Mercurial > octave
annotate liboctave/numeric/dbleSVD.cc @ 21202:f7121e111991
maint: indent #ifdef blocks in liboctave and src directories.
* Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc,
Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc,
Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc,
CNDArray.cc, CRowVector.cc, CSparse.cc, CSparse.h, DiagArray2.cc, MArray-C.cc,
MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc,
MDiagArray2.cc, MSparse-C.cc, MSparse-d.cc, MSparse.h, MatrixType.cc,
PermMatrix.cc, Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc,
boolMatrix.cc, boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc,
dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc,
dSparse.cc, dSparse.h, dim-vector.cc, fCColVector.cc, fCDiagMatrix.cc,
fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc,
fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, int16NDArray.cc,
int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, intNDArray.cc,
uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc,
blaswrap.c, cquit.c, f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, quit.cc,
quit.h, CmplxAEPBAL.cc, CmplxCHOL.cc, CmplxGEPBAL.cc, CmplxHESS.cc, CmplxLU.cc,
CmplxQR.cc, CmplxQRP.cc, CmplxSCHUR.cc, CmplxSVD.cc, CollocWt.cc, DASPK.cc,
DASRT.cc, DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, base-lu.cc, base-qr.cc,
dbleAEPBAL.cc, dbleCHOL.cc, dbleGEPBAL.cc, dbleHESS.cc, dbleLU.cc, dbleQR.cc,
dbleQRP.cc, dbleSCHUR.cc, dbleSVD.cc, eigs-base.cc, fCmplxAEPBAL.cc,
fCmplxCHOL.cc, fCmplxGEPBAL.cc, fCmplxHESS.cc, fCmplxLU.cc, fCmplxQR.cc,
fCmplxQRP.cc, fCmplxSCHUR.cc, fCmplxSVD.cc, fEIG.cc, floatAEPBAL.cc,
floatCHOL.cc, floatGEPBAL.cc, floatHESS.cc, floatLU.cc, floatQR.cc,
floatQRP.cc, floatSCHUR.cc, floatSVD.cc, lo-mappers.cc, lo-specfun.cc,
oct-convn.cc, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-rand.cc,
oct-spparms.cc, randgamma.c, randmtzig.c, randpoisson.c, sparse-chol.cc,
sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, mx-defs.h, dir-ops.cc,
file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc,
oct-group.cc, oct-openmp.h, oct-passwd.cc, oct-syscalls.cc, oct-time.cc,
oct-uname.cc, pathlen.h, sysdir.h, syswait.h, cmd-edit.cc, cmd-hist.cc,
data-conv.cc, f2c-main.c, glob-match.cc, lo-array-errwarn.cc,
lo-array-gripes.cc, lo-cutils.c, lo-cutils.h, lo-ieee.cc, lo-math.h,
lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc, oct-inttypes.cc,
oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-refcount.h, oct-rl-edit.c,
oct-rl-hist.c, oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc,
sparse-sort.cc, sparse-util.cc, statdefs.h, str-vec.cc, unwind-prot.cc,
url-transfer.cc, display-available.h, main-cli.cc, main-gui.cc, main.in.cc,
mkoctfile.in.cc, octave-config.in.cc, shared-fcns.h:
indent #ifdef blocks in liboctave and src directories.
