Mercurial > octave
annotate liboctave/numeric/fCmplxSVD.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 | 4197fc428c7d |
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| rev | line source |
|---|---|
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1 /* |
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2 |
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3 Copyright (C) 1994-2015 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 3 of the License, or (at your |
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10 option) any later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 # include <config.h> |
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25 #endif |
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26 |
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27 #include "fCmplxSVD.h" |
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28 #include "f77-fcn.h" |
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29 #include "lo-error.h" |
| 10601 | 30 #include "oct-locbuf.h" |
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31 |
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32 extern "C" |
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33 { |
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34 F77_RET_T |
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35 F77_FUNC (cgesvd, CGESVD) (F77_CONST_CHAR_ARG_DECL, |
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36 F77_CONST_CHAR_ARG_DECL, |
| 11495 | 37 const octave_idx_type&, const octave_idx_type&, |
| 38 FloatComplex*, const octave_idx_type&, float*, | |
| 39 FloatComplex*, const octave_idx_type&, | |
| 40 FloatComplex*, const octave_idx_type&, | |
| 41 FloatComplex*, const octave_idx_type&, | |
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42 float*, 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 (cgesdd, CGESDD) (F77_CONST_CHAR_ARG_DECL, | |
| 11495 | 48 const octave_idx_type&, const octave_idx_type&, |
| 49 FloatComplex*, const octave_idx_type&, float*, | |
| 50 FloatComplex*, const octave_idx_type&, | |
| 51 FloatComplex*, const octave_idx_type&, | |
| 52 FloatComplex*, const octave_idx_type&, | |
| 10601 | 53 float*, octave_idx_type *, octave_idx_type& |
| 54 F77_CHAR_ARG_LEN_DECL); | |
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55 } |
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56 |
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57 FloatComplexMatrix |
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58 FloatComplexSVD::left_singular_matrix (void) const |
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59 { |
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60 if (type_computed == SVD::sigma_only) |
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61 { |
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62 (*current_liboctave_error_handler) |
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63 ("FloatComplexSVD: U not computed because type == SVD::sigma_only"); |
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64 return FloatComplexMatrix (); |
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65 } |
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66 else |
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67 return left_sm; |
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68 } |
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69 |
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70 FloatComplexMatrix |
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71 FloatComplexSVD::right_singular_matrix (void) const |
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72 { |
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73 if (type_computed == SVD::sigma_only) |
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74 { |
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75 (*current_liboctave_error_handler) |
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76 ("FloatComplexSVD: V not computed because type == SVD::sigma_only"); |
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77 return FloatComplexMatrix (); |
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78 } |
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79 else |
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80 return right_sm; |
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81 } |
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82 |
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83 octave_idx_type |
| 11518 | 84 FloatComplexSVD::init (const FloatComplexMatrix& a, SVD::type svd_type, |
| 85 SVD::driver svd_driver) | |
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86 { |
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87 octave_idx_type info; |
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88 |
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89 octave_idx_type m = a.rows (); |
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90 octave_idx_type n = a.cols (); |
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91 |
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92 FloatComplexMatrix atmp = a; |
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93 FloatComplex *tmp_data = atmp.fortran_vec (); |
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94 |
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95 octave_idx_type min_mn = m < n ? m : n; |
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96 octave_idx_type max_mn = m > n ? m : n; |
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97 |
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98 char jobu = 'A'; |
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99 char jobv = 'A'; |
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100 |
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101 octave_idx_type ncol_u = m; |
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102 octave_idx_type nrow_vt = n; |
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103 octave_idx_type nrow_s = m; |
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104 octave_idx_type ncol_s = n; |
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105 |
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106 switch (svd_type) |
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107 { |
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108 case SVD::economy: |
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109 jobu = jobv = 'S'; |
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110 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; |
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111 break; |
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112 |
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113 case SVD::sigma_only: |
