GNU Octave 11.1.0
A high-level interpreted language, primarily intended for numerical computations, mostly compatible with Matlab
 
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25
26#if defined (HAVE_CONFIG_H)
27# include "config.h"
28#endif
29
30#include <algorithm>
31#include <unordered_map>
32
33#include "CMatrix.h"
34#include "dDiagMatrix.h"
35#include "dMatrix.h"
36#include "fCMatrix.h"
37#include "fDiagMatrix.h"
38#include "fMatrix.h"
39#include "lapack-proto.h"
40#include "oct-error.h"
41#include "svd.h"
42
43// class to compute optimal work space size (lwork) for DGEJSV and SGEJSV
44template<typename T>
45class gejsv_lwork
46{
47public:
48
49 OCTAVE_DISABLE_CONSTRUCT_COPY_MOVE_DELETE (gejsv_lwork)
50
51 // Unfortunately, dgejsv and sgejsv do not provide estimation of 'lwork'.
52 // Thus, we have to estimate it according to corresponding LAPACK
53 // documentation and related source codes (e.g. cgejsv).
54 // In LAPACKE (C interface to LAPACK), the memory handling code in
55 // LAPACKE_dgejsv() (lapacke_dgejsv.c, last visit 2019-02-17) uses
56 // the minimum required working space. In contrast, here the optimal
57 // working space size is computed, at the cost of much longer code.
58
59 static F77_INT optimal (char& joba, char& jobu, char& jobv,
60 F77_INT m, F77_INT n);
61
62private:
63 typedef typename T::element_type P;
64
65 // functions could be called from GEJSV
66 static F77_INT geqp3_lwork (F77_INT m, F77_INT n,
67 P *a, F77_INT lda,
68 F77_INT *jpvt, P *tau, P *work,
69 F77_INT lwork, F77_INT& info);
70
71 static F77_INT geqrf_lwork (F77_INT m, F77_INT n,
72 P *a, F77_INT lda,
73 P *tau, P *work,
74 F77_INT lwork, F77_INT& info);
75
76 static F77_INT gelqf_lwork (F77_INT m, F77_INT n,
77 P *a, F77_INT lda,
78 P *tau, P *work,
79 F77_INT lwork, F77_INT& info);
80
81 static F77_INT ormlq_lwork (char& side, char& trans,
82 F77_INT m, F77_INT n, F77_INT k,
83 P *a, F77_INT lda,
84 P *tau, P *c, F77_INT ldc,
85 P *work, F77_INT lwork, F77_INT& info);
86
87 static F77_INT ormqr_lwork (char& side, char& trans,
88 F77_INT m, F77_INT n, F77_INT k,
89 P *a, F77_INT lda,
90 P *tau, P *c, F77_INT ldc,
91 P *work, F77_INT lwork, F77_INT& info);
92};
93
94#define GEJSV_REAL_QP3_LWORK(f, F) \
95 F77_XFCN (f, F, (m, n, a, lda, jpvt, tau, work, lwork, info))
96
97#define GEJSV_REAL_QR_LWORK(f, F) \
98 F77_XFCN (f, F, (m, n, a, lda, tau, work, lwork, info))
99
100#define GEJSV_REAL_ORM_LWORK(f, F) \
101 F77_XFCN (f, F, (F77_CONST_CHAR_ARG2 (&side, 1), \
102 F77_CONST_CHAR_ARG2 (&trans, 1), \
103 m, n, k, a, lda, tau, \
104 c, ldc, work, lwork, info \
105 F77_CHAR_ARG_LEN (1) \
106 F77_CHAR_ARG_LEN (1)))
107
108// For Matrix
109template<>
111gejsv_lwork<Matrix>::geqp3_lwork (F77_INT m, F77_INT n,
112 P *a, F77_INT lda,
113 F77_INT *jpvt, P *tau, P *work,
114 F77_INT lwork, F77_INT& info)
115{
116 GEJSV_REAL_QP3_LWORK (dgeqp3, DGEQP3);
117 return static_cast<F77_INT> (work[0]);
118}
119
120template<>
122gejsv_lwork<Matrix>::geqrf_lwork (F77_INT m, F77_INT n,
123 P *a, F77_INT lda,
124 P *tau, P *work,
125 F77_INT lwork, F77_INT& info)
126{
127 GEJSV_REAL_QR_LWORK (dgeqrf, DGEQRF);
128 return static_cast<F77_INT> (work[0]);
129}
130
131template<>
133gejsv_lwork<Matrix>::gelqf_lwork (F77_INT m, F77_INT n,
