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annotate libinterp/corefcn/svd.cc @ 21200:fcac5dbbf9ed

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maint: Indent #ifdef blocks in libinterp. * builtins.h, Cell.cc, __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, cellfun.cc, colloc.cc, comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, defaults.in.h, defun-dld.h, defun.cc, defun.h, det.cc, dirfns.cc, display.cc, dlmread.cc, dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc, errwarn.cc, event-queue.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, gl-render.cc, gl2ps-print.cc, graphics.cc, graphics.in.h, gripes.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-ir.cc, jit-typeinfo.cc, jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc, ls-utils.h, lsode.cc, lu.cc, luinc.cc, mappers.cc, matrix_type.cc, max.cc, mex.h, mexproto.h, mgorth.cc, nproc.cc, oct-errno.in.cc, oct-fstrm.cc, oct-hdf5-types.cc, oct-hdf5.h, oct-hist.cc, oct-iostrm.cc, oct-lvalue.cc, oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stream.cc, oct-strstrm.cc, octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc, profiler.cc, psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, sysdep.h, time.cc, toplev.cc, tril.cc, tsearch.cc, txt-eng-ft.cc, txt-eng.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, xdiv.cc, xnorm.cc, xpow.cc, zfstream.cc, __delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __magick_read__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, oct-qhull.h, qr.cc, symbfact.cc, symrcm.cc, oct-conf.in.cc, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc, ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc, ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc, ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc, ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc, ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov.cc, ovl.cc, octave.cc, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc, op-dm-template.cc, op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-float-conv.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int-conv.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc, pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc, pt-colon.h, pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc, pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-mat.cc, pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc, token.cc, Array-jit.cc, Array-os.cc, Array-sym.cc, Array-tc.cc, version.cc: Indent #ifdef blocks in libinterp.
author Rik <rik@octave.org>
date Fri, 05 Feb 2016 16:29:08 -0800
parents e39e05d90788
children cbced1c09916
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1 /*
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2
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4197fc428c7d maint: Update copyright notices for 2015.
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3 Copyright (C) 1996-2015 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
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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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 "CmplxSVD.h"
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28 #include "dbleSVD.h"
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29 #include "fCmplxSVD.h"
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30 #include "floatSVD.h"
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31
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32 #include "defun.h"
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33 #include "error.h"
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34 #include "errwarn.h"
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35 #include "ovl.h"
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36 #include "pr-output.h"
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37 #include "utils.h"
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38 #include "variables.h"
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39
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40 static int Vsvd_driver = SVD::GESVD;
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41
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42 DEFUN (svd, args, nargout,
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43 "-*- texinfo -*-\n\
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44 @deftypefn {} {@var{s} =} svd (@var{A})\n\
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45 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A})\n\
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46 @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, @var{econ})\n\
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47 @cindex singular value decomposition\n\
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48 Compute the singular value decomposition of @var{A}\n\
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49 @tex\n\
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50 $$\n\
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51 A = U S V^{\\dagger}\n\
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52 $$\n\
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53 @end tex\n\
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54 @ifnottex\n\
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55 \n\
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56 @example\n\
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57 A = U*S*V'\n\
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58 @end example\n\
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59 \n\
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60 @end ifnottex\n\
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61 \n\
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62 The function @code{svd} normally returns only the vector of singular values.\n\
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63 When called with three return values, it computes\n\
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64 @tex\n\
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65 $U$, $S$, and $V$.\n\
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66 @end tex\n\
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67 @ifnottex\n\
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68 @var{U}, @var{S}, and @var{V}.\n\
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69 @end ifnottex\n\
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70 For example,\n\
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71 \n\
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72 @example\n\
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73 svd (hilb (3))\n\
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74 @end example\n\
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75 \n\
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76 @noindent\n\
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77 returns\n\
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78 \n\
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79 @example\n\
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80 @group\n\
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81 ans =\n\
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82 \n\
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83 1.4083189\n\
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84 0.1223271\n\
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85 0.0026873\n\
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86 @end group\n\
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87 @end example\n\
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88 \n\
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89 @noindent\n\
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90 and\n\
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91 \n\
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92 @example\n\
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93 [u, s, v] = svd (hilb (3))\n\
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94 @end example\n\
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95 \n\
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96 @noindent\n\
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97 returns\n\
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98 \n\
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99 @example\n\
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100 @group\n\
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101 u =\n\
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102 \n\
