octave-dspies: liboctave/dbleQR.cc annotate

annotate liboctave/dbleQR.cc @ 8547:d66c9b6e506a

imported patch qrupdate.diff

author	Jaroslav Hajek <highegg@gmail.com>
date	Tue, 20 Jan 2009 21:16:42 +0100
parents	445d27d79f4e
children	a6edd5c23cb5

rev	line source
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	1 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	2
7017 a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	3 Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	4 John W. Eaton
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	5 Copyright (C) 2008, 2009 Jaroslav Hajek
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	6
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	7 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	8
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	9 Octave is free software; you can redistribute it and/or modify it
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	10 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	11 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	12 option) any later version.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	13
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	14 Octave is distributed in the hope that it will be useful, but WITHOUT
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	17 for more details.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	18
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	19 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	20 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	21 <http://www.gnu.org/licenses/>.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	22
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	23 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	24
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	25 #ifdef HAVE_CONFIG_H
1192 b6360f2d4fa6 [project @ 1995-03-30 21:38:35 by jwe] jwe parents: 1011 diff changeset	26 #include <config.h>
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	27 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	28
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	29 #include "dbleQR.h"
1847 2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe] jwe parents: 1368 diff changeset	30 #include "f77-fcn.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	31 #include "lo-error.h"
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	32 #include "Range.h"
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	33 #include "idx-vector.h"
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	34 #include "oct-locbuf.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	35
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	36 extern "C"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	37 {
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	38 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	39 F77_FUNC (dgeqrf, DGEQRF) (const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	40 double, double, const octave_idx_type&, octave_idx_type&);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	41
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	42 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	43 F77_FUNC (dorgqr, DORGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	44 const octave_idx_type&, double, double, const octave_idx_type&, octave_idx_type&);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	45
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	46 #ifdef HAVE_QRUPDATE
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	47
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	48 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	49 F77_FUNC (dqr1up, DQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	50 double, const octave_idx_type&, double, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	51 double, double, double*);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	52
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	53 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	54 F77_FUNC (dqrinc, DQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	55 double, const octave_idx_type&, double, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	56 const octave_idx_type&, const double, double);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	57
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	58 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	59 F77_FUNC (dqrdec, DQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	60 double, const octave_idx_type&, double, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	61 const octave_idx_type&, double*);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	62
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	63 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	64 F77_FUNC (dqrinr, DQRINR) (const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	65 double, const octave_idx_type&, double, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	66 const octave_idx_type&, const double, double);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	67
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	68 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	69 F77_FUNC (dqrder, DQRDER) (const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	70 double, const octave_idx_type&, double, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	71 const octave_idx_type&, double*);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	72
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	73 F77_RET_T
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	74 F77_FUNC (dqrshc, DQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	75 double, const octave_idx_type&, double, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	76 const octave_idx_type&, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	77 double*);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	78
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	79 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	80 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	81
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	82 QR::QR (const Matrix& a, QR::type qr_type)
2763 d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	83 : q (), r ()
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	84 {
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	85 init (a, qr_type);
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	86 }
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	87
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	88 void
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	89 QR::init (const Matrix& a, QR::type qr_type)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	90 {
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	91 octave_idx_type m = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	92 octave_idx_type n = a.cols ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	93
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	94 if (m == 0 \|\| n == 0)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	95 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	96 (*current_liboctave_error_handler) ("QR must have non-empty matrix");
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	97 return;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	98 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	99
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	100 octave_idx_type min_mn = m < n ? m : n;
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	101 Array<double> tau (min_mn);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	102 double *ptau = tau.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	103
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	104 octave_idx_type lwork = 32*n;
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	105 Array<double> work (lwork);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	106 double *pwork = work.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	107
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	108 octave_idx_type info = 0;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	109
3883 69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	110 Matrix A_fact = a;
69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	111 if (m > n && qr_type != QR::economy)
69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	112 A_fact.resize (m, m, 0.0);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	113
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	114 double *tmp_data = A_fact.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	115
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	116 F77_XFCN (dgeqrf, DGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info));
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	117
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	118 if (qr_type == QR::raw)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	119 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	120 for (octave_idx_type j = 0; j < min_mn; j++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	121 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	122 octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	123 for (octave_idx_type i = limit + 1; i < m; i++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	124 A_fact.elem (i, j) *= tau.elem (j);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	125 }
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	126
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	127 r = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	128
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	129 if (m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	130 r.resize (m, n);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	131 }
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	132 else
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	133 {
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	134 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m;
3069 db6d57d718f7 [project @ 1997-07-10 23:34:03 by jwe] jwe parents: 3068 diff changeset	135
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	136 if (qr_type == QR::economy && m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	137 r.resize (n, n, 0.0);
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	138 else
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	139 r.resize (m, n, 0.0);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	140
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	141 for (octave_idx_type j = 0; j < n; j++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	142 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	143 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	144 for (octave_idx_type i = 0; i <= limit; i++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	145 r.elem (i, j) = tmp_data[m*j+i];
