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update Octave Project Developers copyright for the new year
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author | John W. Eaton <jwe@octave.org> |
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date | Mon, 06 Jan 2020 22:29:51 -0500 |
parents | b442ec6dda5c |
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/* Copyright (C) 1997-2020 The Octave Project Developers See the file COPYRIGHT.md in the top-level directory of this distribution or <https://octave.org/COPYRIGHT.html/>. 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/>. */ #ifdef HAVE_CONFIG_H # include <config.h> #endif #include <vector> #include "CMatrix.h" #include "dDiagMatrix.h" #include "dMatrix.h" #include "fCMatrix.h" #include "fDiagMatrix.h" #include "fMatrix.h" #include "gsvd.h" #include "lo-error.h" #include "lo-lapack-proto.h" #include "oct-shlib.h" namespace octave { static std::map<std::string, void *> gsvd_fcn; static bool have_DGGSVD3 = false; static bool gsvd_initialized = false; /* Hack to stringize macro results. */ #define xSTRINGIZE(x) #x #define STRINGIZE(x) xSTRINGIZE(x) static void initialize_gsvd (void) { if (gsvd_initialized) return; dynamic_library libs (""); if (! libs) { // FIXME: Should we throw an error if we cannot check the libraries? have_DGGSVD3 = false; return; } have_DGGSVD3 = (libs.search (STRINGIZE (F77_FUNC (dggsvd3, DGGSVD3))) != nullptr); if (have_DGGSVD3) { gsvd_fcn["dg"] = libs.search (STRINGIZE (F77_FUNC (dggsvd3, DGGSVD3))); gsvd_fcn["sg"] = libs.search (STRINGIZE (F77_FUNC (sggsvd3, SGGSVD3))); gsvd_fcn["zg"] = libs.search (STRINGIZE (F77_FUNC (zggsvd3, ZGGSVD3))); gsvd_fcn["cg"] = libs.search (STRINGIZE (F77_FUNC (cggsvd3, CGGSVD3))); } else { gsvd_fcn["dg"] = libs.search (STRINGIZE (F77_FUNC (dggsvd, DGGSVD))); gsvd_fcn["sg"] = libs.search (STRINGIZE (F77_FUNC (sggsvd, SGGSVD))); gsvd_fcn["zg"] = libs.search (STRINGIZE (F77_FUNC (zggsvd, ZGGSVD))); gsvd_fcn["cg"] = libs.search (STRINGIZE (F77_FUNC (cggsvd, CGGSVD))); } gsvd_initialized = true; } template<class T1> struct real_ggsvd_ptr { typedef F77_RET_T (*type) (F77_CONST_CHAR_ARG_DECL, // JOBU F77_CONST_CHAR_ARG_DECL, // JOBV F77_CONST_CHAR_ARG_DECL, // JOBQ const F77_INT&, // M const F77_INT&, // N const F77_INT&, // P F77_INT &, // K F77_INT &, // L T1*, // A(LDA,N) const F77_INT&, // LDA T1*, // B(LDB,N) const F77_INT&, // LDB T1*, // ALPHA(N) T1*, // BETA(N) T1*, // U(LDU,M) const F77_INT&, // LDU T1*, // V(LDV,P) const F77_INT&, // LDV T1*, // Q(LDQ,N) const F77_INT&, // LDQ T1*, // WORK F77_INT*, // IWORK(N) F77_INT& // INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); }; template<class T1> struct real_ggsvd3_ptr { typedef F77_RET_T (*type) (F77_CONST_CHAR_ARG_DECL, // JOBU F77_CONST_CHAR_ARG_DECL, // JOBV F77_CONST_CHAR_ARG_DECL, // JOBQ const F77_INT&, // M const F77_INT&, // N const F77_INT&, // P F77_INT &, // K F77_INT &, // L T1*, // A(LDA,N) const F77_INT&, // LDA T1*, // B(LDB,N) const F77_INT&, // LDB T1*, // ALPHA(N) T1*, // BETA(N) T1*, // U(LDU,M) const F77_INT&, // LDU T1*, // V(LDV,P) const F77_INT&, // LDV T1*, // Q(LDQ,N) const F77_INT&, // LDQ T1*, // WORK const F77_INT&, // LWORK F77_INT*, // IWORK(N) F77_INT& // INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); }; template<class T1, class T2> struct comp_ggsvd_ptr { typedef F77_RET_T (*type) (F77_CONST_CHAR_ARG_DECL, // JOBU F77_CONST_CHAR_ARG_DECL, // JOBV F77_CONST_CHAR_ARG_DECL, // JOBQ const