svd_d.cc

// -*- mode: c++; fill-column: 80; c-basic-offset: 2; indent-tabs-mode: nil -*-
/*
    Copyright (c) 2010 Juan Jose Garcia Ripoll

    Tensor is free software; you can redistribute it and/or modify it
    under the terms of the GNU Library General Public License as published
    by the Free Software Foundation; either version 2 of the License, or
    (at your option) any later version.

    This program 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 Library General Public License for more details.

    You should have received a copy of the GNU General Public License along
    with this program; if not, write to the Free Software Foundation, Inc.,
    51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
*/

#include <tensor/tensor.h>
#include <tensor/tensor_lapack.h>
#include <tensor/linalg.h>

namespace linalg {

  using namespace lapack;

  bool accurate_svd = 0;

  RTensor
  svd(RTensor A, RTensor *U, RTensor *VT, bool economic)
  {
    /*
      if (accurate_svd) {
      return block_svd(A, U, VT, economic);
      }
    */

    assert(A.rows() > 0);
    assert(A.columns() > 0);
    assert(A.rank() == 2);
    
    integer m = A.rows();
    integer n = A.columns();
    integer k = std::min(m, n);
    integer lwork, ldu, lda, ldv, info;
    RTensor output(k);
    double *work, *u, *v;
    double *a = tensor_pointer(A), *s = tensor_pointer(output), foo;
    char jobv[1], jobu[1];

    if (U) {
      *U = RTensor(m, economic? k : m);
      u = tensor_pointer(*U);
      jobu[0] = economic? 'S' : 'A';
      ldu = m;
    } else {
      jobu[0] = 'N';
      u = &foo;
      ldu = 1;
    }
    if (VT) {
      (*VT) = RTensor(economic? k : n, n);
      v = tensor_pointer(*VT);
      jobv[0] = economic? 'S' : 'A';
      ldv = economic? k : n;
    } else {
      jobv[0] = 'N';
      v = &foo;
      ldv = 1;
    }
    lda = m;
#ifdef TENSOR_USE_ACML
    dgesvd(*jobu, *jobv, m, n, a, lda, s, u, ldu, v, ldv, &info);
#else
    lwork = -1;
    work = &foo;
    F77NAME(dgesvd)(jobu, jobv, &m, &n, a, &lda, s, u, &ldu, v, &ldv,
                    work, &lwork, &info);
    lwork = (int)work[0];
    work = new double[lwork];
    F77NAME(dgesvd)(jobu, jobv, &m, &n, a, &lda, s, u, &ldu, v, &ldv,
                    work, &lwork, &info);
    delete[] work;
#endif
    return output;
  }

} // namespace linalg