Mercurial > octave
annotate liboctave/numeric/gsvd.cc @ 24653:f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
* oct-shlib.cc: Search all loaded functions if function name is empty.
* oct-shlib.h (destructor): Prevent double free on close.
* gsvd.cc: Check on run-time whether *ggsvd3 functions are available in used
LAPACK library. Use *ggsvd3 functions if available.
* gsvd.h (ggsvd): Add additional parameter.
* lo-lapack-proto.h: Add declarations for new functions.
* configure.ac: Add check for psapi.
author | Markus Mützel <markus.muetzel@gmx.de> |
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date | Sun, 07 Jan 2018 21:48:04 +0100 |
parents | 194eb4bd202b |
children | 69b89e81d3d3 |
rev | line source |
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1 /* |
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2 |
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3 Copyright (C) 2016-2017 Barbara Lócsi |
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4 Copyright (C) 2006 Pascal Dupuis <Pascal.Dupuis@uclouvain.be> |
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5 Copyright (C) 1996, 1997 John W. Eaton |
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6 |
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7 This file is part of Octave. |
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8 |
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9 Octave is free software: you can redistribute it and/or modify it |
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10 under the terms of the GNU General Public License as published by |
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11 the Free Software Foundation, either version 3 of the License, or |
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12 (at your option) any later version. |
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13 |
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14 Octave is distributed in the hope that it will be useful, but |
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15 WITHOUT ANY WARRANTY; without even the implied warranty of |
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16 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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17 GNU General Public License for more details. |
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18 |
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19 You should have received a copy of the GNU General Public License |
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20 along with Octave; see the file COPYING. If not, see |
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21 <https://www.gnu.org/licenses/>. |
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22 |
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23 */ |
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24 |
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25 #ifdef HAVE_CONFIG_H |
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26 # include <config.h> |
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27 #endif |
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28 |
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29 #include <vector> |
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30 |
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31 #include "CMatrix.h" |
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32 #include "dDiagMatrix.h" |
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33 #include "dMatrix.h" |
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34 #include "fCMatrix.h" |
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35 #include "fDiagMatrix.h" |
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36 #include "fMatrix.h" |
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37 #include "gsvd.h" |
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38 #include "lo-error.h" |
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39 #include "lo-lapack-proto.h" |
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40 #include "oct-shlib.h" |
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41 |
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42 static octave::dynamic_library dyn_libs; |
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43 |
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44 static bool have_DGGSVD3 = false; |
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45 static bool gsvd_initialized = false; |
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46 |
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47 /* Hack to stringize macro results. */ |
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48 #define xSTRINGIZE(x) #x |
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49 #define STRINGIZE(x) xSTRINGIZE(x) |
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50 |
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51 void initialize_gsvd (void) |
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52 { |
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53 if (! dyn_libs) |
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54 { |
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55 dyn_libs = octave::dynamic_library (""); |
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56 if (! dyn_libs) |
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57 { |
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58 // FIXME: Should we throw an error if we cannot check the libraries? |
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59 have_DGGSVD3 = false; |
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60 return; |
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61 } |
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62 } |
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63 have_DGGSVD3 = (dyn_libs.search (STRINGIZE (F77_FUNC (dggsvd3, DGGSVD3))) |
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64 != nullptr); |
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65 |
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66 gsvd_initialized = true; |
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67 } |
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68 |
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69 template<class T1> |
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70 struct real_ggsvd_ptr |
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71 { |
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72 typedef F77_RET_T (*type) |
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73 (F77_CONST_CHAR_ARG_DECL, // JOBU |
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74 F77_CONST_CHAR_ARG_DECL, // JOBV |
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75 F77_CONST_CHAR_ARG_DECL, // JOBQ |
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76 const F77_INT&, // M |
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77 const F77_INT&, // N |
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78 const F77_INT&, // P |
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79 F77_INT &, // K |
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80 F77_INT &, // L |
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81 T1*, // A(LDA,N) |
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82 const F77_INT&, // LDA |