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103 -0.82704 0.54745 0.12766\n\
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104 -0.45986 -0.52829 -0.71375\n\
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105 -0.32330 -0.64901 0.68867\n\
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106 \n\
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107 s =\n\
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108 \n\
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109 1.40832 0.00000 0.00000\n\
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110 0.00000 0.12233 0.00000\n\
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111 0.00000 0.00000 0.00269\n\
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112 \n\
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113 v =\n\
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114 \n\
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115 -0.82704 0.54745 0.12766\n\
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116 -0.45986 -0.52829 -0.71375\n\
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117 -0.32330 -0.64901 0.68867\n\
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118 @end group\n\
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119 @end example\n\
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120 \n\
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121 If given a second argument, @code{svd} returns an economy-sized\n\
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122 decomposition, eliminating the unnecessary rows or columns of @var{U} or\n\
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123 @var{V}.\n\
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124 @seealso{svd_driver, svds, eig, lu, chol, hess, qr, qz}\n\
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125 @end deftypefn")
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126 {
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127 int nargin = args.length ();
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128
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129 if (nargin < 1 || nargin > 2 || nargout == 2 || nargout > 3)
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130 print_usage ();
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131
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132 octave_value arg = args(0);
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133
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134 if (arg.ndims () != 2)
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135 error ("svd: A must be a 2-D matrix");
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136
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137 octave_value_list retval;
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138
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139 bool isfloat = arg.is_single_type ();
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140
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141 SVD::type type = ((nargout == 0 || nargout == 1)
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142 ? SVD::sigma_only
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143 : (nargin == 2) ? SVD::economy : SVD::std);
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144
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145 octave_idx_type nr = arg.rows ();
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146 octave_idx_type nc = arg.columns ();
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147
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148 SVD::driver driver = static_cast<SVD::driver> (Vsvd_driver);
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149
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150 if (nr == 0 || nc == 0)
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151 {
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152 if (isfloat)
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153 {
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154 switch (type)
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155 {
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156 case SVD::std:
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157 retval = ovl (FloatDiagMatrix (nr, nr, 1.0f),
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158 FloatMatrix (nr, nc),
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159 FloatDiagMatrix (nc, nc, 1.0f));
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160 break;
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161
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162 case SVD::economy:
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163 retval = ovl (FloatDiagMatrix (nr, 0, 1.0f),
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164 FloatMatrix (0, 0),
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165 FloatDiagMatrix (0, nc, 1.0f));
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166 break;
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167
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168 case SVD::sigma_only: default:
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169 retval(0) = FloatMatrix (0, 1);
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170 break;
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171 }
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172 }
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173 else
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174 {
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175 switch (type)
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176 {
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177 case SVD::std:
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178 retval = ovl (DiagMatrix (nr, nr, 1.0),
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diff changeset
179 Matrix (nr, nc),
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180 DiagMatrix (nc, nc, 1.0));
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181 break;
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182
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183 case SVD::economy:
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diff changeset
184 retval = ovl (DiagMatrix (nr, 0, 1.0),
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diff changeset
185 Matrix (0, 0),
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186 DiagMatrix (0, nc, 1.0));
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187 break;
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188
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189 case SVD::sigma_only: default:
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190 retval(0) = Matrix (0, 1);
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191 break;
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192 }
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193 }
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194 }
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195 else
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196 {
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197 if (isfloat)
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198 {
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199 if (arg.is_real_type ())
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200 {
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201 FloatMatrix tmp = arg.float_matrix_value ();
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202
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203 if (tmp.any_element_is_inf_or_nan ())
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204 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
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205
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206 FloatSVD result (tmp, type, driver);
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207
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208 FloatDiagMatrix sigma = result.singular_values ();
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209
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210 if (nargout == 0 || nargout == 1)
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211 retval(0) = sigma.extract_diag ();
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212 else
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213 retval = ovl (result.left_singular_matrix (),
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diff changeset
214 sigma,
9fbacc123a91 2015 Code Sprint: svd.cc: use ovl ().
