Mercurial > hg > octave-nkf
view liboctave/fCmplxSVD.cc @ 15283:a95432e7309c stable release-3-6-3
Version 3.6.3 released.
* configure.ac (AC_INIT): Version is now 3.6.3.
(OCTAVE_RELEASE_DATE): Now 2012-09-04.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 04 Sep 2012 13:17:13 -0400 |
parents | 72c96de7a403 |
children | 8ced82e96b48 |
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/* Copyright (C) 1994-2012 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 "fCmplxSVD.h" #include "f77-fcn.h" #include "lo-error.h" #include "oct-locbuf.h" extern "C" { F77_RET_T F77_FUNC (cgesvd, CGESVD) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, float*, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, float*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (cgesdd, CGESDD) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, float*, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, float*, octave_idx_type *, octave_idx_type& F77_CHAR_ARG_LEN_DECL); } FloatComplexMatrix FloatComplexSVD::left_singular_matrix (void) const { if (type_computed == SVD::sigma_only) { (*current_liboctave_error_handler) ("FloatComplexSVD: U not computed because type == SVD::sigma_only"); return FloatComplexMatrix (); } else return left_sm; } FloatComplexMatrix FloatComplexSVD::right_singular_matrix (void) const { if (type_computed == SVD::sigma_only) { (*current_liboctave_error_handler) ("FloatComplexSVD: V not computed because type == SVD::sigma_only"); return FloatComplexMatrix (); } else return right_sm; } octave_idx_type FloatComplexSVD::init (const FloatComplexMatrix& 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 (); FloatComplexMatrix atmp = a; FloatComplex *tmp_data = atmp.fortran_vec (); octave_idx_type min_mn = m < n ? m : n; octave_idx_type max_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 = '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); FloatComplex *u = left_sm.fortran_vec (); sigma.resize (nrow_s, ncol_s); float *s_vec = sigma.fortran_vec (); if (! (jobv == 'N' || jobv == 'O')) right_sm.resize (nrow_vt, n); FloatComplex *vt = right_sm.fortran_vec (); octave_idx_type lrwork = 5*max_mn; Array<float> rwork (dim_vector (lrwork, 1)); // Ask ZGESVD what the dimension of WORK should be. octave_idx_type lwork = -1; Array<FloatComplex> work (dim_vector (1, 1)); octave_idx_type one = 1; octave_idx_type m1 = std::max (m, one), nrow_vt1 = std::max (nrow_vt, one); if (svd_driver == SVD::GESVD) { F77_XFCN (cgesvd, CGESVD, (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, rwork.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0).real ()); work.resize (dim_vector (lwork, 1)); F77_XFCN (cgesvd, CGESVD, (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, rwork.fortran_vec (), 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 (cgesdd, CGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1))); lwork = static_cast<octave_idx_type> (work(0).real ()); work.resize (dim_vector (lwork, 1)); F77_XFCN (cgesdd, CGESDD, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, work.fortran_vec (), lwork, rwork.fortran_vec (), iwork, info F77_CHAR_ARG_LEN (1))); } else assert (0); // impossible if (! (jobv == 'N' || jobv == 'O')) right_sm = right_sm.hermitian (); return info; }