private unsafe void init(MatrixFixed M, float zero_out_tol)
{
m_ = M.Rows;
n_ = M.Columns;
U_ = new MatrixFixed(m_, n_);
W_ = new DiagMatrix(n_);
Winverse_ = new DiagMatrix(n_);
V_ = new MatrixFixed(n_, n_);
//assert(m_ > 0);
//assert(n_ > 0);
int n = M.Rows;
int p = M.Columns;
int mm = Netlib.min(n+1,p);
// Copy source matrix into fortran storage
// SVD is slow, don't worry about the cost of this transpose.
Vector X = Vector.fortran_copy(M);
// Make workspace vectors
Vector work = new Vector(n);
work.Fill(0);
Vector uspace = new Vector(n*p);
uspace.Fill(0);
Vector vspace = new Vector(p*p);
vspace.Fill(0);
Vector wspace = new Vector(mm);
wspace.Fill(0); // complex fortran routine actually _wants_ complex W!
Vector espace = new Vector(p);
espace.Fill(0);
// Call Linpack SVD
int info = 0;
int job = 21;
fixed (float* data = X.Datablock())
{
fixed (float* data2 = wspace.Datablock())
{
fixed (float* data3 = espace.Datablock())
{
fixed (float* data4 = uspace.Datablock())
{
fixed (float* data5 = vspace.Datablock())
{
fixed (float* data6 = work.Datablock())
{
Netlib.dsvdc_(data, &n, &n, &p,
data2,
data3,
data4, &n,
data5, &p,
data6,
&job, &info);
}
}
}
}
}
}
// Error return?
if (info != 0)
{
// If info is non-zero, it contains the number of singular values
// for this the SVD algorithm failed to converge. The condition is
// not bogus. Even if the returned singular values are sensible,
// the singular vectors can be utterly wrong.
// It is possible the failure was due to NaNs or infinities in the
// matrix. Check for that now.
M.assert_finite();
// If we get here it might be because
// 1. The scalar type has such
// extreme precision that too few iterations were performed to
// converge to within machine precision (that is the svdc criterion).
// One solution to that is to increase the maximum number of
// iterations in the netlib code.
//
// 2. The LINPACK dsvdc_ code expects correct IEEE rounding behaviour,
// which some platforms (notably x86 processors)
// have trouble doing. For example, gcc can output
// code in -O2 and static-linked code that causes this problem.
// One solution to this is to persuade gcc to output slightly different code
// by adding and -fPIC option to the command line for v3p\netlib\dsvdc.c. If
// that doesn't work try adding -ffloat-store, which should fix the problem
// at the expense of being significantly slower for big problems. Note that
// if this is the cause, vxl/vnl/tests/test_svd should have failed.
//
// You may be able to diagnose the problem here by printing a warning message.
Debug.WriteLine("__FILE__ : suspicious return value (" + Convert.ToString(info) + ") from SVDC" +
"__FILE__ : M is " + Convert.ToString(M.Rows) + "x" + Convert.ToString(M.Columns));
valid_ = false;
}
else
valid_ = true;
// Copy fortran outputs into our storage
int ctr = 0;
for (int j = 0; j < p; ++j)
for (int i = 0; i < n; ++i)
{
U_[i, j] = uspace[ctr];
ctr++;
}
for (int j = 0; j < mm; ++j)
W_[j, j] = Math.Abs(wspace[j]); // we get rid of complexness here.
for (int j = mm; j < n_; ++j)
W_[j, j] = 0;
ctr = 0;
for (int j = 0; j < p; ++j)
for (int i = 0; i < p; ++i)
{
V_[i, j] = vspace[ctr];
ctr++;
}
//if (test_heavily)
{
// Test that recomposed matrix == M
//float recomposition_residual = Math.Abs((Recompose() - M).FrobeniusNorm());
//float n2 = Math.Abs(M.FrobeniusNorm());
//float thresh = m_ * (float)(eps) * n2;
//if (recomposition_residual > thresh)
{
//std::cerr << "VNL::SVD<T>::SVD<T>() -- Warning, recomposition_residual = "
//<< recomposition_residual << std::endl
//<< "FrobeniusNorm(M) = " << n << std::endl
//<< "eps*FrobeniusNorm(M) = " << thresh << std::endl
//<< "Press return to continue\n";
//char x;
//std::cin.get(&x, 1, '\n');
}
}
if (zero_out_tol >= 0)
// Zero out small sv's and update rank count.
ZeroOutAbsolute((float)(+zero_out_tol));
else
// negative tolerance implies relative to max elt.
ZeroOutRelative((float)(-zero_out_tol));
}