octave: libinterp/corefcn/gsvd.cc annotate

annotate libinterp/corefcn/gsvd.cc @ 23221:debe0c7dcefc

maint: Update copyright dates.

author	John W. Eaton <jwe@octave.org>
date	Wed, 22 Feb 2017 13:00:04 -0500
parents	12956e50e508
children	3a730821e4a2

rev	line source
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	1 /*
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	2
23221 debe0c7dcefc maint: Update copyright dates. John W. Eaton <jwe@octave.org> parents: 23086 diff changeset	3 Copyright (C) 2016-2017 Barbara Lócsi
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	4 Copyright (C) 2006, 2010 Pascal Dupuis <Pascal.Dupuis@uclouvain.be>
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	5 Copyright (C) 1996, 1997 John W. Eaton
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	6
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	7 This file is part of Octave.
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	8
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	9 Octave is free software; you can redistribute it and/or modify it
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	10 under the terms of the GNU General Public License as published by
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	11 the Free Software Foundation; either version 3 of the License, or
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	12 (at your option) any later version.
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	13
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	14 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	15 WITHOUT ANY WARRANTY; without even the implied warranty of
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	16 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	17 GNU General Public License for more details.
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	18
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	19 You should have received a copy of the GNU General Public License
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	20 along with Octave; see the file COPYING. If not, see
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	21 <http://www.gnu.org/licenses/>.
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	22
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22709 diff changeset	23 */
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	24
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	25 #ifdef HAVE_CONFIG_H
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	26 # include <config.h>
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	27 #endif
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	28
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	29 #include "dMatrix.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	30 #include "CMatrix.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	31 #include "dDiagMatrix.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	32 #include "gsvd.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	33
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	34 #include "defun.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	35 #include "defun-int.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	36 #include "error.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	37 #include "errwarn.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	38 #include "utils.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	39 #include "ovl.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	40 #include "ov.h"
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	41
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	42
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	43 template <typename T>
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	44 static typename octave::math::gsvd<T>::Type
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	45 gsvd_type (int nargout)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	46 {
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	47 return ((nargout == 0 \|\| nargout == 1)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	48 ? octave::math::gsvd<T>::Type::sigma_only
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	49 : (nargout > 5) ? octave::math::gsvd<T>::Type::std
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	50 : octave::math::gsvd<T>::Type::economy);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	51 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	52
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	53 // Named like this to avoid conflicts with the gsvd class.
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	54 template <typename T>
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	55 static octave_value_list
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	56 do_gsvd (const T& A, const T& B, const octave_idx_type nargout,
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	57 bool is_single = false)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	58 {
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	59 octave::math::gsvd<T> result (A, B, gsvd_type<T> (nargout));
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	60
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	61 octave_value_list retval (nargout);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	62 if (nargout < 2)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	63 {
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	64 if (is_single)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	65 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	66 FloatDiagMatrix sigA = result.singular_values_A ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	67 FloatDiagMatrix sigB = result.singular_values_B ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	68 for (int i = sigA.rows () - 1; i >= 0; i--)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	69 sigA.dgxelem(i) /= sigB.dgxelem(i);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	70 retval(0) = sigA.diag ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	71 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	72 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	73 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	74 DiagMatrix sigA = result.singular_values_A ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	75 DiagMatrix sigB = result.singular_values_B ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	76 for (int i = sigA.rows () - 1; i >= 0; i--)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	77 sigA.dgxelem(i) /= sigB.dgxelem(i);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	78 retval(0) = sigA.diag ();
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	79 }
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	80 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	81 else
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	82 {
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	83 retval(0) = result.left_singular_matrix_A ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	84 retval(1) = result.left_singular_matrix_B ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	85 if (nargout > 2)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	86 retval(2) = result.right_singular_matrix ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	87 if (nargout > 3)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	88 retval(3) = result.singular_values_A ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	89 if (nargout > 4)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	90 retval(4) = result.singular_values_B ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	91 if (nargout > 5)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	92 retval(5) = result.R_matrix ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	93 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	94 return retval;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	95 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	96
