Mercurial > octave
view liboctave/numeric/svd.cc @ 21301:40de9f8f23a6
Use '#include "config.h"' rather than <config.h>.
* mk-octave-config-h.sh, mk-opts.pl, Backend.cc, BaseControl.cc,
ButtonControl.cc, Canvas.cc, CheckBoxControl.cc, Container.cc, ContextMenu.cc,
EditControl.cc, Figure.cc, FigureWindow.cc, GLCanvas.cc, KeyMap.cc,
ListBoxControl.cc, Logger.cc, Menu.cc, MouseModeActionGroup.cc, Object.cc,
ObjectFactory.cc, ObjectProxy.cc, Panel.cc, PopupMenuControl.cc,
PushButtonControl.cc, PushTool.cc, QtHandlesUtils.cc, RadioButtonControl.cc,
SliderControl.cc, TextControl.cc, TextEdit.cc, ToggleButtonControl.cc,
ToggleTool.cc, ToolBar.cc, ToolBarButton.cc, __init_qt__.cc,
annotation-dialog.cc, gl-select.cc, module.mk, kpty.cpp, color-picker.cc,
dialog.cc, documentation-dock-widget.cc, files-dock-widget.cc,
find-files-dialog.cc, find-files-model.cc, history-dock-widget.cc,
file-editor-tab.cc, file-editor-tab.h, file-editor.cc, find-dialog.cc,
marker.cc, octave-qscintilla.cc, octave-txt-lexer.cc, main-window.cc,
octave-cmd.cc, octave-dock-widget.cc, octave-gui.cc, octave-interpreter.cc,
octave-qt-link.cc, parser.cc, webinfo.cc, resource-manager.cc,
settings-dialog.cc, shortcut-manager.cc, terminal-dock-widget.cc,
thread-manager.cc, welcome-wizard.cc, workspace-model.cc, workspace-view.cc,
build-env-features.sh, build-env.in.cc, Cell.cc, __contourc__.cc,
__dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc,
__pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc,
bsxfun.cc, c-file-ptr-stream.cc, cdisplay.c, cellfun.cc, coct-hdf5-types.c,
colloc.cc, comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc,
debug.cc, defaults.cc, defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc,
dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc, errwarn.cc, event-queue.cc,
fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc,
gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc,
gl-render.cc, gl2ps-print.cc, graphics.cc, gripes.cc, hash.cc, help.cc,
hess.cc, hex2num.cc, hook-fcn.cc, input.cc, inv.cc, jit-ir.cc, jit-typeinfo.cc,
jit-util.cc, kron.cc, load-path.cc, load-save.cc, lookup.cc,
ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc,
ls-oct-binary.cc, ls-oct-text.cc, ls-utils.cc, lsode.cc, lu.cc, luinc.cc,
mappers.cc, matrix_type.cc, max.cc, mex.cc, mgorth.cc, nproc.cc,
oct-errno.in.cc, oct-fstrm.cc, oct-hdf5-types.cc, oct-hist.cc, oct-iostrm.cc,
oct-lvalue.cc, oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stream.cc,
oct-strstrm.cc, oct-tex-lexer.in.ll, oct-tex-parser.in.yy, octave-link.cc,
ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc, profiler.cc,
psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc,
schur.cc, sighandlers.cc, siglist.c, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc,
spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc,
sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, text-renderer.cc, time.cc,
toplev.cc, tril.cc, tsearch.cc, txt-eng.cc, typecast.cc, urlwrite.cc, utils.cc,
variables.cc, xdiv.cc, xgl2ps.c, xnorm.cc, xpow.cc, zfstream.cc,
__delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc,
__init_fltk__.cc, __init_gnuplot__.cc, __magick_read__.cc, __osmesa_print__.cc,
__voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc,
colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc,
mkbuiltins, mkops, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc,
ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc,
ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc,
ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc,
ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc,
ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc,
ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc,
ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc,
ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc,
ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc,
ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc,
ov-uint8.cc, ov-usr-fcn.cc, ov.cc, ovl.cc, octave.cc, 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-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-double-conv.cc, op-fcdm-fcdm.cc,
op-fcdm-fdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.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-float-conv.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc,
op-fm-fs.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-conv.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc,
op-m-sm.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, lex.ll, oct-parse.in.yy,
pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc,
pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc,
pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc,
pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-mat.cc,
pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc,
token.cc, Array-jit.cc, Array-os.cc, Array-sym.cc, Array-tc.cc, version.cc,
Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc,
Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc,
Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc,
CNDArray.cc, CRowVector.cc, CSparse.cc, DiagArray2.cc, MArray-C.cc,
MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc,
MDiagArray2.cc, MSparse-C.cc, MSparse-d.cc, MatrixType.cc, PermMatrix.cc,
Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc, boolMatrix.cc,
boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc, dColVector.cc,
dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc,
dim-vector.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc,
fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc,
fRowVector.cc, idx-vector.cc, int16NDArray.cc, int32NDArray.cc,
int64NDArray.cc, int8NDArray.cc, intNDArray.cc, uint16NDArray.cc,
uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, blaswrap.c, cquit.c,
f77-extern.cc, f77-fcn.c, lo-error.c, quit.cc, CollocWt.cc, DASPK.cc, DASRT.cc,
DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, aepbalance.cc, chol.cc,
eigs-base.cc, fEIG.cc, gepbalance.cc, hess.cc, lo-mappers.cc, lo-specfun.cc,
lu.cc, oct-convn.cc, oct-fftw.cc, oct-norm.cc, oct-rand.cc, oct-spparms.cc,
qr.cc, qrp.cc, randgamma.c, randmtzig.c, randpoisson.c, schur.cc,
sparse-chol.cc, sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, svd.cc,
mk-ops.awk, dir-ops.cc, file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc,
oct-env.cc, oct-group.cc, oct-passwd.cc, oct-syscalls.cc, oct-time.cc,
oct-uname.cc, cmd-edit.cc, cmd-hist.cc, data-conv.cc, f2c-main.c,
glob-match.cc, kpse.cc, lo-array-errwarn.cc, lo-array-gripes.cc, lo-cutils.c,
lo-ieee.cc, lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc,
oct-inttypes.cc, oct-locbuf.cc, oct-mutex.cc, oct-rl-edit.c, oct-rl-hist.c,
oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc, sparse-sort.cc,
sparse-util.cc, str-vec.cc, unwind-prot.cc, url-transfer.cc,
display-available.c, main-cli.cc, main-gui.cc, main.in.cc, mkoctfile.in.cc,
octave-config.in.cc:
Use '#include "config.h"' rather than <config.h>.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 18 Feb 2016 13:34:50 -0800 |
parents | cbced1c09916 |
children | aba2e6293dd8 |
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/* Copyright (C) 1994-2015 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/>. */ #ifdef HAVE_CONFIG_H # include "config.h" #endif #include <cassert> #include "CMatrix.h" #include "dDiagMatrix.h" #include "fDiagMatrix.h" #include "dMatrix.h" #include "f77-fcn.h" #include "fCMatrix.h" #include "fMatrix.h" #include "lo-error.h" #include "oct-locbuf.h" #include "svd.h" extern "C" { F77_RET_T F77_FUNC (dgesvd, DGESVD) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dgesdd, DGESDD) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type *, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (sgesvd, SGESVD) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, float*, const octave_idx_type&, float*, float*, const octave_idx_type&, float*, const octave_idx_type&, float*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (sgesdd, SGESDD) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, float*, const octave_idx_type&, float*, float*, const octave_idx_type&, float*, const octave_idx_type&, float*, const octave_idx_type&, octave_idx_type *, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgesvd, ZGESVD) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, double*, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgesdd, ZGESDD) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, double*, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, double*, octave_idx_type *, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (cgesvd, CGESVD) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, float*, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, float*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (cgesdd, CGESDD) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, float*, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, float*, octave_idx_type *, octave_idx_type& F77_CHAR_ARG_LEN_DECL); } template <typename T> T svd<T>::left_singular_matrix (void) const { if (type_computed == svd::sigma_only) (*current_liboctave_error_handler) ("svd: U not computed because type == svd::sigma_only"); return left_sm; } template <typename T> T svd<T>::right_singular_matrix (void) const { if (type_computed == svd::sigma_only) (*current_liboctave_error_handler) ("svd: V not computed because type == svd::sigma_only"); return right_sm; } template <typename T> octave_idx_type svd<T>::empty_init (octave_idx_type nr, octave_idx_type nc, svd::type svd_type) { assert (nr == 0 || nc == 0); static typename T::element_type zero (0); static typename T::element_type one (1); switch (svd_type) { case svd::std: left_sm = T (nr, nr, zero); for (octave_idx_type i = 0; i < nr; i++) left_sm.xelem (i, i) = one; sigma = DM_T (nr, nc); right_sm = T (nc, nc, zero); for (octave_idx_type i = 0; i < nc; i++) right_sm.xelem (i, i) = one; break; case svd::economy: left_sm = T (nr, 0, zero); sigma = DM_T (0, 0); right_sm = T (0, nc, zero); break; case svd::sigma_only: default: sigma = DM_T (0, 1); break; } return 0; } // Specializations. template <> octave_idx_type svd<Matrix>::init (const Matrix& a, svd::type svd_type, svd::driver svd_driver) { octave_idx_type info = 0; octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); if (m == 0 || n == 0) return empty_init (m, n, svd_type); Matrix atmp = a; double *tmp_data = atmp.fortran_vec (); octave_idx_type min_mn = m < n ? m : n; char jobu = 'A'; char jobv = 'A'; octave_idx_type ncol_u = m; octave_idx_type nrow_vt = n; octave_idx_type nrow_s = m; octave_idx_type ncol_s = n; switch (svd_type) { case svd::economy: jobu = jobv = 'S'; ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; break; case svd::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 = jobv = 'N'; ncol_u = nrow_vt = 1; break; default: break; } type_computed = svd_type; if (! (jobu == 'N' || jobu == 'O')) left_sm.resize (m, ncol_u); double *u = left_sm.fortran_vec (); sigma.resize (nrow_s, ncol_s); double *s_vec = sigma.fortran_vec (); if (! (jobv == 'N' || jobv == 'O')) right_sm.resize (nrow_vt, n); double *vt = right_sm.fortran_vec (); // Query DGESVD for the correct dimension of WORK. octave_idx_type lwork = -1; Array<double> work (dim_vector (1, 1)); octave_idx_type one = 1; octave_idx_type m1 = std::max (m, one); octave_idx_type nrow_vt1 = std::max (nrow_vt, one); if (svd_driver == svd::GESVD) { F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0)); work.resize (dim_vector (lwork, 1)); F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } else if (svd_driver == svd::GESDD) { assert (jobu == jobv); char jobz = jobu; OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, iwork, info F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0)); work.resize (dim_vector (lwork, 1)); F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, iwork, info F77_CHAR_ARG_LEN (1))); } else abort (); if (! (jobv == 'N' || jobv == 'O')) right_sm = right_sm.transpose (); return info; } template <> octave_idx_type svd<FloatMatrix>::init (const FloatMatrix& a, svd::type svd_type, svd::driver svd_driver) { octave_idx_type info; octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); if (m == 0 || n == 0) return empty_init (m, n, svd_type); FloatMatrix atmp = a; float *tmp_data = atmp.fortran_vec (); octave_idx_type min_mn = m < n ? m : n; char jobu = 'A'; char jobv = 'A'; octave_idx_type ncol_u = m; octave_idx_type nrow_vt = n; octave_idx_type nrow_s = m; octave_idx_type ncol_s = n; switch (svd_type) { case svd::economy: jobu = jobv = 'S'; ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; break; case svd::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 = jobv = 'N'; ncol_u = nrow_vt = 1; break; default: break; } type_computed = svd_type; if (! (jobu == 'N' || jobu == 'O')) left_sm.resize (m, ncol_u); float *u = left_sm.fortran_vec (); sigma.resize (nrow_s, ncol_s); float *s_vec = sigma.fortran_vec (); if (! (jobv == 'N' || jobv == 'O')) right_sm.resize (nrow_vt, n); float *vt = right_sm.fortran_vec (); // Query SGESVD for the correct dimension of WORK. octave_idx_type lwork = -1; Array<float> work (dim_vector (1, 1)); octave_idx_type one = 1; octave_idx_type m1 = std::max (m, one); octave_idx_type nrow_vt1 = std::max (nrow_vt, one); if (svd_driver == svd::GESVD) { F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0)); work.resize (dim_vector (lwork, 1)); F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } else if (svd_driver == svd::GESDD) { assert (jobu == jobv); char jobz = jobu; OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, iwork, info F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0)); work.resize (dim_vector (lwork, 1)); F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, iwork, info F77_CHAR_ARG_LEN (1))); } else abort (); if (! (jobv == 'N' || jobv == 'O')) right_sm = right_sm.transpose (); return info; } template <> octave_idx_type svd<ComplexMatrix>::init (const