Mercurial > octave
view liboctave/numeric/svd.h @ 26376:00f796120a6d stable
maint: Update copyright dates in all source files.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 02 Jan 2019 16:32:43 -0500 |
parents | 6652d3823428 |
children | b442ec6dda5c |
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/* Copyright (C) 2016-2019 Carnë Draug Copyright (C) 1994-2019 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 3 of the License, 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, see <https://www.gnu.org/licenses/>. */ #if ! defined (octave_svd_h) #define octave_svd_h 1 #include "octave-config.h" #include <vector> namespace octave { namespace math { template <typename T> class svd { public: typedef typename T::real_diag_matrix_type DM_T; enum class Type { std, economy, sigma_only }; enum class Driver { GESVD, GESDD }; svd (void) : m_type (), m_driver (), left_sm (), sigma (), right_sm () { } svd (const T& a, svd::Type type = svd::Type::std, svd::Driver driver = svd::Driver::GESVD); svd (const svd& a) : m_type (a.m_type), m_driver (a.m_driver), left_sm (a.left_sm), sigma (a.sigma), right_sm (a.right_sm) { } svd& operator = (const svd& a) { if (this != &a) { m_type = a.m_type; left_sm = a.left_sm; sigma = a.sigma; right_sm = a.right_sm; m_driver = a.m_driver; } return *this; } ~svd (void) = default; T left_singular_matrix (void) const; DM_T singular_values (void) const { return sigma; } T right_singular_matrix (void) const; private: typedef typename T::element_type P; typedef typename DM_T::element_type DM_P; svd::Type m_type; svd::Driver m_driver; T left_sm; DM_T sigma; T right_sm; void gesvd (char& jobu, char& jobv, octave_f77_int_type m, octave_f77_int_type n, P *tmp_data, octave_f77_int_type m1, DM_P *s_vec, P *u, P *vt, octave_f77_int_type nrow_vt1, std::vector<P>& work, octave_f77_int_type& lwork, octave_f77_int_type& info); void gesdd (char& jobz, octave_f77_int_type m, octave_f77_int_type n, P *tmp_data, octave_f77_int_type m1, DM_P *s_vec, P *u, P *vt, octave_f77_int_type nrow_vt1, std::vector<P>& work, octave_f77_int_type& lwork, octave_f77_int_type *iwork, octave_f77_int_type& info); }; } } #endif