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	97 DEFUN (gsvd, args, nargout,
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	98 doc: /* -- texinfo --
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	99 @deftypefn {} {@var{S} =} gsvd (@var{A}, @var{B})
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	100 @deftypefnx {} {[@var{U}, @var{V}, @var{X}, @var{C}, @var{S}] =} gsvd (@var{A}, @var{B})
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	101 @deftypefnx {} {[@var{U}, @var{V}, @var{X}, @var{C}, @var{S}] =} gsvd (@var{A}, @var{B}, 0)
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	102 Compute the generalized singular value decomposition of (@var{A}, @var{B}):
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	103
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	104 @tex
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	105 $$ A = U C X^\dagger $$
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	106 $$ B = V S X^\dagger $$
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	107 $$ C^\dagger C + S^\dagger S = eye (columns (A)) $$
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	108 @end tex
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	109 @ifnottex
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	110
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	111 @example
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	112 @group
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	113 A = UCX'
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	114 B = VSX'
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	115 C'C + S'S = eye (columns (A))
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	116 @end group
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	117 @end example
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	118
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	119 @end ifnottex
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	120
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	121 The function @code{gsvd} normally returns just the vector of generalized singular values
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	122 @tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	123 $$ \sqrt{{{diag (C^\dagger C)} \over {diag (S^\dagger S)}}} $$
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	124 @end tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	125 @ifnottex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	126 @code{sqrt (diag (C'C) ./ diag (S'S))}.
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	127 @end ifnottex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	128 If asked for five return values, it also computes
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	129 @tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	130 $U$, $V$, $X$, and $C$.
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	131 @end tex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	132 @ifnottex
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	133 U, V, X, and C.
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	134 @end ifnottex
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	135
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	136 If the optional third input is present, @code{gsvd} constructs the
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	137 "economy-sized" decomposition where the number of columns of @var{U}, @var{V}
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	138 and the number of rows of @var{C}, @var{S} is less than or equal to the number
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	139 of columns of @var{A}. This option is not yet implemented.
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	140
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	141 Programming Note: the code is a wrapper to the corresponding @sc{lapack} dggsvd
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	142 and zggsvd routines.
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	143
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	144 @seealso{svd}
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	145 @end deftypefn */)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	146 {
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	147 int nargin = args.length ();
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	148
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	149 if (nargin < 2 \|\| nargin > 3)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	150 print_usage ();
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	151 else if (nargin == 3)
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	152 warning ("gsvd: economy-sized decomposition is not yet implemented, returning full decomposition");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	153
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	154 octave_value_list retval;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	155
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	156 octave_value argA = args(0);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	157 octave_value argB = args(1);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	158
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	159 octave_idx_type nr = argA.rows ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	160 octave_idx_type nc = argA.columns ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	161
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	162 octave_idx_type np = argB.columns ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	163
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	164 // FIXME: This "special" case should be handled in the gsvd class, not here
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	165 if (nr == 0 \|\| nc == 0)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	166 {
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	167 retval = octave_value_list (nargout);
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	168 if (nargout < 2) // S = gsvd (A, B)
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	169 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	170 if (argA.is_single_type () \|\| argB.is_single_type ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	171 retval(0) = FloatMatrix (0, 1);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	172 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	173 retval(0) = Matrix (0, 1);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	174 }
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	175 else // [U, V, X, C, S, R] = gsvd (A, B)
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	176 {
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	177 if (argA.is_single_type () \|\| argB.is_single_type ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	178 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	179 retval(0) = float_identity_matrix (nc, nc);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	180 retval(1) = float_identity_matrix (nc, nc);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	181 if (nargout > 2)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	182 retval(2) = float_identity_matrix (nr, nr);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	183 if (nargout > 3)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	184 retval(3) = FloatMatrix (nr, nc);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	185 if (nargout > 4)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	186 retval(4) = float_identity_matrix (nr, nr);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	187 if (nargout > 5)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	188 retval(5) = float_identity_matrix (nr, nr);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	189 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	190 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	191 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	192 retval(0) = identity_matrix (nc, nc);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	193 retval(1) = identity_matrix (nc, nc);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	194 if (nargout > 2)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	195 retval(2) = identity_matrix (nr, nr);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	196 if (nargout > 3)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	197 retval(3) = Matrix (nr, nc);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	198 if (nargout > 4)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	199 retval(4) = identity_matrix (nr, nr);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	200 if (nargout > 5)
