diff liboctave/dbleSVD.cc @ 457:3d4b4f0fa5ba

[project @ 1994-06-06 00:33:33 by jwe] Initial revision
author jwe
date Mon, 06 Jun 1994 00:33:51 +0000
parents
children 4ecbfd3c3710
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/liboctave/dbleSVD.cc	Mon Jun 06 00:33:51 1994 +0000
@@ -0,0 +1,98 @@
+//                                        -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993, 1994 John W. Eaton
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 2, or (at your option) any
+later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, write to the Free
+Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#ifdef HAVE_CONFIG_H
+#include "config.h"
+#endif
+
+#if defined (__GNUG__)
+#pragma implementation
+#endif
+
+#include "dbleSVD.h"
+#include "mx-inlines.cc"
+#include "f77-uscore.h"
+
+extern "C"
+{
+  int F77_FCN (dgesvd) (const char*, const char*, const int*,
+			const int*, double*, const int*, double*,
+			double*, const int*, double*, const int*,
+			double*, const int*, int*, long, long);
+}
+
+int
+SVD::init (const Matrix& a)
+{
+  int info;
+
+  int m = a.rows ();
+  int n = a.cols ();
+
+  char jobu = 'A';
+  char jobv = 'A';
+
+  double *tmp_data = dup (a.data (), a.length ());
+
+  int min_mn = m < n ? m : n;
+  int max_mn = m > n ? m : n;
+
+  double *u = new double[m*m];
+  double *s_vec  = new double[min_mn];
+  double *vt = new double[n*n];
+
+  int tmp1 = 3*min_mn + max_mn;
+  int tmp2 = 5*min_mn - 4;
+  int lwork = tmp1 > tmp2 ? tmp1 : tmp2;
+  double *work = new double[lwork];
+
+  F77_FCN (dgesvd) (&jobu, &jobv, &m, &n, tmp_data, &m, s_vec, u, &m,
+		    vt, &n, work, &lwork, &info, 1L, 1L);
+
+  left_sm = Matrix (u, m, m);
+  sigma = DiagMatrix (s_vec, m, n);
+  Matrix vt_m (vt, n, n);
+  right_sm = Matrix (vt_m.transpose ());
+
+  delete [] tmp_data;
+  delete [] work;
+
+  return info;
+}
+
+ostream&
+operator << (ostream& os, const SVD& a)
+{
+  os << a.left_singular_matrix () << "\n";
+  os << a.singular_values () << "\n";
+  os << a.right_singular_matrix () << "\n";
+
+  return os;
+}
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/