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annotate src/DLD-FUNCTIONS/svd.cc @ 10185:455759a5fcbe

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fix norm and svd on empty matrices
author Jaroslav Hajek <highegg@gmail.com>
date Fri, 22 Jan 2010 12:37:03 +0100
parents d0ce5e973937
children 3ce0c530a9c9
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1 /*
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2
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3 Copyright (C) 1996, 1997, 1999, 2000, 2003, 2005, 2006, 2007, 2008, 2009
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4 John W. Eaton
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #ifdef HAVE_CONFIG_H
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25 #include <config.h>
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26 #endif
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27
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28 #include "CmplxSVD.h"
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29 #include "dbleSVD.h"
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30 #include "fCmplxSVD.h"
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31 #include "floatSVD.h"
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32
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33 #include "defun-dld.h"
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34 #include "error.h"
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35 #include "gripes.h"
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36 #include "oct-obj.h"
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37 #include "pr-output.h"
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38 #include "utils.h"
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39
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40 DEFUN_DLD (svd, args, nargout,
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41 "-*- texinfo -*-\n\
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42 @deftypefn {Loadable Function} {@var{s} =} svd (@var{a})\n\
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43 @deftypefnx {Loadable Function} {[@var{u}, @var{s}, @var{v}] =} svd (@var{a})\n\
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44 @cindex singular value decomposition\n\
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45 Compute the singular value decomposition of @var{a}\n\
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46 @tex\n\
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47 $$\n\
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48 A = U S V^H\n\
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49 $$\n\
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50 @end tex\n\
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51 @ifnottex\n\
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52 \n\
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53 @example\n\
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54 A = U*S*V'\n\
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55 @end example\n\
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56 @end ifnottex\n\
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57 \n\
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58 The function @code{svd} normally returns the vector of singular values.\n\
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59 If asked for three return values, it computes\n\
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60 @tex\n\
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61 $U$, $S$, and $V$.\n\
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62 @end tex\n\
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63 @ifnottex\n\
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64 U, S, and V.\n\
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65 @end ifnottex\n\
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66 For example,\n\
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67 \n\
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68 @example\n\
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69 svd (hilb (3))\n\
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70 @end example\n\
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71 \n\
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72 @noindent\n\
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73 returns\n\
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74 \n\
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75 @example\n\
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76 @group\n\
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77 ans =\n\
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78 \n\
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79 1.4083189\n\
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80 0.1223271\n\
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81 0.0026873\n\
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82 @end group\n\
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83 @end example\n\
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84 \n\
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85 @noindent\n\
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86 and\n\
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87 \n\
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88 @example\n\
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89 [u, s, v] = svd (hilb (3))\n\
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90 @end example\n\
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91 \n\
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92 @noindent\n\
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93 returns\n\
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94 \n\
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95 @example\n\
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96 @group\n\
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97 u =\n\
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98 \n\
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99 -0.82704 0.54745 0.12766\n\
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100 -0.45986 -0.52829 -0.71375\n\
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101 -0.32330 -0.64901 0.68867\n\
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102 \n\
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103 s =\n\
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104 \n\
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105 1.40832 0.00000 0.00000\n\
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106 0.00000 0.12233 0.00000\n\
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107 0.00000 0.00000 0.00269\n\
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108 \n\
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109 v =\n\
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110 \n\
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111 -0.82704 0.54745 0.12766\n\
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112 -0.45986 -0.52829 -0.71375\n\
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113 -0.32330 -0.64901 0.68867\n\
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114 @end group\n\
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115 @end example\n\
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116 \n\
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117 If given a second argument, @code{svd} returns an economy-sized\n\
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118 decomposition, eliminating the unnecessary rows or columns of @var{u} or\n\
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119 @var{v}.\n\
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120 @end deftypefn")
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121 {
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122 octave_value_list retval;
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123
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124 int nargin = args.length ();
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125
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126 if (nargin < 1 || nargin > 2 || nargout == 2 || nargout > 3)
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127 {
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128 print_usage ();
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129 return retval;
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130 }
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131
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132 octave_value arg = args(0);
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133
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134 octave_idx_type nr = arg.rows ();
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135 octave_idx_type nc = arg.columns ();
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136
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137 if (arg.ndims () != 2)
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138 {
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139 error ("svd: only valid for matrices");
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140 return retval;
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141 }
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142
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143 bool isfloat = arg.is_single_type ();
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144
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145 SVD::type type = ((nargout == 0 || nargout == 1)
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146 ? SVD::sigma_only
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147 : (nargin == 2) ? SVD::economy : SVD::std);
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148
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149 if (nr == 0 || nc == 0)
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150 {
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151 if (isfloat)
