Mercurial > octave
view libinterp/corefcn/svd.cc @ 21200:fcac5dbbf9ed
maint: Indent #ifdef blocks in libinterp.
* builtins.h, Cell.cc, __contourc__.cc, __dispatch__.cc, __dsearchn__.cc,
__ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __pchip_deriv__.cc, __qp__.cc,
balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc,
c-file-ptr-stream.cc, c-file-ptr-stream.h, cellfun.cc, colloc.cc,
comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc,
defaults.cc, defaults.in.h, defun-dld.h, defun.cc, defun.h, det.cc, dirfns.cc,
display.cc, dlmread.cc, dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc,
errwarn.cc, event-queue.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc,
find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc,
givens.cc, gl-render.cc, gl2ps-print.cc, graphics.cc, graphics.in.h, gripes.cc,
hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-ir.cc,
jit-typeinfo.cc, jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-save.cc,
lookup.cc, ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc,
ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc,
ls-utils.h, lsode.cc, lu.cc, luinc.cc, mappers.cc, matrix_type.cc, max.cc,
mex.h, mexproto.h, mgorth.cc, nproc.cc, oct-errno.in.cc, oct-fstrm.cc,
oct-hdf5-types.cc, oct-hdf5.h, oct-hist.cc, oct-iostrm.cc, oct-lvalue.cc,
oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stream.cc, oct-strstrm.cc,
octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc,
profiler.cc, psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc,
regexp.cc, schur.cc, sighandlers.cc, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc,
spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc,
sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, sysdep.h, time.cc, toplev.cc,
tril.cc, tsearch.cc, txt-eng-ft.cc, txt-eng.cc, typecast.cc, urlwrite.cc,
utils.cc, variables.cc, xdiv.cc, xnorm.cc, xpow.cc, zfstream.cc,
__delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc,
__init_fltk__.cc, __init_gnuplot__.cc, __magick_read__.cc, __osmesa_print__.cc,
__voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc,
colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, oct-qhull.h, qr.cc, symbfact.cc,
symrcm.cc, oct-conf.in.cc, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc,
ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc,
ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc,
ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc,
ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc,
ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc,
ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc,
ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc,
ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc,
ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc,
ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc,
ov-uint8.cc, ov-usr-fcn.cc, ov.cc, ovl.cc, octave.cc, op-b-b.cc, op-b-bm.cc,
op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc,
op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc,
op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc,
op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc,
op-dm-template.cc, op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc,
op-fcdm-fdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc,
op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc,
op-fdm-fdm.cc, op-float-conv.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc,
op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc,
op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc,
op-int-conv.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc,
op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc,
op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc,
op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc,
op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc,
op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc,
op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc,
op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, pt-arg-list.cc,
pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc, pt-cbinop.cc,
pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc, pt-colon.h,
pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc,
pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-mat.cc,
pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc,
token.cc, Array-jit.cc, Array-os.cc, Array-sym.cc, Array-tc.cc, version.cc:
Indent #ifdef blocks in libinterp.
