Mercurial > octave-antonio
view liboctave/numeric/dbleQRP.cc @ 20161:65e22ba879f0
psi: add support to compute the polygamma function (kth-derivative).
* libinterp/corefcn/psi.cc: previously, only the digamma function, k == 0,
was being computed. Add support for polygamma function, add tests, and
improve documentation.
* liboctave/cruft/slatec-fn/dpsifn.f, liboctave/cruft/slatec-fn/psifn.f: the
two functions that actually compute the the polygamma functions, copied
verbatim from SLATEC, and under public domain.
* liboctave/cruft/slatec-fn/module.mk: add dpsifn.f and psifn.f to the build
system.
* liboctave/numeric/lo-specfun.cc: add new signature for function psi to
compute polygamma function that wraps the Fortran DPSIFN and PSIFN functions.
* liboctave/numeric/lo-specfun.h: declare new function and document all psi()
with doxygen.
author | Carnë Draug <carandraug@octave.org> |
---|---|
date | Sun, 03 May 2015 22:52:07 +0100 |
parents | 4197fc428c7d |
children |
line wrap: on
line source
/* Copyright (C) 1994-2015 John W. Eaton Copyright (C) 2009 VZLU Prague This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cassert> #include "dbleQRP.h" #include "f77-fcn.h" #include "lo-error.h" #include "oct-locbuf.h" extern "C" { F77_RET_T F77_FUNC (dgeqp3, DGEQP3) (const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, double*, double*, const octave_idx_type&, octave_idx_type&); } // It would be best to share some of this code with QR class... QRP::QRP (const Matrix& a, qr_type_t qr_type) : QR (), p () { init (a, qr_type); } void QRP::init (const Matrix& a, qr_type_t qr_type) { assert (qr_type != qr_type_raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); octave_idx_type min_mn = m < n ? m : n; OCTAVE_LOCAL_BUFFER (double, tau, min_mn); octave_idx_type info = 0; Matrix afact = a; if (m > n && qr_type == qr_type_std) afact.resize (m, m); MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0); if (m > 0) { // workspace query. double rlwork; F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (), tau, &rlwork, -1, info)); // allocate buffer and do the job. octave_idx_type lwork = rlwork; lwork = std::max (lwork, static_cast<octave_idx_type> (1)); OCTAVE_LOCAL_BUFFER (double, work, lwork); F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (), tau, work, lwork, info)); } else for (octave_idx_type i = 0; i < n; i++) jpvt(i) = i+1; // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= static_cast<octave_idx_type> (1); p = PermMatrix (jpvt, true); form (n, afact, tau, qr_type); } RowVector QRP::Pvec (void) const { Array<double> pa (p.col_perm_vec ()); RowVector pv (MArray<double> (pa) + 1.0); return pv; }