view liboctave/dbleSVD.cc @ 1631:b0b22b6ce22f

[project @ 1995-11-14 20:24:15 by jwe]
author jwe
date Tue, 14 Nov 1995 20:27:50 +0000
parents 8bdfa6fe5d69
children 2ffe49eb95a5
line wrap: on
line source

//                                        -*- C++ -*-
/*

Copyright (C) 1992, 1993, 1994, 1995 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 2, 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, write to the Free
Software Foundation, 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.

*/

#if defined (__GNUG__)
#pragma implementation
#endif

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include <iostream.h>

#include "dbleSVD.h"
#include "f77-uscore.h"
#include "mx-inlines.cc"

extern "C"
{
  int F77_FCN (dgesvd, DGESVD) (const char*, const char*, const int&,
				const int&, double*, const int&,
				double*, double*, const int&, double*,
				const int&, double*, const int&, int&,
				long, long);
}

Matrix
SVD::left_singular_matrix (void) const
{
  if (type_computed == SVD::sigma_only)
    {
      (*current_liboctave_error_handler)
	("ComplexSVD: U not computed because type == SVD::sigma_only");
      return Matrix ();
    }
  else
    return left_sm;
}

Matrix
SVD::right_singular_matrix (void) const
{
  if (type_computed == SVD::sigma_only)
    {
      (*current_liboctave_error_handler)
	("ComplexSVD: V not computed because type == SVD::sigma_only");
      return Matrix ();
    }
  else
    return right_sm;
}

int
SVD::init (const Matrix& a, SVD::type svd_type)
{
  int info;

  int m = a.rows ();
  int n = a.cols ();

  double *tmp_data = dup (a.data (), a.length ());

  int min_mn = m < n ? m : n;
  int max_mn = m > n ? m : n;

  char *jobu = "A";
  char *jobv = "A";

  int ncol_u = m;
  int nrow_vt = n;
  int nrow_s = m;
  int 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:
      jobu = jobv ="N";
      ncol_u = nrow_vt = 1;
      break;

    default:
      break;
    }

  type_computed = svd_type;

  double *u = (*jobu == 'N' ? 0 : new double[m * ncol_u]);
  double *s_vec  = new double[min_mn];
  double *vt = (*jobv == 'N' ? 0 : new double[nrow_vt * n]);

  int tmp1 = 3*min_mn + max_mn;
  int tmp2 = 5*min_mn - 4;
  int lwork = tmp1 > tmp2 ? tmp1 : tmp2;
  double *work = new double[lwork];

  F77_FCN (dgesvd, DGESVD) (jobu, jobv, m, n, tmp_data, m, s_vec, u,
			    m, vt, nrow_vt, work, lwork, info, 1L,
			    1L);

  if (*jobu != 'N')
    left_sm = Matrix (u, m, ncol_u);

  sigma = DiagMatrix (s_vec, nrow_s, ncol_s);

  if (*jobv != 'N')
    {
      Matrix vt_m (vt, nrow_vt, n);
      right_sm = vt_m.transpose ();
    }

  delete [] tmp_data;
  delete [] work;

  return info;
}

ostream&
operator << (ostream& os, const SVD& a)
{
  os << a.left_singular_matrix () << "\n";
  os << a.singular_values () << "\n";
  os << a.right_singular_matrix () << "\n";

  return os;
}

/*
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;;; mode: C++ ***
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*/