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83 T1*, // B(LDB,N) |
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84 const F77_INT&, // LDB |
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85 T1*, // ALPHA(N) |
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86 T1*, // BETA(N) |
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87 T1*, // U(LDU,M) |
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88 const F77_INT&, // LDU |
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89 T1*, // V(LDV,P) |
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90 const F77_INT&, // LDV |
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91 T1*, // Q(LDQ,N) |
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92 const F77_INT&, // LDQ |
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93 T1*, // WORK |
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94 F77_INT*, // IWORK(N) |
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95 F77_INT& // INFO |
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96 F77_CHAR_ARG_LEN_DECL |
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97 F77_CHAR_ARG_LEN_DECL |
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98 F77_CHAR_ARG_LEN_DECL); |
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99 }; |
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100 |
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101 template<class T1> |
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102 struct real_ggsvd3_ptr |
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103 { |
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104 typedef F77_RET_T (*type) |
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105 (F77_CONST_CHAR_ARG_DECL, // JOBU |
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106 F77_CONST_CHAR_ARG_DECL, // JOBV |
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107 F77_CONST_CHAR_ARG_DECL, // JOBQ |
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108 const F77_INT&, // M |
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109 const F77_INT&, // N |
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110 const F77_INT&, // P |
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111 F77_INT &, // K |
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112 F77_INT &, // L |
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113 T1*, // A(LDA,N) |
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114 const F77_INT&, // LDA |
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115 T1*, // B(LDB,N) |
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116 const F77_INT&, // LDB |
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117 T1*, // ALPHA(N) |
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118 T1*, // BETA(N) |
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119 T1*, // U(LDU,M) |
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120 const F77_INT&, // LDU |
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121 T1*, // V(LDV,P) |
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122 const F77_INT&, // LDV |
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123 T1*, // Q(LDQ,N) |
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124 const F77_INT&, // LDQ |
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125 T1*, // WORK |
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126 const F77_INT&, // LWORK |
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127 F77_INT*, // IWORK(N) |
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128 F77_INT& // INFO |
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129 F77_CHAR_ARG_LEN_DECL |
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130 F77_CHAR_ARG_LEN_DECL |
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131 F77_CHAR_ARG_LEN_DECL); |
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132 }; |
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133 |
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134 template<class T1, class T2> |
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135 struct comp_ggsvd_ptr |
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136 { |
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137 typedef F77_RET_T (*type) |
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138 (F77_CONST_CHAR_ARG_DECL, // JOBU |
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139 F77_CONST_CHAR_ARG_DECL, // JOBV |
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140 F77_CONST_CHAR_ARG_DECL, // JOBQ |
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141 const F77_INT&, // M |
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142 const F77_INT&, // N |
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143 const F77_INT&, // P |
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144 F77_INT &, // K |
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145 F77_INT &, // L |
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146 T1*, // A(LDA,N) |
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147 const F77_INT&, // LDA |
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148 T1*, // B(LDB,N) |
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149 const F77_INT&, // LDB |
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150 T2*, // ALPHA(N) |
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151 T2*, // BETA(N) |
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152 T1*, // U(LDU,M) |
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153 const F77_INT&, // LDU |
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154 T1*, // V(LDV,P) |
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155 const F77_INT&, // LDV |
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156 T1*, // Q(LDQ,N) |
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157 const F77_INT&, // LDQ |
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158 T1*, // WORK |
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159 T2*, // RWORK |
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160 F77_INT*, // IWORK(N) |
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161 F77_INT& // INFO |
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162 F77_CHAR_ARG_LEN_DECL |
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163 F77_CHAR_ARG_LEN_DECL |
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164 F77_CHAR_ARG_LEN_DECL); |
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165 }; |
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166 |
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167 template<class T1, class T2> |
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168 struct comp_ggsvd3_ptr |
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169 { |
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170 typedef F77_RET_T (*type) |
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171 (F77_CONST_CHAR_ARG_DECL, // JOBU |
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172 F77_CONST_CHAR_ARG_DECL, // JOBV |
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173 F77_CONST_CHAR_ARG_DECL, // JOBQ |
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174 const F77_INT&, // M |
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175 const F77_INT&, // N |
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176 const F77_INT&, // P |
