Mercurial > hg > octave-nkf
annotate liboctave/numeric/dbleSVD.cc @ 20809:ffc6cdcd02c5 stable
Fix segfault when complex double matrix calls ZGETRF (bug #45577).
* CMatrix.cc (finverse, determinant, rcond, fsolve): Calculate norm of matrix
and if it is NaN, skip calling ZGETRF in LAPACK and set info to non-zero value
to signal an error.
| author | Rik <rik@octave.org> |
|---|---|
| date | Sat, 10 Oct 2015 16:46:00 -0700 |
| parents | 4197fc428c7d |
| children |
| rev | line source |
|---|---|
| 457 | 1 /* |
| 2 | |
|
19898
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3 Copyright (C) 1994-2015 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 | |
| 3503 | 27 #include <iostream> |
| 1631 | 28 |
| 457 | 29 #include "dbleSVD.h" |
| 1847 | 30 #include "f77-fcn.h" |
| 10601 | 31 #include "oct-locbuf.h" |
| 457 | 32 |
| 33 extern "C" | |
| 34 { | |
| 4552 | 35 F77_RET_T |
| 36 F77_FUNC (dgesvd, DGESVD) (F77_CONST_CHAR_ARG_DECL, | |
|
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37 F77_CONST_CHAR_ARG_DECL, |
| 11495 | 38 const octave_idx_type&, const octave_idx_type&, |
| 39 double*, const octave_idx_type&, double*, | |
| 40 double*, const octave_idx_type&, double*, | |
| 41 const octave_idx_type&, double*, | |
| 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); |
| 10601 | 45 |
| 46 F77_RET_T | |
| 47 F77_FUNC (dgesdd, DGESDD) (F77_CONST_CHAR_ARG_DECL, | |
| 11495 | 48 const octave_idx_type&, const octave_idx_type&, |
| 49 double*, const octave_idx_type&, double*, | |
| 50 double*, const octave_idx_type&, double*, | |
| 51 const octave_idx_type&, double*, | |
| 52 const octave_idx_type&, octave_idx_type *, | |
| 53 octave_idx_type& | |
| 10601 | 54 F77_CHAR_ARG_LEN_DECL); |
| 457 | 55 } |
| 56 | |
| 1543 | 57 Matrix |
| 1545 | 58 SVD::left_singular_matrix (void) const |
| 1543 | 59 { |
| 1544 | 60 if (type_computed == SVD::sigma_only) |
| 1543 | 61 { |
| 62 (*current_liboctave_error_handler) | |
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63 ("SVD: U not computed because type == SVD::sigma_only"); |
| 1543 | 64 return Matrix (); |
| 65 } | |
| 66 else | |
| 67 return left_sm; | |
| 68 } | |
| 69 | |
| 70 Matrix | |
| 1545 | 71 SVD::right_singular_matrix (void) const |
| 1543 | 72 { |
| 1544 | 73 if (type_computed == SVD::sigma_only) |
| 1543 | 74 { |
| 75 (*current_liboctave_error_handler) | |
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76 ("SVD: V not computed because type == SVD::sigma_only"); |
| 1543 | 77 return Matrix (); |
| 78 } | |
| 79 else | |
| 80 return right_sm; | |
| 81 } | |
| 82 | |
| 5275 | 83 octave_idx_type |
| 10601 | 84 SVD::init (const Matrix& a, SVD::type svd_type, 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 |
| 1930 | 91 Matrix atmp = a; |
| 92 double *tmp_data = atmp.fortran_vec (); | |
| 457 | 93 |
| 5275 | 94 octave_idx_type min_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')) |
| 1931 | 132 left_sm.resize (m, ncol_u); |
| 1930 | 133 |
| 134 double *u = left_sm.fortran_vec (); | |
| 135 | |
| 136 sigma.resize (nrow_s, ncol_s); | |
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137 double *s_vec = sigma.fortran_vec (); |
| 1930 | 138 |
| 2621 | 139 if (! (jobv == 'N' || jobv == 'O')) |
| 1930 | 140 right_sm.resize (nrow_vt, n); |
| 141 | |
| 142 double *vt = right_sm.fortran_vec (); | |
| 457 | 143 |
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144 // Query DGESVD for the correct dimension of WORK. |
| 1930 | 145 |
| 5275 | 146 octave_idx_type lwork = -1; |
| 3336 | 147 |
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148 Array<double> work (dim_vector (1, 1)); |
| 457 | 149 |
| 10258 | 150 octave_idx_type one = 1; |
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Rik <rik@octave.org>
parents:
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151 octave_idx_type m1 = std::max (m, one); |
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Rik <rik@octave.org>
parents:
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diff
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152 octave_idx_type nrow_vt1 = std::max (nrow_vt, one); |
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fix norm and svd on empty matrices
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153 |
| 10601 | 154 if (svd_driver == SVD::GESVD) |
| 155 { | |
| 156 F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), | |
| 157 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 158 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 159 nrow_vt1, work.fortran_vec (), lwork, info | |
| 160 F77_CHAR_ARG_LEN (1) | |
| 161 F77_CHAR_ARG_LEN (1))); | |
| 162 | |
| 163 lwork = static_cast<octave_idx_type> (work(0)); | |
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164 work.resize (dim_vector (lwork, 1)); |
| 10601 | 165 |
| 166 F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1), | |
| 167 F77_CONST_CHAR_ARG2 (&jobv, 1), | |
| 168 m, n, tmp_data, m1, s_vec, u, m1, vt, | |
| 169 nrow_vt1, work.fortran_vec (), lwork, info | |
| 170 F77_CHAR_ARG_LEN (1) | |
| 171 F77_CHAR_ARG_LEN (1))); | |
| 1543 | 172 |
| 10601 | 173 } |
| 174 else if (svd_driver == SVD::GESDD) | |
| 175 { | |
| 176 assert (jobu == jobv); | |
| 177 char jobz = jobu; | |
| 178 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn); | |
| 179 | |
| 180 F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
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181 m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, |
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182 work.fortran_vec (), lwork, iwork, info |
| 10601 | 183 F77_CHAR_ARG_LEN (1))); |
| 3336 | 184 |
| 10601 | 185 lwork = static_cast<octave_idx_type> (work(0)); |
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186 work.resize (dim_vector (lwork, 1)); |
| 10601 | 187 |
| 188 F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), | |
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189 m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, |
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190 work.fortran_vec (), lwork, iwork, info |
| 10601 | 191 F77_CHAR_ARG_LEN (1))); |
| 192 | |
| 193 } | |
| 194 else | |
| 195 assert (0); // impossible | |
| 3336 | 196 |
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197 if (! (jobv == 'N' || jobv == 'O')) |
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198 right_sm = right_sm.transpose (); |
| 457 | 199 |
| 200 return info; | |
| 201 } | |
| 202 | |
| 3504 | 203 std::ostream& |
| 204 operator << (std::ostream& os, const SVD& a) | |
| 457 | 205 { |
| 206 os << a.left_singular_matrix () << "\n"; | |
| 207 os << a.singular_values () << "\n"; | |
| 208 os << a.right_singular_matrix () << "\n"; | |
| 209 | |
| 210 return os; | |
| 211 } |