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diff changeset
215 result.right_singular_matrix ());
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216 }
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217 else if (arg.is_complex_type ())
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diff changeset
218 {
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219 FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();
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220
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221 if (ctmp.any_element_is_inf_or_nan ())
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222 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
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223
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224 FloatComplexSVD result (ctmp, type, driver);
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diff changeset
225
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226 FloatDiagMatrix sigma = result.singular_values ();
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227
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228 if (nargout == 0 || nargout == 1)
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229 retval(0) = sigma.extract_diag ();
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diff changeset
230 else
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231 retval = ovl (result.left_singular_matrix (),
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diff changeset
232 sigma,
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diff changeset
233 result.right_singular_matrix ());
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234 }
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235 }
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236 else
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237 {
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238 if (arg.is_real_type ())
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239 {
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240 Matrix tmp = arg.matrix_value ();
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241
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242 if (tmp.any_element_is_inf_or_nan ())
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diff changeset
243 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
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diff changeset
244
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245 SVD result (tmp, type, driver);
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diff changeset
246
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diff changeset
247 DiagMatrix sigma = result.singular_values ();
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248
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249 if (nargout == 0 || nargout == 1)
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250 retval(0) = sigma.extract_diag ();
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251 else
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252 retval = ovl (result.left_singular_matrix (),
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253 sigma,
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254 result.right_singular_matrix ());
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255 }
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256 else if (arg.is_complex_type ())
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257 {
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258 ComplexMatrix ctmp = arg.complex_matrix_value ();
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259
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260 if (ctmp.any_element_is_inf_or_nan ())
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261 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
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262
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263 ComplexSVD result (ctmp, type, driver);
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264
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265 DiagMatrix sigma = result.singular_values ();
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266
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267 if (nargout == 0 || nargout == 1)
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268 retval(0) = sigma.extract_diag ();
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269 else
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270 retval = ovl (result.left_singular_matrix (),
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271 sigma,
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272 result.right_singular_matrix ());
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273 }
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274 else
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275 err_wrong_type_arg ("svd", arg);
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276 }
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277 }
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278
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279 return retval;
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280 }
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281
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282 /*
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283 %!assert (svd ([1, 2; 2, 1]), [3; 1], sqrt (eps))
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284
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285 %!test
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286 %! [u, s, v] = svd ([1, 2; 2, 1]);
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287 %! x = 1 / sqrt (2);
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288 %! assert (u, [-x, -x; -x, x], sqrt (eps));
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289 %! assert (s, [3, 0; 0, 1], sqrt (eps));
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290 %! assert (v, [-x, x; -x, -x], sqrt (eps));
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291
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292 %!test
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293 %! a = [1, 2, 3; 4, 5, 6];
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294 %! [u, s, v] = svd (a);
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295 %! assert (u * s * v', a, sqrt (eps));
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296
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297 %!test
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298 %! a = [1, 2; 3, 4; 5, 6];
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299 %! [u, s, v] = svd (a);
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300 %! assert (u * s * v', a, sqrt (eps));
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301
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302 %!test
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303 %! a = [1, 2, 3; 4, 5, 6];
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304 %! [u, s, v] = svd (a, 1);
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305 %! assert (u * s * v', a, sqrt (eps));
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306