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177 F77_INT &, // K |
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178 F77_INT &, // L |
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179 T1*, // A(LDA,N) |
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180 const F77_INT&, // LDA |
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181 T1*, // B(LDB,N) |
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182 const F77_INT&, // LDB |
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183 T2*, // ALPHA(N) |
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184 T2*, // BETA(N) |
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185 T1*, // U(LDU,M) |
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186 const F77_INT&, // LDU |
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187 T1*, // V(LDV,P) |
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188 const F77_INT&, // LDV |
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189 T1*, // Q(LDQ,N) |
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190 const F77_INT&, // LDQ |
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191 T1*, // WORK |
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192 const F77_INT&, // LWORK |
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193 T2*, // RWORK |
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194 F77_INT*, // IWORK(N) |
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195 F77_INT& // INFO |
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196 F77_CHAR_ARG_LEN_DECL |
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197 F77_CHAR_ARG_LEN_DECL |
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198 F77_CHAR_ARG_LEN_DECL); |
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199 }; |
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200 |
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201 // template specializations |
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202 typedef real_ggsvd3_ptr<F77_DBLE>::type dggsvd3_type; |
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203 typedef real_ggsvd_ptr<F77_DBLE>::type dggsvd_type; |
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204 typedef real_ggsvd3_ptr<F77_REAL>::type sggsvd3_type; |
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205 typedef real_ggsvd_ptr<F77_REAL>::type sggsvd_type; |
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206 typedef comp_ggsvd3_ptr<F77_DBLE_CMPLX, F77_DBLE>::type zggsvd3_type; |
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207 typedef comp_ggsvd_ptr<F77_DBLE_CMPLX, F77_DBLE>::type zggsvd_type; |
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208 typedef comp_ggsvd3_ptr<F77_CMPLX, F77_REAL>::type cggsvd3_type; |
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209 typedef comp_ggsvd_ptr<F77_CMPLX, F77_REAL>::type cggsvd_type; |
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210 |
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211 namespace octave |
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212 { |
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213 namespace math |
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214 { |
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215 template <> |
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216 void |
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217 gsvd<Matrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, |
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218 F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, |
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219 double *tmp_dataA, F77_INT m1, double *tmp_dataB, |
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220 F77_INT p1, Matrix& alpha, Matrix& beta, double *u, |
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221 F77_INT nrow_u, double *v, F77_INT nrow_v, double *q, |
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222 F77_INT nrow_q, Matrix& work, F77_INT lwork, |
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223 F77_INT *iwork, F77_INT& info) |
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224 { |
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225 if (! gsvd_initialized) |
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226 initialize_gsvd (); |
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227 |
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228 if (have_DGGSVD3) |
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229 { |
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230 dggsvd3_type f_ptr = reinterpret_cast<dggsvd3_type> |
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231 (dyn_libs.search (STRINGIZE (F77_FUNC (dggsvd3, DGGSVD3)))); |
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232 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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233 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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234 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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235 m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, |
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236 alpha.fortran_vec (), beta.fortran_vec (), |
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237 u, nrow_u, v, nrow_v, q, nrow_q, |
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238 work.fortran_vec (), lwork, iwork, info |
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239 F77_CHAR_ARG_LEN (1) |
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240 F77_CHAR_ARG_LEN (1) |
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241 F77_CHAR_ARG_LEN (1)); |
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242 } |
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243 else |
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244 { |
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245 dggsvd_type f_ptr = reinterpret_cast<dggsvd_type> |
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246 (dyn_libs.search (STRINGIZE (F77_FUNC (dggsvd, DGGSVD)))); |
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247 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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248 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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249 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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250 m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, |
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251 alpha.fortran_vec (), beta.fortran_vec (), |
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252 u, nrow_u, v, nrow_v, q, nrow_q, |
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253 work.fortran_vec (), iwork, info |
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254 F77_CHAR_ARG_LEN (1) |
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255 F77_CHAR_ARG_LEN (1) |
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256 F77_CHAR_ARG_LEN (1)); |
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257 } |
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258 } |
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259 |
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260 template <> |
