view liboctave/numeric/fCmplxSVD.cc @ 21202:f7121e111991

maint: indent #ifdef blocks in liboctave and src directories. * Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc, Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc, Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc, CSparse.h, DiagArray2.cc, MArray-C.cc, MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc, MDiagArray2.cc, MSparse-C.cc, MSparse-d.cc, MSparse.h, MatrixType.cc, PermMatrix.cc, Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc, boolMatrix.cc, boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc, dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc, dSparse.h, dim-vector.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, int16NDArray.cc, int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, intNDArray.cc, uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, blaswrap.c, cquit.c, f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, quit.cc, quit.h, CmplxAEPBAL.cc, CmplxCHOL.cc, CmplxGEPBAL.cc, CmplxHESS.cc, CmplxLU.cc, CmplxQR.cc, CmplxQRP.cc, CmplxSCHUR.cc, CmplxSVD.cc, CollocWt.cc, DASPK.cc, DASRT.cc, DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, base-lu.cc, base-qr.cc, dbleAEPBAL.cc, dbleCHOL.cc, dbleGEPBAL.cc, dbleHESS.cc, dbleLU.cc, dbleQR.cc, dbleQRP.cc, dbleSCHUR.cc, dbleSVD.cc, eigs-base.cc, fCmplxAEPBAL.cc, fCmplxCHOL.cc, fCmplxGEPBAL.cc, fCmplxHESS.cc, fCmplxLU.cc, fCmplxQR.cc, fCmplxQRP.cc, fCmplxSCHUR.cc, fCmplxSVD.cc, fEIG.cc, floatAEPBAL.cc, floatCHOL.cc, floatGEPBAL.cc, floatHESS.cc, floatLU.cc, floatQR.cc, floatQRP.cc, floatSCHUR.cc, floatSVD.cc, lo-mappers.cc, lo-specfun.cc, oct-convn.cc, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-rand.cc, oct-spparms.cc, randgamma.c, randmtzig.c, randpoisson.c, sparse-chol.cc, sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, mx-defs.h, dir-ops.cc, file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc, oct-group.cc, oct-openmp.h, oct-passwd.cc, oct-syscalls.cc, oct-time.cc, oct-uname.cc, pathlen.h, sysdir.h, syswait.h, cmd-edit.cc, cmd-hist.cc, data-conv.cc, f2c-main.c, glob-match.cc, lo-array-errwarn.cc, lo-array-gripes.cc, lo-cutils.c, lo-cutils.h, lo-ieee.cc, lo-math.h, lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc, oct-inttypes.cc, oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-refcount.h, oct-rl-edit.c, oct-rl-hist.c, oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc, sparse-sort.cc, sparse-util.cc, statdefs.h, str-vec.cc, unwind-prot.cc, url-transfer.cc, display-available.h, main-cli.cc, main-gui.cc, main.in.cc, mkoctfile.in.cc, octave-config.in.cc, shared-fcns.h: indent #ifdef blocks in liboctave and src directories.
author Rik <rik@octave.org>
date Sat, 06 Feb 2016 06:40:13 -0800
parents 4197fc428c7d
children
line wrap: on
line source

/*

Copyright (C) 1994-2015 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/>.

*/

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

#include "fCmplxSVD.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "oct-locbuf.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (cgesvd, CGESVD) (F77_CONST_CHAR_ARG_DECL,
                             F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type&, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&, float*,
                             FloatComplex*, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&,
                             float*, octave_idx_type&
                             F77_CHAR_ARG_LEN_DECL
                             F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (cgesdd, CGESDD) (F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type&, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&, float*,
                             FloatComplex*, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&,
                             float*, octave_idx_type *, octave_idx_type&
                             F77_CHAR_ARG_LEN_DECL);
}

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

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

octave_idx_type
FloatComplexSVD::init (const FloatComplexMatrix& a, SVD::type svd_type,
                       SVD::driver svd_driver)
{
  octave_idx_type info;

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

  FloatComplexMatrix atmp = a;
  FloatComplex *tmp_data = atmp.fortran_vec ();

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

  char jobu = 'A';
  char jobv = 'A';

  octave_idx_type ncol_u = m;
  octave_idx_type nrow_vt = n;
  octave_idx_type nrow_s = m;
  octave_idx_type 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:

      // 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 = jobv = 'N';
      ncol_u = nrow_vt = 1;
      break;

    default:
      break;
    }

  type_computed = svd_type;

  if (! (jobu == 'N' || jobu == 'O'))
    left_sm.resize (m, ncol_u);

  FloatComplex *u = left_sm.fortran_vec ();

  sigma.resize (nrow_s, ncol_s);
  float *s_vec = sigma.fortran_vec ();

  if (! (jobv == 'N' || jobv == 'O'))
    right_sm.resize (nrow_vt, n);

  FloatComplex *vt = right_sm.fortran_vec ();

  // Query CGESVD for the correct dimension of WORK.

  octave_idx_type lwork = -1;

  Array<FloatComplex> work (dim_vector (1, 1));

  octave_idx_type one = 1;
  octave_idx_type m1 = std::max (m, one);
  octave_idx_type nrow_vt1 = std::max (nrow_vt, one);

  if (svd_driver == SVD::GESVD)
    {
      octave_idx_type lrwork = 5*max_mn;
      Array<float> rwork (dim_vector (lrwork, 1));

      F77_XFCN (cgesvd, CGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
                                 F77_CONST_CHAR_ARG2 (&jobv, 1),
                                 m, n, tmp_data, m1, s_vec, u, m1, vt,
                                 nrow_vt1, work.fortran_vec (), lwork,
                                 rwork.fortran_vec (), info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));

      lwork = static_cast<octave_idx_type> (work(0).real ());
      work.resize (dim_vector (lwork, 1));

      F77_XFCN (cgesvd, CGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
                                 F77_CONST_CHAR_ARG2 (&jobv, 1),
                                 m, n, tmp_data, m1, s_vec, u, m1, vt,
                                 nrow_vt1, work.fortran_vec (), lwork,
                                 rwork.fortran_vec (), info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));
    }
  else if (svd_driver == SVD::GESDD)
    {
      assert (jobu == jobv);
      char jobz = jobu;

      octave_idx_type lrwork;
      if (jobz == 'N')
        lrwork = 5*min_mn;
      else
        lrwork = min_mn * std::max (5*min_mn+7, 2*max_mn+2*min_mn+1);
      Array<float> rwork (dim_vector (lrwork, 1));

      OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn);

      F77_XFCN (cgesdd, CGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
                                 m, n, tmp_data, m1, s_vec, u, m1, vt,
                                 nrow_vt1, work.fortran_vec (), lwork,
                                 rwork.fortran_vec (), iwork, info
                                 F77_CHAR_ARG_LEN (1)));

      lwork = static_cast<octave_idx_type> (work(0).real ());
      work.resize (dim_vector (lwork, 1));

      F77_XFCN (cgesdd, CGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
                                 m, n, tmp_data, m1, s_vec, u, m1, vt,
                                 nrow_vt1, work.fortran_vec (), lwork,
                                 rwork.fortran_vec (), iwork, info
                                 F77_CHAR_ARG_LEN (1)));
    }
  else
    assert (0); // impossible

  if (! (jobv == 'N' || jobv == 'O'))
    right_sm = right_sm.hermitian ();

  return info;
}