#:include "common.fypp"
#:set RC_KINDS_TYPES = REAL_KINDS_TYPES + CMPLX_KINDS_TYPES
submodule(stdlib_linalg) stdlib_linalg_svd
!! Singular-Value Decomposition
use stdlib_linalg_constants
use stdlib_linalg_lapack, only: gesdd
use stdlib_linalg_state, only: linalg_state_type, linalg_error_handling, LINALG_ERROR, &
LINALG_INTERNAL_ERROR, LINALG_VALUE_ERROR, LINALG_SUCCESS
implicit none(type,external)
character(*), parameter :: this = 'svd'
!> List of internal GESDD tasks:
!> Return full matrices U, V^T to separate storage
character, parameter :: GESDD_FULL_MATRICES = 'A'
!> Return shrunk matrices U, V^T to k = min(m,n)
character, parameter :: GESDD_SHRINK_MATRICES = 'S'
!> Overwrite A storage with U (if M>=N) or VT (if M<N); separate storage for the other matrix
character, parameter :: GESDD_OVERWRITE_A = 'O'
!> Do not return either U or VT (singular values array only)
character, parameter :: GESDD_SINGVAL_ONLY = 'N'
contains
!> Process GESDD output flag
elemental subroutine handle_gesdd_info(err,info,m,n)
!> Error handler
type(linalg_state_type), intent(inout) :: err
!> GESDD return flag
integer(ilp), intent(in) :: info
!> Input matrix size
integer(ilp), intent(in) :: m,n
select case (info)
case (0)
! Success!
err%state = LINALG_SUCCESS
case (-1)
err = linalg_state_type(this,LINALG_INTERNAL_ERROR,'Invalid task ID on input to GESDD.')
case (-5,-3:-2)
err = linalg_state_type(this,LINALG_VALUE_ERROR,'invalid matrix size: a=',[m,n])
case (-8)
err = linalg_state_type(this,LINALG_VALUE_ERROR,'invalid matrix U size, with a=',[m,n])
case (-10)
err = linalg_state_type(this,LINALG_VALUE_ERROR,'invalid matrix V size, with a=',[m,n])
case (-4)
err = linalg_state_type(this,LINALG_VALUE_ERROR,'A contains invalid/NaN values.')
case (1:)
err = linalg_state_type(this,LINALG_ERROR,'SVD computation did not converge.')
case default
err = linalg_state_type(this,LINALG_INTERNAL_ERROR,'Unknown error returned by GESDD.')
end select
end subroutine handle_gesdd_info
#:for rk,rt,ri in RC_KINDS_TYPES
!> Singular values of matrix A
module function stdlib_linalg_svdvals_${ri}$(a,err) result(s)
!!### Summary
!! Compute singular values \(S \) from the singular-value decomposition of a matrix \( A = U \cdot S \cdot \V^T \).
!!
!!### Description
!!
!! This function returns the array of singular values from the singular value decomposition of a `real`
!! or `complex` matrix \( A = U \cdot S \cdot V^T \).
!!
!! param: a Input matrix of size [m,n].
!! param: err [optional] State return flag.
!!
!!### Return value
!!
!! param: s `real` array of size [min(m,n)] returning a list of singular values.
!!
!> Input matrix A[m,n]
${rt}$, intent(in), target :: a(:,:)
!> [optional] state return flag. On error if not requested, the code will stop
type(linalg_state_type), optional, intent(out) :: err
!> Array of singular values
real(${rk}$), allocatable :: s(:)
!> Create
${rt}$, pointer :: amat(:,:)
integer(ilp) :: m,n,k
!> Create an internal pointer so the intent of A won't affect the next call
amat => a
m = size(a,1,kind=ilp)
n = size(a,2,kind=ilp)
k = min(m,n)
!> Allocate return storage
allocate(s(k))
!> Compute singular values
call stdlib_linalg_svd_${ri}$(amat,s,overwrite_a=.false.,err=err)
end function stdlib_linalg_svdvals_${ri}$
!> SVD of matrix A = U S V^T, returning S and optionally U and V^T
module subroutine stdlib_linalg_svd_${ri}$(a,s,u,vt,overwrite_a,full_matrices,err)
!!### Summary
!! Compute singular value decomposition of a matrix \( A = U \cdot S \cdot \V^T \)
!!
!!### Description
!!
!! This function computes the singular value decomposition of a `real` or `complex` matrix \( A \),
!! and returns the array of singular values, and optionally the left matrix \( U \) containing the
!! left unitary singular vectors, and the right matrix \( V^T \), containing the right unitary
!! singular vectors.
!!
!! param: a Input matrix of size [m,n].
!! param: s Output `real` array of size [min(m,n)] returning a list of singular values.
!! param: u [optional] Output left singular matrix of size [m,m] or [m,min(m,n)] (.not.full_matrices). Contains singular vectors as columns.
!! param: vt [optional] Output right singular matrix of size [n,n] or [min(m,n),n] (.not.full_matrices). Contains singular vectors as rows.
!! param: overwrite_a [optional] Flag indicating if the input matrix can be overwritten.
!! param: full_matrices [optional] If `.true.` (default), matrices \( U \) and \( V^T \) have size [m,m], [n,n]. Otherwise, they are [m,k], [k,n] with `k=min(m,n)`.
!! param: err [optional] State return flag.
!!