134 P *a, F77_INT lda,
135 P *tau, P *work,
136 F77_INT lwork, F77_INT& info)
137{
138 GEJSV_REAL_QR_LWORK (dgelqf, DGELQF);
139 return static_cast<F77_INT> (work[0]);
140}
141
142template<>
144gejsv_lwork<Matrix>::ormlq_lwork (char& side, char& trans,
145 F77_INT m, F77_INT n, F77_INT k,
146 P *a, F77_INT lda,
147 P *tau, P *c, F77_INT ldc,
148 P *work, F77_INT lwork, F77_INT& info)
149{
150 GEJSV_REAL_ORM_LWORK (dormlq, DORMLQ);
151 return static_cast<F77_INT> (work[0]);
152}
153
154template<>
156gejsv_lwork<Matrix>::ormqr_lwork (char& side, char& trans,
157 F77_INT m, F77_INT n, F77_INT k,
158 P *a, F77_INT lda,
159 P *tau, P *c, F77_INT ldc,
160 P *work, F77_INT lwork, F77_INT& info)
161{
162 GEJSV_REAL_ORM_LWORK (dormqr, DORMQR);
163 return static_cast<F77_INT> (work[0]);
164}
165
166// For FloatMatrix
167template<>
169gejsv_lwork<FloatMatrix>::geqp3_lwork (F77_INT m, F77_INT n,
170 P *a, F77_INT lda,
171 F77_INT *jpvt, P *tau, P *work,
172 F77_INT lwork, F77_INT& info)
173{
174 GEJSV_REAL_QP3_LWORK (sgeqp3, SGEQP3);
175 return static_cast<F77_INT> (work[0]);
176}
177
178template<>
180gejsv_lwork<FloatMatrix>::geqrf_lwork (F77_INT m, F77_INT n,
181 P *a, F77_INT lda,
182 P *tau, P *work,
183 F77_INT lwork, F77_INT& info)
184{
185 GEJSV_REAL_QR_LWORK (sgeqrf, SGEQRF);
186 return static_cast<F77_INT> (work[0]);
187}
188
189template<>
191gejsv_lwork<FloatMatrix>::gelqf_lwork (F77_INT m, F77_INT n,
192 P *a, F77_INT lda,
193 P *tau, P *work,
194 F77_INT lwork, F77_INT& info)
195{
196 GEJSV_REAL_QR_LWORK (sgelqf, SGELQF);
197 return static_cast<F77_INT> (work[0]);
198}
199
200template<>
202gejsv_lwork<FloatMatrix>::ormlq_lwork (char& side, char& trans,
203 F77_INT m, F77_INT n, F77_INT k,
204 P *a, F77_INT lda,
205 P *tau, P *c, F77_INT ldc,
206 P *work, F77_INT lwork, F77_INT& info)
207{
208 GEJSV_REAL_ORM_LWORK (sormlq, SORMLQ);
209 return static_cast<F77_INT> (work[0]);
210}
211
212template<>
214gejsv_lwork<FloatMatrix>::ormqr_lwork (char& side, char& trans,
215 F77_INT m, F77_INT n, F77_INT k,
216 P *a, F77_INT lda,
217 P *tau, P *c, F77_INT ldc,
218 P *work, F77_INT lwork, F77_INT& info)
219{
220 GEJSV_REAL_ORM_LWORK (sormqr, SORMQR);
221 return static_cast<F77_INT> (work[0]);
222}
223
224#undef GEJSV_REAL_QP3_LWORK
225#undef GEJSV_REAL_QR_LWORK
226#undef GEJSV_REAL_ORM_LWORK
227
228template<typename T>
230gejsv_lwork<T>::optimal (char& joba, char& jobu, char& jobv,
231 F77_INT m, F77_INT n)
232{
233 F77_INT lwork = -1;
234 std::vector<P> work (2); // dummy work space
235
236 // variables that mimic running environment of gejsv
237 F77_INT lda = std::max<F77_INT> (m, 1);
238 F77_INT ierr = 0;
239 char side = 'L';
240 char trans = 'N';
241 std::vector<P> mat_a (1);
242 P *a = mat_a.data (); // dummy input matrix
243 std::vector<F77_INT> vec_jpvt = {0};
244 P *tau = work.data ();
245 P *u = work.data ();
246 P *v = work.data ();
247
248 bool need_lsvec = jobu == 'U' || jobu == 'F';
249 bool need_rsvec = jobv == 'V' || jobv == 'J';
250
251 F77_INT lw_pocon = 3 * n; // for [s,d]pocon
252 F77_INT lw_geqp3 = geqp3_lwork (m, n, a, lda, vec_jpvt.data (),
253 tau, work.data (), -1, ierr);
254 F77_INT lw_geqrf = geqrf_lwork (m, n, a, lda,
255 tau, work.data (), -1, ierr);
256
257 if (! (need_lsvec || need_rsvec) )
258 {
259 // only SIGMA is needed
260 if (! (joba == 'E' || joba == 'G') )
261 lwork = std::max<F77_INT> ({2*m + n, n + lw_geqp3, n + lw_geqrf, 7});
262 else
263 lwork = std::max<F77_INT> ({2*m + n, n + lw_geqp3, n + lw_geqrf,
264 n + n*n + lw_pocon, 7});
265 }
266 else if (need_rsvec && ! need_lsvec)
267 {
268 // SIGMA and the right singular vectors are needed
269 F77_INT lw_gelqf = gelqf_lwork (n, n, a, lda,
270 tau, work.data (), -1, ierr);
271 trans = 'T';
272 F77_INT lw_ormlq = ormlq_lwork (side, trans, n, n, n, a, lda,
273 tau, v, n, work.data (), -1, ierr);
274 lwork = std::max<F77_INT> ({2*m + n, n + lw_geqp3, n + lw_pocon,
275 n + lw_gelqf, 2*n + lw_geqrf, n + lw_ormlq});
276 }
277 else if (need_lsvec && ! need_rsvec)
278 {
279 // SIGMA and the left singular vectors are needed
280 F77_INT n1 = (jobu == 'U') ? n : m; // size of U is m x n1
281 F77_INT lw_ormqr = ormqr_lwork (side, trans, m, n1, n, a, lda,
282 tau, u, m, work.data (), -1, ierr);
283 lwork = std::max<F77_INT> ({2*m + n, n + lw_geqp3, n + lw_pocon,
284 2*n + lw_geqrf, n + lw_ormqr});
285 }
286 else // full SVD is needed
287 {
288 if (jobv == 'V')
289 lwork = std::max (2*m + n, 6*n + 2*n*n);
290 else if (jobv == 'J')
291 lwork = std::max<F77_INT> ({2*m + n, 4*n + n*n, 2*n + n*n + 6});
292
293 F77_INT n1 = (jobu == 'U') ? n : m; // size of U is m x n1
294 F77_INT lw_ormqr = ormqr_lwork (side, trans, m, n1, n, a, lda,
295 tau, u, m, work.data (), -1, ierr);
296 lwork = std::max (lwork, n + lw_ormqr);
297 }
298
299 return lwork;
300}
301
304
305template <typename T>
306T
308{
309 if (m_type == svd::Type::sigma_only)
310 (*current_liboctave_error_handler)
311 ("svd: U not computed because type == svd::sigma_only");
312
313 return m_left_sm;
314}
315
316template <typename T>
317T
319{
320 if (m_type == svd::Type::sigma_only)
321 (*current_liboctave_error_handler)
322 ("svd: V not computed because type == svd::sigma_only");
323
324 return m_right_sm;
325}
326
327// GESVD specializations
328
329#define GESVD_REAL_STEP(f, F) \
330 F77_XFCN (f, F, (F77_CONST_CHAR_ARG2 (&jobu, 1), \
331 F77_CONST_CHAR_ARG2 (&jobv, 1), \
332 m, n, tmp_data, m1, s_vec, u, m1, vt, \
333 nrow_vt1, work.data (), lwork, info \
334 F77_CHAR_ARG_LEN (1) \
335 F77_CHAR_ARG_LEN (1)))
336
337#define GESVD_COMPLEX_STEP(f, F, CMPLX_ARG) \
338 F77_XFCN (f, F, (F77_CONST_CHAR_ARG2 (&jobu, 1), \
339 F77_CONST_CHAR_ARG2 (&jobv, 1), \
340 m, n, CMPLX_ARG (tmp_data), \
341 m1, s_vec, CMPLX_ARG (u), m1, \
342 CMPLX_ARG (vt), nrow_vt1, \
343 CMPLX_ARG (work.data ()), \
344 lwork, rwork.data (), info \
345 F77_CHAR_ARG_LEN (1) \
346 F77_CHAR_ARG_LEN (1)))
347
348// DGESVD
349template<>
350OCTAVE_API void
351svd<Matrix>::gesvd (char& jobu, char& jobv, F77_INT m, F77_INT n,
352 double *tmp_data, F77_INT m1, double *s_vec,
353 double *u, double *vt, F77_INT nrow_vt1,
354 std::vector<double>& work, F77_INT& lwork,
355 F77_INT& info)
356{
357 GESVD_REAL_STEP (dgesvd, DGESVD);
358
359 lwork = static_cast<F77_INT> (work[0]);
360 work.resize (lwork);
361
362 GESVD_REAL_STEP (dgesvd, DGESVD);
363}
364
365// SGESVD
366template<>
367OCTAVE_API void
368svd<FloatMatrix>::gesvd (char& jobu, char& jobv, F77_INT m, F77_INT n,
369 float *tmp_data, F77_INT m1, float *s_vec,
