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annotate liboctave/floatSVD.cc @ 10396:a0b51ac0f88a

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optimize accumdim with summation
author Jaroslav Hajek <highegg@gmail.com>
date Fri, 05 Mar 2010 12:31:30 +0100
parents 12884915a8e4
children 3ce0c530a9c9
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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, 2008 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 "floatSVD.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 (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&, float*,
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39 const octave_idx_type&, float*, float*,
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40 const octave_idx_type&, float*, const octave_idx_type&,
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41 float*, 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 FloatMatrix
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47 FloatSVD::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 ("FloatSVD: U not computed because type == SVD::sigma_only");
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53 return FloatMatrix ();
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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 FloatMatrix
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60 FloatSVD::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 ("FloatSVD: V not computed because type == SVD::sigma_only");
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66 return FloatMatrix ();
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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 FloatSVD::init (const FloatMatrix& 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 FloatMatrix atmp = a;
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81 float *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 float *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 float *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 float *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<float> work (1, 1);
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139
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140 octave_idx_type one = 1;
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141 octave_idx_type m1 = std::max (m, one), nrow_vt1 = std::max (nrow_vt, one);
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142
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143 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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144 F77_CONST_CHAR_ARG2 (&jobv, 1),
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145 m, n, tmp_data, m1, s_vec, u, m1, vt,
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146 nrow_vt1, work.fortran_vec (), lwork, info
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147 F77_CHAR_ARG_LEN (1)
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148 F77_CHAR_ARG_LEN (1)));
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149
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150 lwork = static_cast<octave_idx_type> (work(0));
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151 work.resize (lwork, 1);
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152
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153 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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154 F77_CONST_CHAR_ARG2 (&jobv, 1),
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155 m, n, tmp_data, m1, s_vec, u, m1, vt,
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156 nrow_vt1, work.fortran_vec (), lwork, info
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157 F77_CHAR_ARG_LEN (1)
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158 F77_CHAR_ARG_LEN (1)));
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159
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160 if (! (jobv == 'N' || jobv == 'O'))
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161 right_sm = right_sm.transpose ();
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162
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163 return info;
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164 }
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165
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166 std::ostream&
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167 operator << (std::ostream& os, const FloatSVD& a)
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168 {
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169 os << a.left_singular_matrix () << "\n";
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170 os << a.singular_values () << "\n";
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171 os << a.right_singular_matrix () << "\n";
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172
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173 return os;
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174 }