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261 void |
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262 gsvd<FloatMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, |
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263 F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, |
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264 float *tmp_dataA, F77_INT m1, float *tmp_dataB, |
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265 F77_INT p1, FloatMatrix& alpha, |
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266 FloatMatrix& beta, float *u, F77_INT nrow_u, |
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267 float *v, F77_INT nrow_v, float *q, |
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268 F77_INT nrow_q, FloatMatrix& work, |
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269 F77_INT lwork, F77_INT *iwork, F77_INT& info) |
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270 { |
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271 if (! gsvd_initialized) |
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272 initialize_gsvd (); |
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273 |
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274 if (have_DGGSVD3) |
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275 { |
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276 sggsvd3_type f_ptr = reinterpret_cast<sggsvd3_type> |
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277 (dyn_libs.search (STRINGIZE (F77_FUNC (sggsvd3, SGGSVD3)))); |
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278 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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279 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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280 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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281 m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, |
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282 alpha.fortran_vec (), beta.fortran_vec (), |
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283 u, nrow_u, v, nrow_v, q, nrow_q, |
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284 work.fortran_vec (), lwork, iwork, info |
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285 F77_CHAR_ARG_LEN (1) |
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286 F77_CHAR_ARG_LEN (1) |
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287 F77_CHAR_ARG_LEN (1)); |
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288 } |
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289 else |
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290 { |
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291 sggsvd_type f_ptr = reinterpret_cast<sggsvd_type> |
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292 (dyn_libs.search (STRINGIZE (F77_FUNC (sggsvd, SGGSVD)))); |
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293 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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294 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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295 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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296 m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, |
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297 alpha.fortran_vec (), beta.fortran_vec (), |
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298 u, nrow_u, v, nrow_v, q, nrow_q, |
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299 work.fortran_vec (), iwork, info |
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300 F77_CHAR_ARG_LEN (1) |
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301 F77_CHAR_ARG_LEN (1) |
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302 F77_CHAR_ARG_LEN (1)); |
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303 } |
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304 } |
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305 |
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306 template <> |
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307 void |
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308 gsvd<ComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, |
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309 F77_INT m, F77_INT n, F77_INT p, F77_INT& k, |
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310 F77_INT& l, Complex *tmp_dataA, F77_INT m1, |
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311 Complex *tmp_dataB, F77_INT p1, Matrix& alpha, |
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312 Matrix& beta, Complex *u, F77_INT nrow_u, |
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313 Complex *v, F77_INT nrow_v, Complex *q, |
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314 F77_INT nrow_q, ComplexMatrix& work, |
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315 F77_INT lwork, F77_INT *iwork, F77_INT& info) |
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316 { |
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317 if (! gsvd_initialized) |
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318 initialize_gsvd (); |
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319 |
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320 Matrix rwork(2*n, 1); |
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321 if (have_DGGSVD3) |
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322 { |
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323 zggsvd3_type f_ptr = reinterpret_cast<zggsvd3_type> |
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324 (dyn_libs.search (STRINGIZE (F77_FUNC (zggsvd3, ZGGSVD3)))); |
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325 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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326 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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327 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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328 m, n, p, k, l, |
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329 F77_DBLE_CMPLX_ARG (tmp_dataA), m1, |
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330 F77_DBLE_CMPLX_ARG (tmp_dataB), p1, |
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331 alpha.fortran_vec (), beta.fortran_vec (), |
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332 F77_DBLE_CMPLX_ARG (u), nrow_u, |
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333 F77_DBLE_CMPLX_ARG (v), nrow_v, |
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334 F77_DBLE_CMPLX_ARG (q), nrow_q, |
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335 F77_DBLE_CMPLX_ARG (work.fortran_vec ()), |
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336 lwork, rwork.fortran_vec (), iwork, info |
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337 F77_CHAR_ARG_LEN (1) |
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338 F77_CHAR_ARG_LEN (1) |
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339 F77_CHAR_ARG_LEN (1)); |
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340 } |
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341 else |
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342 { |
