Mercurial > hg > octave-nkf
annotate liboctave/CmplxSVD.cc @ 10431:5dd7a7bf4950
simplify sparse->full conversions in liboctave
| author | Jaroslav Hajek <highegg@gmail.com> |
|---|---|
| date | Mon, 22 Mar 2010 12:05:33 +0100 |
| parents | 12884915a8e4 |
| children | 3ce0c530a9c9 |
| rev | line source |
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| 457 | 1 /* |
| 2 | |
| 7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 1999, 2002, 2003, 2004, 2005, |
| 8920 | 4 2007, 2008 John W. Eaton |
| 457 | 5 |
| 6 This file is part of Octave. | |
| 7 | |
| 8 Octave is free software; you can redistribute it and/or modify it | |
| 9 under the terms of the GNU General Public License as published by the | |
| 7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
| 11 option) any later version. | |
| 457 | 12 |
| 13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 16 for more details. | |
| 17 | |
| 18 You should have received a copy of the GNU General Public License | |
| 7016 | 19 along with Octave; see the file COPYING. If not, see |
| 20 <http://www.gnu.org/licenses/>. | |
| 457 | 21 |
| 22 */ | |
| 23 | |
| 24 #ifdef HAVE_CONFIG_H | |
| 1192 | 25 #include <config.h> |
| 457 | 26 #endif |
| 27 | |
| 28 #include "CmplxSVD.h" | |
| 1847 | 29 #include "f77-fcn.h" |
| 1543 | 30 #include "lo-error.h" |
| 457 | 31 |
| 32 extern "C" | |
| 33 { | |
| 4552 | 34 F77_RET_T |
| 35 F77_FUNC (zgesvd, ZGESVD) (F77_CONST_CHAR_ARG_DECL, | |
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36 F77_CONST_CHAR_ARG_DECL, |
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37 const octave_idx_type&, const octave_idx_type&, Complex*, |
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38 const octave_idx_type&, double*, Complex*, const octave_idx_type&, |
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39 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, |
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40 double*, octave_idx_type& |
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41 F77_CHAR_ARG_LEN_DECL |
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42 F77_CHAR_ARG_LEN_DECL); |
| 457 | 43 } |
| 44 | |
| 1543 | 45 ComplexMatrix |
| 46 ComplexSVD::left_singular_matrix (void) const | |
| 47 { | |
| 1544 | 48 if (type_computed == SVD::sigma_only) |
| 1543 | 49 { |
| 50 (*current_liboctave_error_handler) | |
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51 ("ComplexSVD: U not computed because type == SVD::sigma_only"); |
| 1543 | 52 return ComplexMatrix (); |
| 53 } | |
| 54 else | |
| 55 return left_sm; | |
| 56 } | |
| 57 | |
| 58 ComplexMatrix | |
| 59 ComplexSVD::right_singular_matrix (void) const | |
| 60 { | |
| 1544 | 61 if (type_computed == SVD::sigma_only) |
| 1543 | 62 { |
| 63 (*current_liboctave_error_handler) | |
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64 ("ComplexSVD: V not computed because type == SVD::sigma_only"); |
| 1543 | 65 return ComplexMatrix (); |
| 66 } | |
| 67 else | |
| 68 return right_sm; | |
| 69 } | |
| 70 | |
| 5275 | 71 octave_idx_type |
| 537 | 72 ComplexSVD::init (const ComplexMatrix& a, SVD::type svd_type) |
| 457 | 73 { |
| 5275 | 74 octave_idx_type info; |
| 457 | 75 |
| 5275 | 76 octave_idx_type m = a.rows (); |
| 77 octave_idx_type n = a.cols (); | |
| 457 | 78 |
| 1946 | 79 ComplexMatrix atmp = a; |
| 80 Complex *tmp_data = atmp.fortran_vec (); | |
| 457 | 81 |
| 5275 | 82 octave_idx_type min_mn = m < n ? m : n; |
| 83 octave_idx_type max_mn = m > n ? m : n; | |
| 457 | 84 |
| 1930 | 85 char jobu = 'A'; |
| 86 char jobv = 'A'; | |
| 537 | 87 |
| 5275 | 88 octave_idx_type ncol_u = m; |
| 89 octave_idx_type nrow_vt = n; | |
| 90 octave_idx_type nrow_s = m; | |
