Mercurial > hg > octave-nkf
annotate liboctave/numeric/CmplxSVD.cc @ 19183:a66548dc07b0 stable release-3-8-2
Version 3.8.2 released.
* configure.ac (OCTAVE_VERSION): Now 3.8.2.
(OCTAVE_MINOR_VERSION): Now 2.
(OCTAVE_RELEASE_DATE): Set to 2014-06-06.
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Thu, 07 Aug 2014 11:41:28 -0400 |
| parents | 49a5a4be04a1 |
| children | 4197fc428c7d |
| rev | line source |
|---|---|
| 457 | 1 /* |
| 2 | |
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3 Copyright (C) 1994-2013 John W. Eaton |
| 457 | 4 |
| 5 This file is part of Octave. | |
| 6 | |
| 7 Octave is free software; you can redistribute it and/or modify it | |
| 8 under the terms of the GNU General Public License as published by the | |
| 7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
| 10 option) any later version. | |
| 457 | 11 |
| 12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 15 for more details. | |
| 16 | |
| 17 You should have received a copy of the GNU General Public License | |
| 7016 | 18 along with Octave; see the file COPYING. If not, see |
| 19 <http://www.gnu.org/licenses/>. | |
| 457 | 20 |
| 21 */ | |
| 22 | |
| 23 #ifdef HAVE_CONFIG_H | |
| 1192 | 24 #include <config.h> |
| 457 | 25 #endif |
| 26 | |
| 27 #include "CmplxSVD.h" | |
| 1847 | 28 #include "f77-fcn.h" |
| 1543 | 29 #include "lo-error.h" |
| 10601 | 30 #include "oct-locbuf.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, |
| 11495 | 37 const octave_idx_type&, const octave_idx_type&, |
| 38 Complex*, const octave_idx_type&, | |
| 39 double*, Complex*, const octave_idx_type&, | |
| 40 Complex*, const octave_idx_type&, Complex*, | |
| 41 const octave_idx_type&, double*, octave_idx_type& | |
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42 F77_CHAR_ARG_LEN_DECL |
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43 F77_CHAR_ARG_LEN_DECL); |
| 10601 | 44 |
| 45 F77_RET_T | |
| 46 F77_FUNC (zgesdd, ZGESDD) (F77_CONST_CHAR_ARG_DECL, | |
| 11495 | 47 const octave_idx_type&, const octave_idx_type&, |
| 48 Complex*, const octave_idx_type&, | |
| 49 double*, Complex*, const octave_idx_type&, | |
| 50 Complex*, const octave_idx_type&, Complex*, | |
| 51 const octave_idx_type&, double*, | |
| 52 octave_idx_type *, octave_idx_type& | |
| 10601 | 53 F77_CHAR_ARG_LEN_DECL); |
| 457 | 54 } |
| 55 | |
| 1543 | 56 ComplexMatrix |
| 57 ComplexSVD::left_singular_matrix (void) const | |
| 58 { | |
| 1544 | 59 if (type_computed == SVD::sigma_only) |
| 1543 | 60 { |
| 61 (*current_liboctave_error_handler) | |
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62 ("ComplexSVD: U not computed because type == SVD::sigma_only"); |
| 1543 | 63 return ComplexMatrix (); |
| 64 } | |
| 65 else | |
| 66 return left_sm; | |
| 67 } | |
| 68 | |
| 69 ComplexMatrix | |
| 70 ComplexSVD::right_singular_matrix (void) const | |
| 71 { | |
| 1544 | 72 if (type_computed == SVD::sigma_only) |
| 1543 | 73 { |
| 74 (*current_liboctave_error_handler) | |
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75 ("ComplexSVD: V not computed because type == SVD::sigma_only"); |
| 1543 | 76 return ComplexMatrix (); |
| 77 } | |
| 78 else | |
| 79 return right_sm; | |
| 80 } | |
| 81 | |
| 5275 | 82 octave_idx_type |
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83 ComplexSVD::init (const ComplexMatrix& a, SVD::type svd_type, |
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84 SVD::driver svd_driver) |
| 457 | 85 { |
| 5275 | 86 octave_idx_type info; |
| 457 | 87 |
| 5275 | 88 octave_idx_type m = a.rows (); |
| 89 octave_idx_type n = a.cols (); | |
| 457 | 90 |
| 1946 | 91 ComplexMatrix atmp = a; |
| 92 Complex *tmp_data = atmp.fortran_vec (); | |
| 457 | 93 |
| 5275 | 94 octave_idx_type min_mn = m < n ? m : n; |
| 95 octave_idx_type max_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 |
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122 jobu = jobv = 'N'; |
| 1545 | 123 ncol_u = nrow_vt = 1; |
| 1543 | 124 break; |