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343 zggsvd_type f_ptr = reinterpret_cast<zggsvd_type> |
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344 (dyn_libs.search (STRINGIZE (F77_FUNC (zggsvd, ZGGSVD)))); |
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345 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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346 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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347 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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348 m, n, p, k, l, |
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349 F77_DBLE_CMPLX_ARG (tmp_dataA), m1, |
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350 F77_DBLE_CMPLX_ARG (tmp_dataB), p1, |
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351 alpha.fortran_vec (), beta.fortran_vec (), |
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352 F77_DBLE_CMPLX_ARG (u), nrow_u, |
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353 F77_DBLE_CMPLX_ARG (v), nrow_v, |
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354 F77_DBLE_CMPLX_ARG (q), nrow_q, |
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355 F77_DBLE_CMPLX_ARG (work.fortran_vec ()), |
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356 rwork.fortran_vec (), iwork, info |
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357 F77_CHAR_ARG_LEN (1) |
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358 F77_CHAR_ARG_LEN (1) |
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359 F77_CHAR_ARG_LEN (1)); |
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360 } |
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361 } |
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362 |
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363 template <> |
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364 void |
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365 gsvd<FloatComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, |
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366 F77_INT m, F77_INT n, F77_INT p, |
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367 F77_INT& k, F77_INT& l, |
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368 FloatComplex *tmp_dataA, F77_INT m1, |
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369 FloatComplex *tmp_dataB, F77_INT p1, |
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370 FloatMatrix& alpha, FloatMatrix& beta, |
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371 FloatComplex *u, F77_INT nrow_u, |
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372 FloatComplex *v, F77_INT nrow_v, |
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373 FloatComplex *q, F77_INT nrow_q, |
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374 FloatComplexMatrix& work, F77_INT lwork, |
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375 F77_INT *iwork, F77_INT& info) |
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376 { |
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377 if (! gsvd_initialized) |
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378 initialize_gsvd (); |
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379 |
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380 FloatMatrix rwork(2*n, 1); |
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381 if (have_DGGSVD3) |
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382 { |
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383 cggsvd3_type f_ptr = reinterpret_cast<cggsvd3_type> |
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384 (dyn_libs.search (STRINGIZE (F77_FUNC (cggsvd3, CGGSVD3)))); |
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385 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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386 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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387 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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388 m, n, p, k, l, |
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389 F77_CMPLX_ARG (tmp_dataA), m1, |
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390 F77_CMPLX_ARG (tmp_dataB), p1, |
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391 alpha.fortran_vec (), beta.fortran_vec (), |
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392 F77_CMPLX_ARG (u), nrow_u, |
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393 F77_CMPLX_ARG (v), nrow_v, |
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394 F77_CMPLX_ARG (q), nrow_q, |
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395 F77_CMPLX_ARG (work.fortran_vec ()), lwork, |
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396 rwork.fortran_vec (), iwork, info |
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397 F77_CHAR_ARG_LEN (1) |
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398 F77_CHAR_ARG_LEN (1) |
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399 F77_CHAR_ARG_LEN (1)); |
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400 } |
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401 else |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
402 { |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
403 cggsvd_type f_ptr = reinterpret_cast<cggsvd_type> |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
404 (dyn_libs.search (STRINGIZE (F77_FUNC (cggsvd, CGGSVD)))); |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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|
405 f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
406 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
407 F77_CONST_CHAR_ARG2 (&jobq, 1), |
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Use new LAPACK functions in gsvd if available (bug #50463).
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408 m, n, p, k, l, |
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Use new LAPACK functions in gsvd if available (bug #50463).
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409 F77_CMPLX_ARG (tmp_dataA), m1, |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
410 F77_CMPLX_ARG (tmp_dataB), p1, |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
411 alpha.fortran_vec (), beta.fortran_vec (), |
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Use new LAPACK functions in gsvd if available (bug #50463).
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412 F77_CMPLX_ARG (u), nrow_u, |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
413 F77_CMPLX_ARG (v), nrow_v, |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
414 F77_CMPLX_ARG (q), nrow_q, |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
415 F77_CMPLX_ARG (work.fortran_vec ()), |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
416 rwork.fortran_vec (), iwork, info |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
417 F77_CHAR_ARG_LEN (1) |
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Use new LAPACK functions in gsvd if available (bug #50463).
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418 F77_CHAR_ARG_LEN (1) |
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|
419 F77_CHAR_ARG_LEN (1)); |
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Use new LAPACK functions in gsvd if available (bug #50463).