370 float *u, float *vt, F77_INT nrow_vt1,
371 std::vector<float>& work, F77_INT& lwork,
372 F77_INT& info)
373{
374 GESVD_REAL_STEP (sgesvd, SGESVD);
375
376 lwork = static_cast<F77_INT> (work[0]);
377 work.resize (lwork);
378
379 GESVD_REAL_STEP (sgesvd, SGESVD);
380}
381
382// ZGESVD
383template<>
384OCTAVE_API void
385svd<ComplexMatrix>::gesvd (char& jobu, char& jobv, F77_INT m, F77_INT n,
386 Complex *tmp_data, F77_INT m1, double *s_vec,
387 Complex *u, Complex *vt, F77_INT nrow_vt1,
388 std::vector<Complex>& work, F77_INT& lwork,
389 F77_INT& info)
390{
391 std::vector<double> rwork (5 * std::max (m, n));
392
393 GESVD_COMPLEX_STEP (zgesvd, ZGESVD, F77_DBLE_CMPLX_ARG);
394
395 lwork = static_cast<F77_INT> (work[0].real ());
396 work.resize (lwork);
397
398 GESVD_COMPLEX_STEP (zgesvd, ZGESVD, F77_DBLE_CMPLX_ARG);
399}
400
401// CGESVD
402template<>
403OCTAVE_API void
404svd<FloatComplexMatrix>::gesvd (char& jobu, char& jobv, F77_INT m,
405 F77_INT n, FloatComplex *tmp_data,
406 F77_INT m1, float *s_vec, FloatComplex *u,
407 FloatComplex *vt, F77_INT nrow_vt1,
408 std::vector<FloatComplex>& work,
409 F77_INT& lwork, F77_INT& info)
410{
411 std::vector<float> rwork (5 * std::max (m, n));
412
413 GESVD_COMPLEX_STEP (cgesvd, CGESVD, F77_CMPLX_ARG);
414
415 lwork = static_cast<F77_INT> (work[0].real ());
416 work.resize (lwork);
417
418 GESVD_COMPLEX_STEP (cgesvd, CGESVD, F77_CMPLX_ARG);
419}
420
421#undef GESVD_REAL_STEP
422#undef GESVD_COMPLEX_STEP
423
424// GESDD specializations
425
426#define GESDD_REAL_STEP(f, F) \
427 F77_XFCN (f, F, (F77_CONST_CHAR_ARG2 (&jobz, 1), \
428 m, n, tmp_data, m1, s_vec, u, m1, vt, nrow_vt1, \
429 work.data (), lwork, iwork, info \
430 F77_CHAR_ARG_LEN (1)))
431
432#define GESDD_COMPLEX_STEP(f, F, CMPLX_ARG) \
433 F77_XFCN (f, F, (F77_CONST_CHAR_ARG2 (&jobz, 1), m, n, \
434 CMPLX_ARG (tmp_data), m1, \
435 s_vec, CMPLX_ARG (u), m1, \
436 CMPLX_ARG (vt), nrow_vt1, \
437 CMPLX_ARG (work.data ()), lwork, \
438 rwork.data (), iwork, info \
439 F77_CHAR_ARG_LEN (1)))
440
441// DGESDD
442template<>
443OCTAVE_API void
444svd<Matrix>::gesdd (char& jobz, F77_INT m, F77_INT n, double *tmp_data,
445 F77_INT m1, double *s_vec, double *u, double *vt,
446 F77_INT nrow_vt1, std::vector<double>& work,
447 F77_INT& lwork, F77_INT *iwork, F77_INT& info)
448{
449 GESDD_REAL_STEP (dgesdd, DGESDD);
450
451 lwork = static_cast<F77_INT> (work[0]);
452 work.resize (lwork);
453
454 GESDD_REAL_STEP (dgesdd, DGESDD);
455}
456
457// SGESDD
458template<>
459OCTAVE_API void
460svd<FloatMatrix>::gesdd (char& jobz, F77_INT m, F77_INT n, float *tmp_data,
461 F77_INT m1, float *s_vec, float *u, float *vt,
462 F77_INT nrow_vt1, std::vector<float>& work,
463 F77_INT& lwork, F77_INT *iwork, F77_INT& info)
464{
465 GESDD_REAL_STEP (sgesdd, SGESDD);
466
467 lwork = static_cast<F77_INT> (work[0]);
468 work.resize (lwork);
469
470 GESDD_REAL_STEP (sgesdd, SGESDD);
471}
472
473// ZGESDD
474template<>
475OCTAVE_API void
477 Complex *tmp_data, F77_INT m1, double *s_vec,
478 Complex *u, Complex *vt, F77_INT nrow_vt1,
479 std::vector<Complex>& work, F77_INT& lwork,
480 F77_INT *iwork, F77_INT& info)
481{
482
483 F77_INT min_mn = std::min (m, n);
484 F77_INT max_mn = std::max (m, n);
485
