Mercurial > octave
view liboctave/numeric/svd.h @ 33584:3fe954c2fd25 default tip @
maint: merge stable to default
author | Rik <rik@octave.org> |
---|---|
date | Mon, 13 May 2024 11:41:11 -0700 |
parents | 4b601ca024d5 |
children |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 1994-2024 The Octave Project Developers // // See the file COPYRIGHT.md in the top-level directory of this // distribution or <https://octave.org/copyright/>. // // 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 // <https://www.gnu.org/licenses/>. // //////////////////////////////////////////////////////////////////////// #if ! defined (octave_svd_h) #define octave_svd_h 1 #include "octave-config.h" #include <vector> OCTAVE_BEGIN_NAMESPACE(octave) OCTAVE_BEGIN_NAMESPACE(math) template <typename T> class OCTAVE_API svd { public: typedef typename T::real_diag_matrix_type DM_T; enum class Type { std, economy, sigma_only }; enum class Driver { GESVD, GESDD, GEJSV }; svd () : m_type (), m_driver (), m_left_sm (), m_sigma (), m_right_sm () { } svd (const T& a, svd::Type type = svd::Type::std, svd::Driver driver = svd::Driver::GESVD); svd (const svd& a) : m_type (a.m_type), m_driver (a.m_driver), m_left_sm (a.m_left_sm), m_sigma (a.m_sigma), m_right_sm (a.m_right_sm) { } svd& operator = (const svd& a) { if (this != &a) { m_type = a.m_type; m_left_sm = a.m_left_sm; m_sigma = a.m_sigma; m_right_sm = a.m_right_sm; m_driver = a.m_driver; } return *this; } ~svd () = default; T left_singular_matrix () const; DM_T singular_values () const { return m_sigma; } T right_singular_matrix () const; private: typedef typename T::element_type P; typedef typename DM_T::element_type DM_P; svd::Type m_type; svd::Driver m_driver; T m_left_sm; DM_T m_sigma; T m_right_sm; void gesvd (char& jobu, char& jobv, octave_f77_int_type m, octave_f77_int_type n, P *tmp_data, octave_f77_int_type m1, DM_P *s_vec, P *u, P *vt, octave_f77_int_type nrow_vt1, std::vector<P>& work, octave_f77_int_type& lwork, octave_f77_int_type& info); void gesdd (char& jobz, octave_f77_int_type m, octave_f77_int_type n, P *tmp_data, octave_f77_int_type m1, DM_P *s_vec, P *u, P *vt, octave_f77_int_type nrow_vt1, std::vector<P>& work, octave_f77_int_type& lwork, octave_f77_int_type *iwork, octave_f77_int_type& info); void gejsv (char& joba, char& jobu, char& jobv, char& jobr, char& jobt, char& jobp, octave_f77_int_type m, octave_f77_int_type n, P *tmp_data, octave_f77_int_type m1, DM_P *s_vec, P *u, P *v, octave_f77_int_type nrow_v1, std::vector<P>& work, octave_f77_int_type& lwork, std::vector<octave_f77_int_type>& iwork, octave_f77_int_type& info); }; OCTAVE_END_NAMESPACE(math) OCTAVE_END_NAMESPACE(octave) #endif