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-rw-r--r--src/c/linearAlgebra/includes/sva.h29
-rw-r--r--src/c/linearAlgebra/includes/svd.h30
-rw-r--r--src/c/linearAlgebra/interfaces/int_sva.h28
-rw-r--r--src/c/linearAlgebra/interfaces/int_svd.h35
-rw-r--r--src/c/linearAlgebra/sva/dsvaa.c92
-rw-r--r--src/c/linearAlgebra/svd/dsvda.c184
6 files changed, 398 insertions, 0 deletions
diff --git a/src/c/linearAlgebra/includes/sva.h b/src/c/linearAlgebra/includes/sva.h
new file mode 100644
index 0000000..ea628a3
--- /dev/null
+++ b/src/c/linearAlgebra/includes/sva.h
@@ -0,0 +1,29 @@
+ /* 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
+ */
+
+#ifndef __SVA_H__
+#define __SVA_H__
+#include "types.h"
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+void dsvaa(int ninp,double *in1,int row,int col,double in2,double *out1, \
+ double *out2,double *out3);
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif
+
+#endif /*__SVA_H__*/
+
diff --git a/src/c/linearAlgebra/includes/svd.h b/src/c/linearAlgebra/includes/svd.h
new file mode 100644
index 0000000..dea681f
--- /dev/null
+++ b/src/c/linearAlgebra/includes/svd.h
@@ -0,0 +1,30 @@
+ /* 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
+ */
+#ifndef __SVD_H__
+#define __SVD_H__
+#include "types.h"
+#include "doubleComplex.h"
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+double dsvda(double tol,double *in1,int row,int col,double in2,double nout,double *out1, \
+ double *out2,double *out3);
+void zsvda(doubleComplex *in1,int row,int col,int in2,int nout, doubleComplex *out1,\
+ doubleComplex *out2,doubleComplex *out3);
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif
+
+#endif /*__SVD_H__*/
diff --git a/src/c/linearAlgebra/interfaces/int_sva.h b/src/c/linearAlgebra/interfaces/int_sva.h
new file mode 100644
index 0000000..f1f8260
--- /dev/null
+++ b/src/c/linearAlgebra/interfaces/int_sva.h
@@ -0,0 +1,28 @@
+ /* 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
+ */
+
+#ifndef __INT_SVA_H__
+#define __INT_SVA_H__
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+#define d2svad2d2d2(in1,size,out1,out2,out3) dsvaa(1,in1,size[0],size[1],0,out1,out2,out3);
+#define d2d0svad2d2d2(in1,size1,in2,out1,out2,out3) dsvaa(2,in1,size1[0],size1[1],in2,out1,out2,out3);
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif
+
+#endif /*__INT_SVA_H__*/
+
diff --git a/src/c/linearAlgebra/interfaces/int_svd.h b/src/c/linearAlgebra/interfaces/int_svd.h
new file mode 100644
index 0000000..8f40bff
--- /dev/null
+++ b/src/c/linearAlgebra/interfaces/int_svd.h
@@ -0,0 +1,35 @@
+ /* 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
+ */
+
+#ifndef __INT_SVD_H__
+#define __INT_SVD_H__
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+#define d2svdd2(in1,size1,out1) dsvda(0,in1,size1[0],size1[1],0,1,out1,NULL,NULL)
+#define d2g2svdd2d2d2(in1,size1,in2,size2,out1,out2,out3) dsvda(0,in1,size1[0],size1[1],1,3,out1,out2,out3);
+#define d2svdd2d2d2(in1,size1,out1,out2,out3) dsvda(0,in1,size1[0],size1[1],0,3,out1,out2,out3);
+
+#define d2svdd2d2d2d0(in1,size1,out1,out2,out3) dsvda(0,in1,size1[0],size1[1],0,4,out1,out2,out3);
+#define d2d0svdd2d2d2d0(in1,size1,tol,out1,out2,out3) dsvda(tol,in1,size1[0],size1[1],0,4,out1,out2,out3);
+
+#define z2svdz2(in1,size1,out2) zsvda(in1,size1[0],size1[1],0,1,NULL,out2,NULL);
