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1 /* |
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2 |
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3 Copyright (C) 1996 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include "dbleQR.h" |
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32 #include "f77-fcn.h" |
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33 #include "lo-error.h" |
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34 #include "mx-inlines.cc" |
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35 |
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36 extern "C" |
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37 { |
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38 int F77_FCN (dgeqrf, DGEQRF) (const int&, const int&, double*, |
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39 const int&, double*, double*, |
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40 const int&, int&); |
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41 |
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42 int F77_FCN (dorgqr, DORGQR) (const int&, const int&, const int&, |
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43 double*, const int&, double*, double*, |
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44 const int&, int&); |
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45 } |
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46 |
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47 QR::QR (const Matrix& a, QR::type qr_type) |
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48 : q (), r () |
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49 { |
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50 init (a, qr_type); |
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51 } |
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52 |
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53 void |
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54 QR::init (const Matrix& a, QR::type qr_type) |
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55 { |
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56 int m = a.rows (); |
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57 int n = a.cols (); |
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58 |
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59 if (m == 0 || n == 0) |
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60 { |
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61 (*current_liboctave_error_handler) ("QR must have non-empty matrix"); |
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62 return; |
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63 } |
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64 |
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65 int min_mn = m < n ? m : n; |
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66 Array<double> tau (min_mn); |
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67 double *ptau = tau.fortran_vec (); |
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68 |
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69 int lwork = 32*n; |
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70 Array<double> work (lwork); |
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71 double *pwork = work.fortran_vec (); |
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72 |
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73 int info = 0; |
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74 |
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75 Matrix A_fact; |
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76 if (m > n) |
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77 { |
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78 A_fact.resize (m, m); |
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79 A_fact.insert (a, 0, 0); |
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80 } |
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81 else |
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82 A_fact = a; |
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83 |
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84 double *tmp_data = A_fact.fortran_vec (); |
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85 |
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86 F77_XFCN (dgeqrf, DGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info)); |
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87 |
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88 if (f77_exception_encountered) |
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89 (*current_liboctave_error_handler) ("unrecoverable error in dgeqrf"); |
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90 else |
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91 { |
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92 if (qr_type == QR::raw) |
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93 { |
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94 for (int j = 0; j < min_mn; j++) |
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95 { |
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96 int limit = j < min_mn - 1 ? j : min_mn - 1; |
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97 for (int i = limit + 1; i < m; i++) |
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98 A_fact.elem (i, j) *= tau.elem (j); |
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99 } |
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100 } |
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101 else |
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102 { |
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103 volatile int n2; |
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104 |
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105 if (qr_type == QR::economy && m > n) |
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106 { |
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107 n2 = n; |
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108 r.resize (n, n, 0.0); |
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109 } |
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110 else |
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111 { |
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112 n2 = m; |
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113 r.resize (m, n, 0.0); |
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114 } |
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115 |
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116 for (int j = 0; j < n; j++) |
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117 { |
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118 int limit = j < min_mn-1 ? j : min_mn-1; |
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119 for (int i = 0; i <= limit; i++) |
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120 r.elem (i, j) = tmp_data[m*j+i]; |
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121 } |
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122 |
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123 lwork = 32*m; |
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124 work.resize (lwork); |
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125 double *pwork = work.fortran_vec (); |
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126 |
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127 F77_XFCN (dorgqr, DORGQR, (m, m, min_mn, tmp_data, m, ptau, |
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128 pwork, lwork, info)); |
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129 |
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130 if (f77_exception_encountered) |
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131 (*current_liboctave_error_handler) |
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132 ("unrecoverable error in dorgqr"); |
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133 else |
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134 { |
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135 q = A_fact; |
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136 q.resize (m, n2); |
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137 } |
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138 } |
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139 } |
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140 } |
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141 |
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142 /* |
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143 ;;; Local Variables: *** |
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144 ;;; mode: C++ *** |
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145 ;;; End: *** |
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146 */ |
