gsvd.h

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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1997-2022 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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// 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.
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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
    OCTAVE_API
    gsvd
    {
    public:
 
      enum class Type
      {
        std,
        economy,
        sigma_only
      };
 
      gsvd (void) : m_sigmaA (), m_sigmaB (), m_left_smA (), m_left_smB (), m_right_sm ()
      { }
 
      gsvd (const T& a, const T& b,
            gsvd::Type gsvd_type = gsvd<T>::Type::std);
 
      gsvd (const gsvd& a)
        : m_type (a.m_type),
          m_sigmaA (a.m_sigmaA), m_sigmaB (a.m_sigmaB),
          m_left_smA (a.m_left_smA), m_left_smB (a.m_left_smB), m_right_sm (a.m_right_sm)
      { }
 
      gsvd& operator = (const gsvd& a)
      {
        if (this != &a)
          {
            m_type = a.m_type;
            m_sigmaA = a.m_sigmaA;
            m_sigmaB = a.m_sigmaB;
            m_left_smA = a.m_left_smA;
            m_left_smB = a.m_left_smB;
            m_right_sm = a.m_right_sm;
          }
 
        return *this;
      }
 
      ~gsvd (void) = default;
 
      typename T::real_matrix_type
      singular_values_A (void) const { return m_sigmaA; }
 
      typename T::real_matrix_type
      singular_values_B (void) const { return m_sigmaB; }
 
      T left_singular_matrix_A (void) const;
      T left_singular_matrix_B (void) const;
 
      T right_singular_matrix (void) const;
 
    private:
      typedef typename T::value_type P;
      typedef typename T::real_matrix_type real_matrix;
 
      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,
                  P *work, octave_f77_int_type lwork,
                  octave_f77_int_type *iwork,
                  octave_f77_int_type& info);
 
      //--------
 
      gsvd::Type m_type;
      real_matrix m_sigmaA, m_sigmaB;
      T m_left_smA, m_left_smB;
      T m_right_sm;
    };
  }
}
 
#endif