kopia lustrzana https://github.com/Dsplib/libdspl-2.0
Added SVD decomposition function matrix_svd for the real matricies
Changes to be committed: modified: dspl/src/blas.h modified: dspl/src/matrix.c new file: examples/src/matrix_svd_test.c modified: include/dspl.c modified: include/dspl.hpull/6/merge
Dsplib
rodzic
7af0e61ce3
commit
f848c84fac
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@ -362,5 +362,10 @@ int FORTRAN_FUNC(xher2m)(const char*, const char*, const char*, const int*, cons
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void FORTRAN_FUNC(zgees)(const char*, const char*, void*, int*, complex_t*, int*, int*, complex_t*, complex_t*, int*, complex_t*, int*, double*, int*, int*);
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void FORTRAN_FUNC(dgesdd)(const char*, int*, int*, double*, int*, double*,
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double*, int*, double*, int*, double*,
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int*, int*, int*);
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#endif
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@ -199,6 +199,8 @@ int DSPL_API matrix_eye_cmplx(complex_t* a, int n, int m)
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#ifdef DOXYGEN_ENGLISH
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#endif
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@ -226,6 +228,57 @@ int DSPL_API matrix_mul(double* a, int na, int ma,
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#ifdef DOXYGEN_ENGLISH
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#endif
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#ifdef DOXYGEN_RUSSIAN
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#endif
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int DSPL_API matrix_svd(double* a, int n, int m,
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double* u, double* s, double* vt, int* info)
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{
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char jobz = 'A';
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double* work = NULL;
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int* iwork = NULL;
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int lwork, mn, mx, err;
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int pi;
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if(!a || !u || !s || !vt)
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return ERROR_PTR;
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if(n < 1 || m < 1)
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return ERROR_SIZE;
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if(n > m)
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{
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mn = m;
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mx = n;
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}
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else
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{
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mn = n;
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mx = m;
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}
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err = RES_OK;
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lwork = 4 * mn * mn + 6 * mn + mx;
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work = (double*) malloc(lwork*sizeof(double));
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iwork = (int*) malloc(8*mn*sizeof(int));
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dgesdd_(&jobz, &n, &m, a, &n, s, u, &n, vt, &m, work, &lwork, iwork, &pi);
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if(info)
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*info = pi;
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if(pi)
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err = ERROR_LAPACK;
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if(work)
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free(work);
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if(iwork)
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free(iwork);
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return err;
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}
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#ifdef DOXYGEN_ENGLISH
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#endif
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@ -0,0 +1,65 @@
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#include <stdio.h>
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#include <stdlib.h>
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#include <string.h>
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#include "dspl.h"
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#define N 4
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#define M 3
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int main(int argc, char* argv[])
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{
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void* handle; /* DSPL handle */
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handle = dspl_load(); /* Load DSPL function */
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/* Matrix
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A = [ 1 2 3;
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3 4 5;
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2 0 1;
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2 -1 0;];
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in array a by columns
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*/
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double a[N*M] = { 1, 3, 2, 2, 2, 4, 0, -1, 3, 5, 1, 0};
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double u[N*N]; /* left orthogonal matrix U */
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double s[M]; /* Singular values diagonal */
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double vt[M*M];/* transposed left orthogonal matrix V^T */
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double ur[N*M] = {0}; /* matrix UR = U*S */
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double ar[N*M]; /* AR = UR * V^T */
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int err, info, i, j, mn;
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/* print input matrix */
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matrix_print(a, N, M, "A", "%8.2f");
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/* SVD decomposition A = U*S*V^T */
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/*-----------------------------------------------------*/
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err = matrix_svd(a, N, M, u, s, vt, &info);
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if(err != RES_OK)
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printf("err = %.8x info = %d\n", err, info);
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/* Print SVD decomposition */
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matrix_print(u, N, N, "U", "%8.4f");
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matrix_print(vt, M, M, "V^T", "%8.4f");
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matrix_print(s, M, 1, "S", "%8.6f");
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/* SVD reconstruction AR = U*S*V^T */
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/*-----------------------------------------------------*/
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/* step 1: UR = U*S.
