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use crate::{error::*, layout::MatrixLayout, *};
use cauchy::*;
use num_traits::{ToPrimitive, Zero};
#[repr(u8)]
#[derive(Debug, Copy, Clone)]
enum FlagSVD {
All = b'A',
No = b'N',
}
impl FlagSVD {
fn from_bool(calc_uv: bool) -> Self {
if calc_uv {
FlagSVD::All
} else {
FlagSVD::No
}
}
}
pub struct SVDOutput<A: Scalar> {
pub s: Vec<A::Real>,
pub u: Option<Vec<A>>,
pub vt: Option<Vec<A>>,
}
pub trait SVD_: Scalar {
fn svd(l: MatrixLayout, calc_u: bool, calc_vt: bool, a: &mut [Self])
-> Result<SVDOutput<Self>>;
}
macro_rules! impl_svd {
(@real, $scalar:ty, $gesvd:path) => {
impl_svd!(@body, $scalar, $gesvd, );
};
(@complex, $scalar:ty, $gesvd:path) => {
impl_svd!(@body, $scalar, $gesvd, rwork);
};
(@body, $scalar:ty, $gesvd:path, $($rwork_ident:ident),*) => {
impl SVD_ for $scalar {
fn svd(l: MatrixLayout, calc_u: bool, calc_vt: bool, mut a: &mut [Self],) -> Result<SVDOutput<Self>> {
let ju = match l {
MatrixLayout::F { .. } => FlagSVD::from_bool(calc_u),
MatrixLayout::C { .. } => FlagSVD::from_bool(calc_vt),
};
let jvt = match l {
MatrixLayout::F { .. } => FlagSVD::from_bool(calc_vt),
MatrixLayout::C { .. } => FlagSVD::from_bool(calc_u),
};
let m = l.lda();
let mut u = match ju {
FlagSVD::All => Some(unsafe { vec_uninit( (m * m) as usize) }),
FlagSVD::No => None,
};
let n = l.len();
let mut vt = match jvt {
FlagSVD::All => Some(unsafe { vec_uninit( (n * n) as usize) }),
FlagSVD::No => None,
};
let k = std::cmp::min(m, n);
let mut s = unsafe { vec_uninit( k as usize) };
$(
let mut $rwork_ident = unsafe { vec_uninit( 5 * k as usize) };
)*
let mut info = 0;
let mut work_size = [Self::zero()];
unsafe {
$gesvd(
ju as u8,
jvt as u8,
m,
n,
&mut a,
m,
&mut s,
u.as_mut().map(|x| x.as_mut_slice()).unwrap_or(&mut []),
m,
vt.as_mut().map(|x| x.as_mut_slice()).unwrap_or(&mut []),
n,
&mut work_size,
-1,
$(&mut $rwork_ident,)*
&mut info,
);
}
info.as_lapack_result()?;
let lwork = work_size[0].to_usize().unwrap();
let mut work = unsafe { vec_uninit( lwork) };
unsafe {
$gesvd(
ju as u8,
jvt as u8,
m,
n,
&mut a,
m,
&mut s,
u.as_mut().map(|x| x.as_mut_slice()).unwrap_or(&mut []),
m,
vt.as_mut().map(|x| x.as_mut_slice()).unwrap_or(&mut []),
n,
&mut work,
lwork as i32,
$(&mut $rwork_ident,)*
&mut info,
);
}
info.as_lapack_result()?;
match l {
MatrixLayout::F { .. } => Ok(SVDOutput { s, u, vt }),
MatrixLayout::C { .. } => Ok(SVDOutput { s, u: vt, vt: u }),
}
}
}
};
} impl_svd!(@real, f64, lapack::dgesvd);
impl_svd!(@real, f32, lapack::sgesvd);
impl_svd!(@complex, c64, lapack::zgesvd);
impl_svd!(@complex, c32, lapack::cgesvd);