Mercurial > hg > octave-nkf
view liboctave/dbleSVD.cc @ 3887:7da18459c08b
[project @ 2002-04-04 00:44:21 by jwe]
author | jwe |
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date | Thu, 04 Apr 2002 00:46:37 +0000 |
parents | 5eef8a2294bd |
children | 6e86256e9c54 |
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/* Copyright (C) 1996, 1997 John W. Eaton This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, write to the Free Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ #if defined (__GNUG__) #pragma implementation #endif #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <iostream> #include "dbleSVD.h" #include "f77-fcn.h" extern "C" { int F77_FUNC (dgesvd, DGESVD) (const char*, const char*, const int&, const int&, double*, const int&, double*, double*, const int&, double*, const int&, double*, const int&, int&, long, long); } Matrix SVD::left_singular_matrix (void) const { if (type_computed == SVD::sigma_only) { (*current_liboctave_error_handler) ("ComplexSVD: U not computed because type == SVD::sigma_only"); return Matrix (); } else return left_sm; } Matrix SVD::right_singular_matrix (void) const { if (type_computed == SVD::sigma_only) { (*current_liboctave_error_handler) ("ComplexSVD: V not computed because type == SVD::sigma_only"); return Matrix (); } else return right_sm; } int SVD::init (const Matrix& a, SVD::type svd_type) { int info; int m = a.rows (); int n = a.cols (); Matrix atmp = a; double *tmp_data = atmp.fortran_vec (); int min_mn = m < n ? m : n; char jobu = 'A'; char jobv = 'A'; int ncol_u = m; int nrow_vt = n; int nrow_s = m; int ncol_s = n; switch (svd_type) { case SVD::economy: jobu = jobv = 'S'; ncol_u = nrow_vt = nrow_s = ncol_s = min_mn; break; case SVD::sigma_only: // Note: for this case, both jobu and jobv should be 'N', but // there seems to be a bug in dgesvd from Lapack V2.0. To // demonstrate the bug, set both jobu and jobv to 'N' and find // the singular values of [eye(3), eye(3)]. The result is // [-sqrt(2), -sqrt(2), -sqrt(2)]. // // For Lapack 3.0, this problem seems to be fixed. jobu = 'N'; jobv = 'N'; ncol_u = nrow_vt = 1; break; default: break; } type_computed = svd_type; if (! (jobu == 'N' || jobu == 'O')) left_sm.resize (m, ncol_u); double *u = left_sm.fortran_vec (); sigma.resize (nrow_s, ncol_s); double *s_vec = sigma.fortran_vec (); if (! (jobv == 'N' || jobv == 'O')) right_sm.resize (nrow_vt, n); double *vt = right_sm.fortran_vec (); // Ask DGESVD what the dimension of WORK should be. int lwork = -1; Array<double> work (1); F77_XFCN (dgesvd, DGESVD, (&jobu, &jobv, m, n, tmp_data, m, s_vec, u, m, vt, nrow_vt, work.fortran_vec (), lwork, info, 1L, 1L)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgesvd"); else { lwork = static_cast<int> (work(0)); work.resize (lwork); F77_XFCN (dgesvd, DGESVD, (&jobu, &jobv, m, n, tmp_data, m, s_vec, u, m, vt, nrow_vt, work.fortran_vec (), lwork, info, 1L, 1L)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgesvd"); else { if (! (jobv == 'N' || jobv == 'O')) right_sm = right_sm.transpose (); } } return info; } std::ostream& operator << (std::ostream& os, const SVD& a) { os << a.left_singular_matrix () << "\n"; os << a.singular_values () << "\n"; os << a.right_singular_matrix () << "\n"; return os; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */