Re: Compiling SingularValueDecomposition

• To: mathgroup at smc.vnet.net
• Subject: [mg89839] Re: Compiling SingularValueDecomposition
• From: Jean-Marc Gulliet <jeanmarc.gulliet at gmail.com>
• Date: Sun, 22 Jun 2008 03:23:55 -0400 (EDT)
• Organization: The Open University, Milton Keynes, UK
• References: <g3ihod\$fc9\$1@smc.vnet.net>

```Frank Hu wrote:
> Hi, group,
>
> I'm trying to speed up a piece of code that uses
> SingularValueDecomposition by compiling it.  But I couldn't get it to
> compile.  For a simple demonstration, try
>
> fx=Compile[{{x, _Real, 2}},  SingularValueDecomposition[x],
> {{SingularValueDecomposition, _Real, 3}}]
>
> and fx[[4]] is
> {{1, 5}, {54, Function[{x}, SingularValueDecomposition[x]], 3, 2, 0,
> 3, 2, 1}, {2}}
>
> The "Function" there tells fx wasn't compiled successfully.  Calling
> fx[{{1., 2.}, {3., 4.}}] will generate the following warnings
>
> CompiledFunction::cfte: Compiled expression {<<1>>} should be a rank
> 2 tensor of machine-size real numbers. >>
> CompiledFunction::cfex: Could not complete external evaluation at
> instruction 2; proceeding with uncompiled evaluation. >>

Hi Frank,

You must write the intermediate functions as full expressions, that is
SingularValueDecomposition[_] rather than just
SingularValueDecomposition. The following works as expected:

In[1]:= fx = Compile[{{x, _Real, 2}}, SingularValueDecomposition[x],
{{SingularValueDecomposition[_], _Real, 3}}]
fx[[4]]
fx[{{1., 2.}, {3., 4.}}]

Out[1]= CompiledFunction[]

Out[2]= {{1, 5}, {54, Function[{x}, SingularValueDecomposition[x]], 3,
2, 0, 3,

3, 1}, {2}}

Out[3]= {{{-0.404554, 0.914514}, {-0.914514, -0.404554}},

{{5.46499, 0.}, {0., 0.365966}},

{{-0.576048, -0.817416}, {-0.817416, 0.576048}}}

Regards,
-- Jean-Marc

```

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