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view libinterp/corefcn/svd.cc @ 22407:34ce5be04942
maint: Style check C++ code in libinterp/.
* build-env.h, build-env.in.cc, builtins.h, Cell.cc, Cell.h, __contourc__.cc,
__dispatch__.cc, __dsearchn__.cc, __ilu__.cc, __lin_interpn__.cc, __luinc__.cc,
__magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc,
base-text-renderer.h, besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc,
c-file-ptr-stream.h, call-stack.cc, call-stack.h, cdisplay.c, cdisplay.h,
cellfun.cc, coct-hdf5-types.c, comment-list.cc, comment-list.h, conv2.cc,
daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc, debug.h, defaults.cc,
defaults.in.h, defun-dld.h, defun-int.h, defun.h, det.cc, dirfns.cc, dirfns.h,
display.cc, display.h, dlmread.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc,
error.cc, error.h, errwarn.h, event-queue.cc, event-queue.h, fft.cc, fft2.cc,
fftn.cc, file-io.cc, file-io.h, filter.cc, find.cc, ft-text-renderer.cc,
ft-text-renderer.h, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, givens.cc,
gl-render.cc, gl-render.h, gl2ps-print.cc, gl2ps-print.h, graphics.cc,
graphics.in.h, gripes.h, gsvd.cc, hash.cc, help.cc, help.h, hess.cc,
hex2num.cc, hook-fcn.cc, hook-fcn.h, input.cc, input.h, interpreter.cc,
interpreter.h, inv.cc, jit-ir.cc, jit-ir.h, jit-typeinfo.cc, jit-typeinfo.h,
jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-path.h, load-save.cc,
load-save.h, lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-hdf5.cc,
ls-hdf5.h, ls-mat-ascii.cc, ls-mat-ascii.h, ls-mat4.cc, ls-mat4.h, ls-mat5.h,
ls-oct-binary.cc, ls-oct-binary.h, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc,
ls-utils.h, lsode.cc, lu.cc, matrix_type.cc, max.cc, mex.cc, mex.h, mexproto.h,
mgorth.cc, mxarray.in.h, nproc.cc, oct-errno.h, oct-errno.in.cc, oct-fstrm.cc,
oct-fstrm.h, oct-handle.h, oct-hdf5-types.cc, oct-hdf5-types.h, oct-hdf5.h,
oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h, oct-lvalue.cc,
oct-lvalue.h, oct-map.h, oct-obj.h, oct-opengl.h, oct-prcstrm.cc,
oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h, oct-stdstrm.h, oct-stream.cc,
oct-stream.h, oct-strstrm.cc, oct-strstrm.h, oct.h, octave-default-image.h,
octave-link.h, octave-preserve-stream-state.h, ordschur.cc, pager.cc, pager.h,
pinv.cc, pr-output.cc, pr-output.h, procstream.cc, procstream.h, profiler.h,
psi.cc, pt-jit.cc, pt-jit.h, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc,
regexp.cc, schur.cc, sighandlers.cc, sighandlers.h, sparse-xdiv.cc,
sparse-xdiv.h, sparse-xpow.cc, sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc,
str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc,
symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h, text-renderer.cc,
text-renderer.h, time.cc, toplev.cc, toplev.h, tril.cc, tsearch.cc, txt-eng.cc,
txt-eng.h, typecast.cc, urlwrite.cc, utils.cc, utils.h, variables.cc,
variables.h, workspace-element.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc,
xpow.h, zfstream.cc, zfstream.h, deprecated-config.h, __delaunayn__.cc,
__eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc,
__init_gnuplot__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc,
audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc,
dmperm.cc, fftw.cc, gzip.cc, oct-qhull.h, qr.cc, symbfact.cc, symrcm.cc,
liboctinterp-build-info.h, liboctinterp-build-info.in.cc, ov-base-diag.h,
