support for compact SVD
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72b8ce30e2
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48
nonclass.cc
48
nonclass.cc
@ -801,11 +801,11 @@ void singular_decomposition(NRMat<double> &a, NRMat<double> *u, NRVec<double> &s
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if(m<=0) m=(int)m0;
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if(n<=0) n=(int)n0;
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if(n>n0 || m>m0) laerror("bad dimension in singular_decomposition");
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if (u) if (m > u->nrows() || m> u->ncols())
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if (u) if (m > u->nrows() || s.size()> u->ncols())
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laerror("inconsistent dimension of U Mat in singular_decomposition()");
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if (s.size() < m && s.size() < n)
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laerror("inconsistent dimension of S Vec in singular_decomposition()");
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if (v) if (n > v->nrows() || n > v->ncols())
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if (v) if (s.size() > v->nrows() || n > v->ncols())
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laerror("inconsistent dimension of V Mat in singular_decomposition()");
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a.copyonwrite();
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@ -815,31 +815,31 @@ void singular_decomposition(NRMat<double> &a, NRMat<double> *u, NRVec<double> &s
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// C-order (transposed) input and swap u,v matrices,
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// v should be transposed at the end
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char jobu = u ? 'A' : 'N';
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char jobv = v ? 'A' : 'N';
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char jobu = u ? (u->nrows()==u->ncols() ? 'A' : 'S') : 'N';
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char jobv = v ? (v->nrows()==v->ncols() ? 'A' : 'S') : 'N';
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double work0;
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FINT lwork = -1;
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FINT r;
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FINT lda=a.ncols();
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FINT ldu= u ? u->ncols():0;
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FINT ldv= v ? v->ncols():0;
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#ifdef FORINT
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FINT ntmp = n;
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FINT mtmp = m;
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FORNAME(dgesvd)(&jobv, &jobu, &ntmp, &mtmp, a, &n0, s, v?(*v)[0]:0, &n0,
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u?(*u)[0]:0, &m0, &work0, &lwork, &r);
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FORNAME(dgesvd)(&jobv, &jobu, &ntmp, &mtmp, a, &lda, s, v?(*v)[0]:0, &ldv, u?(*u)[0]:0, &ldu, &work0, &lwork, &r);
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#else
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FORNAME(dgesvd)(&jobv, &jobu, &n, &m, a, &n0, s, v?(*v)[0]:0, &n0,
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u?(*u)[0]:0, &m0, &work0, &lwork, &r);
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FORNAME(dgesvd)(&jobv, &jobu, &n, &m, a, &lda, s, v?(*v)[0]:0, &ldv, u?(*u)[0]:0, &ldu, &work0, &lwork, &r);
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#endif
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lwork = (FINT) work0;
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double *work = new double[lwork];
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#ifdef FORINT
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FORNAME(dgesvd)(&jobv, &jobu, &ntmp, &mtmp, a, &n0, s, v?(*v)[0]:0, &n0,
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u?(*u)[0]:0, &m0, work, &lwork, &r);
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FORNAME(dgesvd)(&jobv, &jobu, &ntmp, &mtmp, a, &lda, s, v?(*v)[0]:0, &ldv, u?(*u)[0]:0, &ldu, work, &lwork, &r);
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#else
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FORNAME(dgesvd)(&jobv, &jobu, &n, &m, a, &n0, s, v?(*v)[0]:0, &n0,
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u?(*u)[0]:0, &m0, work, &lwork, &r);
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FORNAME(dgesvd)(&jobv, &jobu, &n, &m, a, &lda, s, v?(*v)[0]:0, &ldv, u?(*u)[0]:0, &ldu, work, &lwork, &r);
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#endif
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delete[] work;
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@ -866,11 +866,11 @@ void singular_decomposition(NRMat<std::complex<double> > &a, NRMat<std::complex<
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if(m<=0) m=(int)m0;
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if(n<=0) n=(int)n0;
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if(n>n0 || m>m0) laerror("bad dimension in singular_decomposition");
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if (u) if (m > u->nrows() || m> u->ncols())
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if (u) if (m > u->nrows() || s.size()> u->ncols())
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laerror("inconsistent dimension of U Mat in singular_decomposition()");
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if (s.size() < m && s.size() < n)
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laerror("inconsistent dimension of S Vec in singular_decomposition()");
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if (v) if (n > v->nrows() || n > v->ncols())
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if (v) if (s.size() > v->nrows() || n > v->ncols())
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laerror("inconsistent dimension of V Mat in singular_decomposition()");
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int nmin = n<m?n:m;
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@ -881,32 +881,32 @@ void singular_decomposition(NRMat<std::complex<double> > &a, NRMat<std::complex<
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// C-order (transposed) input and swap u,v matrices,
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// v should be transposed at the end
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char jobu = u ? 'A' : 'N';
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char jobv = v ? 'A' : 'N';
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char jobu = u ? (u->nrows()==u->ncols() ? 'A' : 'S') : 'N';
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char jobv = v ? (v->nrows()==v->ncols() ? 'A' : 'S') : 'N';
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std::complex<double> work0;
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FINT lwork = -1;
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FINT r;
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double *rwork = new double[5*nmin];
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FINT lda=a.ncols();
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FINT ldu= u ? u->ncols():0;
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FINT ldv= v ? v->ncols():0;