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	201 retval(5) = identity_matrix (nr, nr);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	202 }
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	203 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	204 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	205 else
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	206 {
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	207 if (nc != np)
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	208 print_usage ();
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	209
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	210 if (argA.is_single_type () \|\| argB.is_single_type ())
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	211 {
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	212 if (argA.is_real_type () && argB.is_real_type ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	213 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	214 FloatMatrix tmpA = argA.xfloat_matrix_value ("gsvd: A must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	215 FloatMatrix tmpB = argB.xfloat_matrix_value ("gsvd: B must be a real or complex matrix");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	216
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	217 if (tmpA.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	218 error ("gsvd: A cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	219 if (tmpB.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	220 error ("gsvd: B cannot have Inf or NaN values");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	221
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	222 retval = do_gsvd (tmpA, tmpB, nargout, true);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	223 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	224 else if (argA.is_complex_type () \|\| argB.is_complex_type ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	225 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	226 FloatComplexMatrix ctmpA = argA.xfloat_complex_matrix_value ("gsvd: A must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	227 FloatComplexMatrix ctmpB = argB.xfloat_complex_matrix_value ("gsvd: B must be a real or complex matrix");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	228
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	229 if (ctmpA.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	230 error ("gsvd: A cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	231 if (ctmpB.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	232 error ("gsvd: B cannot have Inf or NaN values");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	233
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	234 retval = do_gsvd (ctmpA, ctmpB, nargout, true);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	235 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	236 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	237 error ("gsvd: A and B must be real or complex matrices");
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	238 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	239 else
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	240 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	241 if (argA.is_real_type () && argB.is_real_type ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	242 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	243 Matrix tmpA = argA.xmatrix_value ("gsvd: A must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	244 Matrix tmpB = argB.xmatrix_value ("gsvd: B must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	245
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	246 if (tmpA.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	247 error ("gsvd: A cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	248 if (tmpB.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	249 error ("gsvd: B cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	250
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	251 retval = do_gsvd (tmpA, tmpB, nargout);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	252 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	253 else if (argA.is_complex_type () \|\| argB.is_complex_type ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	254 {
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	255 ComplexMatrix ctmpA = argA.xcomplex_matrix_value ("gsvd: A must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	256 ComplexMatrix ctmpB = argB.xcomplex_matrix_value ("gsvd: B must be a real or complex matrix");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	257
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	258 if (ctmpA.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	259 error ("gsvd: A cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	260 if (ctmpB.any_element_is_inf_or_nan ())
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	261 error ("gsvd: B cannot have Inf or NaN values");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	262
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	263 retval = do_gsvd (ctmpA, ctmpB, nargout);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	264 }
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	265 else
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	266 error ("gsvd: A and B must be real or complex matrices");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	267 }
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	268 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	269
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	270 return retval;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	271 }
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	272
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	273 /*
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	274
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	275 ## Basic test of decomposition
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	276 %!test <48807>
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	277 %! A = reshape (1:15,5,3);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	278 %! B = magic (3);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	279 %! [U,V,X,C,S] = gsvd (A,B);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	280 %! assert (UCX', A, 50*eps);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	281 %! assert (VSX', B, 50*eps);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	282 %! S0 = gsvd (A, B);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	283 %! S1 = svd (A / B);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	284 %! assert (S0, S1, 10*eps);
98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	285
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	286 ## a few tests for gsvd.m
