Mercurial > hg > octave-thorsten
view src/DLD-FUNCTIONS/svd.cc @ 5164:57077d0ddc8e
[project @ 2005-02-25 19:55:24 by jwe]
author | jwe |
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date | Fri, 25 Feb 2005 19:55:28 +0000 |
parents | 7afd4bf05aa8 |
children | 23b37da9fd5b |
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/* Copyright (C) 1996, 1997 John W. Eaton This file is part of Octave. Octave 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. Octave 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 Octave; see the file COPYING. If not, write to the Free Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "CmplxSVD.h" #include "dbleSVD.h" #include "defun-dld.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "pr-output.h" #include "utils.h" DEFUN_DLD (svd, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {@var{s} =} svd (@var{a})\n\ @deftypefnx {Loadable Function} {[@var{u}, @var{s}, @var{v}] =} svd (@var{a})\n\ @cindex singular value decomposition\n\ Compute the singular value decomposition of @var{a}\n\ @iftex\n\ @tex\n\ $$\n\ A = U\\Sigma V^H\n\ $$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ \n\ @example\n\ a = u * sigma * v'\n\ @end example\n\ @end ifinfo\n\ \n\ The function @code{svd} normally returns the vector of singular values.\n\ If asked for three return values, it computes\n\ @iftex\n\ @tex\n\ $U$, $S$, and $V$.\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ U, S, and V.\n\ @end ifinfo\n\ For example,\n\ \n\ @example\n\ svd (hilb (3))\n\ @end example\n\ \n\ @noindent\n\ returns\n\ \n\ @example\n\ ans =\n\ \n\ 1.4083189\n\ 0.1223271\n\ 0.0026873\n\ @end example\n\ \n\ @noindent\n\ and\n\ \n\ @example\n\ [u, s, v] = svd (hilb (3))\n\ @end example\n\ \n\ @noindent\n\ returns\n\ \n\ @example\n\ u =\n\ \n\ -0.82704 0.54745 0.12766\n\ -0.45986 -0.52829 -0.71375\n\ -0.32330 -0.64901 0.68867\n\ \n\ s =\n\ \n\ 1.40832 0.00000 0.00000\n\ 0.00000 0.12233 0.00000\n\ 0.00000 0.00000 0.00269\n\ \n\ v =\n\ \n\ -0.82704 0.54745 0.12766\n\ -0.45986 -0.52829 -0.71375\n\ -0.32330 -0.64901 0.68867\n\ @end example\n\ \n\ If given a second argument, @code{svd} returns an economy-sized\n\ decomposition, eliminating the unnecessary rows or columns of @var{u} or\n\ @var{v}.\n\ @end deftypefn") { octave_value_list retval; int nargin = args.length (); if (nargin < 1 || nargin > 2 || nargout == 2 || nargout > 3) { print_usage ("svd"); return retval; } octave_value arg = args(0); int nr = arg.rows (); int nc = arg.columns (); if (nr == 0 || nc == 0) { if (nargout == 3) { retval(3) = identity_matrix (nr, nr); retval(2) = Matrix (nr, nc); retval(1) = identity_matrix (nc, nc); } else retval(0) = Matrix (0, 1); } else { SVD::type type = ((nargout == 0 || nargout == 1) ? SVD::sigma_only : (nargin == 2) ? SVD::economy : SVD::std); if (arg.is_real_type ()) { Matrix tmp = arg.matrix_value (); if (! error_state) { if (tmp.any_element_is_inf_or_nan ()) { error ("svd: cannot take SVD of matrix containing Inf or NaN values"); return retval; } SVD result (tmp, type); DiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) { retval(0) = sigma.diag (); } else { retval(2) = result.right_singular_matrix (); retval(1) = sigma; retval(0) = result.left_singular_matrix (); } } } else if (arg.is_complex_type ()) { ComplexMatrix ctmp = arg.complex_matrix_value (); if (! error_state) { if (ctmp.any_element_is_inf_or_nan ()) { error ("svd: cannot take SVD of matrix containing Inf or NaN values"); return retval; } ComplexSVD result (ctmp, type); DiagMatrix sigma = result.singular_values (); if (nargout == 0 || nargout == 1) { retval(0) = sigma.diag (); } else { retval(2) = result.right_singular_matrix (); retval(1) = sigma; retval(0) = result.left_singular_matrix (); } } } else { gripe_wrong_type_arg ("svd", arg); return retval; } } return retval; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */