Mercurial > hg > octave-nkf
annotate liboctave/dbleSVD.cc @ 11513:a2289858dcb2
more warning flags for GCC if configured with --enable-extra-warning-flags (on by default)
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Thu, 13 Jan 2011 07:49:46 -0500 |
| parents | 8a5e980da6aa |
| children | fd0a3ac60b0e |
| rev | line source |
|---|---|
| 457 | 1 /* |
| 2 | |
| 7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 1999, 2000, 2002, 2003, 2004, |
| 8920 | 4 2005, 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 | |
| 3503 | 28 #include <iostream> |
| 1631 | 29 |
| 457 | 30 #include "dbleSVD.h" |
| 1847 | 31 #include "f77-fcn.h" |
| 10601 | 32 #include "oct-locbuf.h" |
| 457 | 33 |
| 34 extern "C" | |
| 35 { | |
| 4552 | 36 F77_RET_T |
| 37 F77_FUNC (dgesvd, DGESVD) (F77_CONST_CHAR_ARG_DECL, | |
|
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38 F77_CONST_CHAR_ARG_DECL, |
| 11495 | 39 const octave_idx_type&, const octave_idx_type&, |
| 40 double*, const octave_idx_type&, double*, | |
| 41 double*, const octave_idx_type&, double*, | |
| 42 const octave_idx_type&, double*, | |
| 43 const octave_idx_type&, octave_idx_type& | |
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44 F77_CHAR_ARG_LEN_DECL |
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45 F77_CHAR_ARG_LEN_DECL); |
| 10601 | 46 |
| 47 F77_RET_T | |
| 48 F77_FUNC (dgesdd, DGESDD) (F77_CONST_CHAR_ARG_DECL, | |
| 11495 | 49 const octave_idx_type&, const octave_idx_type&, |
| 50 double*, const octave_idx_type&, double*, | |
| 51 double*, const octave_idx_type&, double*, | |
| 52 const octave_idx_type&, double*, | |
| 53 const octave_idx_type&, octave_idx_type *, | |
| 54 octave_idx_type& | |
| 10601 | 55 F77_CHAR_ARG_LEN_DECL); |
| 457 | 56 } |
| 57 | |
| 1543 | 58 Matrix |
| 1545 | 59 SVD::left_singular_matrix (void) const |
| 1543 | 60 { |
| 1544 | 61 if (type_computed == SVD::sigma_only) |
| 1543 | 62 { |
| 63 (*current_liboctave_error_handler) | |
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64 ("SVD: U not computed because type == SVD::sigma_only"); |
| 1543 | 65 return Matrix (); |
| 66 } | |
| 67 else | |
| 68 return left_sm; | |
| 69 } | |
| 70 | |
| 71 Matrix | |
| 1545 | 72 SVD::right_singular_matrix (void) const |
| 1543 | 73 { |
| 1544 | 74 if (type_computed == SVD::sigma_only) |
| 1543 | 75 { |
| 76 (*current_liboctave_error_handler) | |
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77 ("SVD: V not computed because type == SVD::sigma_only"); |
| 1543 | 78 return Matrix (); |
| 79 } | |
| 80 else | |
| 81 return right_sm; | |
| 82 } | |
| 83 | |
| 5275 | 84 octave_idx_type |
| 10601 | 85 SVD::init (const Matrix& a, SVD::type svd_type, SVD::driver svd_driver) |
| 457 | 86 { |
| 5275 | 87 octave_idx_type info; |
| 457 | 88 |
| 5275 | 89 octave_idx_type m = a.rows (); |
| 90 octave_idx_type n = a.cols (); | |
| 457 | 91 |
| 1930 | 92 Matrix atmp = a; |
| 93 double *tmp_data = atmp.fortran_vec (); | |
| 457 | 94 |
| 5275 | 95 octave_idx_type min_mn = m < n ? m : n; |
| 457 | 96 |
| 1930 | 97 char jobu = 'A'; |
| 98 char jobv = 'A'; | |
| 537 | 99 |
| 5275 | 100 octave_idx_type ncol_u = m; |
| 101 octave_idx_type nrow_vt = n; | |
| 102 octave_idx_type nrow_s = m; | |
| 103 octave_idx_type ncol_s = n; | |
| 537 | 104 |
| 1543 | 105 switch (svd_type) |
| 537 | 106 { |
| 1543 | 107 case SVD::economy: |
| 1930 | 108 jobu = jobv = 'S'; |
| 537 | 109 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; |
| 1543 | 110 break; |
| 111 | |
| 112 case SVD::sigma_only: | |
| 2621 | 113 |
| 114 // Note: for this case, both jobu and jobv should be 'N', but | |