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We can process this by columns
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because S is diagonal
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*/
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mn = (M > N) ? N : M;
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for(i = 0; i < mn; i++)
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for(j = 0; j < N; j++)
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ur[j + i*N] = u[j + i*N] * s[i];
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/* step 2: AR = U * S * V^T */
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matrix_mul(ur, N, M, vt, M, M, ar);
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matrix_print(ar, N, M, "AR = U*S*V^T", "%8.2f");
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dspl_free(handle); /* free dspl handle */
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return 0;
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}
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@ -139,6 +139,7 @@ p_matrix_eye_cmplx matrix_eye_cmplx ;
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p_matrix_mul matrix_mul ;
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p_matrix_print matrix_print ;
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p_matrix_print_cmplx matrix_print_cmplx ;
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p_matrix_svd matrix_svd ;
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p_matrix_transpose matrix_transpose ;
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p_matrix_transpose_cmplx matrix_transpose_cmplx ;
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p_matrix_transpose_hermite matrix_transpose_hermite ;
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@ -351,6 +352,7 @@ void* dspl_load()
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LOAD_FUNC(matrix_mul);
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LOAD_FUNC(matrix_print);
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LOAD_FUNC(matrix_print_cmplx);
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LOAD_FUNC(matrix_svd);
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LOAD_FUNC(matrix_transpose);
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LOAD_FUNC(matrix_transpose_cmplx);
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LOAD_FUNC(matrix_transpose_hermite);
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@ -440,8 +442,6 @@ void* dspl_load()
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void dspl_free(void* handle)
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{
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#ifdef WIN_OS
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@ -1228,6 +1228,14 @@ DECLARE_FUNC(int, matrix_print_cmplx, complex_t* a
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COMMA const char* name
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COMMA const char* format);
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/*----------------------------------------------------------------------------*/
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DECLARE_FUNC(int, matrix_svd, double* a
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COMMA int n
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COMMA int m
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COMMA double* u
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COMMA double* s
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COMMA double* vt
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COMMA int* info);
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/*----------------------------------------------------------------------------*/
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DECLARE_FUNC(int, matrix_transpose, double* a
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COMMA int n
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COMMA int m
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@ -1563,49 +1571,6 @@ DECLARE_FUNC(int, xcorr_cmplx, complex_t* x
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#endif
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#ifdef DOXYGEN_ENGLISH
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/*! ****************************************************************************
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\ingroup SYS_LOADING_GROUP
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\fn void dspl_free(void* handle)
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\brief Cleans up the previously linked DSPL-2.0 dynamic library.
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This cross-platform function clears the library `libdspl.dll` in
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Windows system and from the library `libdspl.so` on the Linux system.
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After cleaning the library, all functions will become unavailable.
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\param [in] handle
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Handle of the previously linked DSPL-2.0 library. \n
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This pointer can be `NULL`, in this case no action
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are being produced.
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\author Bakhurin Sergey. www.dsplib.org
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***************************************************************************** */
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#endif
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#ifdef DOXYGEN_RUSSIAN
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/*! ****************************************************************************
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\ingroup SYS_LOADING_GROUP
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\fn void dspl_free(void* handle)
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\brief Очищает связанную ранее динамическую библиотеку DSPL-2.0.
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Данная кроссплатформенная функция производит очистку библиотеки `libdspl.dll` в
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системе Windows и с библиотеки `libdspl.so` в системе Linux.
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После очистки библиотеки все функции станут недоступны.
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\param[in] handle
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Хэндл прилинкованной ранее библиотеки DSPL-2.0. \n
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Данный указатель может быть `NULL`, в этом случае никакие действия не
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производятся.\n\n
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\author Бахурин Сергей. www.dsplib.org
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**************************************************************************** */
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#endif
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void* dspl_load();
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#ifdef DOXYGEN_ENGLISH
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/*! ****************************************************************************
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\ingroup SYS_LOADING_GROUP
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@ -1694,7 +1659,7 @@ int main(int argc, char* argv[])
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void* hdspl; // DSPL хэндл
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hdspl = dspl_load(); // Динамическая линковка
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// Проверяем указатель. Если `NULLL`, то линковка прошла неудачно
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// Проверяем указатель. Если `NULL`, то линковка прошла неудачно
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if(!hdspl)
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{
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printf("libdspl loading error!\n");
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@ -1714,6 +1679,48 @@ int main(int argc, char* argv[])
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\author Бахурин Сергей. www.dsplib.org
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***************************************************************************** */
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#endif
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void* dspl_load();
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#ifdef DOXYGEN_ENGLISH
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/*! ****************************************************************************
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\ingroup SYS_LOADING_GROUP
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\fn void dspl_free(void* handle)
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\brief Cleans up the previously linked DSPL-2.0 dynamic library.
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This cross-platform function clears the library `libdspl.dll` in
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Windows system and from the library `libdspl.so` on the Linux system.
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After cleaning the library, all functions will become unavailable.
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\param [in] handle
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Handle of the previously linked DSPL-2.0 library. \n
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This pointer can be `NULL`, in this case no action
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are being produced.
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\author Bakhurin Sergey. www.dsplib.org
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***************************************************************************** */
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#endif
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#ifdef DOXYGEN_RUSSIAN
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/*! ****************************************************************************
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\ingroup SYS_LOADING_GROUP
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\fn void dspl_free(void* handle)
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\brief Очищает связанную ранее динамическую библиотеку DSPL-2.0.
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Данная кроссплатформенная функция производит очистку библиотеки `libdspl.dll` в
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системе Windows и с библиотеки `libdspl.so` в системе Linux.
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После очистки библиотеки все функции станут недоступны.
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\param[in] handle
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Хэндл прилинкованной ранее библиотеки DSPL-2.0. \n
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Данный указатель может быть `NULL`, в этом случае никакие действия не
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производятся.\n\n
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\author Бахурин Сергей. www.dsplib.org
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**************************************************************************** */
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#endif
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void dspl_free(void* handle);
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