author | Rik <rik@octave.org> |
---|---|
date | Fri, 05 Feb 2016 16:29:08 -0800 |
parents | e39e05d90788 |
children | cbced1c09916 |
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/* Copyright (C) 1996-2015 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 "CmplxSVD.h" #include "dbleSVD.h" #include "fCmplxSVD.h" #include "floatSVD.h" #include "defun.h" #include "error.h" #include "errwarn.h" #include "ovl.h" #include "pr-output.h" #include "utils.h" #include "variables.h" static int Vsvd_driver = SVD::GESVD; DEFUN (svd, args, nargout, "-*- texinfo -*-\n\ @deftypefn {} {@var{s} =} svd (@var{A})\n\ @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A})\n\ @deftypefnx {} {[@var{U}, @var{S}, @var{V}] =} svd (@var{A}, @var{econ})\n\ @cindex singular value decomposition\n\ Compute the singular value decomposition of @var{A}\n\ @tex\n\ $$\n\ A = U S V^{\\dagger}\n\ $$\n\ @end tex\n\ @ifnottex\n\ \n\ @example\n\ A = U*S*V'\n\ @end example\n\ \n\ @end ifnottex\n\ \n\ The function @code{svd} normally returns only the vector of singular values.\n\ When called with three return values, it computes\n\ @tex\n\ $U$, $S$, and $V$.\n\ @end tex\n\ @ifnottex\n\ @var{U}, @var{S}, and @var{V}.\n\ @end ifnottex\n\ For example,\n\ \n\ @example\n\ svd (hilb (3))\n\ @end example\n\ \n\ @noindent\n\ returns\n\ \n\ @example\n\ @group\n\ ans =\n\ \n\ 1.4083189\n\ 0.1223271\n\ 0.0026873\n\ @end group\n\ @end example\n\ \n\ @noindent\n\ and\n\ \n\ @example\n\ [u, s, v] = svd (hilb (3))\n\ @end example\n\ \n\ @noindent\n\ returns\n\ \n\ @example\n\ @group\n\ u =\n\ \n\ -0.82704 0.54745 0.12766\n\ -0.45986 -0.52829 -0.71375\n\ -0.32330 -0.64901 0.68867\n\ \n\ s =\n\ \n\ 1.40832 0.00000 0.00000\n\ 0.00000 0.12233 0.00000\n\ 0.00000 0.00000 0.00269\n\ \n\ v =\n\ \n\ -0.82704 0.54745 0.12766\n\ -0.45986 -0.52829 -0.71375\n\ -0.32330 -0.64901 0.68867\n\ @end group\n\ @end example\n\ \n\ If given a second argument, @code{svd} returns an economy-sized\n\ decomposition, eliminating the unnecessary rows or columns of @var{U} or\n\ @var{V}.\n\ @seealso{svd_driver, svds, eig, lu, chol, hess, qr, qz}\n\ @end deftypefn") { int nargin = args.length (); if (nargin < 1 || nargin > 2 || nargout == 2 || nargout > 3) print_usage (); octave_value arg = args(0); if (arg.ndims () != 2) error ("svd: A must be a 2-D matrix"); octave_value_list retval; bool isfloat = arg.is_single_type (); SVD::type type = ((nargout == 0 || nargout == 1) ? SVD::sigma_only : (nargin == 2) ? SVD::economy : SVD::std); octave_idx_type nr = arg.rows (); octave_idx_type nc = arg.columns (); SVD::driver driver = static_cast<SVD::driver> (Vsvd_driver); if (nr == 0 || nc == 0) { if (isfloat) { switch (type) { case SVD::std: retval = ovl (FloatDiagMatrix (nr, nr, 1.0f), FloatMatrix (nr, nc), FloatDiagMatrix (nc, nc, 1.0f)); break; case SVD::economy: retval = ovl (FloatDiagMatrix (nr, 0, 1.0f), FloatMatrix (0, 0), FloatDiagMatrix (0, nc, 1.0f)); break; case SVD::sigma_only: default: retval(0) = FloatMatrix (0, 1); break; } } else { switch (type) { case SVD::std: retval = ovl (DiagMatrix (nr, nr, 1.0), Matrix (nr, nc), DiagMatrix (nc, nc, 1.0)); break; case SVD::economy: retval = ovl (DiagMatrix (nr, 0, 1.0), Matrix (0, 0), DiagMatrix (0, nc, 1.0)); break; case SVD::sigma_only: default: retval(0) = Matrix (0, 1); break; } } } else { if (isfloat) { if (arg.is_real_type ()) { FloatMatrix tmp = arg.float_matrix_value (); if (tmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); FloatSVD result (tmp, type, driver); FloatDiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else retval = ovl (result.left_singular_matrix (), sigma, result.right_singular_matrix ()); } else if (arg.is_complex_type ()) { FloatComplexMatrix ctmp = arg.float_complex_matrix_value (); if (ctmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); FloatComplexSVD