486 F77_INT lrwork;
487 if (jobz == 'N')
488 lrwork = 7*min_mn;
489 else
490 lrwork = min_mn * std::max (5*min_mn+5, 2*max_mn+2*min_mn+1);
491
492 std::vector<double> rwork (lrwork);
493
494 GESDD_COMPLEX_STEP (zgesdd, ZGESDD, F77_DBLE_CMPLX_ARG);
495
496 lwork = static_cast<F77_INT> (work[0].real ());
497 work.resize (lwork);
498
499 GESDD_COMPLEX_STEP (zgesdd, ZGESDD, F77_DBLE_CMPLX_ARG);
500}
501
502// CGESDD
503template<>
504OCTAVE_API void
506 FloatComplex *tmp_data, F77_INT m1,
507 float *s_vec, FloatComplex *u,
508 FloatComplex *vt, F77_INT nrow_vt1,
509 std::vector<FloatComplex>& work,
510 F77_INT& lwork, F77_INT *iwork,
511 F77_INT& info)
512{
513 F77_INT min_mn = std::min (m, n);
514 F77_INT max_mn = std::max (m, n);
515
516 F77_INT lrwork;
517 if (jobz == 'N')
518 lrwork = 7*min_mn;
519 else
520 lrwork = min_mn * std::max (5*min_mn+5, 2*max_mn+2*min_mn+1);
521 std::vector<float> rwork (lrwork);
522
523 GESDD_COMPLEX_STEP (cgesdd, CGESDD, F77_CMPLX_ARG);
524
525 lwork = static_cast<F77_INT> (work[0].real ());
526 work.resize (lwork);
527
528 GESDD_COMPLEX_STEP (cgesdd, CGESDD, F77_CMPLX_ARG);
529}
530
531#undef GESDD_REAL_STEP
532#undef GESDD_COMPLEX_STEP
533
534// GEJSV specializations
535
536#define GEJSV_REAL_STEP(f, F) \
537 F77_XFCN (f, F, (F77_CONST_CHAR_ARG2 (&joba, 1), \
538 F77_CONST_CHAR_ARG2 (&jobu, 1), \
539 F77_CONST_CHAR_ARG2 (&jobv, 1), \
540 F77_CONST_CHAR_ARG2 (&jobr, 1), \
541 F77_CONST_CHAR_ARG2 (&jobt, 1), \
542 F77_CONST_CHAR_ARG2 (&jobp, 1), \
543 m, n, tmp_data, m1, s_vec, u, m1, v, nrow_v1, \
544 work.data (), lwork, iwork.data (), info \
545 F77_CHAR_ARG_LEN (1) \
546 F77_CHAR_ARG_LEN (1) \
547 F77_CHAR_ARG_LEN (1) \
548 F77_CHAR_ARG_LEN (1) \
549 F77_CHAR_ARG_LEN (1) \
550 F77_CHAR_ARG_LEN (1)))
551
552#define GEJSV_COMPLEX_STEP(f, F, CMPLX_ARG) \
553 F77_XFCN (f, F, (F77_CONST_CHAR_ARG2 (&joba, 1), \
554 F77_CONST_CHAR_ARG2 (&jobu, 1), \
555 F77_CONST_CHAR_ARG2 (&jobv, 1), \
556 F77_CONST_CHAR_ARG2 (&jobr, 1), \
557 F77_CONST_CHAR_ARG2 (&jobt, 1), \
558 F77_CONST_CHAR_ARG2 (&jobp, 1), \
559 m, n, CMPLX_ARG (tmp_data), m1, \
560 s_vec, CMPLX_ARG (u), m1, \
561 CMPLX_ARG (v), nrow_v1, \
562 CMPLX_ARG (work.data ()), lwork, \
563 rwork.data (), lrwork, iwork.data (), info \
564 F77_CHAR_ARG_LEN (1) \
565 F77_CHAR_ARG_LEN (1) \
566 F77_CHAR_ARG_LEN (1) \
567 F77_CHAR_ARG_LEN (1) \
568 F77_CHAR_ARG_LEN (1) \
569 F77_CHAR_ARG_LEN (1)))
570
571// DGEJSV
572template<>
573void
574svd<Matrix>::gejsv (char& joba, char& jobu, char& jobv,
575 char& jobr, char& jobt, char& jobp,
576 F77_INT m, F77_INT n,
577 P *tmp_data, F77_INT m1, DM_P *s_vec, P *u,
578 P *v, F77_INT nrow_v1, std::vector<P>& work,
579 F77_INT& lwork, std::vector<F77_INT>& iwork,
580 F77_INT& info)
581{
582 lwork = gejsv_lwork<Matrix>::optimal (joba, jobu, jobv, m, n);
583 work.resize (lwork);
584
585 GEJSV_REAL_STEP (dgejsv, DGEJSV);
586}
587
588// SGEJSV
589template<>
590void
591svd<FloatMatrix>::gejsv (char& joba, char& jobu, char& jobv,
592 char& jobr, char& jobt, char& jobp,
593 F77_INT m, F77_INT n,
594 P *tmp_data, F77_INT m1, DM_P *s_vec, P *u,
595 P *v, F77_INT nrow_v1, std::vector<P>& work,
596 F77_INT& lwork, std::vector<F77_INT>& iwork,
597 F77_INT& info)
598{
