view liboctave/numeric/dbleSVD.cc @ 20685:7fa1970a655d

pkg.m: drop check of nargout value, the interpreter already does that. * scripts/pkg/pkg.m: the interpreter already checks if there was any variable that got no value assigned, there's no need to make the code more complicated to cover that. Also, there's no point in calling describe() with different nargout since it doesn't check nargout.
author Carnë Draug <carandraug@octave.org>
date Thu, 03 Sep 2015 16:21:08 +0100
parents 4197fc428c7d
children
line wrap: on
line source

/*

Copyright (C) 1994-2015 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 3 of the License, 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, see
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include <iostream>

#include "dbleSVD.h"
#include "f77-fcn.h"
#include "oct-locbuf.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (dgesvd, DGESVD) (F77_CONST_CHAR_ARG_DECL,
                             F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type&, const octave_idx_type&,
                             double*, const octave_idx_type&, double*,
                             double*, const octave_idx_type&, double*,
                             const octave_idx_type&, double*,
                             const octave_idx_type&, octave_idx_type&
                             F77_CHAR_ARG_LEN_DECL
                             F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (dgesdd, DGESDD) (F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type&, const octave_idx_type&,
                             double*, const octave_idx_type&, double*,
                             double*, const octave_idx_type&, double*,
                             const octave_idx_type&, double*,
                             const octave_idx_type&, octave_idx_type *,
                             octave_idx_type&
                             F77_CHAR_ARG_LEN_DECL);
}

Matrix
SVD::left_singular_matrix (void) const
{
  if (type_computed == SVD::sigma_only)
    {
      (*current_liboctave_error_handler)
        ("SVD: 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)
        ("SVD: V not computed because type == SVD::sigma_only");
      return Matrix ();
    }
  else
    return right_sm;
}

octave_idx_type
SVD::init (const Matrix& a, SVD::type svd_type, SVD::driver svd_driver)
{
  octave_idx_type info;

  octave_idx_type m = a.rows ();
  octave_idx_type n = a.cols ();

  Matrix atmp = a;
  double *tmp_data = atmp.fortran_vec ();

  octave_idx_type min_mn = m < n ? m : n;

  char jobu = 'A';
  char jobv = 'A';

  octave_idx_type ncol_u = m;
  octave_idx_type nrow_vt = n;
  octave_idx_type nrow_s = m;
  octave_idx_type 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 = 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 ();

  // Query DGESVD for the correct dimension of WORK.

  octave_idx_type lwork = -1;

  Array<double> work (dim_vector (1, 1));

  octave_idx_type one = 1;
  octave_idx_type m1 = std::max (m, one);
  octave_idx_type nrow_vt1 = std::max (nrow_vt, one);

  if (svd_driver == SVD::GESVD)
    {
      F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
                                 F77_CONST_CHAR_ARG2 (&jobv, 1),
                                 m, n, tmp_data, m1, s_vec, u, m1, vt,
                                 nrow_vt1, work.fortran_vec (), lwork, info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));

      lwork = static_cast<octave_idx_type> (work(0));
      work.resize (dim_vector (lwork, 1));

      F77_XFCN (dgesvd, DGESVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
                                 F77_CONST_CHAR_ARG2 (&jobv, 1),
                                 m, n, tmp_data, m1, s_vec, u, m1, vt,
                                 nrow_vt1, work.fortran_vec (), lwork, info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));

    }
  else if (svd_driver == SVD::GESDD)
    {
      assert (jobu == jobv);
      char jobz = jobu;
      OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, 8*min_mn);

      F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
                                 m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1,
                                 work.fortran_vec (), lwork, iwork, info
                                 F77_CHAR_ARG_LEN (1)));

      lwork = static_cast<octave_idx_type> (work(0));
      work.resize (dim_vector (lwork, 1));

      F77_XFCN (dgesdd, DGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1),
                                 m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1,
                                 work.fortran_vec (), lwork, iwork, info
                                 F77_CHAR_ARG_LEN (1)));

    }
  else
    assert (0); // impossible

  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;
}