+#define z2g2svdz2z2z2(in1,size1,in2,size2,out1,out2,out3) zsvda(in1,size1[0],size1[1],1,3,out1,out2,out3);
+#define z2svdz2z2z2(in1,size1,out1,out2,out3) zsvda(in1,size1[0],size1[1],0,3,out1,out2,out3);
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif
+
+#endif /*__INT_SVD_H__*/
diff --git a/src/c/linearAlgebra/sva/dsvaa.c b/src/c/linearAlgebra/sva/dsvaa.c
new file mode 100644
index 0000000..b7d07d8
--- /dev/null
+++ b/src/c/linearAlgebra/sva/dsvaa.c
@@ -0,0 +1,92 @@
+/* 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 "sva.h"
+#include "svd.h"
+#include "lapack.h"
+#include <stdio.h>
+#include <stdlib.h>
+#include "string.h"
+#include "matrixTranspose.h"
+
+#define eps 2.22044604925e-16
+
+void dsvaa(int ninp,double *in1,int row,int col,double in2,double *out1, \
+ double *out2,double *out3){
+
+ double tol;
+ double rk=0;
+ int N=col,M=row;
+ if(row == 0 && col == 0) return;
+ int i,j;
+ int arow; /*Actual row of given matrix*/
+ int acol; /*Actual col of given matrix*/
+
+ /* Calculation of svd of a given matrix */
+ double *U,*S,*V;
+ U = (double *)malloc((double)row*min(row,col)*sizeof(double));
+ S = (double *)malloc((double)min(row,col)*min(row,col)*sizeof(double));
+ V = (double *)malloc((double)col*min(row,col)*sizeof(double));
+
+ dsvda(0,in1,M,N,1,3,U,S,V);
+
+ if (ninp == 1){ /* [u,s,v] = sva(A) when input is only matrix */
+ tol = max(row,col)*S[0]*eps;
+ rk = 0;
+ for(i=0;i<col;i++){
+ if(S[i+i*row] > tol){
+ rk+=1;
+ }
+ }
+ }
+ else{ /*[u,s,v] = sva(A,tol) when two input's are there */
+ tol = in2;
+ if(tol > 1){
+ rk = tol;
+ if(rk > min(row,col)){
+ printf("ERROR: Wrong value for input argument !");
+ out1 = NULL;
+ out2 = NULL;
+ out3 = NULL;
+ return;
+ }
+ }
+ else{
+ rk = 0;
+ for(i=0;i<col;i++){
+ if(S[i+i*row] > tol){
+ rk+=1;
+ }
+ }
+ }
+ }
+ arow = M;
+ acol = min(M,N);
+ for(i=0;i<arow;i++){
+ for(j=0;j<rk;j++){
+ out1[i+j*row]=U[i+j*arow];
+ }
+ }
+ arow = min(M,N);
+ for(i=0;i<rk;i++){
+ for(j=0;j<rk;j++){
+ out2[i+j*(int)rk] = S[i+j*arow];
+ }
+ }
+ arow = N;
+ acol = min(M,N);
+ for(i=0;i<arow;i++){
+ for(j=0;j<rk;j++){
+ out3[i+j*arow] = V[i+j*arow];
+ }
+ }
+}
diff --git a/src/c/linearAlgebra/svd/dsvda.c b/src/c/linearAlgebra/svd/dsvda.c
new file mode 100644
index 0000000..c3bcfc2
--- /dev/null
+++ b/src/c/linearAlgebra/svd/dsvda.c
@@ -0,0 +1,184 @@
+/* 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
+
+ */
+
+/*Funtion to find singular value decomposition of given matrix */
+
+#include "lapack.h"
+#include <stdio.h>
+#include <stdlib.h>
+#include "string.h"
+#include <math.h>
+#include "svd.h"
+#include "matrixTranspose.h"
+
+int min(int a,int b);
+int max(int a,int b);
+
+extern double dgesvd_(char*,char*,int*,int*,double*,int*,double*,double*,int*,\
+ double*,int*,double *,int*,int*);
+
+#define eps 2.22044604925e-16 /* pow(2,-52) */
+
+/* DGESVD computes the singular value decomposition (SVD) of a real
+ M-by-N matrix A, optionally computing the left and/or right singular
+ vectors. The SVD is written
+
+ A = U * SIGMA * transpose(V) */
+
+/*Function support -
+
+s=svd(X)
+[U,S,V]=svd(X)
+[U,S,V]=svd(X,0) (obsolete)
+[U,S,V]=svd(X,"e")
+[U,S,V,rk]=svd(X [,tol])
+
+*/
+
+double dsvda(double tol,double *in1,int row,int col,double in2,double nout,double *out1, \