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307 %!test
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308 %! a = [1, 2; 3, 4; 5, 6];
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309 %! [u, s, v] = svd (a, 1);
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310 %! assert (u * s * v', a, sqrt (eps));
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311
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312 %!assert (svd (single ([1, 2; 2, 1])), single ([3; 1]), sqrt (eps ("single")))
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313
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314 %!test
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315 %! [u, s, v] = svd (single ([1, 2; 2, 1]));
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316 %! x = single (1 / sqrt (2));
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317 %! assert (u, [-x, -x; -x, x], sqrt (eps ("single")));
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318 %! assert (s, single ([3, 0; 0, 1]), sqrt (eps ("single")));
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319 %! assert (v, [-x, x; -x, -x], sqrt (eps ("single")));
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320
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321 %!test
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322 %! a = single ([1, 2, 3; 4, 5, 6]);
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323 %! [u, s, v] = svd (a);
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324 %! assert (u * s * v', a, sqrt (eps ("single")));
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325
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326 %!test
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327 %! a = single ([1, 2; 3, 4; 5, 6]);
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328 %! [u, s, v] = svd (a);
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329 %! assert (u * s * v', a, sqrt (eps ("single")));
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330
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331 %!test
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332 %! a = single ([1, 2, 3; 4, 5, 6]);
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333 %! [u, s, v] = svd (a, 1);
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334 %! assert (u * s * v', a, sqrt (eps ("single")));
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335
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336 %!test
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337 %! a = single ([1, 2; 3, 4; 5, 6]);
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338 %! [u, s, v] = svd (a, 1);
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339 %! assert (u * s * v', a, sqrt (eps ("single")));
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340
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341 %!test
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342 %! a = zeros (0, 5);
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343 %! [u, s, v] = svd (a);
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344 %! assert (size (u), [0, 0]);
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345 %! assert (size (s), [0, 5]);
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346 %! assert (size (v), [5, 5]);
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347
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348 %!test
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349 %! a = zeros (5, 0);
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350 %! [u, s, v] = svd (a, 1);
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351 %! assert (size (u), [5, 0]);
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352 %! assert (size (s), [0, 0]);
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353 %! assert (size (v), [0, 0]);
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354
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355 %!error svd ()
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356 %!error svd ([1, 2; 4, 5], 2, 3)
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357 %!error [u, v] = svd ([1, 2; 3, 4])
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358 */
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359
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360 DEFUN (svd_driver, args, nargout,
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361 "-*- texinfo -*-\n\
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362 @deftypefn {} {@var{val} =} svd_driver ()\n\
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363 @deftypefnx {} {@var{old_val} =} svd_driver (@var{new_val})\n\
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364 @deftypefnx {} {} svd_driver (@var{new_val}, \"local\")\n\
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365 Query or set the underlying @sc{lapack} driver used by @code{svd}.\n\
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366 \n\
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367 Currently recognized values are @qcode{\"gesvd\"} and @qcode{\"gesdd\"}.\n\
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368 The default is @qcode{\"gesvd\"}.\n\
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369 \n\
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370 When called from inside a function with the @qcode{\"local\"} option, the\n\
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371 variable is changed locally for the function and any subroutines it calls.\n\
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372 The original variable value is restored when exiting the function.\n\
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373 @seealso{svd}\n\
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374 @end deftypefn")
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375 {
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376 static const char *driver_names[] = { "gesvd", "gesdd", 0 };
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377
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378 return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names);
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379 }
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380
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381 /*
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
382 %!test
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
383 %! A = [1+1i, 1-1i, 0; 0, 2, 0; 1i, 1i, 1+2i];
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
384 %! old_driver = svd_driver ("gesvd");
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
385 %! [U1, S1, V1] = svd (A);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
386 %! svd_driver ("gesdd");
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
387 %! [U2, S2, V2] = svd (A);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
388 %! assert (U1, U2, 5*eps);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
389 %! assert (S1, S2, 5*eps);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
390 %! assert (V1, V2, 5*eps);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
391 %! svd_driver (old_driver);
8ced82e96b48 Fix segfaults with gesdd driver for svd (bug #37998).
Rik <rik@octave.org>
parents: 14138
diff changeset
392 */