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	287 %!shared A, A0, B, B0, U, V, C, S, X, R, D1, D2
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	288 %! A0 = randn (5, 3);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	289 %! B0 = diag ([1 2 4]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	290 %! A = A0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	291 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	292
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	293 ## A (5x3) and B (3x3) are full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	294 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	295 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	296 %! D1 = zeros (5, 3); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	297 %! D2 = S;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	298 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	299 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	300 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	301
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	302 ## A: 5x3 full rank, B: 3x3 rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	303 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	304 %! B(2, 2) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	305 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	306 %! D1 = zeros (5, 3); D1(1, 1) = 1; D1(2:3, 2:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	307 %! D2 = [zeros(2, 1) S; zeros(1, 3)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	308 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	309 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	310 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	311
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	312 ## A: 5x3 rank deficient, B: 3x3 full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	313 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	314 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	315 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	316 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	317 %! D1 = zeros(5, 3); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	318 %! D2 = S;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	319 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	320 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	321 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	322
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	323 ## A and B are both rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	324 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	325 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	326 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	327 %! D1 = zeros(5, 2); D1(1:2, 1:2) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	328 %! D2 = [S; zeros(1, 2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	329 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	330 %! assert (norm ((U'AX) - D1*[zeros(2, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	331 %! assert (norm ((V'BX) - D2*[zeros(2, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	332
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	333 ## A (now 3x5) and B (now 5x5) are full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	334 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	335 %! A = A0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	336 %! B0 = diag ([1 2 4 8 16]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	337 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	338 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	339 %! D1 = [C zeros(3,2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	340 %! D2 = [S zeros(3,2); zeros(2, 3) eye(2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	341 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	342 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	343 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	344
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	345 ## A: 3x5 full rank, B: 5x5 rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	346 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	347 %! B(2, 2) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	348 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	349 %! D1 = zeros(3, 5); D1(1, 1) = 1; D1(2:3, 2:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	350 %! D2 = zeros(5, 5); D2(1:2, 2:3) = S; D2(3:4, 4:5) = eye (2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	351 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	352 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	353 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	354
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	355 ## A: 3x5 rank deficient, B: 5x5 full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	356 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	357 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	358 %! A(3, :) = 2*A(1, :) - A(2, :);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	359 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	360 %! D1 = zeros (3, 5); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	361 %! D2 = zeros (5, 5); D2(1:3, 1:3) = S; D2(4:5, 4:5) = eye (2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	362 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	363 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	364 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	365
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	366 ## A and B are both rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	367 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	368 %! A = A0.'; B = B0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	369 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	370 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	371 %! [U, V, X, C, S, R]=gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	372 %! D1 = zeros(3, 4); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	373 %! D2 = eye (4); D2(1:3, 1:3) = S; D2(5,:) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	374 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	375 %! assert (norm ((U'AX) - D1*[zeros(4, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	376 %! assert (norm ((V'BX) - D2*[zeros(4, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	377
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	378 ## A: 5x3 complex full rank, B: 3x3 complex full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	379 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	380 %! A0 = A0 + j*randn (5, 3);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	381 %! B0 = diag ([1 2 4]) + j*diag ([4 -2 -1]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	382 %! A = A0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	383 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	384 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	385 %! D1 = zeros(5, 3); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	386 %! D2 = S;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	387 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	388 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	389 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	390
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	391 ## A: 5x3 complex full rank, B: 3x3 complex rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	392 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	393 %! B(2, 2) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	394 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	395 %! D1 = zeros(5, 3); D1(1, 1) = 1; D1(2:3, 2:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	396 %! D2 = [zeros(2, 1) S; zeros(1, 3)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	397 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	398 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	399 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	400