ComplexMatrix& a, svd::type svd_type, svd::driver svd_driver) { octave_idx_type info; octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); if (m == 0 || n == 0) return empty_init (m, n, svd_type); ComplexMatrix atmp = a; Complex *tmp_data = atmp.fortran_vec (); octave_idx_type min_mn = m < n ? m : n; octave_idx_type max_mn = m > n ? m : n; char jobu = 'A'; char jobv = 'A'; octave_idx_type ncol_u = m; octave_idx_type nrow_vt = n; octave_idx_type nrow_s = m; octave_idx_type ncol_s = n; switch (svd_type) { case svd::economy: jobu = jobv = 'S'; ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; break; case svd::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 = jobv = 'N'; ncol_u = nrow_vt = 1; break; default: break; } type_computed = svd_type; if (! (jobu == 'N' || jobu == 'O')) left_sm.resize (m, ncol_u); Complex *u = left_sm.fortran_vec (); sigma.resize (nrow_s, ncol_s); double *s_vec = sigma.fortran_vec (); if (! (jobv == 'N' || jobv == 'O')) right_sm.resize (nrow_vt, n); Complex *vt = right_sm.fortran_vec (); // Query ZGESVD for the correct dimension of WORK. octave_idx_type lwork = -1; Array<Complex> work (dim_vector (1, 1)); octave_idx_type one = 1; octave_idx_type m1 = std::max (m, one); octave_idx_type nrow_vt1 = std::max (nrow_vt, one); if (svd_driver == svd::GESVD) { octave_idx_type lrwork = 5*max_mn; Array<double> rwork (dim_vector (lrwork, 1)); F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0).real ()); work.resize (dim_vector (lwork, 1)); F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } else if (svd_driver == svd::GESDD) { assert (jobu == jobv); char jobz = jobu; octave_idx_type lrwork; if (jobz == 'N') lrwork = 7*min_mn; else lrwork = 5*min_mn*min_mn + 5*min_mn; Array<double> rwork (dim_vector (lrwork, 1)); OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); F77_XFCN (zgesdd, ZGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0).real ()); work.resize (dim_vector (lwork, 1)); F77_XFCN (zgesdd, ZGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1))); } else abort (); if (! (jobv == 'N' || jobv == 'O')) right_sm = right_sm.hermitian (); return info; } template <> octave_idx_type svd<FloatComplexMatrix>::init (const FloatComplexMatrix& a, svd::type svd_type, svd::driver svd_driver) { octave_idx_type info; octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); if (m == 0 || n == 0) return empty_init (m, n, svd_type); FloatComplexMatrix atmp = a; FloatComplex *tmp_data = atmp.fortran_vec (); octave_idx_type min_mn = m < n ? m : n; octave_idx_type max_mn = m > n ? m : n; char jobu = 'A'; char jobv = 'A'; octave_idx_type ncol_u = m; octave_idx_type nrow_vt = n; octave_idx_type nrow_s = m; octave_idx_type ncol_s = n; switch (svd_type) { case svd::economy: jobu = jobv = 'S'; ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; break; case svd::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 = jobv = 'N'; ncol_u = nrow_vt = 1; break; default: break; } type_computed = svd_type; if (! (jobu == 'N' || jobu == 'O')) left_sm.resize (m, ncol_u); FloatComplex *u = left_sm.fortran_vec (); sigma.resize (nrow_s, ncol_s); float *s_vec = sigma.fortran_vec (); if (! (jobv == 'N' || jobv == 'O')) right_sm.resize (nrow_vt, n); FloatComplex *vt = right_sm.fortran_vec (); // Query CGESVD for the correct dimension of WORK. octave_idx_type lwork = -1; Array<FloatComplex> work (dim_vector (1, 1)); octave_idx_type one = 1; octave_idx_type m1 = std::max (m, one); octave_idx_type nrow_vt1 = std::max (nrow_vt, one); if (svd_driver == svd::GESVD) { octave_idx_type lrwork = 5*max_mn; Array<float> rwork (dim_vector (lrwork, 1)); F77_XFCN (cgesvd, CGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0).real ()); work.resize (dim_vector (lwork, 1)); F77_XFCN (cgesvd, CGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), F77_CONST_CHAR_ARG2 (&jobv, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } else if (svd_driver == svd::GESDD) { assert (jobu == jobv); char jobz = jobu; octave_idx_type lrwork; if (jobz == 'N') lrwork = 5*min_mn; else lrwork = min_mn * std::max (5*min_mn+7, 2*max_mn+2*min_mn+1); Array<float> rwork (dim_vector (lrwork, 1)); OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); F77_XFCN (cgesdd, CGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0).real ()); work.resize (dim_vector (lwork, 1)); F77_XFCN (cgesdd, CGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1))); } else abort (); if (! (jobv == 'N' || jobv == 'O')) right_sm = right_sm.hermitian (); return info; } // Instantiations we need. template class svd<Matrix>; template class svd<FloatMatrix>; template class svd<ComplexMatrix>; template class svd<FloatComplexMatrix>;