599 lwork = gejsv_lwork<FloatMatrix>::optimal (joba, jobu, jobv, m, n);
600 work.resize (lwork);
601
602 GEJSV_REAL_STEP (sgejsv, SGEJSV);
603}
604
605// ZGEJSV
606template<>
607void
608svd<ComplexMatrix>::gejsv (char& joba, char& jobu, char& jobv,
609 char& jobr, char& jobt, char& jobp,
610 F77_INT m, F77_INT n,
611 P *tmp_data, F77_INT m1, DM_P *s_vec, P *u,
612 P *v, F77_INT nrow_v1, std::vector<P>& work,
613 F77_INT& lwork, std::vector<F77_INT>& iwork,
614 F77_INT& info)
615{
616 F77_INT lrwork = -1; // work space size query
617 std::vector<double> rwork (1);
618 work.resize (2);
619
620 GEJSV_COMPLEX_STEP (zgejsv, ZGEJSV, F77_DBLE_CMPLX_ARG);
621
622 lwork = static_cast<F77_INT> (work[0].real ());
623 work.resize (lwork);
624
625 lrwork = static_cast<F77_INT> (rwork[0]);
626 rwork.resize (lrwork);
627
628 F77_INT liwork = static_cast<F77_INT> (iwork[0]);
629 iwork.resize (liwork);
630
631 GEJSV_COMPLEX_STEP (zgejsv, ZGEJSV, F77_DBLE_CMPLX_ARG);
632}
633
634// CGEJSV
635template<>
636void
637svd<FloatComplexMatrix>::gejsv (char& joba, char& jobu, char& jobv,
638 char& jobr, char& jobt, char& jobp,
639 F77_INT m, F77_INT n, P *tmp_data,
640 F77_INT m1, DM_P *s_vec, P *u, P *v,
641 F77_INT nrow_v1, std::vector<P>& work,
642 F77_INT& lwork,
643 std::vector<F77_INT>& iwork, F77_INT& info)
644{
645 F77_INT lrwork = -1; // work space size query
646 std::vector<float> rwork (1);
647 work.resize (2);
648
649 GEJSV_COMPLEX_STEP (cgejsv, CGEJSV, F77_CMPLX_ARG);
650
651 lwork = static_cast<F77_INT> (work[0].real ());
652 work.resize (lwork);
653
654 lrwork = static_cast<F77_INT> (rwork[0]);
655 rwork.resize (lrwork);
656
657 F77_INT liwork = static_cast<F77_INT> (iwork[0]);
658 iwork.resize (liwork);
659
660 GEJSV_COMPLEX_STEP (cgejsv, CGEJSV, F77_CMPLX_ARG);
661}
662
663#undef GEJSV_REAL_STEP
664#undef GEJSV_COMPLEX_STEP
665
666template<typename T>
667svd<T>::svd (const T& a, svd::Type type, svd::Driver driver)
668 : m_type (type), m_driver (driver), m_left_sm (), m_sigma (),
669 m_right_sm ()
670{
671 F77_INT info;
672
673 F77_INT m = to_f77_int (a.rows ());
674 F77_INT n = to_f77_int (a.cols ());
675
676 if (m == 0 || n == 0)
677 {
678 switch (m_type)
679 {
680 case svd::Type::std:
681 m_left_sm = T (m, m, 0);
682 for (F77_INT i = 0; i < m; i++)
683 m_left_sm.xelem (i, i) = 1;
684 m_sigma = DM_T (m, n);
685 m_right_sm = T (n, n, 0);
686 for (F77_INT i = 0; i < n; i++)
687 m_right_sm.xelem (i, i) = 1;
688 break;
689
691 m_left_sm = T (m, 0, 0);
692 m_sigma = DM_T (0, 0);
693 m_right_sm = T (n, 0, 0);
694 break;
695
697 default:
698 m_sigma = DM_T (0, 1);
699 break;
700 }
701 return;
702 }
703
704 T atmp = a;
705 P *tmp_data = atmp.rwdata ();
706
707 F77_INT min_mn = (m < n ? m : n);
708
709 char jobu = 'A';
710 char jobv = 'A';
711
712 F77_INT ncol_u = m;
713 F77_INT nrow_vt = n;
714 F77_INT nrow_s = m;
715 F77_INT ncol_s = n;
716
717 switch (m_type)
718 {
720 jobu = jobv = 'S';
721 ncol_u = nrow_vt = nrow_s = ncol_s = min_mn;
722 break;
723
725
726 // Note: for this case, both jobu and jobv should be 'N', but there
727 // seems to be a bug in dgesvd from Lapack V2.0. To demonstrate the
728 // bug, set both jobu and jobv to 'N' and find the singular values of
729 // [eye(3), eye(3)]. The result is [-sqrt(2), -sqrt(2), -sqrt(2)].
730 //
731 // For Lapack 3.0, this problem seems to be fixed.
732
733 jobu = jobv = 'N';
734 ncol_u = nrow_vt = 1;
735 break;
736
737 default:
738 break;
739 }
740
741 if (! (jobu == 'N' || jobu == 'O'))
742 m_left_sm.resize (m, ncol_u);
743
744 P *u = m_left_sm.rwdata ();
745
746 m_sigma.resize (nrow_s, ncol_s);
747 DM_P *s_vec = m_sigma.rwdata ();
748
749 if (! (jobv == 'N' || jobv == 'O'))
750 {
751 if (m_driver == svd::Driver::GEJSV)
752 m_right_sm.resize (n, nrow_vt);
753 else
754 m_right_sm.resize (nrow_vt, n);
755 }
756
757 P *vt = m_right_sm.rwdata ();
758
759 // Query _GESVD for the correct dimension of WORK.
760 F77_INT lwork = -1;
761 // FIXME: A variable-sized scratchpad is required for Fortran SVD routines.
762 // Octave calls LAPACK routines with lwork of -1 initially which causes
763 // LAPACK to calculate the size of the required scratchpad and return that
764 // value in the first entry of the "work" array. The temporary buffer was
765 // grown to the desired size using std::vector::reserve(). However, this
766 // leads to undefined behavior outside the C++ specification. To work around
767 // this (7/4//2025) all of the calls were changed to std::vector::resize().
768 // This is correct, but unnecessarily initializes all values of the array.
769 // The code should be re-architected to avoid this, possibly by moving
770 // this scratchpad memory out of this function and in to the lower-level
771 // routines where the memory is used.
772 std::vector<P> work (1);
773
774 const F77_INT f77_int_one = static_cast<F77_INT> (1);
775 F77_INT m1 = std::max (m, f77_int_one);
776 F77_INT nrow_vt1 = std::max (nrow_vt, f77_int_one);
777
778 if (m_driver == svd::Driver::GESVD)
779 gesvd (jobu, jobv, m, n, tmp_data, m1, s_vec, u, vt, nrow_vt1,
780 work, lwork, info);
781 else if (m_driver == svd::Driver::GESDD)
782 {
783 liboctave_panic_unless (jobu == jobv);
784 char jobz = jobu;
785
786 std::vector<F77_INT> iwork (8 * std::min (m, n));
787
788 gesdd (jobz, m, n, tmp_data, m1, s_vec, u, vt, nrow_vt1,
789 work, lwork, iwork.data (), info);
790 }
791 else if (m_driver == svd::Driver::GEJSV)
792 {
793 bool transposed = false;
794 if (n > m)
795 {
796 // GEJSV only accepts m >= n, thus we need to transpose here
797 transposed = true;
798
799 std::swap (m, n);
800 m1 = std::max (m, f77_int_one);
801 nrow_vt1 = std::max (n, f77_int_one); // we have m > n
802 if (m_type == svd::Type::sigma_only)
803 nrow_vt1 = 1;
804 std::swap (jobu, jobv);
805
806 atmp = atmp.hermitian ();
807 tmp_data = atmp.rwdata ();
808
809 // Swap pointers of U and V.
810 u = m_right_sm.rwdata ();
811 vt = m_left_sm.rwdata ();
812 }
813
814 // translate jobu and jobv from gesvd to gejsv.
