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annotate liboctave/floatSVD.cc @ 11449:93b8c7ca211f

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isa.m: Add tests against logical types
author Rik <octave@nomad.inbox5.com>
date Wed, 05 Jan 2011 21:21:37 -0800
parents 3ce0c530a9c9
children 8a5e980da6aa
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 1999, 2000, 2002, 2003, 2004,
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4 2005, 2007, 2008 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 <iostream>
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29
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30 #include "floatSVD.h"
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31 #include "f77-fcn.h"
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32 #include "oct-locbuf.h"
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33
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34 extern "C"
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35 {
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36 F77_RET_T
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37 F77_FUNC (sgesvd, SGESVD) (F77_CONST_CHAR_ARG_DECL,
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38 F77_CONST_CHAR_ARG_DECL,
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39 const octave_idx_type&, const octave_idx_type&, float*,
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40 const octave_idx_type&, float*, float*,
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41 const octave_idx_type&, float*, const octave_idx_type&,
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42 float*, const octave_idx_type&, octave_idx_type&
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43 F77_CHAR_ARG_LEN_DECL
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44 F77_CHAR_ARG_LEN_DECL);
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45
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46 F77_RET_T
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47 F77_FUNC (sgesdd, SGESDD) (F77_CONST_CHAR_ARG_DECL,
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48 const octave_idx_type&, const octave_idx_type&, float*,
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49 const octave_idx_type&, float*, float*,
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50 const octave_idx_type&, float*, const octave_idx_type&,
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51 float*, const octave_idx_type&, octave_idx_type *, octave_idx_type&
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52 F77_CHAR_ARG_LEN_DECL);
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53 }
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54
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55 FloatMatrix
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56 FloatSVD::left_singular_matrix (void) const
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57 {
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58 if (type_computed == SVD::sigma_only)
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59 {
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60 (*current_liboctave_error_handler)
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61 ("FloatSVD: U not computed because type == SVD::sigma_only");
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62 return FloatMatrix ();
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63 }
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64 else
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65 return left_sm;
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66 }
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67
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68 FloatMatrix
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69 FloatSVD::right_singular_matrix (void) const
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70 {
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71 if (type_computed == SVD::sigma_only)
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72 {
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73 (*current_liboctave_error_handler)
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74 ("FloatSVD: V not computed because type == SVD::sigma_only");
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75 return FloatMatrix ();
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76 }
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77 else
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78 return right_sm;
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79 }
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80
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81 octave_idx_type
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82 FloatSVD::init (const FloatMatrix& a, SVD::type svd_type, SVD::driver svd_driver)
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83 {
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84 octave_idx_type info;
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85
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86 octave_idx_type m = a.rows ();
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87 octave_idx_type n = a.cols ();
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88
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89 FloatMatrix atmp = a;
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90 float *tmp_data = atmp.fortran_vec ();
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91
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92 octave_idx_type min_mn = m < n ? m : n;
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93
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94 char jobu = 'A';
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95 char jobv = 'A';
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96
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97 octave_idx_type ncol_u = m;
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98 octave_idx_type nrow_vt = n;
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99 octave_idx_type nrow_s = m;
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100 octave_idx_type ncol_s = n;
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101
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102 switch (svd_type)
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103 {
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104 case SVD::economy:
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105 jobu = jobv = 'S';
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106 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn;
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107 break;
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108
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109 case SVD::sigma_only:
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110
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111 // Note: for this case, both jobu and jobv should be 'N', but
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112 // there seems to be a bug in dgesvd from Lapack V2.0. To
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113 // demonstrate the bug, set both jobu and jobv to 'N' and find
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114 // the singular values of [eye(3), eye(3)]. The result is
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115 // [-sqrt(2), -sqrt(2), -sqrt(2)].
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116 //
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117 // For Lapack 3.0, this problem seems to be fixed.
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118
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119 jobu = 'N';
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120 jobv = 'N';
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121 ncol_u = nrow_vt = 1;
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122 break;
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123
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124 default:
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125 break;
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126 }
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127
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128 type_computed = svd_type;
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129
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130 if (! (jobu == 'N' || jobu == 'O'))
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131 left_sm.resize (m, ncol_u);
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132
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133 float *u = left_sm.fortran_vec ();
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134
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135 sigma.resize (nrow_s, ncol_s);
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136 float *s_vec = sigma.fortran_vec ();
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137
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138 if (! (jobv == 'N' || jobv == 'O'))
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139 right_sm.resize (nrow_vt, n);
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140
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141 float *vt = right_sm.fortran_vec ();
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142
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143 // Ask DGESVD what the dimension of WORK should be.
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144
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145 octave_idx_type lwork = -1;
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146
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147 Array<float> work (1, 1);
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148
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149 octave_idx_type one = 1;
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150 octave_idx_type m1 = std::max (m, one), nrow_vt1 = std::max (nrow_vt, one);
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151
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152 if (svd_driver == SVD::GESVD)
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153 {
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154 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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155 F77_CONST_CHAR_ARG2 (&jobv, 1),
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156 m, n, tmp_data, m1, s_vec, u, m1, vt,
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157 nrow_vt1, work.fortran_vec (), lwork, info
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158 F77_CHAR_ARG_LEN (1)
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159 F77_CHAR_ARG_LEN (1)));
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160
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161 lwork = static_cast<octave_idx_type> (work(0));
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162 work.resize (lwork, 1);
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163
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164 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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165 F77_CONST_CHAR_ARG2 (&jobv, 1),
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166 m, n, tmp_data, m1, s_vec, u, m1, vt,
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167 nrow_vt1, work.fortran_vec (), lwork, info
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168 F77_CHAR_ARG_LEN (1)
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169 F77_CHAR_ARG_LEN (1)));
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170
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171 }
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172 else if (svd_driver == SVD::GESDD)
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173 {
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174 assert (jobu == jobv);
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175 char jobz = jobu;
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176 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn);
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177
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178 F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
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179 m, n, tmp_data, m1, s_vec, u, m1, vt,
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180 nrow_vt1, work.fortran_vec (), lwork, iwork, info
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181 F77_CHAR_ARG_LEN (1)));
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182
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183 lwork = static_cast<octave_idx_type> (work(0));
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184 work.resize (lwork, 1);
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185
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186 F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
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187 m, n, tmp_data, m1, s_vec, u, m1, vt,
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188 nrow_vt1, work.fortran_vec (), lwork, iwork, info
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189 F77_CHAR_ARG_LEN (1)));
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190
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191 }
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192 else
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193 assert (0); // impossible
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194
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195 if (! (jobv == 'N' || jobv == 'O'))
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196 right_sm = right_sm.transpose ();
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197
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198 return info;
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199 }
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200
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201 std::ostream&
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202 operator << (std::ostream& os, const FloatSVD& a)
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203 {
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204 os << a.left_singular_matrix () << "\n";
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205 os << a.singular_values () << "\n";
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206 os << a.right_singular_matrix () << "\n";
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207
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208 return os;
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209 }