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	146 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	147
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	148 lwork = 32 * n2;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	149 work.resize (lwork);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	150 double *pwork2 = work.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	151
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	152 F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau,
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	153 pwork2, lwork, info));
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	154
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	155 q = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	156 q.resize (m, n2);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	157 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	158 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	159
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7725 diff changeset	160 QR::QR (const Matrix& q_arg, const Matrix& r_arg)
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	161 {
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7725 diff changeset	162 if (q_arg.columns () != r_arg.rows ())
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	163 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	164 (*current_liboctave_error_handler) ("QR dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	165 return;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	166 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	167
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7725 diff changeset	168 this->q = q_arg;
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7725 diff changeset	169 this->r = r_arg;
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	170 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	171
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	172 #ifdef HAVE_QRUPDATE
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	173
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	174 void
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	175 QR::update (const ColumnVector& u, const ColumnVector& v)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	176 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	177 octave_idx_type m = q.rows ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	178 octave_idx_type n = r.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	179 octave_idx_type k = q.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	180
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	181 if (u.length () == m && v.length () == n)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	182 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	183 ColumnVector utmp = u, vtmp = v;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	184 OCTAVE_LOCAL_BUFFER (double, w, 2*k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	185 F77_XFCN (dqr1up, DQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	186 utmp.fortran_vec (), vtmp.fortran_vec (), w));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	187 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	188 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	189 (*current_liboctave_error_handler) ("QR update dimensions mismatch");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	190 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	191
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	192 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	193 QR::update (const Matrix& u, const Matrix& v)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	194 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	195 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	196 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	197 octave_idx_type k = q.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	198
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	199 if (u.rows () == m && v.rows () == n && u.cols () == v.cols ())
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	200 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	201 OCTAVE_LOCAL_BUFFER (double, w, 2*k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	202 for (octave_idx_type i = 0; i < u.cols (); i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	203 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	204 ColumnVector utmp = u.column (i), vtmp = v.column (i);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	205 F77_XFCN (dqr1up, DQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	206 utmp.fortran_vec (), vtmp.fortran_vec (), w));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	207 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	208 }
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	209 else
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	210 (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	211 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	212
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	213 void
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	214 QR::insert_col (const ColumnVector& u, octave_idx_type j)
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	215 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	216 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	217 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	218 octave_idx_type k = q.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	219
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	220 if (u.length () != m)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	221 (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
7560 0ef0f9802a37 modify QR updating methods to use 0-based indexing Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	222 else if (j < 0 \|\| j > n)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	223 (*current_liboctave_error_handler) ("qrinsert: index out of range");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	224 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	225 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	226 if (k < m)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	227 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	228 q.resize (m, k+1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	229 r.resize (k+1, n+1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	230 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	231 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	232 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	233 r.resize (k, n+1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	234 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	235
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	236 ColumnVector utmp = u;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	237 OCTAVE_LOCAL_BUFFER (double, w, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	238 F77_XFCN (dqrinc, DQRINC, (m, n, k, q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	239 r.fortran_vec (), r.rows (), j + 1,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	240 utmp.data (), w));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	241 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	242 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	243
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	244 void
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	245 QR::insert_col (const Matrix& u, const Array<octave_idx_type>& j)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	246 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	247 octave_idx_type m = q.rows ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	248 octave_idx_type n = r.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	249 octave_idx_type k = q.columns ();
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	250
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	251 Array<octave_idx_type> jsi;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	252 Array<octave_idx_type> js = j.sort (jsi, ASCENDING);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	253 octave_idx_type nj = js.length ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	254 bool dups = false;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	255 for (octave_idx_type i = 0; i < nj - 1; i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	256 dups = dups && js(i) == js(i+1);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	257
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	258 if (dups)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	259 (*current_liboctave_error_handler) ("qrinsert: duplicate index detected");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	260 else if (u.length () != m \|\| u.columns () != nj)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	261 (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	262 else if (nj > 0 && (js(0) < 0 \|\| js(nj-1) > n))
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	263 (*current_liboctave_error_handler) ("qrinsert: index out of range");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	264 else if (nj > 0)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	265 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	266 octave_idx_type kmax = std::min (k + nj, m);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	267 if (k < m)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	268 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	269 q.resize (m, kmax);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	270 r.resize (kmax, n + nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	271 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	272 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	273 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	274 r.resize (k, n + nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	275 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	276
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	277 OCTAVE_LOCAL_BUFFER (double, w, kmax);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	278 for (octave_idx_type i = 0; i < js.length (); i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	279 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	280 ColumnVector utmp = u.column (jsi(i));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	281 F77_XFCN (dqrinc, DQRINC, (m, n + i, std::min (kmax, k + i),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	282 q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	283 r.fortran_vec (), r.rows (), js(i) + 1,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	284 utmp.data (), w));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	285 }
