type::sigma_only) |
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464 (*current_liboctave_error_handler) |
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465 ("gsvd: X not computed because type == gsvd::sigma_only"); |
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466 |
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467 return m_right_sm; |
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468 } |
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469 |
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470 template <typename T> |
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471 gsvd<T>::gsvd (const T& a, const T& b, gsvd::Type gsvd_type) |
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472 { |
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473 if (a.isempty () || b.isempty ()) |
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474 (*current_liboctave_error_handler) |
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475 ("gsvd: A and B cannot be empty matrices"); |
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476 |
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|
477 F77_INT info; |
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478 |
23696
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479 F77_INT m = to_f77_int (a.rows ()); |
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480 F77_INT n = to_f77_int (a.cols ()); |
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481 F77_INT p = to_f77_int (b.rows ()); |
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482 |
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483 T atmp = a; |
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484 P *tmp_dataA = atmp.fortran_vec (); |
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485 |
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486 T btmp = b; |
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487 P *tmp_dataB = btmp.fortran_vec (); |
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488 |
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489 char jobu = 'U'; |
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490 char jobv = 'V'; |
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491 char jobq = 'Q'; |
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492 |
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493 F77_INT nrow_u = m; |
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494 F77_INT nrow_v = p; |
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495 F77_INT nrow_q = n; |
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496 |
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497 F77_INT k, l; |
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498 |
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499 switch (gsvd_type) |
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500 { |
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501 case gsvd<T>::Type::sigma_only: |
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502 |
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503 // FIXME: In LAPACK 3.0, problem below seems to be fixed, |
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504 // so we now set jobX = 'N'. |
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505 // |
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506 // For calculating sigma_only, both jobu and jobv should be 'N', but |
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507 // there seems to be a bug in dgesvd from LAPACK V2.0. To |
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508 // demonstrate the bug, set both jobu and jobv to 'N' and find the |
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509 // singular values of [eye(3), eye(3)]. The result is |
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510 // [-sqrt(2), -sqrt(2), -sqrt(2)]. |
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511 |
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512 jobu = jobv = jobq = 'N'; |
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513 nrow_u = nrow_v = nrow_q = 1; |
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514 break; |
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515 |
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516 default: |
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517 break; |
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518 } |
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|
519 |
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520 m_type = gsvd_type; |
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Carnë Draug <carandraug@octave.org>
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22436
diff
changeset
|
521 |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
522 if (jobu != 'N') |
30302
4fa09c269dde
maint: use "m_" prefix for member variables in class gsvd.
Rik <rik@octave.org>
parents:
30300
diff
changeset
|
523 m_left_smA.resize (nrow_u, m); |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
524 |
30302
4fa09c269dde
maint: use "m_" prefix for member variables in class gsvd.
Rik <rik@octave.org>
parents:
30300
diff
changeset
|
525 P *u = m_left_smA.fortran_vec (); |
22236
065a44375723
gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
526 |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
527 if (jobv != 'N') |
30302
4fa09c269dde
maint: use "m_" prefix for member variables in class gsvd.
Rik <rik@octave.org>
parents:
30300
diff
changeset
|
528 m_left_smB.resize (nrow_v, p); |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
529 |
30302
4fa09c269dde
maint: use "m_" prefix for member variables in class gsvd.
Rik <rik@octave.org>
parents:
30300
diff
changeset
|
530 P *v = m_left_smB.fortran_vec (); |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
531 |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
532 if (jobq != 'N') |
30302
4fa09c269dde
maint: use "m_" prefix for member variables in class gsvd.
Rik <rik@octave.org>
parents:
30300
diff
changeset
|
533 m_right_sm.resize (nrow_q, n); |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
534 |
30302
4fa09c269dde
maint: use "m_" prefix for member variables in class gsvd.
Rik <rik@octave.org>
parents:
30300
diff
changeset
|
535 P *q = m_right_sm.fortran_vec (); |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
536 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
537 real_matrix alpha (n, 1); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
538 real_matrix beta (n, 1); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
539 |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
540 OCTAVE_LOCAL_BUFFER(F77_INT, iwork, n); |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
541 |
24653
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
542 if (! gsvd_initialized) |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
543 initialize_gsvd (); |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
544 |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
545 F77_INT lwork; |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
546 if (have_DGGSVD3) |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
547 { |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
548 lwork = -1; |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
549 P work_tmp; |
24653
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
550 |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
551 gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l, |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
552 tmp_dataA, m, tmp_dataB, p, |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
553 alpha, beta, u, nrow_u, v, nrow_v, q, nrow_q, |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
554 &work_tmp, lwork, iwork, info); |
24653
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
555 |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
556 lwork = static_cast<F77_INT> (std::abs (work_tmp)); |
24653
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
557 } |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
558 else |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
559 { |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
560 lwork = std::max ({3*n, m, p}) + n; |
24653
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
561 } |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
562 info = 0; |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
563 |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
564 OCTAVE_LOCAL_BUFFER(P, work, lwork); |
24653
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
Markus Mützel <markus.muetzel@gmx.de>
parents:
24534
diff
changeset
|
565 |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
566 gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l, |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
567 tmp_dataA, m, tmp_dataB, p, |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
568 alpha, beta, u, nrow_u, v, nrow_v, q, nrow_q, |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
569 work, lwork, iwork, info); |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
570 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
571 if (info < 0) |
29417
a6ab7069a87c
Use matching format string for Fortran integers.