| author | Rik <rik@octave.org> |
|---|---|
| date | Sat, 06 Feb 2016 06:40:13 -0800 |
| parents | 7cac4e7458f2 |
| children |
| rev | line source |
|---|---|
| 457 | 1 /* |
| 2 | |
|
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3 Copyright (C) 1994-2015 John W. Eaton |
| 457 | 4 |
| 5 This file is part of Octave. | |
| 6 | |
| 7 Octave is free software; you can redistribute it and/or modify it | |
| 8 under the terms of the GNU General Public License as published by the | |
| 7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
| 10 option) any later version. | |
| 457 | 11 |
| 12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 15 for more details. | |
| 16 | |
| 17 You should have received a copy of the GNU General Public License | |
| 7016 | 18 along with Octave; see the file COPYING. If not, see |
| 19 <http://www.gnu.org/licenses/>. | |
| 457 | 20 |
| 21 */ | |
| 22 | |
| 23 #ifdef HAVE_CONFIG_H | |
|
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24 # include <config.h> |
| 457 | 25 #endif |
| 26 | |
| 3503 | 27 #include <iostream> |
| 1631 | 28 |
| 457 | 29 #include "dbleSVD.h" |
| 1847 | 30 #include "f77-fcn.h" |
| 10601 | 31 #include "oct-locbuf.h" |
| 457 | 32 |
| 33 extern "C" | |
| 34 { | |
| 4552 | 35 F77_RET_T |
| 36 F77_FUNC (dgesvd, DGESVD) (F77_CONST_CHAR_ARG_DECL, | |
|
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37 F77_CONST_CHAR_ARG_DECL, |
| 11495 | 38 const octave_idx_type&, const octave_idx_type&, |
| 39 double*, const octave_idx_type&, double*, | |
| 40 double*, const octave_idx_type&, double*, | |
| 41 const octave_idx_type&, double*, | |
| 42 const octave_idx_type&, octave_idx_type& | |
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43 F77_CHAR_ARG_LEN_DECL |
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44 F77_CHAR_ARG_LEN_DECL); |
| 10601 | 45 |
| 46 F77_RET_T | |
| 47 F77_FUNC (dgesdd, DGESDD) (F77_CONST_CHAR_ARG_DECL, | |
| 11495 | 48 const octave_idx_type&, const octave_idx_type&, |
| 49 double*, const octave_idx_type&, double*, | |
| 50 double*, const octave_idx_type&, double*, | |
| 51 const octave_idx_type&, double*, | |
| 52 const octave_idx_type&, octave_idx_type *, | |
| 53 octave_idx_type& | |
| 10601 | 54 F77_CHAR_ARG_LEN_DECL); |
| 457 | 55 } |
| 56 | |
| 1543 | 57 Matrix |
| 1545 | 58 SVD::left_singular_matrix (void) const |
| 1543 | 59 { |
| 1544 | 60 if (type_computed == SVD::sigma_only) |
|
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61 (*current_liboctave_error_handler) |
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62 ("SVD: U not computed because type == SVD::sigma_only"); |
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63 |
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64 return left_sm; |
| 1543 | 65 } |
| 66 | |
| 67 Matrix | |
| 1545 | 68 SVD::right_singular_matrix (void) const |
| 1543 | 69 { |
| 1544 | 70 if (type_computed == SVD::sigma_only) |
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71 (*current_liboctave_error_handler) |
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72 ("SVD: V not computed because type == SVD::sigma_only"); |
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73 |
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74 return right_sm; |
| 1543 | 75 } |
| 76 | |
| 5275 | 77 octave_idx_type |
| 10601 | 78 SVD::init (const Matrix& a, SVD::type svd_type, SVD::driver svd_driver) |
| 457 | 79 { |
| 5275 | 80 octave_idx_type info; |
| 457 | 81 |
| 5275 | 82 octave_idx_type m = a.rows (); |
| 83 octave_idx_type n = a.cols (); | |
| 457 | 84 |
| 1930 | 85 Matrix atmp = a; |
| 86 double *tmp_data = atmp.fortran_vec (); | |
| 457 | 87 |
| 5275 | 88 octave_idx_type min_mn = m < n ? m : n; |
| 457 | 89 |
| 1930 | 90 char jobu = 'A'; |
| 91 char jobv = 'A'; | |
| 537 | 92 |
| 5275 | 93 octave_idx_type ncol_u = m; |
| 94 octave_idx_type nrow_vt = n; | |
| 95 octave_idx_type nrow_s = m; | |
| 96 octave_idx_type ncol_s = n; | |
| 537 | 97 |
| 1543 | 98 switch (svd_type) |
| 537 | 99 { |
| 1543 | 100 case SVD::economy: |
| 1930 | 101 jobu = jobv = 'S'; |
| 537 | 102 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; |
| 1543 | 103 break; |
| 104 | |
| 105 case SVD::sigma_only: | |
| 2621 | 106 |
