Mercurial > hg > octave-lyh
diff liboctave/dbleSVD.cc @ 457:3d4b4f0fa5ba
[project @ 1994-06-06 00:33:33 by jwe]
Initial revision
author | jwe |
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date | Mon, 06 Jun 1994 00:33:51 +0000 |
parents | |
children | 4ecbfd3c3710 |
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new file mode 100644 --- /dev/null +++ b/liboctave/dbleSVD.cc @@ -0,0 +1,98 @@ +// -*- C++ -*- +/* + +Copyright (C) 1992, 1993, 1994 John W. Eaton + +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 2, 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, write to the Free +Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. + +*/ + +#ifdef HAVE_CONFIG_H +#include "config.h" +#endif + +#if defined (__GNUG__) +#pragma implementation +#endif + +#include "dbleSVD.h" +#include "mx-inlines.cc" +#include "f77-uscore.h" + +extern "C" +{ + int F77_FCN (dgesvd) (const char*, const char*, const int*, + const int*, double*, const int*, double*, + double*, const int*, double*, const int*, + double*, const int*, int*, long, long); +} + +int +SVD::init (const Matrix& a) +{ + int info; + + int m = a.rows (); + int n = a.cols (); + + char jobu = 'A'; + char jobv = 'A'; + + double *tmp_data = dup (a.data (), a.length ()); + + int min_mn = m < n ? m : n; + int max_mn = m > n ? m : n; + + double *u = new double[m*m]; + double *s_vec = new double[min_mn]; + double *vt = new double[n*n]; + + int tmp1 = 3*min_mn + max_mn; + int tmp2 = 5*min_mn - 4; + int lwork = tmp1 > tmp2 ? tmp1 : tmp2; + double *work = new double[lwork]; + + F77_FCN (dgesvd) (&jobu, &jobv, &m, &n, tmp_data, &m, s_vec, u, &m, + vt, &n, work, &lwork, &info, 1L, 1L); + + left_sm = Matrix (u, m, m); + sigma = DiagMatrix (s_vec, m, n); + Matrix vt_m (vt, n, n); + right_sm = Matrix (vt_m.transpose ()); + + delete [] tmp_data; + delete [] work; + + return info; +} + +ostream& +operator << (ostream& os, const SVD& a) +{ + os << a.left_singular_matrix () << "\n"; + os << a.singular_values () << "\n"; + os << a.right_singular_matrix () << "\n"; + + return os; +} + +/* +;;; Local Variables: *** +;;; mode: C++ *** +;;; page-delimiter: "^/\\*" *** +;;; End: *** +*/