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152 {
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Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
153 switch (type)
10154
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John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
154 {
10185
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
155 case SVD::std:
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
156 retval(2) = FloatDiagMatrix (nc, nc, 1.0f);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
157 retval(1) = FloatMatrix (nr, nc);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
158 retval(0) = FloatDiagMatrix (nr, nr, 1.0f);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
159 break;
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
160 case SVD::economy:
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
161 retval(2) = FloatDiagMatrix (0, nc, 1.0f);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
162 retval(1) = FloatMatrix (0, 0);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
163 retval(0) = FloatDiagMatrix (nr, 0, 1.0f);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
164 break;
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
165 case SVD::sigma_only: default:
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
166 retval(0) = FloatMatrix (0, 1);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
167 break;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
168 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
169 }
4478
7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe]
jwe
parents: 3548
diff changeset
170 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
171 {
10185
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
172 switch (type)
10154
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John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
173 {
10185
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
174 case SVD::std:
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
175 retval(2) = DiagMatrix (nc, nc, 1.0);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
176 retval(1) = Matrix (nr, nc);
455759a5fcbe fix norm and svd on empty matrices
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parents: 10155
diff changeset
177 retval(0) = DiagMatrix (nr, nr, 1.0);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
178 break;
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
179 case SVD::economy:
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
180 retval(2) = DiagMatrix (0, nc, 1.0);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
181 retval(1) = Matrix (0, 0);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
182 retval(0) = DiagMatrix (nr, 0, 1.0);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
183 break;
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
184 case SVD::sigma_only: default:
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
185 retval(0) = Matrix (0, 1);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
186 break;
10154
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parents: 9758
diff changeset
187 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
188 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
189 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
190 else
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
191 {
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
192 if (isfloat)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
193 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
194 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
195 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9758
diff changeset
196 FloatMatrix tmp = arg.float_matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
197
10154
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John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
198 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
199 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
200 if (tmp.any_element_is_inf_or_nan ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
201 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
202 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
203 return retval;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
204 }
4478
7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe]
jwe
parents: 3548
diff changeset
205
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
206 FloatSVD result (tmp, type);
4478
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jwe
parents: 3548
diff changeset
207
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
208 FloatDiagMatrix sigma = result.singular_values ();
4478
7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe]
jwe
parents: 3548
diff changeset
209
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
210 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
211 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
212 retval(0) = sigma.diag ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
213 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
214 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
215 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
216 retval(2) = result.right_singular_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
217 retval(1) = sigma;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
218 retval(0) = result.left_singular_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
219 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
220 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
221 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
222 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
223 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
224 FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();
4478
7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe]
jwe
parents: 3548
diff changeset
225
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
226 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
227 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
228 if (ctmp.any_element_is_inf_or_nan ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
229 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
230 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
231 return retval;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
232 }
4478
7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe]
jwe
parents: 3548
diff changeset
233
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
234 FloatComplexSVD result (ctmp, type);
4478
7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe]
jwe
parents: 3548
diff changeset
235
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
236 FloatDiagMatrix sigma = result.singular_values ();
4478
7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe]
jwe
parents: 3548
diff changeset
237
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
238 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
239 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
240 retval(0) = sigma.diag ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
241 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
242 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
243 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
244 retval(2) = result.right_singular_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
245 retval(1) = sigma;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
246 retval(0) = result.left_singular_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
247 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
248 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
249 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
250 }
4478
7afd4bf05aa8 [project @ 2003-07-30 19:15:31 by jwe]
jwe
parents: 3548
diff changeset
251 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
252 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
253 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
254 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
255 Matrix tmp = arg.matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
256
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
257 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
258 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
259 if (tmp.any_element_is_inf_or_nan ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
260 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
261 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
262 return retval;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
263 }
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
264
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
265 SVD result (tmp, type);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
266
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
267 DiagMatrix sigma = result.singular_values ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
268
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
269 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
270 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
271 retval(0) = sigma.diag ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
272 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
273 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
274 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
275 retval(2) = result.right_singular_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
276 retval(1) = sigma;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
277 retval(0) = result.left_singular_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
278 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
279 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
280 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
281 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
282 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
283 ComplexMatrix ctmp = arg.complex_matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
284