ov-base-int.cc, ov-base-int.h, ov-base-mat.cc, ov-base-mat.h, ov-base-scalar.h,
ov-base-sparse.cc, ov-base-sparse.h, ov-base.cc, ov-base.h, ov-bool-mat.cc,
ov-bool-mat.h, ov-bool-sparse.cc, ov-bool-sparse.h, ov-bool.cc, ov-bool.h,
ov-builtin.cc, ov-builtin.h, ov-cell.cc, ov-cell.h, ov-ch-mat.cc, ov-ch-mat.h,
ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h, ov-colon.cc,
ov-colon.h, ov-complex.cc, ov-complex.h, ov-cs-list.h, ov-cx-diag.cc,
ov-cx-diag.h, ov-cx-mat.cc, ov-cx-mat.h, ov-cx-sparse.cc, ov-cx-sparse.h,
ov-dld-fcn.cc, ov-dld-fcn.h, ov-fcn-handle.cc, ov-fcn-handle.h,
ov-fcn-inline.cc, ov-fcn-inline.h, ov-fcn.cc, ov-fcn.h, ov-float.cc,
ov-float.h, ov-flt-complex.cc, ov-flt-complex.h, ov-flt-cx-diag.cc,
ov-flt-cx-diag.h, ov-flt-cx-mat.cc, ov-flt-cx-mat.h, ov-flt-re-diag.cc,
ov-flt-re-diag.h, ov-flt-re-mat.cc, ov-flt-re-mat.h, ov-int-traits.h,
ov-int16.cc, ov-int16.h, ov-int32.cc, ov-int32.h, ov-int64.cc, ov-int64.h,
ov-int8.cc, ov-int8.h, ov-intx.h, ov-java.cc, ov-java.h, ov-lazy-idx.cc,
ov-lazy-idx.h, ov-mex-fcn.cc, ov-mex-fcn.h, ov-null-mat.cc, ov-null-mat.h,
ov-oncleanup.cc, ov-oncleanup.h, ov-perm.cc, ov-perm.h, ov-range.cc,
ov-range.h, ov-re-diag.cc, ov-re-diag.h, ov-re-mat.cc, ov-re-mat.h,
ov-re-sparse.cc, ov-re-sparse.h, ov-scalar.cc, ov-scalar.h, ov-str-mat.cc,
ov-str-mat.h, ov-struct.cc, ov-struct.h, ov-typeinfo.cc, ov-typeinfo.h,
ov-uint16.cc, ov-uint16.h, ov-uint32.cc, ov-uint32.h, ov-uint64.cc,
ov-uint64.h, ov-uint8.cc, ov-uint8.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.h,
ovl.cc, ovl.h, octave.cc, octave.h, 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-pm.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-fcdm-fcdm.cc, op-fcm-fcm.cc,
op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcm-pm.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-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fm-pm.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.h,
op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-pm.cc, op-m-s.cc, op-m-scm.cc,
op-m-sm.cc, op-pm-cm.cc, op-pm-fcm.cc, op-pm-fm.cc, op-pm-m.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,
ops.h, options-usage.h, lex.h, parse.h, pt-all.h, pt-arg-list.cc,
pt-arg-list.h, pt-array-list.h, pt-assign.cc, pt-assign.h, pt-binop.cc,
pt-binop.h, pt-bp.cc, pt-bp.h, pt-cbinop.cc, pt-cbinop.h, pt-cell.cc,
pt-cell.h, pt-check.cc, pt-check.h, pt-classdef.cc, pt-classdef.h, pt-cmd.cc,
pt-cmd.h, pt-colon.cc, pt-colon.h, pt-const.cc, pt-const.h, pt-decl.cc,
pt-decl.h, pt-eval.cc, pt-eval.h, pt-except.cc, pt-except.h, pt-exp.cc,
pt-exp.h, pt-fcn-handle.cc, pt-fcn-handle.h, pt-funcall.cc, pt-funcall.h,
pt-id.cc, pt-id.h, pt-idx.cc, pt-idx.h, pt-jump.cc, pt-jump.h, pt-loop.cc,
pt-loop.h, pt-mat.cc, pt-mat.h, pt-misc.cc, pt-misc.h, pt-pr-code.cc,
pt-pr-code.h, pt-select.cc, pt-select.h, pt-stmt.cc, pt-stmt.h, pt-unop.cc,
pt-unop.h, pt-walk.h, pt.cc, pt.h, token.cc, token.h, Array-jit.cc,
Array-tc.cc, version.cc, version.in.h:
Style check C++ code in libinterp/
author | Rik <rik@octave.org> |
---|---|
date | Tue, 30 Aug 2016 21:46:47 -0700 |
parents | bac0d6f07a3e |
children | ee0df00e12d6 |
line wrap: on
