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maint: Merge stable to default.
author Markus Mützel <markus.muetzel@gmx.de>
date Tue, 28 May 2024 15:25:54 +0200
parents 4b601ca024d5
children
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 1994-2024 The Octave Project Developers
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4 //
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5 // See the file COPYRIGHT.md in the top-level directory of this
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6 // distribution or <https://octave.org/copyright/>.
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7 //
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8 // This file is part of Octave.
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9 //
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10 // Octave is free software: you can redistribute it and/or modify it
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11 // under the terms of the GNU General Public License as published by
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12 // the Free Software Foundation, either version 3 of the License, or
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13 // (at your option) any later version.
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14 //
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15 // Octave is distributed in the hope that it will be useful, but
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 // GNU General Public License for more details.
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19 //
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20 // You should have received a copy of the GNU General Public License
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21 // along with Octave; see the file COPYING. If not, see
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22 // <https://www.gnu.org/licenses/>.
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23 //
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24 ////////////////////////////////////////////////////////////////////////
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25
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26 #if ! defined (octave_svd_h)
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27 #define octave_svd_h 1
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28
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29 #include "octave-config.h"
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30
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31 #include <vector>
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32
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33 OCTAVE_BEGIN_NAMESPACE(octave)
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34
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35 OCTAVE_BEGIN_NAMESPACE(math)
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36
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37 template <typename T>
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38 class OCTAVE_API svd
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39 {
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40 public:
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41
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42 typedef typename T::real_diag_matrix_type DM_T;
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43
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44 enum class Type
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45 {
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46 std,
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47 economy,
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48 sigma_only
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49 };
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50
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51 enum class Driver
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52 {
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53 GESVD,
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54 GESDD,
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55 GEJSV
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56 };
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57
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58 svd ()
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59 : m_type (), m_driver (), m_left_sm (), m_sigma (), m_right_sm ()
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60 { }
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61
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62 svd (const T& a, svd::Type type = svd::Type::std,
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63 svd::Driver driver = svd::Driver::GESVD);
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64
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65 svd (const svd& a)
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66 : m_type (a.m_type), m_driver (a.m_driver), m_left_sm (a.m_left_sm),
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67 m_sigma (a.m_sigma), m_right_sm (a.m_right_sm)
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68 { }
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69
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70 svd& operator = (const svd& a)
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71 {
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72 if (this != &a)
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73 {
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74 m_type = a.m_type;
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75 m_left_sm = a.m_left_sm;
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76 m_sigma = a.m_sigma;
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77 m_right_sm = a.m_right_sm;
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78 m_driver = a.m_driver;
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79 }
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80
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81 return *this;
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82 }
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83
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84 ~svd () = default;
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85
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86 T left_singular_matrix () const;
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87
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88 DM_T singular_values () const { return m_sigma; }
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89
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90 T right_singular_matrix () const;
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91
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92 private:
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93
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94 typedef typename T::element_type P;
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95 typedef typename DM_T::element_type DM_P;
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96
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97 svd::Type m_type;
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98 svd::Driver m_driver;
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99
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100 T m_left_sm;
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101 DM_T m_sigma;
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102 T m_right_sm;
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103
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104 void gesvd (char& jobu, char& jobv, octave_f77_int_type m,
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105 octave_f77_int_type n, P *tmp_data, octave_f77_int_type m1,
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106 DM_P *s_vec, P *u, P *vt, octave_f77_int_type nrow_vt1,
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107 std::vector<P>& work, octave_f77_int_type& lwork,
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108 octave_f77_int_type& info);
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109
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110 void gesdd (char& jobz, octave_f77_int_type m, octave_f77_int_type n,
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111 P *tmp_data, octave_f77_int_type m1, DM_P *s_vec, P *u,
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112 P *vt, octave_f77_int_type nrow_vt1, std::vector<P>& work,
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113 octave_f77_int_type& lwork, octave_f77_int_type *iwork,
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114 octave_f77_int_type& info);
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115
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116 void gejsv (char& joba, char& jobu, char& jobv, char& jobr, char& jobt,
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117 char& jobp, octave_f77_int_type m, octave_f77_int_type n,
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118 P *tmp_data, octave_f77_int_type m1, DM_P *s_vec, P *u,
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119 P *v, octave_f77_int_type nrow_v1, std::vector<P>& work,
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120 octave_f77_int_type& lwork,
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121 std::vector<octave_f77_int_type>& iwork,
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122 octave_f77_int_type& info);
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123 };
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124
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125 OCTAVE_END_NAMESPACE(math)
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126 OCTAVE_END_NAMESPACE(octave)
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127
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128 #endif