Mercurial > hg > octave-lyh
view liboctave/dbleSVD.cc @ 943:4fc1ae8c24dc
[project @ 1994-11-21 19:05:31 by jwe]
author | jwe |
---|---|
date | Mon, 21 Nov 1994 19:05:31 +0000 |
parents | 714fd17fca28 |
children | 18933dbd5e43 |
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// -*- 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 #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, SVD::type svd_type) { int info; int m = a.rows (); int n = a.cols (); double *tmp_data = dup (a.data (), a.length ()); int min_mn = m < n ? m : n; int max_mn = m > n ? m : n; char jobu = 'A'; char jobv = 'A'; int ncol_u = m; int nrow_vt = n; int nrow_s = m; int ncol_s = n; if (svd_type == SVD::economy) { jobu = jobv = 'S'; ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; } double *u = new double[m * ncol_u]; double *s_vec = new double[min_mn]; double *vt = new double[nrow_vt * 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, &nrow_vt, work, &lwork, &info, 1L, 1L); left_sm = Matrix (u, m, ncol_u); sigma = DiagMatrix (s_vec, nrow_s, ncol_s); Matrix vt_m (vt, nrow_vt, n); right_sm = 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: *** */