diff options
| author | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:09:10 +0100 |
|---|---|---|
| committer | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:10:13 +0100 |
| commit | f0238cfb6997c4acfc2bd200de7295f3fa36968f (patch) | |
| tree | b215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/lapack/svd.cpp | |
| parent | 543edd372a5193d04b3de9f23c176ab439e51b31 (diff) | |
don't index Eigen
Diffstat (limited to 'eigen/lapack/svd.cpp')
| -rw-r--r-- | eigen/lapack/svd.cpp | 138 |
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; -} |
