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authorStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:09:10 +0100
committerStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:10:13 +0100
commitf0238cfb6997c4acfc2bd200de7295f3fa36968f (patch)
treeb215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/lapack/svd.cpp
parent543edd372a5193d04b3de9f23c176ab439e51b31 (diff)
don't index Eigen
Diffstat (limited to 'eigen/lapack/svd.cpp')
-rw-r--r--eigen/lapack/svd.cpp138
1 files changed, 0 insertions, 138 deletions
diff --git a/eigen/lapack/svd.cpp b/eigen/lapack/svd.cpp
deleted file mode 100644
index 77b302b..0000000
--- a/eigen/lapack/svd.cpp
+++ /dev/null
@@ -1,138 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2014 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// This Source Code Form is subject to the terms of the Mozilla
-// Public License v. 2.0. If a copy of the MPL was not distributed
-// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
-
-#include "lapack_common.h"
-#include <Eigen/SVD>
-
-// computes the singular values/vectors a general M-by-N matrix A using divide-and-conquer
-EIGEN_LAPACK_FUNC(gesdd,(char *jobz, int *m, int* n, Scalar* a, int *lda, RealScalar *s, Scalar *u, int *ldu, Scalar *vt, int *ldvt, Scalar* /*work*/, int* lwork,
- EIGEN_LAPACK_ARG_IF_COMPLEX(RealScalar */*rwork*/) int * /*iwork*/, int *info))
-{
- // TODO exploit the work buffer
- bool query_size = *lwork==-1;
- int diag_size = (std::min)(*m,*n);
-
- *info = 0;
- if(*jobz!='A' && *jobz!='S' && *jobz!='O' && *jobz!='N') *info = -1;
- else if(*m<0) *info = -2;
- else if(*n<0) *info = -3;
- else if(*lda<std::max(1,*m)) *info = -5;
- else if(*lda<std::max(1,*m)) *info = -8;
- else if(*ldu <1 || (*jobz=='A' && *ldu <*m)
- || (*jobz=='O' && *m<*n && *ldu<*m)) *info = -8;
- else if(*ldvt<1 || (*jobz=='A' && *ldvt<*n)
- || (*jobz=='S' && *ldvt<diag_size)
- || (*jobz=='O' && *m>=*n && *ldvt<*n)) *info = -10;
-
- if(*info!=0)
- {
- int e = -*info;
- return xerbla_(SCALAR_SUFFIX_UP"GESDD ", &e, 6);
- }
-
- if(query_size)
- {
- *lwork = 0;
- return 0;
- }
-
- if(*n==0 || *m==0)
- return 0;
-
- PlainMatrixType mat(*m,*n);
- mat = matrix(a,*m,*n,*lda);
-
- int option = *jobz=='A' ? ComputeFullU|ComputeFullV
- : *jobz=='S' ? ComputeThinU|ComputeThinV
- : *jobz=='O' ? ComputeThinU|ComputeThinV
- : 0;
-
- BDCSVD<PlainMatrixType> svd(mat,option);
-
- make_vector(s,diag_size) = svd.singularValues().head(diag_size);
-
- if(*jobz=='A')
- {
- matrix(u,*m,*m,*ldu) = svd.matrixU();
- matrix(vt,*n,*n,*ldvt) = svd.matrixV().adjoint();
- }
- else if(*jobz=='S')
- {
- matrix(u,*m,diag_size,*ldu) = svd.matrixU();
- matrix(vt,diag_size,*n,*ldvt) = svd.matrixV().adjoint();
- }
- else if(*jobz=='O' && *m>=*n)
- {
- matrix(a,*m,*n,*lda) = svd.matrixU();
- matrix(vt,*n,*n,*ldvt) = svd.matrixV().adjoint();
- }
- else if(*jobz=='O')
- {
- matrix(u,*m,*m,*ldu) = svd.matrixU();
- matrix(a,diag_size,*n,*lda) = svd.matrixV().adjoint();
- }
-
- return 0;
-}
-
-// computes the singular values/vectors a general M-by-N matrix A using two sided jacobi algorithm
-EIGEN_LAPACK_FUNC(gesvd,(char *jobu, char *jobv, int *m, int* n, Scalar* a, int *lda, RealScalar *s, Scalar *u, int *ldu, Scalar *vt, int *ldvt, Scalar* /*work*/, int* lwork,
- EIGEN_LAPACK_ARG_IF_COMPLEX(RealScalar */*rwork*/) int *info))
-{
- // TODO exploit the work buffer
- bool query_size = *lwork==-1;
- int diag_size = (std::min)(*m,*n);
-
- *info = 0;
- if( *jobu!='A' && *jobu!='S' && *jobu!='O' && *jobu!='N') *info = -1;
- else if((*jobv!='A' && *jobv!='S' && *jobv!='O' && *jobv!='N')
- || (*jobu=='O' && *jobv=='O')) *info = -2;
- else if(*m<0) *info = -3;
- else if(*n<0) *info = -4;
- else if(*lda<std::max(1,*m)) *info = -6;
- else if(*ldu <1 || ((*jobu=='A' || *jobu=='S') && *ldu<*m)) *info = -9;
- else if(*ldvt<1 || (*jobv=='A' && *ldvt<*n)
- || (*jobv=='S' && *ldvt<diag_size)) *info = -11;
-
- if(*info!=0)
- {
- int e = -*info;
- return xerbla_(SCALAR_SUFFIX_UP"GESVD ", &e, 6);
- }
-
- if(query_size)
- {
- *lwork = 0;
- return 0;
- }
-
- if(*n==0 || *m==0)
- return 0;
-
- PlainMatrixType mat(*m,*n);
- mat = matrix(a,*m,*n,*lda);
-
- int option = (*jobu=='A' ? ComputeFullU : *jobu=='S' || *jobu=='O' ? ComputeThinU : 0)
- | (*jobv=='A' ? ComputeFullV : *jobv=='S' || *jobv=='O' ? ComputeThinV : 0);
-
- JacobiSVD<PlainMatrixType> svd(mat,option);
-
- make_vector(s,diag_size) = svd.singularValues().head(diag_size);
- {
- if(*jobu=='A') matrix(u,*m,*m,*ldu) = svd.matrixU();
- else if(*jobu=='S') matrix(u,*m,diag_size,*ldu) = svd.matrixU();
- else if(*jobu=='O') matrix(a,*m,diag_size,*lda) = svd.matrixU();
- }
- {
- if(*jobv=='A') matrix(vt,*n,*n,*ldvt) = svd.matrixV().adjoint();
- else if(*jobv=='S') matrix(vt,diag_size,*n,*ldvt) = svd.matrixV().adjoint();
- else if(*jobv=='O') matrix(a,diag_size,*n,*lda) = svd.matrixV().adjoint();
- }
- return 0;
-}