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/*
Copyright (C) 1996 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.h>
#include "dbleSVD.h"
#include "f77-fcn.h"
#include "mx-inlines.cc"
extern "C"
{
int F77_FCN (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;
int max_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)].
jobu = 'O';
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 ();
int tmp1 = 3*min_mn + max_mn;
int tmp2 = 5*min_mn - 4;
int lwork = tmp1 > tmp2 ? tmp1 : tmp2;
Array<double> work (lwork);
double *pwork = work.fortran_vec ();
F77_XFCN (dgesvd, DGESVD, (&jobu, &jobv, m, n, tmp_data, m, s_vec,
u, m, vt, nrow_vt, pwork, 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;
}
ostream&
operator << (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: ***
*/
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