Mercurial > hg > octave-nkf
annotate liboctave/numeric/CmplxSVD.cc @ 16660:cbb1bb7a5c3d
Added tag ss-3-7-5 for changeset 608e307b4914
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Tue, 14 May 2013 05:23:53 -0400 |
| parents | fde9297ae074 |
| children | d63878346099 |
| rev | line source |
|---|---|
| 457 | 1 /* |
| 2 | |
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3 Copyright (C) 1994-2012 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 |
| 10601 | 83 ComplexSVD::init (const ComplexMatrix& a, SVD::type svd_type, SVD::driver svd_driver) |
| 457 | 84 { |
| 5275 | 85 octave_idx_type info; |
| 457 | 86 |
| 5275 | 87 octave_idx_type m = a.rows (); |
| 88 octave_idx_type n = a.cols (); | |
| 457 | 89 |
| 1946 | 90 ComplexMatrix atmp = a; |
| 91 Complex *tmp_data = atmp.fortran_vec (); | |
| 457 | 92 |
| 5275 | 93 octave_idx_type min_mn = m < n ? m : n; |
| 94 octave_idx_type max_mn = m > n ? m : n; | |
| 457 | 95 |
| 1930 | 96 char jobu = 'A'; |
| 97 char jobv = 'A'; | |
| 537 | 98 |
| 5275 | 99 octave_idx_type ncol_u = m; |
| 100 octave_idx_type nrow_vt = n; | |
| 101 octave_idx_type nrow_s = m; | |
| 102 octave_idx_type ncol_s = n; | |
| 537 | 103 |
| 1543 | 104 switch (svd_type) |
| 537 | 105 { |
| 1543 | 106 case SVD::economy: |
| 1930 | 107 jobu = jobv = 'S'; |
| 537 | 108 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; |
| 1543 | 109 break; |
| 110 | |
| 111 case SVD::sigma_only: | |
| 2621 | 112 |
| 113 // Note: for this case, both jobu and jobv should be 'N', but | |
| 114 // there seems to be a bug in dgesvd from Lapack V2.0. To | |
| 115 // demonstrate the bug, set both jobu and jobv to 'N' and find | |
| 116 // the singular values of [eye(3), eye(3)]. The result is | |
| 117 // [-sqrt(2), -sqrt(2), -sqrt(2)]. | |
| 3335 | 118 // |
| 119 // For Lapack 3.0, this problem seems to be fixed. | |
| 2621 | 120 |
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121 jobu = jobv = 'N'; |
| 1545 | 122 ncol_u = nrow_vt = 1; |
| 1543 | 123 break; |
| 124 | |
| 125 default: | |
| 126 break; | |
| 537 | 127 } |
| 128 | |
| 1544 | 129 type_computed = svd_type; |
| 130 | |
| 2621 | 131 if (! (jobu == 'N' || jobu == 'O')) |
| 1930 | 132 left_sm.resize (m, ncol_u); |
| 133 | |
| 134 Complex *u = left_sm.fortran_vec (); | |
| 135 | |
| 136 sigma.resize (nrow_s, ncol_s); | |
| 137 double *s_vec = sigma.fortran_vec (); | |
| 138 | |
| 2621 | 139 if (! (jobv == 'N' || jobv == 'O')) |
| 1930 | 140 right_sm.resize (nrow_vt, n); |
| 141 | |
| 142 Complex *vt = right_sm.fortran_vec (); | |
| 457 | 143 |
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144 // Query ZGESVD for the correct dimension of WORK. |
| 3336 | 145 |
| 5275 | 146 octave_idx_type lwork = -1; |
| 457 | 147 |
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148 Array<Complex> work (dim_vector (1, 1)); |
| 3336 | 149 |
| 10258 | 150 octave_idx_type one = 1; |
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151 octave_idx_type m1 = std::max (m, one); |
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152 octave_idx_type nrow_vt1 = std::max (nrow_vt, one); |
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153 |
| 10601 | 154 if (svd_driver == SVD::GESVD) |
| 155 { | |
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156 octave_idx_type lrwork = 5*max_mn; |
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157 Array<double> rwork (dim_vector (lrwork, 1)); |
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158 |
| 10601 | 159 F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
| 160 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 161 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 162 nrow_vt1, work.fortran_vec (), lwork, | |
| 163 rwork.fortran_vec (), info | |
| 164 F77_CHAR_ARG_LEN (1) | |
| 165 F77_CHAR_ARG_LEN (1))); | |
| 166 | |
| 167 lwork = static_cast<octave_idx_type> (work(0).real ()); | |
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168 work.resize (dim_vector (lwork, 1)); |
| 1543 | 169 |
| 10601 | 170 F77_XFCN (zgesvd, ZGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), |
| 171 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 172 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 173 nrow_vt1, work.fortran_vec (), lwork, | |
| 174 rwork.fortran_vec (), info | |
| 175 F77_CHAR_ARG_LEN (1) | |
| 176 F77_CHAR_ARG_LEN (1))); | |
| 177 } | |
| 178 else if (svd_driver == SVD::GESDD) | |
| 179 { | |
| 180 assert (jobu == jobv); | |
| 181 char jobz = jobu; | |
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182 |
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183 octave_idx_type lrwork; |
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184 if (jobz == 'N') |
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185 lrwork = 7*min_mn; |
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186 else |
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187 lrwork = 5*min_mn*min_mn + 5*min_mn; |
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188 Array<double> rwork (dim_vector (lrwork, 1)); |
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189 |
| 10601 | 190 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); |
| 3336 | 191 |
| 10601 | 192 F77_XFCN (zgesdd, ZGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), |
| 193 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 194 nrow_vt1, work.fortran_vec (), lwork, | |
| 195 rwork.fortran_vec (), iwork, info | |
| 196 F77_CHAR_ARG_LEN (1))); | |
| 197 | |
| 198 lwork = static_cast<octave_idx_type> (work(0).real ()); | |
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199 work.resize (dim_vector (lwork, 1)); |
| 10601 | 200 |
| 201 F77_XFCN (zgesdd, ZGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
| 202 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 203 nrow_vt1, work.fortran_vec (), lwork, | |
| 204 rwork.fortran_vec (), iwork, info | |
| 205 F77_CHAR_ARG_LEN (1))); | |
| 206 } | |
| 207 else | |
| 208 assert (0); // impossible | |
| 3336 | 209 |
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210 if (! (jobv == 'N' || jobv == 'O')) |
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211 right_sm = right_sm.hermitian (); |
| 457 | 212 |
| 213 return info; | |
| 214 } |