| 107 // Note: for this case, both jobu and jobv should be 'N', but | |
| 108 // there seems to be a bug in dgesvd from Lapack V2.0. To | |
| 109 // demonstrate the bug, set both jobu and jobv to 'N' and find | |
| 110 // the singular values of [eye(3), eye(3)]. The result is | |
| 111 // [-sqrt(2), -sqrt(2), -sqrt(2)]. | |
| 3335 | 112 // |
| 113 // For Lapack 3.0, this problem seems to be fixed. | |
| 2621 | 114 |
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115 jobu = jobv = 'N'; |
| 1545 | 116 ncol_u = nrow_vt = 1; |
| 1543 | 117 break; |
| 118 | |
| 119 default: | |
| 120 break; | |
| 537 | 121 } |
| 122 | |
| 1544 | 123 type_computed = svd_type; |
| 124 | |
| 2621 | 125 if (! (jobu == 'N' || jobu == 'O')) |
| 1931 | 126 left_sm.resize (m, ncol_u); |
| 1930 | 127 |
| 128 double *u = left_sm.fortran_vec (); | |
| 129 | |
| 130 sigma.resize (nrow_s, ncol_s); | |
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131 double *s_vec = sigma.fortran_vec (); |
| 1930 | 132 |
| 2621 | 133 if (! (jobv == 'N' || jobv == 'O')) |
| 1930 | 134 right_sm.resize (nrow_vt, n); |
| 135 | |
| 136 double *vt = right_sm.fortran_vec (); | |
| 457 | 137 |
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138 // Query DGESVD for the correct dimension of WORK. |
| 1930 | 139 |
| 5275 | 140 octave_idx_type lwork = -1; |
| 3336 | 141 |
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142 Array<double> work (dim_vector (1, 1)); |
| 457 | 143 |
| 10258 | 144 octave_idx_type one = 1; |
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145 octave_idx_type m1 = std::max (m, one); |
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146 octave_idx_type nrow_vt1 = std::max (nrow_vt, one); |
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147 |
| 10601 | 148 if (svd_driver == SVD::GESVD) |
| 149 { | |
| 150 F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), | |
| 151 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 152 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 153 nrow_vt1, work.fortran_vec (), lwork, info | |
| 154 F77_CHAR_ARG_LEN (1) | |
| 155 F77_CHAR_ARG_LEN (1))); | |
| 156 | |
| 157 lwork = static_cast<octave_idx_type> (work(0)); | |
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158 work.resize (dim_vector (lwork, 1)); |
| 10601 | 159 |
| 160 F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), | |
| 161 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 162 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 163 nrow_vt1, work.fortran_vec (), lwork, info | |
| 164 F77_CHAR_ARG_LEN (1) | |
| 165 F77_CHAR_ARG_LEN (1))); | |
| 1543 | 166 |
| 10601 | 167 } |
| 168 else if (svd_driver == SVD::GESDD) | |
| 169 { | |
| 170 assert (jobu == jobv); | |
| 171 char jobz = jobu; | |
| 172 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); | |
| 173 | |
| 174 F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
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175 m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, |
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176 work.fortran_vec (), lwork, iwork, info |
| 10601 | 177 F77_CHAR_ARG_LEN (1))); |
| 3336 | 178 |
| 10601 | 179 lwork = static_cast<octave_idx_type> (work(0)); |
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180 work.resize (dim_vector (lwork, 1)); |
| 10601 | 181 |
| 182 F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
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183 m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, |
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184 work.fortran_vec (), lwork, iwork, info |
| 10601 | 185 F77_CHAR_ARG_LEN (1))); |
| 186 | |
| 187 } | |
| 188 else | |
| 189 assert (0); // impossible | |
| 3336 | 190 |
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191 if (! (jobv == 'N' || jobv == 'O')) |
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192 right_sm = right_sm.transpose (); |
| 457 | 193 |
| 194 return info; | |
| 195 } | |
| 196 | |
| 3504 | 197 std::ostream& |
| 198 operator << (std::ostream& os, const SVD& a) | |
| 457 | 199 { |
| 200 os << a.left_singular_matrix () << "\n"; | |
| 201 os << a.singular_values () << "\n"; | |
| 202 os << a.right_singular_matrix () << "\n"; | |
| 203 | |
| 204 return os; | |
| 205 } |