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	286 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	287 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	288
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	289 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	290 QR::delete_col (octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	291 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	292 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	293 octave_idx_type k = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	294 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	295
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	296 if (j < 0 \|\| j > n-1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	297 (*current_liboctave_error_handler) ("qrdelete: index out of range");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	298 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	299 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	300 OCTAVE_LOCAL_BUFFER (double, w, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	301 F77_XFCN (dqrdec, DQRDEC, (m, n, k, q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	302 r.fortran_vec (), r.rows (), j + 1, w));
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	303
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	304 if (k < m)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	305 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	306 q.resize (m, k-1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	307 r.resize (k-1, n-1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	308 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	309 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	310 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	311 r.resize (k, n-1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	312 }
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	313 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	314 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	315
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	316 void
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	317 QR::delete_col (const Array<octave_idx_type>& j)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	318 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	319 octave_idx_type m = q.rows ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	320 octave_idx_type n = r.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	321 octave_idx_type k = q.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	322
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	323 Array<octave_idx_type> jsi;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	324 Array<octave_idx_type> js = j.sort (jsi, DESCENDING);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	325 octave_idx_type nj = js.length ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	326 bool dups = false;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	327 for (octave_idx_type i = 0; i < nj - 1; i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	328 dups = dups && js(i) == js(i+1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	329
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	330 if (dups)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	331 (*current_liboctave_error_handler) ("qrinsert: duplicate index detected");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	332 else if (nj > 0 && (js(0) > n-1 \|\| js(nj-1) < 0))
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	333 (*current_liboctave_error_handler) ("qrinsert: index out of range");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	334 else if (nj > 0)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	335 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	336 OCTAVE_LOCAL_BUFFER (double, w, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	337 for (octave_idx_type i = 0; i < js.length (); i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	338 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	339 F77_XFCN (dqrdec, DQRDEC, (m, n - i, k == m ? k : k - i,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	340 q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	341 r.fortran_vec (), r.rows (), js(i) + 1, w));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	342 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	343 if (k < m)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	344 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	345 q.resize (m, k - nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	346 r.resize (k - nj, n - nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	347 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	348 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	349 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	350 r.resize (k, n - nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	351 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	352
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	353 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	354 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	355
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	356 void
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	357 QR::insert_row (const RowVector& u, octave_idx_type j)
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	358 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	359 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	360 octave_idx_type n = r.columns ();
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	361 octave_idx_type k = std::min (m, n);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	362
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	363 if (! q.is_square () \|\| u.length () != n)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	364 (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
7560 0ef0f9802a37 modify QR updating methods to use 0-based indexing Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	365 else if (j < 0 \|\| j > m)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	366 (*current_liboctave_error_handler) ("qrinsert: index out of range");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	367 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	368 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	369 q.resize (m + 1, m + 1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	370 r.resize (m + 1, n);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	371 RowVector utmp = u;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	372 OCTAVE_LOCAL_BUFFER (double, w, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	373 F77_XFCN (dqrinr, DQRINR, (m, n, q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	374 r.fortran_vec (), r.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	375 j + 1, utmp.fortran_vec (), w));
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	376
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	377 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	378 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	379
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	380 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	381 QR::delete_row (octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	382 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	383 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	384 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	385
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	386 if (! q.is_square ())
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	387 (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch");
7560 0ef0f9802a37 modify QR updating methods to use 0-based indexing Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	388 else if (j < 0 \|\| j > m-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	389 (*current_liboctave_error_handler) ("qrdelete: index out of range");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	390 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	391 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	392 OCTAVE_LOCAL_BUFFER (double, w, 2*m);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	393 F77_XFCN (dqrder, DQRDER, (m, n, q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	394 r.fortran_vec (), r.rows (), j + 1,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	395 w));
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	396
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	397 q.resize (m - 1, m - 1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	398 r.resize (m - 1, n);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	399 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	400 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	401
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	402 void
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	403 QR::shift_cols (octave_idx_type i, octave_idx_type j)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	404 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	405 octave_idx_type m = q.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	406 octave_idx_type k = r.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	407 octave_idx_type n = r.columns ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	408
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	409 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	410 (*current_liboctave_error_handler) ("qrshift: index out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	411 else
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	412 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	413 OCTAVE_LOCAL_BUFFER (double, w, 2*k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	414 F77_XFCN (dqrshc, DQRSHC, (m, n, k,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	415 q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	416 r.fortran_vec (), r.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	417 i + 1, j + 1, w));
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	418 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	419 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	420
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8367 diff changeset	421 #endif
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	422
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	423 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	424 ;;; Local Variables: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	425 ;;; mode: C++ ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	426 ;;; End: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	427 */

Mercurial > octave-dspies

annotate liboctave/dbleQR.cc @ 8547:d66c9b6e506a