view liboctave/numeric/gsvd.cc @ 22249:da201af35c97

maint: properly include <vector> in svd classes. * liboctave/numeric/gsvd.cc: insert missing include. * liboctave/numeric/svd.h: use <> rather than "". * liboctave/numeric/svd.cc: remove include, done in the header already.
author Kai T. Ohlhus <k.ohlhus@gmail.com>
date Wed, 10 Aug 2016 09:09:41 +0200
parents 065a44375723
children bc2a5db96754
line wrap: on
line source

// Copyright (C) 1996, 1997 John W. Eaton
// Copyright (C) 2006 Pascal Dupuis <Pascal.Dupuis@uclouvain.be>
// Copyright (C) 2016 Barbara Lócsi
//
// 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 "gsvd.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "CMatrix.h"
#include "dDiagMatrix.h"
#include "dMatrix.h"

#include <vector>

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 F77_INT&,            // M       (input) INTEGER
     const F77_INT&,            // N       (input) INTEGER
     const F77_INT&,            // P       (input) INTEGER
     F77_INT &,                 // K       (output) INTEGER
     F77_INT &,                 // L       (output) INTEGER
     F77_DBLE*,                 // A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
     const F77_INT&,            // LDA     (input) INTEGER
     F77_DBLE*,                 // B       (input/output) DOUBLE PRECISION array, dimension (LDB,N)
     const F77_INT&,            // LDB     (input) INTEGER
     F77_DBLE*,                 // ALPHA   (output) DOUBLE PRECISION array, dimension (N)
     F77_DBLE*,                 // BETA    (output) DOUBLE PRECISION array, dimension (N)
     F77_DBLE*,                 // U       (output) DOUBLE PRECISION array, dimension (LDU,M)
     const F77_INT&,            // LDU     (input) INTEGER
     F77_DBLE*,                 // V       (output) DOUBLE PRECISION array, dimension (LDV,P)
     const F77_INT&,            // LDV     (input) INTEGER
     F77_DBLE*,                 // Q       (output) DOUBLE PRECISION array, dimension (LDQ,N)
     const F77_INT&,            // LDQ     (input) INTEGER
     F77_DBLE*,                 // WORK    (workspace) DOUBLE PRECISION array
     int*,                      // IWORK   (workspace/output) INTEGER array, dimension (N)
     F77_INT&                   // INFO    (output)INTEGER
     F77_CHAR_ARG_LEN_DECL
     F77_CHAR_ARG_LEN_DECL
     F77_CHAR_ARG_LEN_DECL
     );

  F77_RET_T
  F77_FUNC (zggsvd, ZGGSVD)
   (
     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 F77_INT&,            // M       (input) INTEGER
     const F77_INT&,            // N       (input) INTEGER
     const F77_INT&,            // P       (input) INTEGER
     F77_INT &,                 // K       (output) INTEGER
     F77_INT &,                 // L       (output) INTEGER
     F77_DBLE_CMPLX*,           // A       (input/output) COMPLEX*16 array, dimension (LDA,N)
     const F77_INT&,            // LDA     (input) INTEGER
     F77_DBLE_CMPLX*,           // B       (input/output) COMPLEX*16 array, dimension (LDB,N)
     const F77_INT&,            // LDB     (input) INTEGER
     F77_DBLE*,                 // ALPHA   (output) DOUBLE PRECISION array, dimension (N)
     F77_DBLE*,                 // BETA    (output) DOUBLE PRECISION array, dimension (N)
     F77_DBLE_CMPLX*,           // U       (output) COMPLEX*16 array, dimension (LDU,M)
     const F77_INT&,            // LDU     (input) INTEGER
     F77_DBLE_CMPLX*,           // V       (output) COMPLEX*16 array, dimension (LDV,P)
     const F77_INT&,            // LDV     (input) INTEGER
     F77_DBLE_CMPLX*,           // Q       (output) COMPLEX*16 array, dimension (LDQ,N)
     const F77_INT&,            // LDQ     (input) INTEGER
     F77_DBLE_CMPLX*,           // WORK    (workspace) COMPLEX*16 array
     F77_DBLE*,                 // RWORK   (workspace) DOUBLE PRECISION array
     int*,                      // IWORK   (workspace/output) INTEGER array, dimension (N)
     F77_INT&                   // INFO    (output)INTEGER
     F77_CHAR_ARG_LEN_DECL
     F77_CHAR_ARG_LEN_DECL
     F77_CHAR_ARG_LEN_DECL
     );
}

template <>
void
gsvd<Matrix>::ggsvd (char& jobu, char& jobv, char& jobq, octave_idx_type m,
                    octave_idx_type n, octave_idx_type p, octave_idx_type& k,
                    octave_idx_type& l, double *tmp_dataA, octave_idx_type m1,
                    double *tmp_dataB, octave_idx_type p1, Matrix& alpha,
                    Matrix& beta, double *u, octave_idx_type nrow_u, double *v,
                    octave_idx_type nrow_v, double *q, octave_idx_type nrow_q,
                    Matrix& work, octave_idx_type* iwork, octave_idx_type& info)
{
  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, m1,
                             tmp_dataB, p1, alpha.fortran_vec (),
                             beta.fortran_vec (), u, nrow_u,
                             v, nrow_v, q, nrow_q, work.fortran_vec (),
                             iwork, info
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)));
}