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420 } |
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421 } |
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422 |
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423 template <typename T> |
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424 T |
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425 gsvd<T>::left_singular_matrix_A (void) const |
0aee8b620864
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426 { |
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427 if (type == gsvd::Type::sigma_only) |
0aee8b620864
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428 { |
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429 (*current_liboctave_error_handler) |
0aee8b620864
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430 ("gsvd: U not computed because type == gsvd::sigma_only"); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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431 return T (); |
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432 } |
0aee8b620864
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|
433 else |
0aee8b620864
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|
434 return left_smA; |
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|
435 } |
22236
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Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
436 |
22437
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Carnë Draug <carandraug@octave.org>
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changeset
|
437 template <typename T> |
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|
438 T |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
439 gsvd<T>::left_singular_matrix_B (void) const |
0aee8b620864
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|
440 { |
0aee8b620864
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changeset
|
441 if (type == gsvd::Type::sigma_only) |
0aee8b620864
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|
442 { |
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|
443 (*current_liboctave_error_handler) |
0aee8b620864
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|
444 ("gsvd: V not computed because type == gsvd::sigma_only"); |
0aee8b620864
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|
445 return T (); |
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|
446 } |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
447 else |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
448 return left_smB; |
22236
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diff
changeset
|
449 } |
065a44375723
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parents:
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changeset
|
450 |
22437
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|
451 template <typename T> |
0aee8b620864
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|
452 T |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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diff
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|
453 gsvd<T>::right_singular_matrix (void) const |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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diff
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|
454 { |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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diff
changeset
|
455 if (type == gsvd::Type::sigma_only) |
0aee8b620864
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parents:
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diff
changeset
|
456 { |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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22436
diff
changeset
|
457 (*current_liboctave_error_handler) |
0aee8b620864
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diff
changeset
|
458 ("gsvd: X not computed because type == gsvd::sigma_only"); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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diff
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|
459 return T (); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
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diff
changeset
|
460 } |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
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22436
diff
changeset
|
461 else |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
462 return right_sm; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
463 } |
22236
065a44375723
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Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
464 |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
465 template <typename T> |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
466 T |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
467 gsvd<T>::R_matrix (void) const |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
468 { |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
469 if (type != gsvd::Type::std) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
470 { |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
471 (*current_liboctave_error_handler) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
472 ("gsvd: R not computed because type != gsvd::std"); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
473 return T (); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
474 } |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
475 else |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
476 return R; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
477 } |
22236
065a44375723
gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
478 |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
479 template <typename T> |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
480 gsvd<T>::gsvd (const T& a, const T& b, gsvd::Type gsvd_type) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
481 { |
22945
eb01d0178188
use F77_INT instead of octave_idx_type for liboctave gsvd class
John W. Eaton <jwe@octave.org>
parents:
22755
diff
changeset
|
482 F77_INT info; |
22236
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Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
483 |
23696
08036a7f3660
remove octave:: namespace tag from symbols used inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
23475
diff
changeset
|
484 F77_INT m = to_f77_int (a.rows ()); |
08036a7f3660
remove octave:: namespace tag from symbols used inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
23475
diff
changeset
|
485 F77_INT n = to_f77_int (a.cols ()); |
08036a7f3660
remove octave:: namespace tag from symbols used inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
23475
diff
changeset
|
486 F77_INT p = to_f77_int (b.rows ()); |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
487 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
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diff
changeset
|
488 T atmp = a; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
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diff
changeset
|
489 P *tmp_dataA = atmp.fortran_vec (); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
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diff
changeset
|
490 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
491 T btmp = b; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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changeset
|
492 P *tmp_dataB = btmp.fortran_vec (); |
22236
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Barbara Locsi <locsi.barbara@gmail.com>
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diff
changeset
|
493 |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
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diff
changeset
|
494 char jobu = 'U'; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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diff
changeset
|
495 char jobv = 'V'; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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changeset
|
496 char jobq = 'Q'; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
497 |
22945
eb01d0178188
use F77_INT instead of octave_idx_type for liboctave gsvd class
John W. Eaton <jwe@octave.org>
parents:
22755
diff
changeset
|
498 F77_INT nrow_u = m; |
eb01d0178188
use F77_INT instead of octave_idx_type for liboctave gsvd class
John W. Eaton <jwe@octave.org>
parents:
22755
diff
changeset
|
499 F77_INT nrow_v = p; |
eb01d0178188
use F77_INT instead of octave_idx_type for liboctave gsvd class
John W. Eaton <jwe@octave.org>
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diff
changeset
|
500 F77_INT nrow_q = n; |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
22436
diff
changeset
|
501 |
22945
eb01d0178188
use F77_INT instead of octave_idx_type for liboctave gsvd class
John W. Eaton <jwe@octave.org>
parents:
22755
diff
changeset
|
502 F77_INT k, l; |
22236
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Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
503 |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
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diff
changeset
|
504 switch (gsvd_type) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
505 { |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
22436
diff
changeset
|
506 case gsvd<T>::Type::sigma_only: |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
507 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
508 // Note: for this case, both jobu and jobv should be 'N', but |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
22436
diff
changeset
|
509 // there seems to be a bug in dgesvd from Lapack V2.0. To |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
510 // demonstrate the bug, set both jobu and jobv to 'N' and find |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
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511 // the singular values of [eye(3), eye(3)]. The result is |
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512 // [-sqrt(2), -sqrt(2), -sqrt(2)]. |
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513 // |
0aee8b620864
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|
514 // For Lapack 3.0, this problem seems to be fixed. |
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diff
changeset
|
515 |
22437
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516 jobu = 'N'; |
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517 jobv = 'N'; |
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518 jobq = 'N'; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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changeset
|
519 nrow_u = nrow_v = nrow_q = 1; |
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|
520 break; |
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Barbara Locsi <locsi.barbara@gmail.com>
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diff
changeset
|
521 |
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522 default: |
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gsvd: move new class into the octave::math namespace.