Markus Mützel <markus.muetzel@gmx.de>
parents:
29358
diff
changeset
|
572 (*current_liboctave_error_handler) |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
573 ("*ggsvd.f: argument %d illegal", -info); |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
574 |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
575 if (info > 0) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
576 (*current_liboctave_error_handler) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
577 ("*ggsvd.f: Jacobi-type procedure failed to converge"); |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
578 |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
579 F77_INT i, j; |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
580 |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
581 if (gsvd_type != gsvd<T>::Type::sigma_only) |
22236
065a44375723
gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
582 { |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
583 // Size according to LAPACK is k+l,k+l, but this needs |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
584 // to be nxn for Matlab compatibility. |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
585 T R (n, n, 0.0); |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
586 int astart = n-k-l; |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
587 if (m - k - l >= 0) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
588 { |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
589 // R is stored in A(1:K+L,N-K-L+1:N) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
590 for (i = 0; i < k+l; i++) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
591 for (j = 0; j < k+l; j++) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
592 R.xelem (i, j) = atmp.xelem (i, astart + j); |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
593 } |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
594 else |
22236
065a44375723
gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
595 { |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
596 // (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
597 // ( 0 R22 R23 ) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
598 for (i = 0; i < m; i++) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
599 for (j = 0; j < k+l; j++) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
600 R.xelem (i, j) = atmp.xelem (i, astart + j); |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
601 // and R33 is stored in B(M-K+1:L,N+M-K-L+1:N) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
602 for (i = m; i < k + l; i++) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
603 for (j = n - l - k + m; j < n; j++) |
30394
f3f3e3793fb5
maint: style check C++ files in liboctave/ ahead of 7.1 release.
Rik <rik@octave.org>
parents:
30302
diff
changeset
|
604 R.xelem (i, j) = btmp.xelem (i - k, j); |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
605 } |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
606 |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
607 // Output X = Q*R' |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
608 // FIXME: Is there a way to call BLAS multiply directly |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
609 // with flags so that R is transposed? |
30302
4fa09c269dde
maint: use "m_" prefix for member variables in class gsvd.
Rik <rik@octave.org>
parents:
30300
diff
changeset
|
610 m_right_sm = m_right_sm * R.hermitian (); |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
611 } |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
612 |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
613 // Fill in C and S |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
614 F77_INT rank; |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
615 bool fill_ptn; |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
616 if (m-k-l >= 0) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
617 { |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
618 rank = l; |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
619 fill_ptn = true; |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
620 } |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
621 else |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
622 { |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
623 rank = m-k; |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
624 fill_ptn = false; |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
625 } |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
626 |
30300
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
627 if (gsvd_type == gsvd<T>::Type::sigma_only) |
4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Rik <rik@octave.org>
parents:
29417
diff
changeset
|
628 { |
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629 // Return column vector with results |
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630 m_sigmaA.resize (k+l, 1); |
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631 m_sigmaB.resize (k+l, 1); |
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632 |
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633 if (fill_ptn) |
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634 { |
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635 for (i = 0; i < k; i++) |
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636 { |
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637 m_sigmaA.xelem (i) = 1.0; |
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638 m_sigmaB.xelem (i) = 0.0; |
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639 } |
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640 for (i = k, j = k+l-1; i < k+l; i++, j--) |
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641 { |
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642 m_sigmaA.xelem (i) = alpha.xelem (i); |
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643 m_sigmaB.xelem (i) = beta.xelem (i); |
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644 } |
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645 } |
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646 else |
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647 { |
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648 for (i = 0; i < k; i++) |
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649 { |
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650 m_sigmaA.xelem (i) = 1.0; |
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651 m_sigmaB.xelem (i) = 0.0; |
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652 } |
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653 for (i = k; i < m; i++) |
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654 { |
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655 m_sigmaA.xelem (i) = alpha.xelem (i); |
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656 m_sigmaB.xelem (i) = beta.xelem (i); |
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657 } |
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658 for (i = m; i < k+l; i++) |
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659 { |
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660 m_sigmaA.xelem (i) = 0.0; |
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661 m_sigmaB.xelem (i) = 1.0; |
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662 } |
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663 } |
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664 } |
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665 else // returning all matrices |
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666 { |
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667 // Number of columns according to LAPACK is k+l, but this needs |
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668 // to be n for Matlab compatibility. |
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669 m_sigmaA.resize (m, n); |
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670 m_sigmaB.resize (p, n); |
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671 |
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672 for (i = 0; i < k; i++) |
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673 m_sigmaA.xelem (i, i) = 1.0; |
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674 |
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675 for (i = 0; i < rank; i++) |
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676 { |
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677 m_sigmaA.xelem (k+i, k+i) = alpha.xelem (k+i); |
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678 m_sigmaB.xelem (i, k+i) = beta.xelem (k+i); |
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679 } |
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680 |
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681 if (! fill_ptn) |
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682 { |
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683 for (i = m; i < n; i++) |
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684 m_sigmaB.xelem (i-k, i) = 1.0; |
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|
685 } |
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|
686 |
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|
687 } |
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688 } |
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|
689 |
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690 // Instantiations needed in octave::math namespace. |
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691 template class gsvd<Matrix>; |
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692 template class gsvd<FloatMatrix>; |
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693 template class gsvd<ComplexMatrix>; |
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694 template class gsvd<FloatComplexMatrix>; |
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|
695 } |
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|
696 } |