815 std::unordered_map<char, std::string> job_svd2jsv;
816 job_svd2jsv['A'] = "FJ";
817 job_svd2jsv['S'] = "UV";
818 job_svd2jsv['O'] = "WW";
819 job_svd2jsv['N'] = "NN";
820 jobu = job_svd2jsv[jobu][0];
821 jobv = job_svd2jsv[jobv][1];
822
823 char joba = 'F'; // 'F': most conservative
824 char jobr = 'R'; // 'R' is recommended.
825 char jobt = 'N'; // or 'T', but that requires U and V appear together
826 char jobp = 'N'; // use 'P' if denormal is poorly implemented.
827
828 std::vector<F77_INT> iwork (std::max<F77_INT> (m + 3*n, 1));
829
830 gejsv (joba, jobu, jobv, jobr, jobt, jobp, m, n, tmp_data, m1,
831 s_vec, u, vt, nrow_vt1, work, lwork, iwork, info);
832
833 if (iwork[2] == 1)
834 (*current_liboctave_warning_with_id_handler)
835 ("Octave:convergence", "svd: (driver: GEJSV) "
836 "Denormal occurred, possible loss of accuracy.");
837
838 if (info < 0)
839 (*current_liboctave_error_handler)
840 ("svd: (driver: GEJSV) Illegal argument at #%d",
841 static_cast<int> (-info));
842 else if (info > 0)
843 (*current_liboctave_warning_with_id_handler)
844 ("Octave:convergence", "svd: (driver: GEJSV) "
845 "Fail to converge within max sweeps, "
846 "possible inaccurate result.");
847
848 if (transposed) // put things that need to transpose back here
849 std::swap (m, n);
850 }
851 else
852 (*current_liboctave_error_handler) ("svd: unknown driver");
853
854 // LAPACK can return -0 which is a small problem (bug #55710).
855 for (octave_idx_type i = 0; i < m_sigma.diag_length (); i++)
856 {
857 if (! m_sigma.dgxelem (i))
858 m_sigma.dgxelem (i) = DM_P (0);
859 }
860
861 // GESVD and GESDD return VT instead of V, GEJSV return V.
862 if (! (jobv == 'N' || jobv == 'O') && (m_driver != svd::Driver::GEJSV))
863 m_right_sm = m_right_sm.hermitian ();
864}
865
866// Instantiations we need.
867
868template class svd<Matrix>;
869
870template class svd<FloatMatrix>;
871
872template class svd<ComplexMatrix>;
873
874template class svd<FloatComplexMatrix>;
875
876OCTAVE_END_NAMESPACE(math)
877OCTAVE_END_NAMESPACE(octave)
Definition svd.h:38
T::real_diag_matrix_type DM_T
Definition svd.h:41
Type
Definition svd.h:44
T right_singular_matrix() const
Definition svd.cc:318
Driver
Definition svd.h:51
T left_singular_matrix() const
Definition svd.cc:307
svd()
Definition svd.h:57
OCTAVE_BEGIN_NAMESPACE(octave) static octave_value daspk_fcn
#define F77_DBLE_CMPLX_ARG(x)
Definition f77-fcn.h:316
#define F77_CMPLX_ARG(x)
Definition f77-fcn.h:310
octave_f77_int_type F77_INT
Definition f77-fcn.h:306
#define GESVD_REAL_STEP(f, F)
Definition svd.cc:329
#define GESDD_COMPLEX_STEP(f, F, CMPLX_ARG)
Definition svd.cc:432
#define GEJSV_REAL_STEP(f, F)
Definition svd.cc:536
#define GEJSV_REAL_ORM_LWORK(f, F)
Definition svd.cc:100
#define GEJSV_REAL_QR_LWORK(f, F)
Definition svd.cc:97
#define GEJSV_COMPLEX_STEP(f, F, CMPLX_ARG)
Definition svd.cc:552
#define GEJSV_REAL_QP3_LWORK(f, F)
Definition svd.cc:94
#define GESDD_REAL_STEP(f, F)
Definition svd.cc:426
#define GESVD_COMPLEX_STEP(f, F, CMPLX_ARG)
Definition svd.cc:337
OCTAVE_NORETURN liboctave_error_handler current_liboctave_error_handler
Definition lo-error.c:41
#define OCTAVE_API
Definition main.in.cc:55
std::complex< double > Complex
Definition oct-cmplx.h:33
std::complex< float > FloatComplex
Definition oct-cmplx.h:34
#define liboctave_panic_unless(cond)
Definition oct-error.h:102
F77_RET_T const F77_DBLE const F77_DBLE F77_DBLE const F77_INT F77_INT & ierr