template <>
void
gsvd<ComplexMatrix>::ggsvd (char& jobu, char& jobv, char& jobq,
                            octave_idx_type m, octave_idx_type n,
                            octave_idx_type p, octave_idx_type& k,
                            octave_idx_type& l, Complex *tmp_dataA,
                            octave_idx_type m1, Complex *tmp_dataB,
                            octave_idx_type p1, Matrix& alpha,
                            Matrix& beta, Complex *u, octave_idx_type nrow_u,
                            Complex *v, octave_idx_type nrow_v, Complex *q,
                            octave_idx_type nrow_q, ComplexMatrix& work,
                            octave_idx_type* iwork, octave_idx_type& info)
{
  Matrix rwork(2*n, 1);
  F77_XFCN (zggsvd, ZGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
                             F77_CONST_CHAR_ARG2 (&jobv, 1),
                             F77_CONST_CHAR_ARG2 (&jobq, 1),
                             m, n, p, k, l, F77_DBLE_CMPLX_ARG (tmp_dataA), m1,
                             F77_DBLE_CMPLX_ARG (tmp_dataB), p1,
                             alpha.fortran_vec (), beta.fortran_vec (),
                             F77_DBLE_CMPLX_ARG (u), nrow_u,
                             F77_DBLE_CMPLX_ARG (v), nrow_v,
                             F77_DBLE_CMPLX_ARG (q), nrow_q,
                             F77_DBLE_CMPLX_ARG (work.fortran_vec ()),
                             rwork.fortran_vec (), iwork, info
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)));
}

template <typename T>
T
gsvd<T>::left_singular_matrix_A (void) const
{
  if (type == gsvd::Type::sigma_only)
    {
      (*current_liboctave_error_handler)
        ("gsvd: U not computed because type == gsvd::sigma_only");
      return T ();
    }
  else
    return left_smA;
}

template <typename T>
T
gsvd<T>::left_singular_matrix_B (void) const
{
  if (type == gsvd::Type::sigma_only)
    {
      (*current_liboctave_error_handler)
        ("gsvd: V not computed because type == gsvd::sigma_only");
      return T ();
    }
  else
    return left_smB;
}

template <typename T>
T
gsvd<T>::right_singular_matrix (void) const
{
  if (type == gsvd::Type::sigma_only)
    {
      (*current_liboctave_error_handler)
        ("gsvd: X not computed because type == gsvd::sigma_only");
      return T ();
    }
  else
    return right_sm;
}

template <typename T>
T
gsvd<T>::R_matrix (void) const
{
  if (type != gsvd::Type::std)
    {
      (*current_liboctave_error_handler)
        ("gsvd: R not computed because type != gsvd::std");
      return T ();
    }
  else
    return R;
}

template <typename T>
gsvd<T>::gsvd (const T& a, const T& 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 ();

  T atmp = a;
  P *tmp_dataA = atmp.fortran_vec ();

  T btmp = b;
  P *tmp_dataB = btmp.fortran_vec ();

  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<T>::Type::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 = gsvd_type;

  if (! (jobu == 'N' || jobu == 'O'))
    left_smA.resize (nrow_u, m);

  P *u = left_smA.fortran_vec ();

  if (! (jobv == 'N' || jobv == 'O'))
    left_smB.resize (nrow_v, p);

  P *v = left_smB.fortran_vec ();

  if (! (jobq == 'N' || jobq == 'O'))
    right_sm.resize (nrow_q, n);

  P *q = right_sm.fortran_vec ();

  octave_idx_type lwork = 3*n;
  lwork = lwork > m ? lwork : m;
  lwork = (lwork > p ? lwork : p) + n;

  T work (lwork, 1);
  Matrix alpha (n, 1);
  Matrix beta (n, 1);

  std::vector<octave_idx_type> iwork (n);

  gsvd<T>::ggsvd (jobu, jobv, jobq, m, n, p, k, l,
                  tmp_dataA, m, tmp_dataB, p, alpha, beta, u,
                  nrow_u, v, nrow_v, q, nrow_q, work, iwork.data (), info);

  if (f77_exception_encountered)
    (*current_liboctave_error_handler) ("unrecoverable error in *ggsvd");

  if (info < 0)
    (*current_liboctave_error_handler) ("*ggsvd.f: argument %d illegal", -info);
  else
    {
      if (info > 0)
        (*current_liboctave_error_handler)
          ("*ggsvd.f: Jacobi-type procedure failed to converge.");
      else
        {
          octave_idx_type i, j;

          if (gsvd<T>::Type::std == gsvd_type)
            {
              R.resize(k+l, k+l);
              int astart = n-k-l;
              if (m - k - l >=  0)
                {
                  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);
                   }
                }
            }

          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);
                }
            }
        }
    }
}

// Instantiations we need.

template class gsvd<Matrix>;

template class gsvd<ComplexMatrix>;