Mercurial > octave
view liboctave/numeric/dbleGSVD.cc @ 22235:63b41167ef1e
gsvd: new function imported from Octave-Forge linear-algebra package.
* libinterp/corefcn/gsvd.cc: New function to the interpreter. Imported
from the linear-algebra package.
* CmplxGSVD.cc, CmplxGSVD.h, dbleGSVD.cc, dbleGSVD.h: new classes
imported from the linear-algebra package to compute gsvd of Matrix
and ComplexMatrix.
* liboctave/operators/mx-defs.h, liboctave/operators/mx-ext.h: use new
classes.
* libinterp/corefcn/module.mk, liboctave/numeric/module.mk: Add to the
* scripts/help/__unimplemented__.m: Remove "gsvd" from list.
* doc/interpreter/linalg.txi: Add to manual.
build system.
* NEWS: Add function to list of new functions for 4.2.
author | Barbara Locsi <locsi.barbara@gmail.com> |
---|---|
date | Thu, 04 Aug 2016 07:50:31 +0200 |
parents | |
children |
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// Copyright (C) 1996, 1997 John W. Eaton // Copyright (C) 2006 Pascal Dupuis <Pascal.Dupuis@uclouvain.be> // // This program 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. // // This program 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 // this program; if not, see <http://www.gnu.org/licenses/>. #ifdef HAVE_CONFIG_H # include <config.h> #endif #include "dbleGSVD.h" #include "f77-fcn.h" #include "lo-error.h" /* uncomment those lines to monitor k and l #include "oct-obj.h" #include "pager.h" */ extern "C" { F77_RET_T F77_FUNC (dggsvd, DGGSVD) ( F77_CONST_CHAR_ARG_DECL, // JOBU (input) CHARACTER*1 F77_CONST_CHAR_ARG_DECL, // JOBV (input) CHARACTER*1 F77_CONST_CHAR_ARG_DECL, // JOBQ (input) CHARACTER*1 const octave_idx_type&, // M (input) INTEGER const octave_idx_type&, // N (input) INTEGER const octave_idx_type&, // P (input) INTEGER octave_idx_type &, // K (output) INTEGER octave_idx_type &, // L (output) INTEGER double*, // A (input/output) DOUBLE PRECISION array, dimension (LDA,N) const octave_idx_type&, // LDA (input) INTEGER double*, // B (input/output) DOUBLE PRECISION array, dimension (LDB,N) const octave_idx_type&, // LDB (input) INTEGER double*, // ALPHA (output) DOUBLE PRECISION array, dimension (N) double*, // BETA (output) DOUBLE PRECISION array, dimension (N) double*, // U (output) DOUBLE PRECISION array, dimension (LDU,M) const octave_idx_type&, // LDU (input) INTEGER double*, // V (output) DOUBLE PRECISION array, dimension (LDV,P) const octave_idx_type&, // LDV (input) INTEGER double*, // Q (output) DOUBLE PRECISION array, dimension (LDQ,N) const octave_idx_type&, // LDQ (input) INTEGER double*, // WORK (workspace) DOUBLE PRECISION array int*, // IWORK (workspace/output) INTEGER array, dimension (N) octave_idx_type& // INFO (output)INTEGER F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL ); } Matrix GSVD::left_singular_matrix_A (void) const { if (type_computed == GSVD::sigma_only) { (*current_liboctave_error_handler) ("dbleGSVD: U not computed because type == GSVD::sigma_only"); return Matrix (); } else return left_smA; } Matrix GSVD::left_singular_matrix_B (void) const { if (type_computed == GSVD::sigma_only) { (*current_liboctave_error_handler) ("dbleGSVD: V not computed because type == GSVD::sigma_only"); return Matrix (); } else return left_smB; } Matrix GSVD::right_singular_matrix (void) const { if (type_computed == GSVD::sigma_only) { (*current_liboctave_error_handler) ("dbleGSVD: X not computed because type == GSVD::sigma_only"); return Matrix (); } else return right_sm; } Matrix GSVD::R_matrix (void) const { if (type_computed != GSVD::std) { (*current_liboctave_error_handler) ("dbleGSVD: R not computed because type != GSVD::std"); return Matrix (); } else return R; } octave_idx_type GSVD::init (const Matrix& a, const Matrix& b, GSVD::type gsvd_type) { octave_idx_type info; octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); octave_idx_type p = b.rows (); Matrix atmp = a; double *tmp_dataA = atmp.fortran_vec (); Matrix btmp = b; double *tmp_dataB = btmp.fortran_vec (); // octave_idx_type min_mn = m < n ? m : n; char jobu = 'U'; char jobv = 'V'; char jobq = 'Q'; octave_idx_type nrow_u = m; octave_idx_type nrow_v = p; octave_idx_type nrow_q = n; octave_idx_type k, l; switch (gsvd_type) { case GSVD::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_computed = gsvd_type; if (! (jobu == 'N' || jobu == 'O')) { left_smA.resize (nrow_u, m); } double *u = left_smA.fortran_vec (); if (! (jobv == 'N' || jobv == 'O')) { left_smB.resize (nrow_v, p); } double *v = left_smB.fortran_vec (); if (! (jobq == 'N' || jobq == 'O')) { right_sm.resize (nrow_q, n); } double *q = right_sm.fortran_vec (); octave_idx_type lwork = 3*n; lwork = lwork > m ? lwork : m; lwork = (lwork > p ? lwork : p) + n; Array<double> work (dim_vector (lwork, 1)); Array<double> alpha (dim_vector (n, 1)); Array<double> beta (dim_vector (n, 1)); Array<int> iwork (dim_vector (n, 1)); F77_XFCN (dggsvd, DGGSVD, (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, m, tmp_dataB, p, alpha.fortran_vec (), beta.fortran_vec (), u, nrow_u, v, nrow_v, q, nrow_q, work.fortran_vec (), iwork.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dggsvd"); if (info < 0) { (*current_liboctave_error_handler) ("dggsvd.f: argument %d illegal", -info); } else { if (info > 0) { (*current_liboctave_error_handler) ("dggsvd.f: Jacobi-type procedure failed to converge."); } else { octave_idx_type i, j; if (GSVD::std == gsvd_type) { R.resize(k+l, k+l); int astart = n-k-l; if (m - k - l >= 0) { int 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); } } } /* uncomment this to monitor k and l octave_value tmp; octave_stdout << "dbleGSVD k: "; tmp = k; tmp.print(octave_stdout); octave_stdout << "\n"; octave_stdout << "dbleGSVD l: "; tmp = l; tmp.print(octave_stdout); octave_stdout << "\n"; */ 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); } } } } return info; } std::ostream& operator << (std::ostream& os, const GSVD& a) { os << a.left_singular_matrix_A () << "\n"; os << a.left_singular_matrix_B () << "\n"; os << a.singular_values_A () << "\n"; os << a.singular_values_B () << "\n"; os << a.right_singular_matrix () << "\n"; return os; }