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annotate liboctave/numeric/floatSVD.cc @ 18238:8f256148d82b

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maint: Periodic merge of gui-release to default.
author John W. Eaton <jwe@octave.org>
date Tue, 07 Jan 2014 16:07:54 -0500
parents 49a5a4be04a1
children 4197fc428c7d
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1 /*
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2
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3 Copyright (C) 1994-2013 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include <iostream>
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28
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29 #include "floatSVD.h"
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30 #include "f77-fcn.h"
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31 #include "oct-locbuf.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 (sgesvd, SGESVD) (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&,
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39 float*, const octave_idx_type&, float*,
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40 float*, const octave_idx_type&, float*,
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41 const octave_idx_type&, float*,
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42 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&,
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49 float*, const octave_idx_type&, float*,
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50 float*, const octave_idx_type&, float*,
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51 const octave_idx_type&, float*,
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52 const octave_idx_type&, octave_idx_type *,
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53 octave_idx_type&
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54 F77_CHAR_ARG_LEN_DECL);
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55 }
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56
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57 FloatMatrix
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58 FloatSVD::left_singular_matrix (void) const
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59 {
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60 if (type_computed == SVD::sigma_only)
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61 {
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62 (*current_liboctave_error_handler)
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63 ("FloatSVD: U not computed because type == SVD::sigma_only");
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64 return FloatMatrix ();
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65 }
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66 else
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67 return left_sm;
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68 }
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69
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70 FloatMatrix
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71 FloatSVD::right_singular_matrix (void) const
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72 {
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73 if (type_computed == SVD::sigma_only)
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74 {
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75 (*current_liboctave_error_handler)
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76 ("FloatSVD: V not computed because type == SVD::sigma_only");
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77 return FloatMatrix ();
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78 }
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79 else
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80 return right_sm;
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81 }
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82
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83 octave_idx_type
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84 FloatSVD::init (const FloatMatrix& a, SVD::type svd_type,
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85 SVD::driver svd_driver)
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86 {
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87 octave_idx_type info;
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88
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89 octave_idx_type m = a.rows ();
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90 octave_idx_type n = a.cols ();
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91
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92 FloatMatrix atmp = a;
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93 float *tmp_data = atmp.fortran_vec ();
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94
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95 octave_idx_type min_mn = m < n ? m : n;
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96
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97 char jobu = 'A';
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98 char jobv = 'A';
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99
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100 octave_idx_type ncol_u = m;
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101 octave_idx_type nrow_vt = n;
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102 octave_idx_type nrow_s = m;
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103 octave_idx_type ncol_s = n;
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104
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105 switch (svd_type)
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106 {
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107 case SVD::economy:
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108 jobu = jobv = 'S';
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109 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn;
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110 break;
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111
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112 case SVD::sigma_only:
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113
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114 // Note: for this case, both jobu and jobv should be 'N', but
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115 // there seems to be a bug in dgesvd from Lapack V2.0. To
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116 // demonstrate the bug, set both jobu and jobv to 'N' and find
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117 // the singular values of [eye(3), eye(3)]. The result is
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118 // [-sqrt(2), -sqrt(2), -sqrt(2)].
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119 //
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120 // For Lapack 3.0, this problem seems to be fixed.
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121
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122 jobu = jobv = 'N';
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123 ncol_u = nrow_vt = 1;
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124 break;
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125
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126 default:
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127 break;
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128 }
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129
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130 type_computed = svd_type;
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131
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132 if (! (jobu == 'N' || jobu == 'O'))
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133 left_sm.resize (m, ncol_u);
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134
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135 float *u = left_sm.fortran_vec ();
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136
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137 sigma.resize (nrow_s, ncol_s);
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138 float *s_vec = sigma.fortran_vec ();
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139
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140 if (! (jobv == 'N' || jobv == 'O'))
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141 right_sm.resize (nrow_vt, n);
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142
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143 float *vt = right_sm.fortran_vec ();
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144
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145 // Query SGESVD for the correct dimension of WORK.
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146
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147 octave_idx_type lwork = -1;
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148
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149 Array<float> work (dim_vector (1, 1));
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150
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151 octave_idx_type one = 1;
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152 octave_idx_type m1 = std::max (m, one);
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153 octave_idx_type nrow_vt1 = std::max (nrow_vt, one);
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154
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155 if (svd_driver == SVD::GESVD)
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156 {
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157 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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158 F77_CONST_CHAR_ARG2 (&jobv, 1),
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159 m, n, tmp_data, m1, s_vec, u, m1, vt,
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160 nrow_vt1, work.fortran_vec (), lwork, info
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161 F77_CHAR_ARG_LEN (1)
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162 F77_CHAR_ARG_LEN (1)));
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163
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164 lwork = static_cast<octave_idx_type> (work(0));
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165 work.resize (dim_vector (lwork, 1));
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166
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167 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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168 F77_CONST_CHAR_ARG2 (&jobv, 1),
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169 m, n, tmp_data, m1, s_vec, u, m1, vt,
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170 nrow_vt1, work.fortran_vec (), lwork, info
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171 F77_CHAR_ARG_LEN (1)
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172 F77_CHAR_ARG_LEN (1)));
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173
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174 }
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175 else if (svd_driver == SVD::GESDD)
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176 {
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177 assert (jobu == jobv);
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178 char jobz = jobu;
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179 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn);
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180
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181 F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
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182 m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1,
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183 work.fortran_vec (), lwork, iwork, info
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184 F77_CHAR_ARG_LEN (1)));
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185
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186 lwork = static_cast<octave_idx_type> (work(0));
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187 work.resize (dim_vector (lwork, 1));
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188
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189 F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
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190 m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1,
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191 work.fortran_vec (), lwork, iwork, info
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192 F77_CHAR_ARG_LEN (1)));
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193
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194 }
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195 else
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196 assert (0); // impossible
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197
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198 if (! (jobv == 'N' || jobv == 'O'))
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199 right_sm = right_sm.transpose ();
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200
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201 return info;
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202 }
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203
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204 std::ostream&
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205 operator << (std::ostream& os, const FloatSVD& a)
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206 {
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207 os << a.left_singular_matrix () << "\n";
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208 os << a.singular_values () << "\n";
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209 os << a.right_singular_matrix () << "\n";
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210
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211 return os;
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212 }