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523 break; |
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|
524 } |
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gsvd: move new class into the octave::math namespace.
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525 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
526 type = gsvd_type; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
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diff
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|
527 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
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changeset
|
528 if (! (jobu == 'N' || jobu == 'O')) |
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parents:
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|
529 left_smA.resize (nrow_u, m); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
530 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
531 P *u = left_smA.fortran_vec (); |
22236
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parents:
diff
changeset
|
532 |
22437
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533 if (! (jobv == 'N' || jobv == 'O')) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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534 left_smB.resize (nrow_v, p); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
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|
535 |
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gsvd: move new class into the octave::math namespace.
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536 P *v = left_smB.fortran_vec (); |
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gsvd: move new class into the octave::math namespace.
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parents:
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537 |
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538 if (! (jobq == 'N' || jobq == 'O')) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
539 right_sm.resize (nrow_q, n); |
0aee8b620864
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|
540 |
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Carnë Draug <carandraug@octave.org>
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|
541 P *q = right_sm.fortran_vec (); |
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gsvd: move new class into the octave::math namespace.
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changeset
|
542 |
0aee8b620864
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Carnë Draug <carandraug@octave.org>
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changeset
|
543 real_matrix alpha (n, 1); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
544 real_matrix beta (n, 1); |
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parents:
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diff
changeset
|
545 |
22945
eb01d0178188
use F77_INT instead of octave_idx_type for liboctave gsvd class
John W. Eaton <jwe@octave.org>
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changeset
|
546 std::vector<F77_INT> iwork (n); |
22437
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
22436
diff
changeset
|
547 |
24653
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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parents:
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diff
changeset
|
548 if (! gsvd_initialized) |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
549 initialize_gsvd (); |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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diff
changeset
|
550 |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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|
551 F77_INT lwork; |
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parents:
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552 if (have_DGGSVD3) |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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553 { |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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|
554 lwork = -1; |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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diff
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|
555 T work_tmp (1, 1); |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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24534
diff
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|
556 |
f0de21a6a426
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diff
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|
557 gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l, |
f0de21a6a426
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parents:
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|
558 tmp_dataA, m, tmp_dataB, p, alpha, beta, u, |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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diff
changeset
|
559 nrow_u, v, nrow_v, q, nrow_q, work_tmp, lwork, |
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|
560 iwork.data (), info); |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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diff
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|
561 |
f0de21a6a426
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diff
changeset
|
562 lwork = static_cast<F77_INT> (std::abs (work_tmp(0, 0))); |
f0de21a6a426
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|
563 } |
f0de21a6a426
Use new LAPACK functions in gsvd if available (bug #50463).
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changeset
|
564 else |
f0de21a6a426
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565 { |
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|
566 lwork = 3*n; |
f0de21a6a426
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567 lwork = (lwork > m ? lwork : m); |
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568 lwork = (lwork > p ? lwork : p) + n; |
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|
569 } |
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|
570 info = 0; |
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|
571 |
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|
572 T work (lwork, 1); |
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|
573 |
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574 gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l, |
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575 tmp_dataA, m, tmp_dataB, p, alpha, beta, u, |
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Use new LAPACK functions in gsvd if available (bug #50463).