F77_INT&, // M const F77_INT&, // N const F77_INT&, // P F77_INT &, // K F77_INT &, // L T1*, // A(LDA,N) const F77_INT&, // LDA T1*, // B(LDB,N) const F77_INT&, // LDB T2*, // ALPHA(N) T2*, // BETA(N) T1*, // U(LDU,M) const F77_INT&, // LDU T1*, // V(LDV,P) const F77_INT&, // LDV T1*, // Q(LDQ,N) const F77_INT&, // LDQ T1*, // WORK T2*, // RWORK F77_INT*, // IWORK(N) F77_INT& // INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); }; template<class T1, class T2> struct comp_ggsvd3_ptr { typedef F77_RET_T (*type) (F77_CONST_CHAR_ARG_DECL, // JOBU F77_CONST_CHAR_ARG_DECL, // JOBV F77_CONST_CHAR_ARG_DECL, // JOBQ const F77_INT&, // M const F77_INT&, // N const F77_INT&, // P F77_INT &, // K F77_INT &, // L T1*, // A(LDA,N) const F77_INT&, // LDA T1*, // B(LDB,N) const F77_INT&, // LDB T2*, // ALPHA(N) T2*, // BETA(N) T1*, // U(LDU,M) const F77_INT&, // LDU T1*, // V(LDV,P) const F77_INT&, // LDV T1*, // Q(LDQ,N) const F77_INT&, // LDQ T1*, // WORK const F77_INT&, // LWORK T2*, // RWORK F77_INT*, // IWORK(N) F77_INT& // INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); }; // template specializations typedef real_ggsvd3_ptr<F77_DBLE>::type dggsvd3_type; typedef real_ggsvd_ptr<F77_DBLE>::type dggsvd_type; typedef real_ggsvd3_ptr<F77_REAL>::type sggsvd3_type; typedef real_ggsvd_ptr<F77_REAL>::type sggsvd_type; typedef comp_ggsvd3_ptr<F77_DBLE_CMPLX, F77_DBLE>::type zggsvd3_type; typedef comp_ggsvd_ptr<F77_DBLE_CMPLX, F77_DBLE>::type zggsvd_type; typedef comp_ggsvd3_ptr<F77_CMPLX, F77_REAL>::type cggsvd3_type; typedef comp_ggsvd_ptr<F77_CMPLX, F77_REAL>::type cggsvd_type; namespace math { template <> void gsvd<Matrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, double *tmp_dataA, F77_INT m1, double *tmp_dataB, F77_INT p1, Matrix& alpha, Matrix& beta, double *u, F77_INT nrow_u, double *v, F77_INT nrow_v, double *q, F77_INT nrow_q, Matrix& work, F77_INT lwork, F77_INT *iwork, F77_INT& info) { if (! gsvd_initialized) initialize_gsvd (); if (have_DGGSVD3) { dggsvd3_type f_ptr = reinterpret_cast<dggsvd3_type> (gsvd_fcn["dg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, alpha.fortran_vec (), beta.fortran_vec (), u, nrow_u, v, nrow_v, q, nrow_q, work.fortran_vec (), lwork, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } else { dggsvd_type f_ptr = reinterpret_cast<dggsvd_type> (gsvd_fcn["dg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, alpha.fortran_vec (), beta.fortran_vec (), u, nrow_u, v, nrow_v, q, nrow_q, work.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } } template <> void gsvd<FloatMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, float *tmp_dataA, F77_INT m1, float *tmp_dataB, F77_INT p1, FloatMatrix& alpha, FloatMatrix& beta, float *u, F77_INT nrow_u, float *v, F77_INT nrow_v, float *q, F77_INT nrow_q, FloatMatrix& work, F77_INT lwork, F77_INT *iwork, F77_INT& info) { if (! gsvd_initialized) initialize_gsvd (); if (have_DGGSVD3) { sggsvd3_type f_ptr = reinterpret_cast<sggsvd3_type> (gsvd_fcn["sg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, alpha.fortran_vec (), beta.fortran_vec (), u, nrow_u, v, nrow_v, q, nrow_q, work.fortran_vec (), lwork, iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } else { sggsvd_type f_ptr = reinterpret_cast<sggsvd_type> (gsvd_fcn["sg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, tmp_dataA, m1, tmp_dataB, p1, alpha.fortran_vec (), beta.fortran_vec (), u, nrow_u, v, nrow_v, q, nrow_q, work.