gsvd.h

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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1997-2021 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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.
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
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// You should have received a copy of the GNU General Public License
// along with Octave; see the file COPYING.  If not, see
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////////////////////////////////////////////////////////////////////////
 
#if ! defined (octave_gsvd_h)
#define octave_gsvd_h 1
 
#include "octave-config.h"
 
namespace octave
{
  namespace math
  {
    template <typename T>
    class
    gsvd
    {
    public:
 
      enum class Type
      {
        std,
        economy,
        sigma_only
      };
 
      gsvd (void) : sigmaA (), sigmaB (), left_smA (), left_smB (), right_sm ()
      { }
 
      gsvd (const T& a, const T& b,
            gsvd::Type gsvd_type = gsvd<T>::Type::economy);
 
      gsvd (const gsvd& a)
        : type (a.type),
          sigmaA (a.sigmaA), sigmaB (a.sigmaB),
          left_smA (a.left_smA), left_smB (a.left_smB), right_sm (a.right_sm),
          R(a.R) { }
 
      gsvd& operator = (const gsvd& a)
      {
        if (this != &a)
          {
            type = a.type;
            sigmaA = a.sigmaA;
            sigmaB = a.sigmaB;
            left_smA = a.left_smA;
            left_smB = a.left_smB;
            right_sm = a.right_sm;
            R = a.R;
          }
 
        return *this;
      }
 
      ~gsvd (void) = default;
 
      typename T::real_diag_matrix_type
      singular_values_A (void) const { return sigmaA; }
 
      typename T::real_diag_matrix_type
      singular_values_B (void) const { return sigmaB; }
 
      T left_singular_matrix_A (void) const;
      T left_singular_matrix_B (void) const;
 
      T right_singular_matrix (void) const;
      T R_matrix (void) const;
 
    private:
      typedef typename T::value_type P;
      typedef typename T::real_matrix_type real_matrix;
 
      gsvd::Type type;
      typename T::real_diag_matrix_type sigmaA, sigmaB;
      T left_smA, left_smB;
      T right_sm, R;
 
      void ggsvd (char& jobu, char& jobv, char& jobq, octave_f77_int_type m,
                  octave_f77_int_type n, octave_f77_int_type p,
                  octave_f77_int_type& k, octave_f77_int_type& l,
                  P *tmp_dataA, octave_f77_int_type m1,
                  P *tmp_dataB, octave_f77_int_type p1,
                  real_matrix& alpha, real_matrix& beta,
                  P *u, octave_f77_int_type nrow_u,
                  P *v, octave_f77_int_type nrow_v,
                  P *q, octave_f77_int_type nrow_q,
                  T& work, octave_f77_int_type lwork,
                  octave_f77_int_type *iwork,
                  octave_f77_int_type& info);
    };
  }
}
 
#endif