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#ifdef FORINT
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FINT ntmp = n;
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FINT mtmp = m;
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FORNAME(zgesvd)(&jobv, &jobu, &ntmp, &mtmp, a, &n0, s, v?(*v)[0]:0, &n0,
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u?(*u)[0]:0, &m0, &work0, &lwork, rwork, &r);
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FORNAME(zgesvd)(&jobv, &jobu, &ntmp, &mtmp, a, &lda, s, v?(*v)[0]:0, &ldv, u?(*u)[0]:0, &ldu, &work0, &lwork, rwork, &r);
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#else
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FORNAME(zgesvd)(&jobv, &jobu, &n, &m, a, &n0, s, v?(*v)[0]:0, &n0,
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u?(*u)[0]:0, &m0, &work0, &lwork, rwork, &r);
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FORNAME(zgesvd)(&jobv, &jobu, &n, &m, a, &lda, s, v?(*v)[0]:0, &ldv, u?(*u)[0]:0, &ldu, &work0, &lwork, rwork, &r);
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#endif
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lwork = (FINT) work0.real();
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std::complex<double> *work = new std::complex<double>[lwork];
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#ifdef FORINT
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FORNAME(zgesvd)(&jobv, &jobu, &ntmp, &mtmp, a, &n0, s, v?(*v)[0]:0, &n0,
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u?(*u)[0]:0, &m0, work, &lwork, rwork, &r);
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FORNAME(zgesvd)(&jobv, &jobu, &ntmp, &mtmp, a, &lda, s, v?(*v)[0]:0, &ldv, u?(*u)[0]:0, &ldu, work, &lwork, rwork, &r);
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#else
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FORNAME(zgesvd)(&jobv, &jobu, &n, &m, a, &n0, s, v?(*v)[0]:0, &n0,
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u?(*u)[0]:0, &m0, work, &lwork, rwork, &r);
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FORNAME(zgesvd)(&jobv, &jobu, &n, &m, a, &lda, s, v?(*v)[0]:0, &ldv, u?(*u)[0]:0, &ldu, work, &lwork, rwork, &r);
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#endif
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delete[] work;
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50
t.cc
50
t.cc
@ -463,11 +463,11 @@ NRMat<double> u(a.nrows(),a.nrows()),v(a.ncols(),a.ncols());
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NRVec<double>s(a.ncols()<a.nrows()?a.ncols():a.nrows());
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singular_decomposition(a,&u,s,&v,0);
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cout <<u;
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NRMat<double> sdiag(0., u.ncols(),v.nrows());
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sdiag.diagonalset(s);
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cout <<sdiag;
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cout <<s;
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cout <<v;
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NRMat<double> sdiag(0., u.ncols(),v.nrows()); sdiag.diagonalset(s);
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cout << "Error "<<(u*sdiag*v-abak).norm()<<endl;
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NRMat<double> ai=calcinverse(abak2);
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cout <<"regular inverse "<<ai;
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NRVec<double>ss(s);ss.copyonwrite();
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@ -3481,7 +3481,7 @@ v.printsorted(cout,1,false);
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}
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if(1)
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if(0)
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{
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//grassmann product of n identical rank=2 tensors in m-dim space
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int n,m;
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@ -3498,6 +3498,29 @@ x.randomize(1);
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cout <<x;
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int sign;
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for(int j=0; j<m; ++j)
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for(int i=0; i<m; ++i)
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{
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FLATINDEX I(2);
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I[0]=i; I[1]=j;
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cout <<" test "<<i<<" "<<j<<" "<<x.index(&sign,I)<<endl;
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}
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NRMat<double> xm=x.matrix();
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cout <<xm;
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Tensor<double> xu=x.unwind_index(0,0);
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NRMat<double> xum=xu.matrix();
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cout <<xum;
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Tensor<double> xut=x.unwind_index(0,1);
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NRMat<double> xutm=xut.matrix();
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cout <<xutm;
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if((xum-xutm.transpose()).norm()>1e-14) laerror("error in unwinding");
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//generate antisymmetrizer of even indices, with identity on odd indices
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NRVec<NRVec_from1<int> > indexclasses(1);
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indexclasses[0].resize(n);
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@ -3534,5 +3557,24 @@ y.apply_permutation_algebra(rhsvec,b,false,1.,0.);
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cout <<y;
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}
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if(1)
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{
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//compact SVD
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NRMat<double> a;
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cin >>a ;
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NRMat<double> abak=a;
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NRMat<double> abak2=a;
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int min = a.ncols()<a.nrows()?a.ncols():a.nrows();
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NRMat<double> u(a.nrows(),min),vt(min,a.ncols());
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NRVec<double>s(min);
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singular_decomposition(a,&u,s,&vt,0);
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cout <<u;
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cout <<s;
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cout <<vt;
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NRMat<double> sdiag(0., u.ncols(),vt.nrows()); sdiag.diagonalset(s);
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cout << "Error "<<(u*sdiag*vt-abak).norm()<<endl;
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}
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}//main
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