Merged new linear algebra functions

1 files changed, 173 insertions, 0 deletions

diff --git a/2.3-1/src/c/linearAlgebra/svd/zsvda.c b/2.3-1/src/c/linearAlgebra/svd/zsvda.c
new file mode 100644
index 00000000..0d360222
--- /dev/null
+++ b/2.3-1/src/c/linearAlgebra/svd/zsvda.c
@@ -0,0 +1,173 @@
+/* Copyright (C) 2017 - IIT Bombay - FOSSEE
+
+ This file must be used under the terms of the CeCILL.
+ This source file is licensed as described in the file COPYING, which
+ you should have received as part of this distribution.  The terms
+ are also available at
+ http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ Author: Sandeep Gupta
+ Organization: FOSSEE, IIT Bombay
+ Email: toolbox@scilab.in
+
+ */
+#include "svd.h"
+#include "lapack.h"
+#include <stdio.h>
+#include <stdlib.h>
+#include "string.h"
+#include "doubleComplex.h"
+#include "matrixTranspose.h"
+#include "conj.h"
+
+extern doubleComplex zgesvd_( char* , char* , int* , int* ,doubleComplex *,\
+                int* , double* ,doubleComplex* , int* ,doubleComplex* , int* ,\
+                 doubleComplex* , int* , double* , int* );
+
+
+int Min(int a,int b){
+	if(a > b)
+		return b;
+	return a;
+}
+
+int Max(int a,int b){
+	if(a > b)
+		return a;
+	else
+		return b;
+}
+
+void zsvda(doubleComplex *in1,int row,int col,int in2,int nout, doubleComplex *out1,\
+		doubleComplex *out2,doubleComplex *out3){
+		
+		/* Allocating memory and copying the input in buf*/
+		doubleComplex *buf;
+		buf = (doubleComplex *)malloc(row*col*sizeof(doubleComplex));
+		memcpy(buf,in1,row*col*sizeof(doubleComplex));
+
+		/* Type of variable used */
+		int i,j,k;
+		char JOBU,JOBVT;
+		int M = row;
+		int N = col;
+		int LDA,LDU,LDVT,LWORK,INFO;
+
+		/*double precision array to store Sigma*/
+		double *S;
+		S = (double *)malloc(Min(M,N)*sizeof(double));
+
+		/* amount of memory needed for work */
+		LWORK = Max(1,2*Min(M,N)+Max(M,N));
+		doubleComplex *WORK = malloc(Max(1,2*LWORK)*sizeof(doubleComplex));
+
+		double *RWORK;
+		RWORK = (double *)malloc(5*Min(M,N)*sizeof(double));
+
+		INFO = 0;
+
+		if(nout == 1){
+			JOBU = 'N';	
+			JOBVT = 'N';		 
+			LDA = M;
+			LDU = M;
+			LDVT = N;
+			//doubleComplex *U,*VT;	
+			//U = malloc(sizeof(doubleComplex));
+			//VT = malloc(sizeof(doubleComplex));
+		 	zgesvd_(&JOBU,&JOBVT,&M,&N,buf,&LDA,S,NULL,&LDU,NULL,&LDVT,WORK,&LWORK,RWORK,&INFO);
+			
+			//memcpy(out2,S,Min(M,N)*sizeof(double));
+			for(i=0;i<Min(M,N);i++){
+				out2[i] = DoubleComplex(S[i],0);				
+				//out2[i] = S[i];
+				//out2[i] = 0;		
+			}
+			out1 = NULL;
+			out3 = NULL;
+			//for(i=0;i<Min(M,N);i++) printf("%lf ",S[i]);
+			//free(S);	
+		}
+		else if(nout == 3){
+			if(in2 == 0 || M == N){			
+				JOBU = 'A';		
+				JOBVT = 'A';	
+				LDA = M;
+				LDU = M;
+				LDVT = N;
+				doubleComplex *U = malloc(LDU*M*sizeof(doubleComplex));
+				doubleComplex *VT = malloc(LDVT*N*sizeof(doubleComplex));
+
+				/*doubleComplex wopt;
+				LWORK = -1;
+				zgesvd_(&JOBU,&JOBVT,&M,&N,buf,&LDA,S,U,&LDU,VT,&LDVT,&wopt,&LWORK,RWORK,&INFO);*/
+
+				//LWORK = (int)zreals(wopt);
+				
+				WORK = (doubleComplex *)malloc(LWORK*sizeof(doubleComplex));
+				zgesvd_(&JOBU,&JOBVT,&M,&N,buf,&LDA,S,U,&LDU,VT,&LDVT,WORK,&LWORK,RWORK,&INFO);
+
+				memcpy(out1,U,LDU*Min(M,N)*sizeof(doubleComplex));
+				//memcpy(out3,VT,N*N*sizeof(doubleComplex));
+				for(i=0;i<N;i++){
+					for(j=i;j<N;j++){
+						out3[i+j*N] = zconjs(VT[j+i*N]);
+						out3[j+i*N] = zconjs(VT[i+j*N]);				
+					}
+				}			
+				//ztransposea(VT,LDVT,Min(M,N),out3);
+				/*for(i=0;i<N;i++){
+					for(j=0;j<N;j++){
+						printf("[ %lf %lf]",zreals(VT[i*N+j]),zimags(VT[i*N+j]));
+					}				
+					printf("\n");	
+				}*/
+				//free(U);
+				//free(VT);
+			}
+			else{
+				LDA = M;
+				LDU = M;
+				if(M > N){
+					JOBU = 'S';					
+					JOBVT = 'A';
+					LDVT = N;				
+				}
+				else{
+					JOBU = 'A';
+					JOBVT = 'S';
+					LDVT = Min(M,N);	
+				}
+				doubleComplex *U;
+				U = malloc(LDU*Min(M,N)*sizeof(doubleComplex));
+				doubleComplex *VT;
+				VT = malloc(LDVT*N*sizeof(doubleComplex));
+				zgesvd_(&JOBU,&JOBVT,&M,&N,buf,&LDA,S,U,&LDU,VT,&LDVT,WORK,&LWORK,RWORK,&INFO);
+				memcpy(out1,U,M*Min(M,N)*sizeof(doubleComplex));
+				//ztransposea(VT,LDVT,Min(row,col),out3);
+				
+				/* These lines are added to patch an error of ZGESVD */
+				/*
+					ij = i+(j-1)*N
+              		ji = j+(i-1)*N
+               		zstk(lV+ij-1) = conjg(zstk(lVT+ji-1))
+               		zstk(lV+ji-1) = conjg(zstk(lVT+ij-1))								
+				*/
+				for(i=0;i<Min(M,N);i++){
+					for(j=0;j<N;j++){
+						out3[j+i*N] = zconjs(VT[i+j*Min(M,N)]);				
+					}
+				}								
+				//free(U);
+				//free(VT);
+			}
+			/* output from zgesvd is copied to out2 variables in required format*/
+			for(j=0;j<Min(M,N);j++){
+				for(k=0;k<Min(M,N);k++){
+					if(j == k)
+						out2[j*(Min(M,N))+k] = DoubleComplex(S[j],0);
+					else 
+						out2[j*(Min(M,N))+k] = DoubleComplex(0,0);					
+				}
+			}
+		}
+}