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CmplxGSVD.cc

/*

Copyright (C) 1996, 1997 John W. Eaton
Copyright (C) 2006 Pascal Dupuis
This program 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 2, or (at your option) any
later version.

This software is distributed in the hope that it will be useful, but 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.

You should have received a copy of the GNU General Public License
along with this software; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include <iostream>

#include "CmplxGSVD.h"
#include "f77-fcn.h"
#include "lo-error.h"

/* 
   uncomment those lines to monitor k and l
   #include "oct-obj.h"
   #include "pager.h"
*/

extern "C"
{
  F77_RET_T
  F77_FUNC (zggsvd, ZGGSVD)  
   (
     F77_CONST_CHAR_ARG_DECL,       // JOBU    (input) CHARACTER*1
     F77_CONST_CHAR_ARG_DECL,       // JOBV    (input) CHARACTER*1
     F77_CONST_CHAR_ARG_DECL,       // JOBQ    (input) CHARACTER*1
     const octave_idx_type&,  // M       (input) INTEGER
     const octave_idx_type&,  // N       (input) INTEGER
     const octave_idx_type&,  // P       (input) INTEGER
     octave_idx_type &,       // K       (output) INTEGER
     octave_idx_type &,       // L       (output) INTEGER
     Complex*,                // A       (input/output) COMPLEX*16 array, dimension (LDA,N)
     const octave_idx_type&,  // LDA     (input) INTEGER
     Complex*,                // B       (input/output) COMPLEX*16 array, dimension (LDB,N)
     const octave_idx_type&,  // LDB     (input) INTEGER
     double*,                 // ALPHA   (output) DOUBLE PRECISION array, dimension (N)
     double*,                 // BETA    (output) DOUBLE PRECISION array, dimension (N)
     Complex*,                // U       (output) COMPLEX*16 array, dimension (LDU,M)
     const octave_idx_type&,  // LDU     (input) INTEGER 
     Complex*,                // V       (output) COMPLEX*16 array, dimension (LDV,P)
     const octave_idx_type&,  // LDV     (input) INTEGER
     Complex*,                // Q       (output) COMPLEX*16 array, dimension (LDQ,N) 
     const octave_idx_type&,  // LDQ     (input) INTEGER
     Complex*,                // WORK    (workspace) COMPLEX*16 array
     double*,                 // RWORK   (workspace) DOUBLE PRECISION array
     int*,              // IWORK   (workspace/output) INTEGER array, dimension (N)
     octave_idx_type&         // INFO    (output)INTEGER
     F77_CHAR_ARG_LEN_DECL
     F77_CHAR_ARG_LEN_DECL
     F77_CHAR_ARG_LEN_DECL
     );
}

ComplexMatrix
ComplexGSVD::left_singular_matrix_A (void) const
{
  if (type_computed == GSVD::sigma_only)
    {
      (*current_liboctave_error_handler)
      ("CmplxGSVD: U not computed because type == GSVD::sigma_only");
      return ComplexMatrix ();
    }
  else
    return left_smA;
}

ComplexMatrix
ComplexGSVD::left_singular_matrix_B (void) const
{
  if (type_computed == GSVD::sigma_only)
    {
      (*current_liboctave_error_handler)
      ("CmplxGSVD: V not computed because type == GSVD::sigma_only");
      return ComplexMatrix ();
    }
  else
    return left_smB;
}

ComplexMatrix
ComplexGSVD::right_singular_matrix (void) const
{
  if (type_computed == GSVD::sigma_only)
    {
      (*current_liboctave_error_handler)
      ("CmplxGSVD: X not computed because type == GSVD::sigma_only");
      return ComplexMatrix ();
    }
  else
    return right_sm;
}

ComplexMatrix
ComplexGSVD::R_matrix (void) const
{
  if (type_computed != GSVD::std)
    {
      (*current_liboctave_error_handler)
      ("CmplxGSVD: R not computed because type != GSVD::std");
      return ComplexMatrix ();
    }
  else
    return R;
}

octave_idx_type
ComplexGSVD::init (const ComplexMatrix& a, const ComplexMatrix& b, 
               GSVD::type gsvd_type)
{
  octave_idx_type info;

  octave_idx_type m = a.rows ();
  octave_idx_type n = a.cols ();
  octave_idx_type p = b.rows ();
  
  ComplexMatrix atmp = a;
  Complex *tmp_dataA = atmp.fortran_vec ();
  
  ComplexMatrix btmp = b;
  Complex *tmp_dataB = btmp.fortran_vec ();

  // octave_idx_type min_mn = m < n ? m : n;

  char jobu = 'U';
  char jobv = 'V';
  char jobq = 'Q';

  octave_idx_type nrow_u = m;
  octave_idx_type nrow_v = p;
  octave_idx_type nrow_q = n;

  octave_idx_type k, l;

  switch (gsvd_type)
    {

    case GSVD::sigma_only:

