Mercurial > octave
view libinterp/corefcn/svd.cc @ 22204:469c817eb256
svd: reduce code duplication with more use of template and macro.
* liboctave/numeric/svd.cc, liboctave/numeric/svd.h: remove unused
constructor with reference for int (info). This allows to move all
of the constructor into a single template, so remove init(). Two
new methods, gesvd and gesdd, are fully specialized but the main
hunck of code are the long list of arguments. Scope type and drive
enums to the svd class for clarity, and rename member names. Add
a new member for the drive used.
* libinterp/corefcn/svd.cc: fix typenames for the svd enums which
are now scoped.
* CMatrix.cc, dMatrix.cc, fCMatrix.cc, fMatrix.cc: fix typenames
for the svd enums which are now scoped.
author | Carnë Draug <carandraug@octave.org> |
---|---|
date | Thu, 04 Aug 2016 20:20:27 +0100 |
parents | 112b20240c87 |
children | 6ca3acf5fad8 |
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/* Copyright (C) 1996-2015 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/>. */ #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 svd<T>::Type svd_type (int nargin, int nargout) { return ((nargout == 0 || nargout == 1) ? svd<T>::Type::sigma_only : (nargin == 2) ? svd<T>::Type::economy : svd<T>::Type::std); } template <typename T> static typename svd<T>::Driver svd_driver (void) { return Vsvd_driver == "gesvd" ? svd<T>::Driver::GESVD : 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"); 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"); 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"); 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"); 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); */