// 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=*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 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; }