!> Input matrix A[m,n]
${rt}$, intent(inout), target :: a(:,:)
!> Array of singular values
real(${rk}$), intent(out) :: s(:)
!> The columns of U contain the left singular vectors
${rt}$, optional, intent(out), target :: u(:,:)
!> The rows of V^T contain the right singular vectors
${rt}$, optional, intent(out), target :: vt(:,:)
!> [optional] Can A data be overwritten and destroyed?
logical(lk), optional, intent(in) :: overwrite_a
!> [optional] full matrices have shape(u)==[m,m], shape(vh)==[n,n] (default); otherwise
!> they are shape(u)==[m,k] and shape(vh)==[k,n] with k=min(m,n)
logical(lk), optional, intent(in) :: full_matrices
!> [optional] state return flag. On error if not requested, the code will stop
type(linalg_state_type), optional, intent(out) :: err
!> Local variables
type(linalg_state_type) :: err0
integer(ilp) :: m,n,lda,ldu,ldvt,info,k,lwork,liwork,lrwork
integer(ilp), allocatable :: iwork(:)
logical(lk) :: overwrite_a_,full_storage,compute_uv,temp_u,temp_vt,can_overwrite_amat
character :: task
${rt}$, target :: work_dummy(1),u_dummy(1,1),vt_dummy(1,1)
${rt}$, allocatable :: work(:)
real(${rk}$), allocatable :: rwork(:)
${rt}$, pointer :: amat(:,:),umat(:,:),vtmat(:,:)
!> Matrix determinant size
m = size(a,1,kind=ilp)
n = size(a,2,kind=ilp)
k = min(m,n)
lda = m
if (.not.k>0) then
err0 = linalg_state_type(this,LINALG_VALUE_ERROR,'invalid or matrix size: a=',[m,n])
call linalg_error_handling(err0,err)
return
elseif (.not.size(s,kind=ilp)>=k) then
err0 = linalg_state_type(this,LINALG_VALUE_ERROR,'singular value array has insufficient size:',&
' s=',shape(s,kind=ilp),', k=',k)
call linalg_error_handling(err0,err)
return
endif
! Integer storage
liwork = 8*k
allocate(iwork(liwork))
! Can A be overwritten? By default, do not overwrite
overwrite_a_ = .false.
if (present(overwrite_a)) overwrite_a_ = overwrite_a
! Initialize a matrix temporary?
if (overwrite_a_) then
amat => a
else
allocate(amat(m,n),source=a)
endif
! Check if we can overwrite amat with data that will be lost
can_overwrite_amat = (.not.overwrite_a_) .and. merge(.not.present(u),.not.present(vt),m>=n)
! Full-size matrices
if (present(full_matrices)) then
full_storage = full_matrices
else
full_storage = .true.
endif
! Decide if U, VT matrices should be computed
compute_uv = present(u) .or. present(vt)
! U, VT storage
if (present(u)) then
! User input
umat => u
temp_u = .false.
elseif ((m>=n .and. .not.overwrite_a_) .or. .not.compute_uv) then
! U not wanted, and A can be overwritten: do not allocate
umat => u_dummy
temp_u = .false.
elseif (.not.full_storage) then
! Allocate with minimum size
allocate(umat(m,k))
temp_u = .true.
else
! Allocate with regular size
allocate(umat(m,m))
temp_u = .true.
end if
if (present(vt)) then
! User input
vtmat => vt
temp_vt = .false.
elseif ((m<n .and. .not.overwrite_a_) .or. .not.compute_uv) then
! amat can be overwritten, VT not wanted: VT is returned upon A
vtmat => vt_dummy
temp_vt = .false.
elseif (.not.full_storage) then
! Allocate with minimum size
allocate(vtmat(k,n))
temp_vt = .true.
else
! Allocate with regular size
allocate(vtmat(n,n))
temp_vt = .true.
end if
ldu = size(umat ,1,kind=ilp)
ldvt = size(vtmat,1,kind=ilp)
! Decide SVD task
if (.not.compute_uv) then
task = GESDD_SINGVAL_ONLY
elseif (can_overwrite_amat) then
! A is a copy: we can overwrite its storage
task = GESDD_OVERWRITE_A
elseif (.not.full_storage) then
task = GESDD_SHRINK_MATRICES
else
task = GESDD_FULL_MATRICES
end if
! Compute workspace
#:if rt.startswith('complex')
if (task==GESDD_SINGVAL_ONLY) then
lrwork = max(1,7*k)
else
lrwork = max(1,5*k*(k+1),2*k*(k+max(m,n))+k)
endif
allocate(rwork(lrwork))
#:else
lrwork = -1_ilp ! not needed
#:endif
! First call: request working storage space
lwork = -1_ilp
call gesdd(task,m,n,amat,lda,s,umat,ldu,vtmat,ldvt,&
work_dummy,lwork,#{if rt.startswith('complex')}#rwork,#{endif}#iwork,info)
call handle_gesdd_info(err0,info,m,n)
! Compute SVD
if (info==0) then
!> Prepare working storage
lwork = nint(real(work_dummy(1),kind=${rk}$), kind=ilp)
allocate(work(lwork))
!> Compute SVD
call gesdd(task,m,n,amat,lda,s,umat,ldu,vtmat,ldvt,&
work,lwork,#{if rt.startswith('complex')}#rwork,#{endif}#iwork,info)
call handle_gesdd_info(err0,info,m,n)
endif
! Finalize storage and process output flag
if (.not.overwrite_a_) deallocate(amat)
if (temp_u) deallocate(umat)
if (temp_vt) deallocate(vtmat)
call linalg_error_handling(err0,err)
end subroutine stdlib_linalg_svd_${ri}$
#:endfor
end submodule stdlib_linalg_svd
