// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Gael Guennebaud // // 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 // 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 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 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; }