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annotate liboctave/numeric/floatSVD.cc @ 15888:fde9297ae074

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maint: Merge stable to default to pick up fix for bug #37988.
author Rik <rik@octave.org>
date Thu, 03 Jan 2013 10:06:59 -0800
parents liboctave/floatSVD.cc@8ced82e96b48 liboctave/floatSVD.cc@648dabbb4c6b
children d63878346099
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1 /*
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2
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3 Copyright (C) 1994-2012 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, SVD::driver svd_driver)
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85 {
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86 octave_idx_type info;
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87
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88 octave_idx_type m = a.rows ();
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89 octave_idx_type n = a.cols ();
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90
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91 FloatMatrix atmp = a;
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92 float *tmp_data = atmp.fortran_vec ();
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93
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94 octave_idx_type min_mn = m < n ? m : n;
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95
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96 char jobu = 'A';
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97 char jobv = 'A';
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98
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99 octave_idx_type ncol_u = m;
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100 octave_idx_type nrow_vt = n;
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101 octave_idx_type nrow_s = m;
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102 octave_idx_type ncol_s = n;
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103
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104 switch (svd_type)
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105 {
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106 case SVD::economy:
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107 jobu = jobv = 'S';
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108 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn;
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109 break;
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110
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111 case SVD::sigma_only:
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112
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113 // Note: for this case, both jobu and jobv should be 'N', but
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114 // there seems to be a bug in dgesvd from Lapack V2.0. To
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115 // demonstrate the bug, set both jobu and jobv to 'N' and find
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116 // the singular values of [eye(3), eye(3)]. The result is
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117 // [-sqrt(2), -sqrt(2), -sqrt(2)].
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118 //
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119 // For Lapack 3.0, this problem seems to be fixed.
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120
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121 jobu = jobv = 'N';
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122 ncol_u = nrow_vt = 1;
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123 break;
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124
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125 default:
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126 break;
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127 }
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128
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129 type_computed = svd_type;
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130
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131 if (! (jobu == 'N' || jobu == 'O'))
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132 left_sm.resize (m, ncol_u);
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133
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134 float *u = left_sm.fortran_vec ();
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135
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136 sigma.resize (nrow_s, ncol_s);
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137 float *s_vec = sigma.fortran_vec ();
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138
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139 if (! (jobv == 'N' || jobv == 'O'))
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140 right_sm.resize (nrow_vt, n);
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141
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142 float *vt = right_sm.fortran_vec ();
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143
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144 // Query SGESVD for the correct dimension of WORK.
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145
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146 octave_idx_type lwork = -1;
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147
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148 Array<float> work (dim_vector (1, 1));
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149
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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
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154 if (svd_driver == SVD::GESVD)
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155 {
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156 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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157 F77_CONST_CHAR_ARG2 (&jobv, 1),
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158 m, n, tmp_data, m1, s_vec, u, m1, vt,
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159 nrow_vt1, work.fortran_vec (), lwork, info
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160 F77_CHAR_ARG_LEN (1)
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161 F77_CHAR_ARG_LEN (1)));
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162
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163 lwork = static_cast<octave_idx_type> (work(0));
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164 work.resize (dim_vector (lwork, 1));
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165
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166 F77_XFCN (sgesvd, SGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
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167 F77_CONST_CHAR_ARG2 (&jobv, 1),
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168 m, n, tmp_data, m1, s_vec, u, m1, vt,
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169 nrow_vt1, work.fortran_vec (), lwork, info
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170 F77_CHAR_ARG_LEN (1)
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171 F77_CHAR_ARG_LEN (1)));
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172
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173 }
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174 else if (svd_driver == SVD::GESDD)
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175 {
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176 assert (jobu == jobv);
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177 char jobz = jobu;
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178 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn);
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179
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180 F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
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181 m, n, tmp_data, m1, s_vec, u, m1, vt,
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182 nrow_vt1, work.fortran_vec (), lwork, iwork, info
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183 F77_CHAR_ARG_LEN (1)));
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184
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185 lwork = static_cast<octave_idx_type> (work(0));
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186 work.resize (dim_vector (lwork, 1));
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187
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188 F77_XFCN (sgesdd, SGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
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189 m, n, tmp_data, m1, s_vec, u, m1, vt,
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190 nrow_vt1, work.fortran_vec (), lwork, iwork, info
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191 F77_CHAR_ARG_LEN (1)));
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192
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193 }
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194 else
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195 assert (0); // impossible
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196
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197 if (! (jobv == 'N' || jobv == 'O'))
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198 right_sm = right_sm.transpose ();
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199
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200 return info;
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201 }
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202
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203 std::ostream&
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204 operator << (std::ostream& os, const FloatSVD& a)
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205 {
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206 os << a.left_singular_matrix () << "\n";
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207 os << a.singular_values () << "\n";
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208 os << a.right_singular_matrix () << "\n";
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209
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210 return os;
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211 }