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114 |
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115 // Note: for this case, both jobu and jobv should be 'N', but |
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116 // there seems to be a bug in dgesvd from Lapack V2.0. To |
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117 // demonstrate the bug, set both jobu and jobv to 'N' and find |
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118 // the singular values of [eye(3), eye(3)]. The result is |
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119 // [-sqrt(2), -sqrt(2), -sqrt(2)]. |
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120 // |
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121 // For Lapack 3.0, this problem seems to be fixed. |
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122 |
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123 jobu = jobv = 'N'; |
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124 ncol_u = nrow_vt = 1; |
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125 break; |
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126 |
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127 default: |
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128 break; |
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129 } |
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130 |
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131 type_computed = svd_type; |
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132 |
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133 if (! (jobu == 'N' || jobu == 'O')) |
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134 left_sm.resize (m, ncol_u); |
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135 |
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136 FloatComplex *u = left_sm.fortran_vec (); |
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137 |
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138 sigma.resize (nrow_s, ncol_s); |
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139 float *s_vec = sigma.fortran_vec (); |
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140 |
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141 if (! (jobv == 'N' || jobv == 'O')) |
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142 right_sm.resize (nrow_vt, n); |
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143 |
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144 FloatComplex *vt = right_sm.fortran_vec (); |
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145 |
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146 // Query CGESVD for the correct dimension of WORK. |
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147 |
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148 octave_idx_type lwork = -1; |
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149 |
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150 Array<FloatComplex> work (dim_vector (1, 1)); |
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151 |
| 10258 | 152 octave_idx_type one = 1; |
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153 octave_idx_type m1 = std::max (m, one); |
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154 octave_idx_type nrow_vt1 = std::max (nrow_vt, one); |
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155 |
| 10601 | 156 if (svd_driver == SVD::GESVD) |
| 157 { | |
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158 octave_idx_type lrwork = 5*max_mn; |
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159 Array<float> rwork (dim_vector (lrwork, 1)); |
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160 |
| 10601 | 161 F77_XFCN (cgesvd, CGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
| 162 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 163 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 164 nrow_vt1, work.fortran_vec (), lwork, | |
| 165 rwork.fortran_vec (), info | |
| 166 F77_CHAR_ARG_LEN (1) | |
| 167 F77_CHAR_ARG_LEN (1))); | |
| 168 | |
| 169 lwork = static_cast<octave_idx_type> (work(0).real ()); | |
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170 work.resize (dim_vector (lwork, 1)); |
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171 |
| 10601 | 172 F77_XFCN (cgesvd, CGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
| 173 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 174 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 175 nrow_vt1, work.fortran_vec (), lwork, | |
| 176 rwork.fortran_vec (), info | |
| 177 F77_CHAR_ARG_LEN (1) | |
| 178 F77_CHAR_ARG_LEN (1))); | |
| 179 } | |
| 180 else if (svd_driver == SVD::GESDD) | |
| 181 { | |
| 182 assert (jobu == jobv); | |
| 183 char jobz = jobu; | |
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184 |
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185 octave_idx_type lrwork; |
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186 if (jobz == 'N') |
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187 lrwork = 5*min_mn; |
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188 else |
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189 lrwork = min_mn * std::max (5*min_mn+7, 2*max_mn+2*min_mn+1); |
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190 Array<float> rwork (dim_vector (lrwork, 1)); |
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191 |
| 10601 | 192 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); |
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193 |
| 10601 | 194 F77_XFCN (cgesdd, CGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), |
| 195 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 196 nrow_vt1, work.fortran_vec (), lwork, | |
| 197 rwork.fortran_vec (), iwork, info | |
| 198 F77_CHAR_ARG_LEN (1))); | |
| 199 | |
| 200 lwork = static_cast<octave_idx_type> (work(0).real ()); | |
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201 work.resize (dim_vector (lwork, 1)); |
| 10601 | 202 |
| 203 F77_XFCN (cgesdd, CGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
| 204 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 205 nrow_vt1, work.fortran_vec (), lwork, | |
| 206 rwork.fortran_vec (), iwork, info | |
| 207 F77_CHAR_ARG_LEN (1))); | |
| 208 } | |
| 209 else | |
| 210 assert (0); // impossible | |
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211 |
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212 if (! (jobv == 'N' || jobv == 'O')) |
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213 right_sm = right_sm.hermitian (); |
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214 |
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215 return info; |
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216 } |