| 91 octave_idx_type ncol_s = n; | |
| 537 | 92 |
| 1543 | 93 switch (svd_type) |
| 537 | 94 { |
| 1543 | 95 case SVD::economy: |
| 1930 | 96 jobu = jobv = 'S'; |
| 537 | 97 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; |
| 1543 | 98 break; |
| 99 | |
| 100 case SVD::sigma_only: | |
| 2621 | 101 |
| 102 // Note: for this case, both jobu and jobv should be 'N', but | |
| 103 // there seems to be a bug in dgesvd from Lapack V2.0. To | |
| 104 // demonstrate the bug, set both jobu and jobv to 'N' and find | |
| 105 // the singular values of [eye(3), eye(3)]. The result is | |
| 106 // [-sqrt(2), -sqrt(2), -sqrt(2)]. | |
| 3335 | 107 // |
| 108 // For Lapack 3.0, this problem seems to be fixed. | |
| 2621 | 109 |
| 3335 | 110 jobu = 'N'; |
| 2621 | 111 jobv = 'N'; |
| 1545 | 112 ncol_u = nrow_vt = 1; |
| 1543 | 113 break; |
| 114 | |
| 115 default: | |
| 116 break; | |
| 537 | 117 } |
| 118 | |
| 1544 | 119 type_computed = svd_type; |
| 120 | |
| 2621 | 121 if (! (jobu == 'N' || jobu == 'O')) |
| 1930 | 122 left_sm.resize (m, ncol_u); |
| 123 | |
| 124 Complex *u = left_sm.fortran_vec (); | |
| 125 | |
| 126 sigma.resize (nrow_s, ncol_s); | |
| 127 double *s_vec = sigma.fortran_vec (); | |
| 128 | |
| 2621 | 129 if (! (jobv == 'N' || jobv == 'O')) |
| 1930 | 130 right_sm.resize (nrow_vt, n); |
| 131 | |
| 132 Complex *vt = right_sm.fortran_vec (); | |
| 457 | 133 |
| 5275 | 134 octave_idx_type lrwork = 5*max_mn; |
| 1930 | 135 |
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136 Array<double> rwork (lrwork, 1); |
| 3336 | 137 |
| 138 // Ask ZGESVD what the dimension of WORK should be. | |
| 139 | |
| 5275 | 140 octave_idx_type lwork = -1; |
| 457 | 141 |
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142 Array<Complex> work (1, 1); |
| 3336 | 143 |
| 10258 | 144 octave_idx_type one = 1; |
| 145 octave_idx_type m1 = std::max (m, one), nrow_vt1 = std::max (nrow_vt, one); | |
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146 |
| 4552 | 147 F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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148 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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149 m, n, tmp_data, m1, s_vec, u, m1, vt, |
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150 nrow_vt1, work.fortran_vec (), lwork, |
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151 rwork.fortran_vec (), info |
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152 F77_CHAR_ARG_LEN (1) |
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153 F77_CHAR_ARG_LEN (1))); |
| 1543 | 154 |
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155 lwork = static_cast<octave_idx_type> (work(0).real ()); |
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156 work.resize (lwork, 1); |
| 3336 | 157 |
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158 F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
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159 F77_CONST_CHAR_ARG2 (&jobv, 1), |
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160 m, n, tmp_data, m1, s_vec, u, m1, vt, |
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161 nrow_vt1, work.fortran_vec (), lwork, |
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162 rwork.fortran_vec (), info |
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163 F77_CHAR_ARG_LEN (1) |
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164 F77_CHAR_ARG_LEN (1))); |
| 3336 | 165 |
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166 if (! (jobv == 'N' || jobv == 'O')) |
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167 right_sm = right_sm.hermitian (); |
| 457 | 168 |
| 169 return info; | |
| 170 } |