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/* Copyright (C) 1996-2016 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 <http://www.gnu.org/licenses/>. */ #if defined (HAVE_CONFIG_H) # include "config.h" #endif #include "svd.h" #include "defun.h" #include "error.h" #include "errwarn.h" #include "ovl.h" #include "pr-output.h" #include "utils.h" #include "variables.h" static std::string Vsvd_driver = "gesvd"; template <typename T> static typename octave::math::svd<T>::Type svd_type (int nargin, int nargout) { return ((nargout == 0 || nargout == 1) ? octave::math::svd<T>::Type::sigma_only : ((nargin == 2) ? octave::math::svd<T>::Type::economy : octave::math::svd<T>::Type::std)); } template <typename T> static typename octave::math::svd<T>::Driver svd_driver (void) { return (Vsvd_driver == "gesvd" ? octave::math::svd<T>::Driver::GESVD : octave::math::svd<T>::Driver::GESDD); } DEFUN (svd, args, nargout, doc: /* -*- texinfo -*- @deftypefn {} {@var{s} =} svd (@var{A}) @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}) @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, @var{econ}) @cindex singular value decomposition Compute the singular value decomposition of @var{A} @tex $$ A = U S V^{\dagger} $$ @end tex @ifnottex @example A = U*S*V' @end example @end ifnottex The function @code{svd} normally returns only the vector of singular values. When called with three return values, it computes @tex $U$, $S$, and $V$. @end tex @ifnottex @var{U}, @var{S}, and @var{V}. @end ifnottex For example, @example svd (hilb (3)) @end example @noindent returns @example @group ans = 1.4083189 0.1223271 0.0026873 @end group @end example @noindent and @example [u, s, v] = svd (hilb (3)) @end example @noindent returns @example @group u = -0.82704 0.54745 0.12766 -0.45986 -0.52829 -0.71375 -0.32330 -0.64901 0.68867 s = 1.40832 0.00000 0.00000 0.00000 0.12233 0.00000 0.00000 0.00000 0.00269 v = -0.82704 0.54745 0.12766 -0.45986 -0.52829 -0.71375 -0.32330 -0.64901 0.68867 @end group @end example If given a second argument, @code{svd} returns an economy-sized decomposition, eliminating the unnecessary rows or columns of @var{U} or @var{V}. @seealso{svd_driver, svds, eig, lu, chol, hess, qr, qz} @end deftypefn */) { int nargin = args.length (); if (nargin < 1 || nargin > 2 || nargout == 2 || nargout > 3) print_usage (); octave_value arg = args(0); if (arg.ndims () != 2) error ("svd: A must be a 2-D matrix"); octave_value_list retval; bool isfloat = arg.is_single_type (); if (isfloat) { if (arg.is_real_type ()) { FloatMatrix tmp = arg.float_matrix_value (); if (tmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); octave::math::svd<FloatMatrix> result (tmp, svd_type<FloatMatrix> (nargin, nargout), svd_driver<FloatMatrix> ()); FloatDiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else retval = ovl (result.left_singular_matrix (), sigma, result.right_singular_matrix ()); } else if (arg.is_complex_type ()) { FloatComplexMatrix ctmp = arg.float_complex_matrix_value (); if (ctmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); octave::math::svd<FloatComplexMatrix> result (ctmp, svd_type<FloatComplexMatrix> (nargin, nargout), svd_driver<FloatComplexMatrix> ()); FloatDiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else retval = ovl (result.left_singular_matrix (), sigma, result.right_singular_matrix ()); } } else { if (arg.is_real_type ()) { Matrix tmp = arg.matrix_value (); if (tmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); octave::math::svd<Matrix> result (tmp, svd_type<Matrix> (nargin, nargout), svd_driver<Matrix> ()); DiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else retval = ovl (result.left_singular_matrix (), sigma, result.right_singular_matrix ()); } else if (arg.is_complex_type ()) { ComplexMatrix ctmp = arg.complex_matrix_value (); if (ctmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); octave::math::svd<ComplexMatrix> result (ctmp, svd_type<ComplexMatrix> (nargin, nargout), svd_driver<ComplexMatrix> ()); DiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else retval = ovl (result.left_singular_matrix (), sigma, result.right_singular_matrix ()); } else err_wrong_type_arg ("svd", arg); } return retval; } /* %!assert (svd ([1, 2; 2, 1]), [3; 1], sqrt (eps)) %!test %! [u, s, v] = svd ([1, 2; 2, 1]); %! x = 1 / sqrt (2); %! assert (u, [-x, -x; -x, x], sqrt (eps)); %! assert (s, [3, 0; 0, 1], sqrt (eps)); %! assert (v, [-x, x; -x, -x], sqrt (eps)); %!test %! a = [1, 2, 3; 4, 5, 6]; %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps)); %!test %! a = [1, 2; 3, 4; 5, 6]; %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps)); %!test %! a = [1, 2, 3; 4, 5, 6]; %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps)); %!test %! a = [1, 2; 3, 4; 5, 6]; %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps)); %!assert (svd (single ([1, 2; 2, 1])), single ([3; 1]), sqrt (eps ("single"))) %!test %! [u, s, v] = svd (single ([1, 2; 2, 1])); %! x = single (1 / sqrt (2)); %! assert (u, [-x, -x; -x, x], sqrt (eps ("single"))); %! assert (s, single ([3, 0; 0, 1]), sqrt (eps ("single"))); %! assert (v, [-x, x; -x, -x], sqrt (eps ("single"))); %!test %! a = single ([1, 2, 3; 4, 5, 6]); %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = single ([1, 2; 3, 4; 5, 6]); %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = single ([1, 2, 3; 4, 5, 6]); %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = single ([1, 2; 3, 4; 5, 6]); %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = zeros (0, 5); %! [u, s, v] = svd (a); %! assert (size (u), [0, 0]); %! assert (size (s), [0, 5]); %! assert (size (v), [5, 5]); %!test %! a = zeros (5, 0); %! [u, s, v] = svd (a, 1); %! assert (size (u), [5, 0]); %! assert (size (s), [0, 0]); %! assert (size (v), [0, 0]); %!error svd () %!error svd ([1, 2; 4, 5], 2, 3) %!error [u, v] = svd ([1, 2; 3, 4]) */ DEFUN (svd_driver, args, nargout, doc: /* -*- texinfo -*- @deftypefn {} {@var{val} =} svd_driver () @deftypefnx {} {@var{old_val} =} svd_driver (@var{new_val}) @deftypefnx {} {} svd_driver (@var{new_val}, "local") Query or set the underlying @sc{lapack} driver used by @code{svd}. Currently recognized values are @qcode{"gesvd"} and @qcode{"gesdd"}. The default is @qcode{"gesvd"}. When called from inside a function with the @qcode{"local"} option, the variable is changed locally for the function and any subroutines it calls. The original variable value is restored when exiting the function. @seealso{svd} @end deftypefn */) { static const char *driver_names[] = { "gesvd", "gesdd", 0 }; return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names); } /* %!test %! A = [1+1i, 1-1i, 0; 0, 2, 0; 1i, 1i, 1+2i]; %! old_driver = svd_driver ("gesvd"); %! [U1, S1, V1] = svd (A); %! svd_driver ("gesdd"); %! [U2, S2, V2] = svd (A); %! assert (U1, U2, 5*eps); %! assert (S1, S2, 5*eps); %! assert (V1, V2, 5*eps); %! svd_driver (old_driver); */