      // Note:  for this case, both jobu and jobv should be 'N', but
      // there seems to be a bug in dgesvd from Lapack V2.0.  To
      // demonstrate the bug, set both jobu and jobv to 'N' and find
      // the singular values of [eye(3), eye(3)].  The result is
      // [-sqrt(2), -sqrt(2), -sqrt(2)].
      //
      // For Lapack 3.0, this problem seems to be fixed.

      jobu = 'N';
      jobv = 'N';
      jobq = 'N';
      nrow_u = nrow_v = nrow_q = 1;
      break;
      
    default:
      break;
    }

  type_computed = gsvd_type;

  if (! (jobu == 'N' || jobu == 'O')) {
    left_smA.resize (nrow_u, m);
  }
  
  Complex *u = left_smA.fortran_vec ();

  if (! (jobv == 'N' || jobv == 'O')) {
    left_smB.resize (nrow_v, p);
  }

  Complex *v = left_smB.fortran_vec ();

  if (! (jobq == 'N' || jobq == 'O')) {
    right_sm.resize (nrow_q, n);
  }
  Complex *q = right_sm.fortran_vec ();  
  
  octave_idx_type lwork = 3*n;
  lwork = lwork > m ? lwork : m;
  lwork = (lwork > p ? lwork : p) + n;

  Array<Complex>  work (lwork);
  Array<double>   alpha (n);
  Array<double>   beta (n);
  Array<double>   rwork(2*n);
  Array<int>      iwork (n);

  F77_XFCN (zggsvd, ZGGSVD, (F77_CONST_CHAR_ARG2 (&jobu, 1),
                       F77_CONST_CHAR_ARG2 (&jobv, 1),
                       F77_CONST_CHAR_ARG2 (&jobq, 1),
                       m, n, p, k, l, tmp_dataA, m, 
                       tmp_dataB, p, alpha.fortran_vec (),
                       beta.fortran_vec (), u, nrow_u, 
                       v, nrow_v, q, nrow_q, work.fortran_vec (), 
                       rwork.fortran_vec (), iwork.fortran_vec (), 
                       info
                       F77_CHAR_ARG_LEN (1)
                       F77_CHAR_ARG_LEN (1)
                       F77_CHAR_ARG_LEN (1)));
  
  if (f77_exception_encountered)
    (*current_liboctave_error_handler) ("unrecoverable error in zggsvd");

  if (info < 0) {
    (*current_liboctave_error_handler) ("zggsvd.f: argument %d illegal", -info);
  }  else { 
    if (info > 0) {
      (*current_liboctave_error_handler) ("zggsvd.f: Jacobi-type procedure failed to converge."); 
    } else {
      octave_idx_type i, j;
      
      if (GSVD::std == gsvd_type) {
      R.resize(k+l, k+l); 
      int astart = n-k-l;
      if (m - k - l >=  0) {
        int astart = n-k-l;
        /*
         *  R is stored in A(1:K+L,N-K-L+1:N)
         */
        for (i = 0; i < k+l; i++)       
          for (j = 0; j < k+l; j++)
            R.xelem(i, j) = atmp.xelem(i, astart + j); 
      } else {  
        /*
         *    (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), 
         *    ( 0  R22 R23 )
         */

         for (i = 0; i < m; i++)
           for (j = 0; j < k+l; j++)
             R.xelem(i, j) = atmp.xelem(i, astart + j);
         /*
          * and R33 is stored in B(M-K+1:L,N+M-K-L+1:N)
          */
         for (i = k+l-1; i >=m; i--) {
           for (j = 0; j < m; j++)
             R.xelem(i, j) = 0.0;
           for (j = m; j < k+l; j++)
             R.xelem(i, j) = btmp.xelem(i - k, astart + j);
         }
      }
      }
      /*
      uncomment this to monitor k and l
      octave_value tmp;
      octave_stdout << "CmplxGSVD k: "; 
      tmp = k;
      tmp.print(octave_stdout);
      octave_stdout << "\n";
      octave_stdout << "CmplxGSVD l: "; 
      tmp = l;
      tmp.print(octave_stdout);
      octave_stdout << "\n";
      */

      if (m-k-l >= 0) { 
      // Fills in C and S
      sigmaA.resize (l, l);
      sigmaB.resize (l, l);
      for (i = 0; i < l; i++) {
        sigmaA.xelem(i, i) = alpha.elem(k+i);
        sigmaB.xelem(i, i) = beta.elem(k+i);
      } 
      } else {
      // Fills in C and S
      sigmaA.resize (m-k, m-k);
      sigmaB.resize (m-k, m-k);
      for (i = 0; i < m-k; i++) {
        sigmaA.xelem(i, i) = alpha.elem(k+i);
        sigmaB.xelem(i, i) = beta.elem(k+i);
      }
      }
    }
  }
  return info;
}

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/

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