| 125 | |
| 126 default: | |
| 127 break; | |
| 537 | 128 } |
| 129 | |
| 1544 | 130 type_computed = svd_type; |
| 131 | |
| 2621 | 132 if (! (jobu == 'N' || jobu == 'O')) |
| 1930 | 133 left_sm.resize (m, ncol_u); |
| 134 | |
| 135 Complex *u = left_sm.fortran_vec (); | |
| 136 | |
| 137 sigma.resize (nrow_s, ncol_s); | |
| 138 double *s_vec = sigma.fortran_vec (); | |
| 139 | |
| 2621 | 140 if (! (jobv == 'N' || jobv == 'O')) |
| 1930 | 141 right_sm.resize (nrow_vt, n); |
| 142 | |
| 143 Complex *vt = right_sm.fortran_vec (); | |
| 457 | 144 |
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145 // Query ZGESVD for the correct dimension of WORK. |
| 3336 | 146 |
| 5275 | 147 octave_idx_type lwork = -1; |
| 457 | 148 |
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149 Array<Complex> work (dim_vector (1, 1)); |
| 3336 | 150 |
| 10258 | 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 |
| 10601 | 155 if (svd_driver == SVD::GESVD) |
| 156 { | |
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157 octave_idx_type lrwork = 5*max_mn; |
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158 Array<double> rwork (dim_vector (lrwork, 1)); |
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159 |
| 10601 | 160 F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
| 161 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 162 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 163 nrow_vt1, work.fortran_vec (), lwork, | |
| 164 rwork.fortran_vec (), info | |
| 165 F77_CHAR_ARG_LEN (1) | |
| 166 F77_CHAR_ARG_LEN (1))); | |
| 167 | |
| 168 lwork = static_cast<octave_idx_type> (work(0).real ()); | |
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169 work.resize (dim_vector (lwork, 1)); |
| 1543 | 170 |
| 10601 | 171 F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
| 172 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 173 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 174 nrow_vt1, work.fortran_vec (), lwork, | |
| 175 rwork.fortran_vec (), info | |
| 176 F77_CHAR_ARG_LEN (1) | |
| 177 F77_CHAR_ARG_LEN (1))); | |
| 178 } | |
| 179 else if (svd_driver == SVD::GESDD) | |
| 180 { | |
| 181 assert (jobu == jobv); | |
| 182 char jobz = jobu; | |
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183 |
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184 octave_idx_type lrwork; |
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185 if (jobz == 'N') |
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186 lrwork = 7*min_mn; |
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187 else |
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188 lrwork = 5*min_mn*min_mn + 5*min_mn; |
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189 Array<double> rwork (dim_vector (lrwork, 1)); |
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190 |
| 10601 | 191 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); |
| 3336 | 192 |
| 10601 | 193 F77_XFCN (zgesdd, ZGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), |
| 194 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 195 nrow_vt1, work.fortran_vec (), lwork, | |
| 196 rwork.fortran_vec (), iwork, info | |
| 197 F77_CHAR_ARG_LEN (1))); | |
| 198 | |
| 199 lwork = static_cast<octave_idx_type> (work(0).real ()); | |
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200 work.resize (dim_vector (lwork, 1)); |
| 10601 | 201 |
| 202 F77_XFCN (zgesdd, ZGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
| 203 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 204 nrow_vt1, work.fortran_vec (), lwork, | |
| 205 rwork.fortran_vec (), iwork, info | |
| 206 F77_CHAR_ARG_LEN (1))); | |
| 207 } | |
| 208 else | |
| 209 assert (0); // impossible | |
| 3336 | 210 |
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211 if (! (jobv == 'N' || jobv == 'O')) |
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212 right_sm = right_sm.hermitian (); |
| 457 | 213 |
| 214 return info; | |
| 215 } |