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } } template <> void gsvd<ComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, Complex *tmp_dataA, F77_INT m1, Complex *tmp_dataB, F77_INT p1, Matrix& alpha, Matrix& beta, Complex *u, F77_INT nrow_u, Complex *v, F77_INT nrow_v, Complex *q, F77_INT nrow_q, ComplexMatrix& work, F77_INT lwork, F77_INT *iwork, F77_INT& info) { if (! gsvd_initialized) initialize_gsvd (); Matrix rwork(2*n, 1); if (have_DGGSVD3) { zggsvd3_type f_ptr = reinterpret_cast<zggsvd3_type> (gsvd_fcn["zg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, F77_DBLE_CMPLX_ARG (tmp_dataA), m1, F77_DBLE_CMPLX_ARG (tmp_dataB), p1, alpha.fortran_vec (), beta.fortran_vec (), F77_DBLE_CMPLX_ARG (u), nrow_u, F77_DBLE_CMPLX_ARG (v), nrow_v, F77_DBLE_CMPLX_ARG (q), nrow_q, F77_DBLE_CMPLX_ARG (work.fortran_vec ()), lwork, rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } else { zggsvd_type f_ptr = reinterpret_cast<zggsvd_type> (gsvd_fcn["zg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, F77_DBLE_CMPLX_ARG (tmp_dataA), m1, F77_DBLE_CMPLX_ARG (tmp_dataB), p1, alpha.fortran_vec (), beta.fortran_vec (), F77_DBLE_CMPLX_ARG (u), nrow_u, F77_DBLE_CMPLX_ARG (v), nrow_v, F77_DBLE_CMPLX_ARG (q), nrow_q, F77_DBLE_CMPLX_ARG (work.fortran_vec ()), rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } } template <> void gsvd<FloatComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq, F77_INT m, F77_INT n, F77_INT p, F77_INT& k, F77_INT& l, FloatComplex *tmp_dataA, F77_INT m1, FloatComplex *tmp_dataB, F77_INT p1, FloatMatrix& alpha, FloatMatrix& beta, FloatComplex *u, F77_INT nrow_u, FloatComplex *v, F77_INT nrow_v, FloatComplex *q, F77_INT nrow_q, FloatComplexMatrix& work, F77_INT lwork, F77_INT *iwork, F77_INT& info) { if (! gsvd_initialized) initialize_gsvd (); FloatMatrix rwork(2*n, 1); if (have_DGGSVD3) { cggsvd3_type f_ptr = reinterpret_cast<cggsvd3_type> (gsvd_fcn["cg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, F77_CMPLX_ARG (tmp_dataA), m1, F77_CMPLX_ARG (tmp_dataB), p1, alpha.fortran_vec (), beta.fortran_vec (), F77_CMPLX_ARG (u), nrow_u, F77_CMPLX_ARG (v), nrow_v, F77_CMPLX_ARG (q), nrow_q, F77_CMPLX_ARG (work.fortran_vec ()), lwork, rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } else { cggsvd_type f_ptr = reinterpret_cast<cggsvd_type> (gsvd_fcn["cg"]); f_ptr (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), F77_CONST_CHAR_ARG2 (&jobq, 1), m, n, p, k, l, F77_CMPLX_ARG (tmp_dataA), m1, F77_CMPLX_ARG (tmp_dataB), p1, alpha.fortran_vec (), beta.fortran_vec (), F77_CMPLX_ARG (u), nrow_u, F77_CMPLX_ARG (v), nrow_v, F77_CMPLX_ARG (q), nrow_q, F77_CMPLX_ARG (work.fortran_vec ()), rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1)); } } template <typename T> T gsvd<T>::left_singular_matrix_A (void) const { if (type == gsvd::Type::sigma_only) { (*current_liboctave_error_handler) ("gsvd: U not computed because type == gsvd::sigma_only"); return T (); } else return left_smA; } template <typename T> T gsvd<T>::left_singular_matrix_B (void) const { if (type == gsvd::Type::sigma_only) { (*current_liboctave_error_handler) ("gsvd: V not computed because type == gsvd::sigma_only"); return T (); } else return left_smB; } template <typename T> T gsvd<T>::right_singular_matrix (void) const { if (type == gsvd::Type::sigma_only) { (*current_liboctave_error_handler) ("gsvd: X not computed because type == gsvd::sigma_only"); return T (); } else return right_sm; } template <typename T> T gsvd<T>::R_matrix (void) const { if (type != gsvd::Type::std) { (*current_liboctave_error_handler) ("gsvd: R not computed because type != gsvd::std"); return T (); } else return R; } template <typename T> gsvd<T>::gsvd (const T& a, const T& b, gsvd::Type gsvd_type) { F77_INT info; F77_INT m = to_f77_int (a.rows ()); F77_INT n = to_f77_int (a.cols ()); F77_INT p = to_f77_int (b.rows ()); T atmp = a; P *tmp_dataA = atmp.fortran_vec (); T btmp = b; P *tmp_dataB = btmp.fortran_vec (); char jobu = 'U'; char jobv = 'V'; char jobq = 'Q'; F77_INT nrow_u = m; F77_INT nrow_v = p; F77_INT nrow_q = n; F77_INT k, l; switch (gsvd_type) { case gsvd<T>::Type::sigma_only: // Note: for this case, both jobu and jobv should be 'N', but // there seems to be a bug in dgesvd from Lapack V2.0. To // demonstrate the bug, set both jobu and jobv to 'N' and find // the singular values of [eye(3), eye(3)]. The result is // [-sqrt(2), -sqrt(2), -sqrt(2)]. // // For Lapack 3.0, this problem seems to be fixed. jobu = 'N'; jobv = 'N'; jobq = 'N'; nrow_u = nrow_v = nrow_q = 1; break; default: break; } type = gsvd_type; if (! (jobu == 'N' || jobu == 'O')) left_smA.resize (nrow_u, m); P *u = left_smA.fortran_vec (); if (! (jobv == 'N' || jobv == 'O')) left_smB.resize (nrow_v, p); P *v = left_smB.fortran_vec (); if (! (jobq == 'N' || jobq == 'O')) right_sm.resize (nrow_q, n); P *q = right_sm.fortran_vec (); real_matrix alpha (n, 1); real_matrix beta (n, 1); std::vector<F77_INT> iwork (n); if (! gsvd_initialized) initialize_gsvd (); F77_INT lwork; if (have_DGGSVD3) { lwork = -1; T work_tmp (1, 1); gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l, tmp_dataA, m, tmp_dataB, p, alpha, beta, u, nrow_u, v, nrow_v, q, nrow_q, work_tmp, lwork, iwork.data (), info); lwork = static_cast<F77_INT> (std::abs (work_tmp(0, 0))); } else { lwork = 3*n; lwork = (lwork > m ? lwork : m); lwork = (lwork > p ? lwork : p) + n; } info = 0; T work (lwork, 1); gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l, tmp_dataA, m, tmp_dataB, p, alpha, beta, u, nrow_u, v, nrow_v, q, nrow_q, work, lwork, iwork.data (), info); if (info < 0) (*current_liboctave_error_handler) ("*ggsvd.f: argument %d illegal", -info); else { if (info > 0) (*current_liboctave_error_handler) ("*ggsvd.f: Jacobi-type procedure failed to converge."); else { F77_INT i, j; if (gsvd<T>::Type::std == gsvd_type) { R.resize(k+l, k+l); int astart = n-k-l; if (m - k - l >= 0) { astart = n-k-l; // R is stored in A(1:K+L,N-K-L+1:N) for (i = 0; i < k+l; i++) for (j = 0; j < k+l; j++) R.xelem (i, j) = atmp.xelem (i, astart + j); } else { // (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), // ( 0 R22 R23 ) for (i = 0; i < m; i++) for (j = 0; j < k+l; j++) R.xelem (i, j) = atmp.xelem (i, astart + j); // and R33 is stored in B(M-K+1:L,N+M-K-L+1:N) for (i = k+l-1; i >=m; i--) { for (j = 0; j < m; j++) R.xelem(i, j) = 0.0; for (j = m; j < k+l; j++) R.xelem (i, j) = btmp.xelem (i - k, astart + j); } } } if (m-k-l >= 0) { // Fills in C and S sigmaA.resize (l, l); sigmaB.resize (l, l); for (i = 0; i < l; i++) { sigmaA.dgxelem(i) = alpha.elem(k+i); sigmaB.dgxelem(i) = beta.elem(k+i); } } else { // Fills in C and S sigmaA.resize (m-k, m-k); sigmaB.resize (m-k, m-k); for (i = 0; i < m-k; i++) { sigmaA.dgxelem(i) = alpha.elem(k+i); sigmaB.dgxelem(i) = beta.elem(k+i); } } } } } // Instantiations we need. template class gsvd<Matrix>; template class gsvd<FloatMatrix>; template class gsvd<ComplexMatrix>; template class gsvd<FloatComplexMatrix>; } }