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|
576 nrow_u, v, nrow_v, q, nrow_q, work, lwork, iwork.data (), |
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parents:
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|
577 info); |
22437
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diff
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|
578 |
0aee8b620864
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changeset
|
579 if (info < 0) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
580 (*current_liboctave_error_handler) ("*ggsvd.f: argument %d illegal", |
0aee8b620864
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|
581 -info); |
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diff
changeset
|
582 else |
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gsvd: reduce code duplication with templates.
Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
583 { |
22437
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|
584 if (info > 0) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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|
585 (*current_liboctave_error_handler) |
0aee8b620864
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changeset
|
586 ("*ggsvd.f: Jacobi-type procedure failed to converge."); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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changeset
|
587 else |
22236
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Barbara Locsi <locsi.barbara@gmail.com>
parents:
diff
changeset
|
588 { |
22945
eb01d0178188
use F77_INT instead of octave_idx_type for liboctave gsvd class
John W. Eaton <jwe@octave.org>
parents:
22755
diff
changeset
|
589 F77_INT i, j; |
22437
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diff
changeset
|
590 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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changeset
|
591 if (gsvd<T>::Type::std == gsvd_type) |
22236
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diff
changeset
|
592 { |
22437
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gsvd: move new class into the octave::math namespace.
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diff
changeset
|
593 R.resize(k+l, k+l); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
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changeset
|
594 int astart = n-k-l; |
0aee8b620864
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diff
changeset
|
595 if (m - k - l >= 0) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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22436
diff
changeset
|
596 { |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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diff
changeset
|
597 astart = n-k-l; |
0aee8b620864
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22436
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changeset
|
598 // R is stored in A(1:K+L,N-K-L+1:N) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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diff
changeset
|
599 for (i = 0; i < k+l; i++) |
0aee8b620864
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parents:
22436
diff
changeset
|
600 for (j = 0; j < k+l; j++) |
0aee8b620864
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Carnë Draug <carandraug@octave.org>
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diff
changeset
|
601 R.xelem (i, j) = atmp.xelem (i, astart + j); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
22436
diff
changeset
|
602 } |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
603 else |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
604 { |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
22436
diff
changeset
|
605 // (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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diff
changeset
|
606 // ( 0 R22 R23 ) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
22436
diff
changeset
|
607 |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
608 for (i = 0; i < m; i++) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
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parents:
22436
diff
changeset
|
609 for (j = 0; j < k+l; j++) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
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diff
changeset
|
610 R.xelem (i, j) = atmp.xelem (i, astart + j); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
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diff
changeset
|
611 // and R33 is stored in B(M-K+1:L,N+M-K-L+1:N) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
612 for (i = k+l-1; i >=m; i--) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
613 { |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
614 for (j = 0; j < m; j++) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
615 R.xelem(i, j) = 0.0; |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
616 for (j = m; j < k+l; j++) |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
617 R.xelem (i, j) = btmp.xelem (i - k, astart + j); |
0aee8b620864
gsvd: move new class into the octave::math namespace.
Carnë Draug <carandraug@octave.org>
parents:
22436
diff
changeset
|
618 } |
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619 } |
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620 } |
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621 |
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622 if (m-k-l >= 0) |
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623 { |
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624 // Fills in C and S |
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625 sigmaA.resize (l, l); |
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626 sigmaB.resize (l, l); |
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627 for (i = 0; i < l; i++) |
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628 { |
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629 sigmaA.dgxelem(i) = alpha.elem(k+i); |
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630 sigmaB.dgxelem(i) = beta.elem(k+i); |
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631 } |
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632 } |
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633 else |
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634 { |
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635 // Fills in C and S |
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636 sigmaA.resize (m-k, m-k); |
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637 sigmaB.resize (m-k, m-k); |
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638 for (i = 0; i < m-k; i++) |
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639 { |
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640 sigmaA.dgxelem(i) = alpha.elem(k+i); |
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641 sigmaB.dgxelem(i) = beta.elem(k+i); |
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642 } |
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643 } |
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644 } |
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645 } |
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646 } |
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647 |
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648 // Instantiations we need. |
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649 template class gsvd<Matrix>; |
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650 template class gsvd<FloatMatrix>; |
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651 template class gsvd<ComplexMatrix>; |
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652 template class gsvd<FloatComplexMatrix>; |
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653 } |
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654 } |