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	401 ## A: 5x3 complex rank deficient, B: 3x3 complex full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	402 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	403 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	404 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	405 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	406 %! D1 = zeros(5, 3); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	407 %! D2 = S;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	408 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	409 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	410 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	411
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	412 ## A (5x3) and B (3x3) are both complex rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	413 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	414 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	415 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	416 %! D1 = zeros(5, 2); D1(1:2, 1:2) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	417 %! D2 = [S; zeros(1, 2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	418 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	419 %! assert (norm ((U'AX) - D1*[zeros(2, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	420 %! assert (norm ((V'BX) - D2*[zeros(2, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	421
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	422 ## A (now 3x5) complex and B (now 5x5) complex are full rank
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	423 ## now, A is 3x5
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	424 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	425 %! A = A0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	426 %! B0 = diag ([1 2 4 8 16]) + j*diag ([-5 4 -3 2 -1]);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	427 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	428 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	429 %! D1 = [C zeros(3,2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	430 %! D2 = [S zeros(3,2); zeros(2, 3) eye(2)];
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	431 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	432 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	433 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	434
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	435 ## A: 3x5 complex full rank, B: 5x5 complex rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	436 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	437 %! B(2, 2) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	438 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	439 %! D1 = zeros(3, 5); D1(1, 1) = 1; D1(2:3, 2:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	440 %! D2 = zeros(5,5); D2(1:2, 2:3) = S; D2(3:4, 4:5) = eye (2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	441 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	442 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	443 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	444
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	445 ## A: 3x5 complex rank deficient, B: 5x5 complex full rank
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	446 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	447 %! B = B0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	448 %! A(3, :) = 2*A(1, :) - A(2, :);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	449 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	450 %! D1 = zeros(3, 5); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	451 %! D2 = zeros(5,5); D2(1:3, 1:3) = S; D2(4:5, 4:5) = eye (2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	452 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	453 %! assert (norm ((U'AX) - D1*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	454 %! assert (norm ((V'BX) - D2*R) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	455
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	456 ## A and B are both complex rank deficient
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	457 %!test <48807>
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	458 %! A = A0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	459 %! B = B0.';
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	460 %! A(:, 3) = 2*A(:, 1) - A(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	461 %! B(:, 3) = 2*B(:, 1) - B(:, 2);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	462 %! [U, V, X, C, S, R] = gsvd (A, B);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	463 %! D1 = zeros(3, 4); D1(1:3, 1:3) = C;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	464 %! D2 = eye (4); D2(1:3, 1:3) = S; D2(5,:) = 0;
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	465 %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	466 %! assert (norm ((U'AX) - D1*[zeros(4, 1) R]) <= 1e-6);
d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	467 %! assert (norm ((V'BX) - D2*[zeros(4, 1) R]) <= 1e-6);
22580 98eeed41f372 gsvd.cc: Update gsvd implementation in preparation for Matlab compatibility (bug #48807). Rik <rik@octave.org> parents: 22572 diff changeset	468
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	469 ## Test that single inputs produce single outputs
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	470 %!test
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	471 %! s = gsvd (single (ones (0,1)), B);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	472 %! assert (class (s), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	473 %! s = gsvd (single (ones (1,0)), B);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	474 %! assert (class (s), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	475 %! s = gsvd (single (ones (1,0)), B);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	476 %! [U,V,X,C,S,R] = gsvd (single ([]), B);
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	477 %! assert (class (U), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	478 %! assert (class (V), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	479 %! assert (class (X), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	480 %! assert (class (C), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	481 %! assert (class (S), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	482 %! assert (class (R), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	483 %!
22709 5c04055aa767 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 22664 diff changeset	484 %! s = gsvd (single (A), B);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	485 %! assert (class (s), "single");
22709 5c04055aa767 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 22664 diff changeset	486 %! [U,V,X,C,S,R] = gsvd (single (A), B);
22664 f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	487 %! assert (class (U), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	488 %! assert (class (V), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	489 %! assert (class (X), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	490 %! assert (class (C), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	491 %! assert (class (S), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	492 %! assert (class (R), "single");
f1bb2f0bcfec Connect C++ gsvd to float version in liboctave (bug #48807). Rik <rik@octave.org> parents: 22580 diff changeset	493
22572 d65ed83dfd13 gsvd: backout cset 73a85c6cacd1. Carnë Draug <carandraug@octave.org> parents: diff changeset	494 */

Mercurial > octave

annotate libinterp/corefcn/gsvd.cc @ 23221:debe0c7dcefc