| 115 // there seems to be a bug in dgesvd from Lapack V2.0. To | |
| 116 // demonstrate the bug, set both jobu and jobv to 'N' and find | |
| 117 // the singular values of [eye(3), eye(3)]. The result is | |
| 118 // [-sqrt(2), -sqrt(2), -sqrt(2)]. | |
| 3335 | 119 // |
| 120 // For Lapack 3.0, this problem seems to be fixed. | |
| 2621 | 121 |
| 3335 | 122 jobu = 'N'; |
| 2621 | 123 jobv = 'N'; |
| 1545 | 124 ncol_u = nrow_vt = 1; |
| 1543 | 125 break; |
| 126 | |
| 127 default: | |
| 128 break; | |
| 537 | 129 } |
| 130 | |
| 1544 | 131 type_computed = svd_type; |
| 132 | |
| 2621 | 133 if (! (jobu == 'N' || jobu == 'O')) |
| 1931 | 134 left_sm.resize (m, ncol_u); |
| 1930 | 135 |
| 136 double *u = left_sm.fortran_vec (); | |
| 137 | |
| 138 sigma.resize (nrow_s, ncol_s); | |
| 139 double *s_vec = sigma.fortran_vec (); | |
| 140 | |
| 2621 | 141 if (! (jobv == 'N' || jobv == 'O')) |
| 1930 | 142 right_sm.resize (nrow_vt, n); |
| 143 | |
| 144 double *vt = right_sm.fortran_vec (); | |
| 457 | 145 |
| 3336 | 146 // Ask DGESVD what the dimension of WORK should be. |
| 1930 | 147 |
| 5275 | 148 octave_idx_type lwork = -1; |
| 3336 | 149 |
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150 Array<double> work (1, 1); |
| 457 | 151 |
| 10258 | 152 octave_idx_type one = 1; |
| 153 octave_idx_type m1 = std::max (m, one), nrow_vt1 = std::max (nrow_vt, one); | |
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154 |
| 10601 | 155 if (svd_driver == SVD::GESVD) |
| 156 { | |
| 157 F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), | |
| 158 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 159 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 160 nrow_vt1, work.fortran_vec (), lwork, info | |
| 161 F77_CHAR_ARG_LEN (1) | |
| 162 F77_CHAR_ARG_LEN (1))); | |
| 163 | |
| 164 lwork = static_cast<octave_idx_type> (work(0)); | |
| 165 work.resize (lwork, 1); | |
| 166 | |
| 167 F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), | |
| 168 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 169 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 170 nrow_vt1, work.fortran_vec (), lwork, info | |
| 171 F77_CHAR_ARG_LEN (1) | |
| 172 F77_CHAR_ARG_LEN (1))); | |
| 1543 | 173 |
| 10601 | 174 } |
| 175 else if (svd_driver == SVD::GESDD) | |
| 176 { | |
| 177 assert (jobu == jobv); | |
| 178 char jobz = jobu; | |
| 179 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); | |
| 180 | |
| 181 F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
| 182 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 183 nrow_vt1, work.fortran_vec (), lwork, iwork, info | |
| 184 F77_CHAR_ARG_LEN (1))); | |
| 3336 | 185 |
| 10601 | 186 lwork = static_cast<octave_idx_type> (work(0)); |
| 187 work.resize (lwork, 1); | |
| 188 | |
| 189 F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
| 190 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 191 nrow_vt1, work.fortran_vec (), lwork, iwork, info | |
| 192 F77_CHAR_ARG_LEN (1))); | |
| 193 | |
| 194 } | |
| 195 else | |
| 196 assert (0); // impossible | |
| 3336 | 197 |
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198 if (! (jobv == 'N' || jobv == 'O')) |
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199 right_sm = right_sm.transpose (); |
| 457 | 200 |
| 201 return info; | |
| 202 } | |
| 203 | |
| 3504 | 204 std::ostream& |
| 205 operator << (std::ostream& os, const SVD& a) | |
| 457 | 206 { |
| 207 os << a.left_singular_matrix () << "\n"; | |
| 208 os << a.singular_values () << "\n"; | |
| 209 os << a.right_singular_matrix () << "\n"; | |
| 210 | |
| 211 return os; | |
| 212 } |