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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 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 "dbleSVD.h" |
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31 #include "f77-fcn.h" |
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32 |
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33 extern "C" |
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34 { |
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35 F77_RET_T |
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36 F77_FUNC (dgesvd, DGESVD) (F77_CONST_CHAR_ARG_DECL, |
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37 F77_CONST_CHAR_ARG_DECL, |
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38 const octave_idx_type&, const octave_idx_type&, double*, |
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39 const octave_idx_type&, double*, double*, |
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40 const octave_idx_type&, double*, const octave_idx_type&, |
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41 double*, const octave_idx_type&, octave_idx_type& |
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42 F77_CHAR_ARG_LEN_DECL |
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43 F77_CHAR_ARG_LEN_DECL); |
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44 } |
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45 |
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46 Matrix |
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47 SVD::left_singular_matrix (void) const |
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48 { |
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49 if (type_computed == SVD::sigma_only) |
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50 { |
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51 (*current_liboctave_error_handler) |
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52 ("ComplexSVD: U not computed because type == SVD::sigma_only"); |
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53 return Matrix (); |
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54 } |
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55 else |
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56 return left_sm; |
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57 } |
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58 |
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59 Matrix |
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60 SVD::right_singular_matrix (void) const |
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61 { |
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62 if (type_computed == SVD::sigma_only) |
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63 { |
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64 (*current_liboctave_error_handler) |
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65 ("ComplexSVD: V not computed because type == SVD::sigma_only"); |
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66 return Matrix (); |
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67 } |
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68 else |
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69 return right_sm; |
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70 } |
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71 |
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72 octave_idx_type |
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73 SVD::init (const Matrix& a, SVD::type svd_type) |
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74 { |
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75 octave_idx_type info; |
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76 |
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77 octave_idx_type m = a.rows (); |
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78 octave_idx_type n = a.cols (); |
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79 |
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80 Matrix atmp = a; |
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81 double *tmp_data = atmp.fortran_vec (); |
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82 |
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83 octave_idx_type min_mn = m < n ? m : n; |
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84 |
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85 char jobu = 'A'; |
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86 char jobv = 'A'; |
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87 |
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88 octave_idx_type ncol_u = m; |
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89 octave_idx_type nrow_vt = n; |
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90 octave_idx_type nrow_s = m; |
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91 octave_idx_type ncol_s = n; |
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92 |
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93 switch (svd_type) |
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94 { |
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95 case SVD::economy: |
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96 jobu = jobv = 'S'; |
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97 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; |
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98 break; |
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99 |
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100 case SVD::sigma_only: |
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101 |
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102 // Note: for this case, both jobu and jobv should be 'N', but |
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103 // there seems to be a bug in dgesvd from Lapack V2.0. To |
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104 // demonstrate the bug, set both jobu and jobv to 'N' and find |
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105 // the singular values of [eye(3), eye(3)]. The result is |
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106 // [-sqrt(2), -sqrt(2), -sqrt(2)]. |
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107 // |
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108 // For Lapack 3.0, this problem seems to be fixed. |
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109 |
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110 jobu = 'N'; |
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111 jobv = 'N'; |
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112 ncol_u = nrow_vt = 1; |
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113 break; |
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114 |
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115 default: |
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116 break; |
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117 } |
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118 |
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119 type_computed = svd_type; |
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120 |
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121 if (! (jobu == 'N' || jobu == 'O')) |
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122 left_sm.resize (m, ncol_u); |
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123 |
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124 double *u = left_sm.fortran_vec (); |
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125 |
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126 sigma.resize (nrow_s, ncol_s); |
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127 double *s_vec = sigma.fortran_vec (); |
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128 |
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129 if (! (jobv == 'N' || jobv == 'O')) |
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130 right_sm.resize (nrow_vt, n); |
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131 |
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132 double *vt = right_sm.fortran_vec (); |
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133 |
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134 // Ask DGESVD what the dimension of WORK should be. |
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135 |
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136 octave_idx_type lwork = -1; |
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137 |
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138 Array<double> work (1); |
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139 |
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140 F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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141 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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142 m, n, tmp_data, m, s_vec, u, m, vt, |
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143 nrow_vt, work.fortran_vec (), lwork, info |
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144 F77_CHAR_ARG_LEN (1) |
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145 F77_CHAR_ARG_LEN (1))); |
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146 |
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147 if (f77_exception_encountered) |
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148 (*current_liboctave_error_handler) ("unrecoverable error in dgesvd"); |
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149 else |
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150 { |
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151 lwork = static_cast<octave_idx_type> (work(0)); |
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152 work.resize (lwork); |
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153 |
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154 F77_XFCN (dgesvd, DGESVD, (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, m, s_vec, u, m, vt, |
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157 nrow_vt, 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 if (f77_exception_encountered) |
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162 (*current_liboctave_error_handler) ("unrecoverable error in dgesvd"); |
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163 else |
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164 { |
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165 if (! (jobv == 'N' || jobv == 'O')) |
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166 right_sm = right_sm.transpose (); |
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167 } |
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168 } |
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169 |
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170 return info; |
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171 } |
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172 |
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173 std::ostream& |
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174 operator << (std::ostream& os, const SVD& a) |
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175 { |
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176 os << a.left_singular_matrix () << "\n"; |
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177 os << a.singular_values () << "\n"; |
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178 os << a.right_singular_matrix () << "\n"; |
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179 |
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180 return os; |
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181 } |
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182 |
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183 /* |
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184 ;;; Local Variables: *** |
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185 ;;; mode: C++ *** |
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186 ;;; End: *** |
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187 */ |
