Mercurial > octave
changeset 22435:de24ca103c21
gsvd: change order of output arguments for Matlab compatibility (bug #48807)
* libinterp/corefcn/gsvd.cc: return [U,V,X,C,S] instead of [U,V,C,S,X] for
Matlab compatibility. Fill returned octave_value_list only as needed. Make
a template function to reduce code duplication. Adjust order of arguments
in the tests.
author | Carnë Draug <carandraug@octave.org> |
---|---|
date | Sun, 04 Sep 2016 16:09:02 +0100 |
parents | 9bc40d4bfe88 |
children | 09005ac7d56c |
files | libinterp/corefcn/gsvd.cc |
diffstat | 1 files changed, 74 insertions(+), 92 deletions(-) [+] |
line wrap: on
line diff
--- a/libinterp/corefcn/gsvd.cc Sat Sep 03 15:51:21 2016 +0200 +++ b/libinterp/corefcn/gsvd.cc Sun Sep 04 16:09:02 2016 +0100 @@ -43,11 +43,42 @@ } +// Named like this to avoid conflicts with the gsvd class. +template <typename T> +static octave_value_list +function_gsvd (const T& A, const T& B, const octave_idx_type nargout) +{ + gsvd<T> result (A, B, gsvd_type<T> (nargout)); + + octave_value_list retval (nargout); + if (nargout < 2) + { + DiagMatrix sigA = result.singular_values_A (); + DiagMatrix sigB = result.singular_values_B (); + for (int i = sigA.rows () - 1; i >= 0; i--) + sigA.dgxelem(i) /= sigB.dgxelem(i); + retval(0) = sigA.diag (); + } + else + { + retval(0) = result.left_singular_matrix_A (); + retval(1) = result.left_singular_matrix_B (); + if (nargout > 2) + retval(2) = result.right_singular_matrix (); + if (nargout > 3) + retval(3) = result.singular_values_A (); + if (nargout > 4) + retval(4) = result.singular_values_B (); + if (nargout > 5) + retval(5) = result.R_matrix (); + } + return retval; +} + DEFUN (gsvd, args, nargout, doc: /* -*- texinfo -*- @deftypefn {} {@var{s} =} gsvd (@var{a}, @var{b}) -@deftypefnx {} {[@var{u}, @var{v}, @var{c}, @var{s}, @var{x}] =} gsvd (@var{a}, @var{b}) -@deftypefnx {} {[@var{u}, @var{v}, @var{c}, @var{s}, @var{x}, @var{r}] =} gsvd (@var{a}, @var{b}) +@deftypefnx {} {[@var{u}, @var{v}, @var{x}, @var{c}, @var{s}, @var{r}] =} gsvd (@var{a}, @var{b}) @cindex generalized singular value decomposition Compute the generalized singular value decomposition of (@var{a}, @var{b}): @tex @@ -140,6 +171,12 @@ -0.41974 0.90765 -0.90765 -0.41974 +x = + + 0.408248 0.902199 0.139179 + -0.816497 0.429063 -0.386314 + 0.408248 -0.044073 -0.911806 + c = 0.10499 0.00000 @@ -148,11 +185,6 @@ s = 0.99447 0.00000 0.00000 0.99999 -x = - - 0.408248 0.902199 0.139179 - -0.816497 0.429063 -0.386314 - 0.408248 -0.044073 -0.911806 r = -0.14093 -1.24345 0.43737 @@ -179,19 +211,25 @@ octave_idx_type np = argB.columns (); + // This "special" case should be handled in the gsvd class, not here if (nr == 0 || nc == 0) { - if (nargout == 5) - retval = ovl (identity_matrix (nc, nc), identity_matrix (nc, nc), - Matrix (nr, nc), identity_matrix (nr, nr), - identity_matrix (nr, nr)); - else if (nargout == 6) - retval = ovl (identity_matrix (nc, nc), identity_matrix (nc, nc), - Matrix (nr, nc), identity_matrix (nr, nr), - identity_matrix (nr, nr), - identity_matrix (nr, nr)); - else - retval = ovl (Matrix (0, 1)); + retval = octave_value_list (nargout); + if (nargout < 2) // S = gsvd (A, B) + retval(0) = Matrix (0, 1); + else // [U, V, X, C, S, R] = gsvd (A, B) + { + retval(0) = identity_matrix (nc, nc); + retval(1) = identity_matrix (nc, nc); + if (nargout > 2) + retval(2) = identity_matrix (nr, nr); + if (nargout > 3) + retval(3) = Matrix (nr, nc); + if (nargout > 4) + retval(4) = identity_matrix (nr, nr); + if (nargout > 5) + retval(5) = identity_matrix (nr, nr); + } } else { @@ -211,34 +249,7 @@ if (tmpB.any_element_is_inf_or_nan ()) error ("gsvd: B cannot have Inf or NaN values"); - gsvd<Matrix> result (tmpA, tmpB, gsvd_type<Matrix> (nargout)); - - // DiagMatrix sigma = result.singular_values (); - - if (nargout == 0 || nargout == 1) - { - DiagMatrix sigA = result.singular_values_A (); - DiagMatrix sigB = result.singular_values_B (); - for (int i = sigA.rows() - 1; i >=0; i--) - sigA.dgxelem(i) /= sigB.dgxelem(i); - retval = ovl (sigA.diag()); - } - else - { - if (nargout > 5) - retval = ovl (result.left_singular_matrix_A (), - result.left_singular_matrix_B (), - result.singular_values_A (), - result.singular_values_B (), - result.right_singular_matrix (), - result.R_matrix ()); - else - retval = ovl (result.left_singular_matrix_A (), - result.left_singular_matrix_B (), - result.singular_values_A (), - result.singular_values_B (), - result.right_singular_matrix ()); - } + retval = function_gsvd (tmpA, tmpB, nargout); } } else if (argA.is_complex_type () || argB.is_complex_type ()) @@ -253,35 +264,7 @@ if (ctmpB.any_element_is_inf_or_nan ()) error ("gsvd: B cannot have Inf or NaN values"); - gsvd<ComplexMatrix> result (ctmpA, ctmpB, - gsvd_type<ComplexMatrix> (nargout)); - - // DiagMatrix sigma = result.singular_values (); - - if (nargout == 0 || nargout == 1) - { - DiagMatrix sigA = result.singular_values_A (); - DiagMatrix sigB = result.singular_values_B (); - for (int i = sigA.rows() - 1; i >=0; i--) - sigA.dgxelem(i) /= sigB.dgxelem(i); - retval = ovl (sigA.diag()); - } - else - { - if (nargout > 5) - retval = ovl (result.left_singular_matrix_A (), - result.left_singular_matrix_B (), - result.singular_values_A (), - result.singular_values_B (), - result.right_singular_matrix (), - result.R_matrix ()); - else - retval = ovl (result.left_singular_matrix_A (), - result.left_singular_matrix_B (), - result.singular_values_A (), - result.singular_values_B (), - result.right_singular_matrix ()); - } + retval = function_gsvd (ctmpA, ctmpB, nargout); } } else @@ -305,7 +288,7 @@ ## A (5x3) and B (3x3) are full rank %!test -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros (5, 3); D1(1:3, 1:3) = C; %! D2 = S; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); @@ -315,7 +298,7 @@ ## A: 5x3 full rank, B: 3x3 rank deficient %!test %! B(2, 2) = 0; -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros (5, 3); D1(1, 1) = 1; D1(2:3, 2:3) = C; %! D2 = [zeros(2, 1) S; zeros(1, 3)]; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6); @@ -326,7 +309,7 @@ %!test %! B = B0; %! A(:, 3) = 2*A(:, 1) - A(:, 2); -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(5, 3); D1(1:3, 1:3) = C; %! D2 = S; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); @@ -336,7 +319,7 @@ ## A and B are both rank deficient %!test %! B(:, 3) = 2*B(:, 1) - B(:, 2); -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(5, 2); D1(1:2, 1:2) = C; %! D2 = [S; zeros(1, 2)]; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6); @@ -348,7 +331,7 @@ %! A = A0.'; %! B0 = diag ([1 2 4 8 16]); %! B = B0; -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = [C zeros(3,2)]; %! D2 = [S zeros(3,2); zeros(2, 3) eye(2)]; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); @@ -358,7 +341,7 @@ ## A: 3x5 full rank, B: 5x5 rank deficient %!test %! B(2, 2) = 0; -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(3, 5); D1(1, 1) = 1; D1(2:3, 2:3) = C; %! D2 = zeros(5, 5); D2(1:2, 2:3) = S; D2(3:4, 4:5) = eye (2); %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6); @@ -369,7 +352,7 @@ %!test %! B = B0; %! A(3, :) = 2*A(1, :) - A(2, :); -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros (3, 5); D1(1:3, 1:3) = C; %! D2 = zeros (5, 5); D2(1:3, 1:3) = S; D2(4:5, 4:5) = eye (2); %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); @@ -381,7 +364,7 @@ %! A = A0.'; B = B0.'; %! A(:, 3) = 2*A(:, 1) - A(:, 2); %! B(:, 3) = 2*B(:, 1) - B(:, 2); -%! [U, V, C, S, X, R]=gsvd (A, B); +%! [U, V, X, C, S, R]=gsvd (A, B); %! D1 = zeros(3, 4); D1(1:3, 1:3) = C; %! D2 = eye (4); D2(1:3, 1:3) = S; D2(5,:) = 0; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); @@ -394,7 +377,7 @@ %! B0 = diag ([1 2 4]) + j*diag ([4 -2 -1]); %! A = A0; %! B = B0; -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(5, 3); D1(1:3, 1:3) = C; %! D2 = S; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); @@ -404,7 +387,7 @@ ## A: 5x3 complex full rank, B: 3x3 complex rank deficient %!test %! B(2, 2) = 0; -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(5, 3); D1(1, 1) = 1; D1(2:3, 2:3) = C; %! D2 = [zeros(2, 1) S; zeros(1, 3)]; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6); @@ -415,7 +398,7 @@ %!test %! B = B0; %! A(:, 3) = 2*A(:, 1) - A(:, 2); -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(5, 3); D1(1:3, 1:3) = C; %! D2 = S; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); @@ -425,7 +408,7 @@ ## A (5x3) and B (3x3) are both complex rank deficient %!test %! B(:, 3) = 2*B(:, 1) - B(:, 2); -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(5, 2); D1(1:2, 1:2) = C; %! D2 = [S; zeros(1, 2)]; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6); @@ -438,7 +421,7 @@ %! A = A0.'; %! B0 = diag ([1 2 4 8 16]) + j*diag ([-5 4 -3 2 -1]); %! B = B0; -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = [C zeros(3,2)]; %! D2 = [S zeros(3,2); zeros(2, 3) eye(2)]; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); @@ -448,7 +431,7 @@ ## A: 3x5 complex full rank, B: 5x5 complex rank deficient %!test %! B(2, 2) = 0; -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(3, 5); D1(1, 1) = 1; D1(2:3, 2:3) = C; %! D2 = zeros(5,5); D2(1:2, 2:3) = S; D2(3:4, 4:5) = eye (2); %! assert (norm (diag (C).^2 + diag (S).^2 - ones (2, 1)) <= 1e-6); @@ -459,7 +442,7 @@ %!test %! B = B0; %! A(3, :) = 2*A(1, :) - A(2, :); -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(3, 5); D1(1:3, 1:3) = C; %! D2 = zeros(5,5); D2(1:3, 1:3) = S; D2(4:5, 4:5) = eye (2); %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); @@ -472,12 +455,11 @@ %! B = B0.'; %! A(:, 3) = 2*A(:, 1) - A(:, 2); %! B(:, 3) = 2*B(:, 1) - B(:, 2); -%! [U, V, C, S, X, R] = gsvd (A, B); +%! [U, V, X, C, S, R] = gsvd (A, B); %! D1 = zeros(3, 4); D1(1:3, 1:3) = C; %! D2 = eye (4); D2(1:3, 1:3) = S; D2(5,:) = 0; %! assert (norm (diag (C).^2 + diag (S).^2 - ones (3, 1)) <= 1e-6); %! assert (norm ((U'*A*X) - D1*[zeros(4, 1) R]) <= 1e-6); %! assert (norm ((V'*B*X) - D2*[zeros(4, 1) R]) <= 1e-6); - */