+ double *out2,double *out3){
+
+ char JOBU,JOBVT;
+ int i,j,k;
+ int LDU=1; /*Leading Dimension of U */
+ int LDVT=1; /*Leading Dimension of VT */
+ int M = row;
+ int N = col;
+ double *buf;
+ double *S,*U,*VT;
+ double *WORK;
+
+ int rk; /*Fourth output if needed */
+
+ /*if((nout > 1 && in2 == 1) && (M != N)){ // [U,S,VT] = svd(x,'e')
+ if(M > N){
+ JOBU = 'S';
+ JOBVT = 'A';
+ LDVT = N;
+ }
+ else{
+ JOBU = 'A';
+ JOBVT = 'S';
+ LDVT = min(M,N);
+ }
+ LDU = M;
+ U = (double*) malloc((double) (LDU)*min(M,N)*sizeof(double));
+ VT = (double*) malloc((double) (LDVT)*N*sizeof(double));
+ }
+ else */if(nout > 1){ /* [U,S,VT = svd(x)] */
+ JOBU = 'A'; /*If JOBU = 'A', U contains the M-by-M orthogonal matrix U */
+ JOBVT = 'A'; /*JOBVT = 'A': all N rows of V**T are returned in the array VT;*/
+ LDU = M;
+ LDVT = N;
+ U = (double*) malloc((double) M*M*sizeof(double));
+ VT = (double*) malloc((double) N*N*sizeof(double));
+ }
+ else{ /* ans = svd(x) */
+ JOBU = 'N';
+ JOBVT = 'N';
+ }
+ int LDA = max(1,M);
+
+ /* Making a copy of input matrix */
+ buf = (double*) malloc((double)M*N*sizeof(double));
+ memcpy(buf,in1,M*N*sizeof(double));
+
+ S = (double*)malloc((double)min(col,row)*sizeof(double));
+
+ int LWORK = 5*min(M,N);
+ WORK = (double*)malloc((double)LWORK*sizeof(double));
+ int INFO = 0; /*For successful exit */
+
+ dgesvd_(&JOBU,&JOBVT,&M,&N,buf,&LDA,S,U,&LDU,VT,&LDVT,WORK,&LWORK,&INFO);
+ /*Subroutine DGESVD from Lapack lib. */
+
+ if (nout == 1){ /* ans = svd(x)*/
+ memcpy(out1,S,min(row,col)*sizeof(double));
+ //printf("%lf %lf %lf",*(S),*(S+1),*(S+2));
+ } /* [U,S,VT] = svd(x) */
+ else if(in2 == 0 && nout > 1){
+ memcpy(out1,U,LDU*M*sizeof(double));
+ //memcpy(out3,VT,LDVT*min(row,col)*sizeof(double));
+ for(j=0;j<M;j++){
+ for(k=0;k<N;k++){
+ if(j == k) *((out2+j*(min(M,N)))+k) = *(S+j);
+ else *((out2+j*(min(M,N)))+k) = 0;
+ }
+ }
+
+ //dtransposea(VT,LDVT,N,out3);
+ /*As there is some patch of error in SVD, these lines are added */
+
+ for(j=1;j<=N;j++){
+ for(i=j;i<=N;i++){
+ *(out3+i+(j-1)*N-1) = VT[j+(i-1)*N-1];
+ *(out3+j+(i-1)*N-1) = VT[i+(j-1)*N-1];
+ }
+ }
+ /*for(i=0;i<N;i++){
+ for(j=0;j<N;j++){
+ printf("%lf ",VT[i*row+j]);
+ }
+ printf("\n");
+ }*/
+ }
+ else{
+ memcpy(out1,U,M*min(M,N)*sizeof(double));
+ 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) = *(S+j);
+ else *((out2+j*(min(M,N)))+k) = 0;
+ }
+ }
+ //dtransposea(VT,LDVT,N,out3);
+ /*As there is some patch of error in DGESVD, these lines are added */
+ /* out3 first taken in some array then will be copied from it. */
+ double *outV;
+ outV = (double *)malloc(N*N*sizeof(double));
+ for(j=1;j<=N;j++){
+ for(i=j;i<=N;i++){
+ *(outV+i+(j-1)*N-1) = VT[j+(i-1)*N-1];
+ *(outV+j+(i-1)*N-1) = VT[i+(j-1)*N-1];
+ }
+ }
+
+ for(j=0;j<min(M,N)*N;j++){
+ *(out3+j) = *(outV+j);
+ }
+ }
+
+ /* From the fortran file of scilab code - if(tol.eq.0.0d0) tol=dble(max(M,N))*eps*stk(lSV) */
+ if(tol == 0){
+ tol = (double)max(M,N)*eps*S[0];
+ }
+ if(nout == 4){ /*[U,S,VT,rk] = svd(X,tol) where tol - tolerance*/
+ rk = 0;
+ for(i=0;i<min(M,N);i++){
+ if(S[i] > tol){
+ rk = i+1;
+ }
+ }
+ return rk;
+ }
+ return 0;
+}
+
+int min(int a,int b){
+ if(a > b) return b;
+ return a;
+}
+
+int max(int a,int b){
+ if(a > b) return a;
+ return b;
+}
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