result (ctmp, type, driver); FloatDiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else retval = ovl (result.left_singular_matrix (), sigma, result.right_singular_matrix ()); } } else { if (arg.is_real_type ()) { Matrix tmp = arg.matrix_value (); if (tmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); SVD result (tmp, type, driver); DiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else retval = ovl (result.left_singular_matrix (), sigma, result.right_singular_matrix ()); } else if (arg.is_complex_type ()) { ComplexMatrix ctmp = arg.complex_matrix_value (); if (ctmp.any_element_is_inf_or_nan ()) error ("svd: cannot take SVD of matrix containing Inf or NaN values"); ComplexSVD result (ctmp, type, driver); DiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) retval(0) = sigma.extract_diag (); else retval = ovl (result.left_singular_matrix (), sigma, result.right_singular_matrix ()); } else err_wrong_type_arg ("svd", arg); } } return retval; } /* %!assert (svd ([1, 2; 2, 1]), [3; 1], sqrt (eps)) %!test %! [u, s, v] = svd ([1, 2; 2, 1]); %! x = 1 / sqrt (2); %! assert (u, [-x, -x; -x, x], sqrt (eps)); %! assert (s, [3, 0; 0, 1], sqrt (eps)); %! assert (v, [-x, x; -x, -x], sqrt (eps)); %!test %! a = [1, 2, 3; 4, 5, 6]; %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps)); %!test %! a = [1, 2; 3, 4; 5, 6]; %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps)); %!test %! a = [1, 2, 3; 4, 5, 6]; %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps)); %!test %! a = [1, 2; 3, 4; 5, 6]; %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps)); %!assert (svd (single ([1, 2; 2, 1])), single ([3; 1]), sqrt (eps ("single"))) %!test %! [u, s, v] = svd (single ([1, 2; 2, 1])); %! x = single (1 / sqrt (2)); %! assert (u, [-x, -x; -x, x], sqrt (eps ("single"))); %! assert (s, single ([3, 0; 0, 1]), sqrt (eps ("single"))); %! assert (v, [-x, x; -x, -x], sqrt (eps ("single"))); %!test %! a = single ([1, 2, 3; 4, 5, 6]); %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = single ([1, 2; 3, 4; 5, 6]); %! [u, s, v] = svd (a); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = single ([1, 2, 3; 4, 5, 6]); %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = single ([1, 2; 3, 4; 5, 6]); %! [u, s, v] = svd (a, 1); %! assert (u * s * v', a, sqrt (eps ("single"))); %!test %! a = zeros (0, 5); %! [u, s, v] = svd (a); %! assert (size (u), [0, 0]); %! assert (size (s), [0, 5]); %! assert (size (v), [5, 5]); %!test %! a = zeros (5, 0); %! [u, s, v] = svd (a, 1); %! assert (size (u), [5, 0]); %! assert (size (s), [0, 0]); %! assert (size (v), [0, 0]); %!error svd () %!error svd ([1, 2; 4, 5], 2, 3) %!error [u, v] = svd ([1, 2; 3, 4]) */ DEFUN (svd_driver, args, nargout, "-*- texinfo -*-\n\ @deftypefn {} {@var{val} =} svd_driver ()\n\ @deftypefnx {} {@var{old_val} =} svd_driver (@var{new_val})\n\ @deftypefnx {} {} svd_driver (@var{new_val}, \"local\")\n\ Query or set the underlying @sc{lapack} driver used by @code{svd}.\n\ \n\ Currently recognized values are @qcode{\"gesvd\"} and @qcode{\"gesdd\"}.\n\ The default is @qcode{\"gesvd\"}.\n\ \n\ When called from inside a function with the @qcode{\"local\"} option, the\n\ variable is changed locally for the function and any subroutines it calls.\n\ The original variable value is restored when exiting the function.\n\ @seealso{svd}\n\ @end deftypefn") { static const char *driver_names[] = { "gesvd", "gesdd", 0 }; return SET_INTERNAL_VARIABLE_CHOICES (svd_driver, driver_names); } /* %!test %! A = [1+1i, 1-1i, 0; 0, 2, 0; 1i, 1i, 1+2i]; %! old_driver = svd_driver ("gesvd"); %! [U1, S1, V1] = svd (A); %! svd_driver ("gesdd"); %! [U2, S2, V2] = svd (A); %! assert (U1, U2, 5*eps); %! assert (S1, S2, 5*eps); %! assert (V1, V2, 5*eps); %! svd_driver (old_driver); */