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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2014 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#include "lapack_common.h"
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#include <Eigen/SVD>
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#if ISCOMPLEX
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#define EIGEN_LAPACK_ARG_IF_COMPLEX(X) X,
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#else
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#define EIGEN_LAPACK_ARG_IF_COMPLEX(X)
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#endif
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// computes the singular values/vectors a general M-by-N matrix A using divide-and-conquer
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EIGEN_LAPACK_FUNC(gesdd)
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(char *jobz, int *m, int *n, Scalar *a, int *lda, RealScalar *s, Scalar *u, int *ldu, Scalar *vt, int *ldvt,
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Scalar * /*work*/, int *lwork, EIGEN_LAPACK_ARG_IF_COMPLEX(RealScalar * /*rwork*/) int * /*iwork*/, int *info) {
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// TODO exploit the work buffer
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bool query_size = *lwork == -1;
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int diag_size = (std::min)(*m, *n);
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*info = 0;
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if (*jobz != 'A' && *jobz != 'S' && *jobz != 'O' && *jobz != 'N')
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*info = -1;
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else if (*m < 0)
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*info = -2;
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else if (*n < 0)
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*info = -3;
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else if (*lda < std::max(1, *m))
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*info = -5;
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else if (*lda < std::max(1, *m))
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*info = -8;
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else if (*ldu < 1 || (*jobz == 'A' && *ldu < *m) || (*jobz == 'O' && *m < *n && *ldu < *m))
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*info = -8;
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else if (*ldvt < 1 || (*jobz == 'A' && *ldvt < *n) || (*jobz == 'S' && *ldvt < diag_size) ||
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(*jobz == 'O' && *m >= *n && *ldvt < *n))
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*info = -10;
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if (*info != 0) {
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int e = -*info;
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return xerbla_(SCALAR_SUFFIX_UP "GESDD ", &e);
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}
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if (query_size) {
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*lwork = 0;
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return;
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}
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if (*n == 0 || *m == 0) return;
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PlainMatrixType mat(*m, *n);
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mat = matrix(a, *m, *n, *lda);
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int option = *jobz == 'A' ? Eigen::ComputeFullU | Eigen::ComputeFullV
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: *jobz == 'S' ? Eigen::ComputeThinU | Eigen::ComputeThinV
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: *jobz == 'O' ? Eigen::ComputeThinU | Eigen::ComputeThinV
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: 0;
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Eigen::BDCSVD<PlainMatrixType> svd(mat, option);
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make_vector(s, diag_size) = svd.singularValues().head(diag_size);
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if (*jobz == 'A') {
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matrix(u, *m, *m, *ldu) = svd.matrixU();
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matrix(vt, *n, *n, *ldvt) = svd.matrixV().adjoint();
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} else if (*jobz == 'S') {
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matrix(u, *m, diag_size, *ldu) = svd.matrixU();
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matrix(vt, diag_size, *n, *ldvt) = svd.matrixV().adjoint();
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} else if (*jobz == 'O' && *m >= *n) {
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matrix(a, *m, *n, *lda) = svd.matrixU();
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matrix(vt, *n, *n, *ldvt) = svd.matrixV().adjoint();
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} else if (*jobz == 'O') {
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matrix(u, *m, *m, *ldu) = svd.matrixU();
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matrix(a, diag_size, *n, *lda) = svd.matrixV().adjoint();
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}
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}
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// computes the singular values/vectors a general M-by-N matrix A using two sided jacobi algorithm
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EIGEN_LAPACK_FUNC(gesvd)
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(char *jobu, char *jobv, int *m, int *n, Scalar *a, int *lda, RealScalar *s, Scalar *u, int *ldu, Scalar *vt, int *ldvt,
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Scalar * /*work*/, int *lwork, EIGEN_LAPACK_ARG_IF_COMPLEX(RealScalar * /*rwork*/) int *info) {
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// TODO exploit the work buffer
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bool query_size = *lwork == -1;
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int diag_size = (std::min)(*m, *n);
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*info = 0;
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if (*jobu != 'A' && *jobu != 'S' && *jobu != 'O' && *jobu != 'N')
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*info = -1;
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else if ((*jobv != 'A' && *jobv != 'S' && *jobv != 'O' && *jobv != 'N') || (*jobu == 'O' && *jobv == 'O'))
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*info = -2;
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else if (*m < 0)
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*info = -3;
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else if (*n < 0)
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*info = -4;
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else if (*lda < std::max(1, *m))
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*info = -6;
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else if (*ldu < 1 || ((*jobu == 'A' || *jobu == 'S') && *ldu < *m))
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*info = -9;
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else if (*ldvt < 1 || (*jobv == 'A' && *ldvt < *n) || (*jobv == 'S' && *ldvt < diag_size))
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*info = -11;
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if (*info != 0) {
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int e = -*info;
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return xerbla_(SCALAR_SUFFIX_UP "GESVD ", &e);
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}
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if (query_size) {
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*lwork = 0;
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return;
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}
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if (*n == 0 || *m == 0) return;
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PlainMatrixType mat(*m, *n);
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mat = matrix(a, *m, *n, *lda);
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int option = (*jobu == 'A' ? Eigen::ComputeFullU
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: *jobu == 'S' || *jobu == 'O' ? Eigen::ComputeThinU
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: 0) |
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(*jobv == 'A' ? Eigen::ComputeFullV
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: *jobv == 'S' || *jobv == 'O' ? Eigen::ComputeThinV
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: 0);
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Eigen::JacobiSVD<PlainMatrixType> svd(mat, option);
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make_vector(s, diag_size) = svd.singularValues().head(diag_size);
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{
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if (*jobu == 'A')
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matrix(u, *m, *m, *ldu) = svd.matrixU();
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else if (*jobu == 'S')
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matrix(u, *m, diag_size, *ldu) = svd.matrixU();
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else if (*jobu == 'O')
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matrix(a, *m, diag_size, *lda) = svd.matrixU();
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}
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{
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if (*jobv == 'A')
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matrix(vt, *n, *n, *ldvt) = svd.matrixV().adjoint();
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else if (*jobv == 'S')
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matrix(vt, diag_size, *n, *ldvt) = svd.matrixV().adjoint();
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else if (*jobv == 'O')
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matrix(a, diag_size, *n, *lda) = svd.matrixV().adjoint();
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}
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}
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#undef EIGEN_LAPACK_ARG_IF_COMPLEX
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