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
285 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
286 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
287 if (ctmp.any_element_is_inf_or_nan ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
288 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
289 error ("svd: cannot take SVD of matrix containing Inf or NaN values");
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
290 return retval;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
291 }
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
292
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
293 ComplexSVD result (ctmp, type);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
294
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
295 DiagMatrix sigma = result.singular_values ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
296
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
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297 if (nargout == 0 || nargout == 1)
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298 {
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299 retval(0) = sigma.diag ();
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300 }
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diff changeset
301 else
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302 {
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303 retval(2) = result.right_singular_matrix ();
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304 retval(1) = sigma;
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305 retval(0) = result.left_singular_matrix ();
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306 }
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parents: 9758
diff changeset
307 }
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parents: 9758
diff changeset
308 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
309 else
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parents: 9758
diff changeset
310 {
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diff changeset
311 gripe_wrong_type_arg ("svd", arg);
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312 return retval;
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313 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9758
diff changeset
314 }
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315 }
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316
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
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317 return retval;
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318 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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319
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
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diff changeset
320 /*
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David Bateman <dbateman@free.fr>
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321
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David Bateman <dbateman@free.fr>
parents: 7789
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322 %!assert(svd ([1, 2; 2, 1]), [3; 1], sqrt (eps));
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parents: 7789
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323
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David Bateman <dbateman@free.fr>
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324 %!test
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325 %! [u, s, v] = svd ([1, 2; 2, 1]);
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David Bateman <dbateman@free.fr>
parents: 7789
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326 %! x = 1 / sqrt (2);
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David Bateman <dbateman@free.fr>
parents: 7789
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327 %! assert (u, [-x, -x; -x, x], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
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328 %! assert (s, [3, 0; 0, 1], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
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parents: 7789
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329 %! assert (v, [-x, x; -x, -x], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
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parents: 7789
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330
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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331 %!test
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parents: 7789
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332 %! a = [1, 2, 3; 4, 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
333 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
334 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
335
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff changeset
336 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
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337 %! a = [1, 2; 3, 4; 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
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338 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
339 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff changeset
340
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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341 %!test
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David Bateman <dbateman@free.fr>
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342 %! a = [1, 2, 3; 4, 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
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343 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
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344 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
345
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff changeset
346 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
347 %! a = [1, 2; 3, 4; 5, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
348 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
349 %! assert (u * s * v', a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
350
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
351 %!assert(svd (single([1, 2; 2, 1])), single([3; 1]), sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
352
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
353 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
354 %! [u, s, v] = svd (single([1, 2; 2, 1]));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
355 %! x = single (1 / sqrt (2));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
356 %! assert (u, [-x, -x; -x, x], sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
357 %! assert (s, single([3, 0; 0, 1]), sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
358 %! assert (v, [-x, x; -x, -x], sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
359
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
360 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
361 %! a = single([1, 2, 3; 4, 5, 6]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
362 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
363 %! assert (u * s * v', a, sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
364
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
365 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
366 %! a = single([1, 2; 3, 4; 5, 6]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
367 %! [u, s, v] = svd (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
368 %! assert (u * s * v', a, sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
369
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
370 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
371 %! a = single([1, 2, 3; 4, 5, 6]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
372 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
373 %! assert (u * s * v', a, sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
374
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
375 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
376 %! a = single([1, 2; 3, 4; 5, 6]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
377 %! [u, s, v] = svd (a, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
378 %! assert (u * s * v', a, sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
379
10185
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
380 %!test
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
381 %! a = zeros (0, 5);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
382 %! [u, s, v] = svd (a);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
383 %! assert (size (u), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
384 %! assert (size (s), [0, 5]);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
385 %! assert (size (v), [5, 5]);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
386
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
387 %!test
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
388 %! a = zeros (5, 0);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
389 %! [u, s, v] = svd (a, 1);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
390 %! assert (size (u), [5, 0]);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
391 %! assert (size (s), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
392 %! assert (size (v), [0, 0]);
455759a5fcbe fix norm and svd on empty matrices
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
393
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David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
394 %!error <Invalid call to svd.*> svd ();
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
395 %!error <Invalid call to svd.*> svd ([1, 2; 4, 5], 2, 3);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
396 %!error <Invalid call to svd.*> [u, v] = svd ([1, 2; 3, 4]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
397
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
398 */