Mercurial > octave
view liboctave/numeric/gsvd.h @ 30300:4ee01c14fccd
Rewrite gsvd function and return *correct* 3rd output (bug #60273).
Correctly use the API interface to LAPACK which Octave got wrong for
certain matrix combinations. Perform post-processing on LAPACK results
to return Matlab-compatible outputs.
* libinterp/corefcn/gsvd.cc (gsvd_type): Add second input (nargin) to be able
to distinguish the type of gsvd to generate.
* libinterp/corefcn/gsvd.cc (do_gsvd): Add another input (nargin) to be able
to calculate the correct gsvd type. Update code for API change in liboctave
which now returns a full Matrix for singular values rather than a DiagMatrix.
Sort singular values in ascending order for compatibility with Matlab.
* libinterp/corefcn/gsvd.cc (Fgsvd): Update documation to warn about
rank-deficient input case. Add new input validation to check that number
of columns of A and B match. Move special check for empty matrices from
libinterp to liboctave. Update all BIST tests for new behavior of gsvd
code in liboctave.
* liboctave/numeric/gsvd.h (gsvd): Remove member variable R from gsvd class.
* liboctave/numeric/gsvd.h (gsvd::singular_values_A, gsvd_singular_values_B):
Change return type to T::real_matrix_type from T::real_diag_matrix_type.
* liboctave/numeric/gsvd.h (gsvd::ggsvd): Change default gsvd::Type to "std"
from "economy".
* liboctave/numeric/gsvd.cc: Add #includes for <algorithm>, <undordered_map>,
and "oct-locbuf.h". Change gsvd_fcn from std::map to std::unordered_map.
* liboctave/numeric/gsvd.cc (initialize_gsvd): Throw an error if Octave is
unable to connect to LAPACK library.
* liboctave/numeric/gsvd.cc (ggsvd): Change function prototype to not use
references to Octave Matrix datatypes, but rather point directly to
underlying plain old datatype. For example, use "double *" rather than
"Matrix&". Replace scratch memory instances created with Matrix() with
OCTAVE_LOCAL_BUFFER which relies on C++ STL.
* liboctave/numeric/gsvd.cc (left_singular_matrix_A, left_singular_matrix_B,
right_singular_matrix): Use the fact that current_liboctave_error_handler never
returns to eliminate else branch of if/else code.
* liboctave/numeric/gsvd.cc (R_matrix): Delete unused function.
* liboctave/numeric/gsvd.cc (gsvd): Add input validation for empty matrices.
Simplify 'job' values processing which seems to have been fixed in LAPACK 3.0.
Replace scratch memory created with std::vector with OCTAVE_LOCAL_BUFFER.
Replace scratch memory created with Octave Matrix classes with
OCTAVE_LOCAL_BUFFER. Use initializer list to std::max to simplify code.
Re-code interface to LAPACK to extract 'R' matrix. Post-process to calculate
third output of gsvd as X = Q*R'. Correct algorithm to extract singular values
from LAPACK..
author | Rik <rik@octave.org> |
---|---|
date | Wed, 08 Sep 2021 16:08:03 -0700 |
parents | 7854d5752dd2 |
children | 4fa09c269dde |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 1997-2021 The Octave Project Developers // // See the file COPYRIGHT.md in the top-level directory of this // distribution or <https://octave.org/copyright/>. // // 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_gsvd_h) #define octave_gsvd_h 1 #include "octave-config.h" namespace octave { namespace math { template <typename T> class OCTAVE_API gsvd { public: enum class Type { std, economy, sigma_only }; gsvd (void) : sigmaA (), sigmaB (), left_smA (), left_smB (), right_sm () { } gsvd (const T& a, const T& b, gsvd::Type gsvd_type = gsvd<T>::Type::std); gsvd (const gsvd& a) : type (a.type), sigmaA (a.sigmaA), sigmaB (a.sigmaB), left_smA (a.left_smA), left_smB (a.left_smB), right_sm (a.right_sm) { } gsvd& operator = (const gsvd& a) { if (this != &a) { type = a.type; sigmaA = a.sigmaA; sigmaB = a.sigmaB; left_smA = a.left_smA; left_smB = a.left_smB; right_sm = a.right_sm; } return *this; } ~gsvd (void) = default; typename T::real_matrix_type singular_values_A (void) const { return sigmaA; } typename T::real_matrix_type singular_values_B (void) const { return sigmaB; } T left_singular_matrix_A (void) const; T left_singular_matrix_B (void) const; T right_singular_matrix (void) const; private: typedef typename T::value_type P; typedef typename T::real_matrix_type real_matrix; gsvd::Type type; real_matrix sigmaA, sigmaB; T left_smA, left_smB; T right_sm; void ggsvd (char& jobu, char& jobv, char& jobq, octave_f77_int_type m, octave_f77_int_type n, octave_f77_int_type p, octave_f77_int_type& k, octave_f77_int_type& l, P *tmp_dataA, octave_f77_int_type m1, P *tmp_dataB, octave_f77_int_type p1, real_matrix& alpha, real_matrix& beta, P *u, octave_f77_int_type nrow_u, P *v, octave_f77_int_type nrow_v, P *q, octave_f77_int_type nrow_q, P *work, octave_f77_int_type lwork, octave_f77_int_type *iwork, octave_f77_int_type& info); }; } } #endif