diff liboctave/floatQR.cc @ 7792:39c1026191e9

add missing files from single-precision merge
author John W. Eaton <jwe@octave.org>
date Wed, 21 May 2008 09:36:46 -0400
parents
children 4976f66d469b
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/liboctave/floatQR.cc	Wed May 21 09:36:46 2008 -0400
@@ -0,0 +1,297 @@
+/*
+
+Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
+              John W. Eaton
+
+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 "floatQR.h"
+#include "f77-fcn.h"
+#include "lo-error.h"
+#include "Range.h"
+#include "idx-vector.h"
+
+extern "C"
+{
+  F77_RET_T
+  F77_FUNC (sgeqrf, SGEQRF) (const octave_idx_type&, const octave_idx_type&, float*, const octave_idx_type&,
+			     float*, float*, const octave_idx_type&, octave_idx_type&); 
+
+  F77_RET_T
+  F77_FUNC (sorgqr, SORGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, float*,
+			     const octave_idx_type&, float*, float*, const octave_idx_type&, octave_idx_type&);
+
+  // these come from qrupdate
+
+  F77_RET_T
+  F77_FUNC (sqr1up, SQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, 
+                             float*, float*, const float*, const float*);
+
+  F77_RET_T
+  F77_FUNC (sqrinc, SQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, 
+                             float*, const float*, float*, const octave_idx_type&, const float*);
+
+  F77_RET_T
+  F77_FUNC (sqrdec, SQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, 
+                             float*, const float*, float*, const octave_idx_type&);
+
+  F77_RET_T
+  F77_FUNC (sqrinr, SQRINR) (const octave_idx_type&, const octave_idx_type&, 
+                             const float*, float*, const float*, float*, 
+                             const octave_idx_type&, const float*);
+
+  F77_RET_T
+  F77_FUNC (sqrder, SQRDER) (const octave_idx_type&, const octave_idx_type&, 
+                             const float*, float*, const float*, float *, 
+                             const octave_idx_type&);
+
+  F77_RET_T
+  F77_FUNC (sqrshc, SQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
+                             float*, float*, const octave_idx_type&, const octave_idx_type&);
+}
+
+FloatQR::FloatQR (const FloatMatrix& a, QR::type qr_type)
+  : q (), r ()
+{
+  init (a, qr_type);
+}
+
+void
+FloatQR::init (const FloatMatrix& a, QR::type qr_type)
+{
+  octave_idx_type m = a.rows ();
+  octave_idx_type n = a.cols ();
+
+  if (m == 0 || n == 0)
+    {
+      (*current_liboctave_error_handler) ("QR must have non-empty matrix");
+      return;
+    }
+
+  octave_idx_type min_mn = m < n ? m : n;
+  Array<float> tau (min_mn);
+  float *ptau = tau.fortran_vec ();
+
+  octave_idx_type lwork = 32*n;
+  Array<float> work (lwork);
+  float *pwork = work.fortran_vec ();
+
+  octave_idx_type info = 0;
+
+  FloatMatrix A_fact = a;
+  if (m > n && qr_type != QR::economy)
+      A_fact.resize (m, m, 0.0);
+
+  float *tmp_data = A_fact.fortran_vec ();
+
+  F77_XFCN (sgeqrf, SGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info));
+
+  if (qr_type == QR::raw)
+    {
+      for (octave_idx_type j = 0; j < min_mn; j++)
+	{
+	  octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1;
+	  for (octave_idx_type i = limit + 1; i < m; i++)
+	    A_fact.elem (i, j) *= tau.elem (j);
+	}
+
+      r = A_fact;
+
+      if (m > n)
+	r.resize (m, n);
+    }
+  else
+    {
+      octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m;
+
+      if (qr_type == QR::economy && m > n)
+	r.resize (n, n, 0.0);
+      else
+	r.resize (m, n, 0.0);
+
+      for (octave_idx_type j = 0; j < n; j++)
+	{
+	  octave_idx_type limit = j < min_mn-1 ? j : min_mn-1;
+	  for (octave_idx_type i = 0; i <= limit; i++)
+	    r.elem (i, j) = tmp_data[m*j+i];
+	}
+
+      lwork = 32 * n2;
+      work.resize (lwork);
+      float *pwork2 = work.fortran_vec ();
+
+      F77_XFCN (sorgqr, SORGQR, (m, n2, min_mn, tmp_data, m, ptau,
+				 pwork2, lwork, info));
+
+      q = A_fact;
+      q.resize (m, n2);
+    }
+}
+
+FloatQR::FloatQR (const FloatMatrix& q, const FloatMatrix& r)
+{
+  if (q.columns () != r.rows ()) 
+    {
+      (*current_liboctave_error_handler) ("QR dimensions mismatch");
+      return;
+    }
+
+  this->q = q;
+  this->r = r;
+}
+
+void
+FloatQR::update (const FloatMatrix& u, const FloatMatrix& v)
+{
+  octave_idx_type m = q.rows ();
+  octave_idx_type n = r.columns ();
+  octave_idx_type k = q.columns ();
+
+  if (u.length () == m && v.length () == n)
+    F77_XFCN (sqr1up, SQR1UP, (m, n, k, q.fortran_vec (), r.fortran_vec (), 
+			       u.data (), v.data ()));
+  else
+    (*current_liboctave_error_handler) ("QR update dimensions mismatch");
+}
+
+void
+FloatQR::insert_col (const FloatMatrix& u, octave_idx_type j)
+{
+  octave_idx_type m = q.rows ();
+  octave_idx_type n = r.columns ();
+  octave_idx_type k = q.columns ();
+
+  if (u.length () != m)
+    (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
+  else if (j < 0 || j > n) 
+    (*current_liboctave_error_handler) ("QR insert index out of range");
+  else
+    {
+      FloatMatrix r1 (m, n+1);
+
+      F77_XFCN (sqrinc, SQRINC, (m, n, k, q.fortran_vec (), r.data (),
+				 r1.fortran_vec (), j+1, u.data ()));
+
+      r = r1;
+    }
+}
+
+void
+FloatQR::delete_col (octave_idx_type j)
+{
+  octave_idx_type m = q.rows ();
+  octave_idx_type k = r.rows ();
+  octave_idx_type n = r.columns ();
+
+  if (k < m && k < n) 
+    (*current_liboctave_error_handler) ("QR delete dimensions mismatch");
+  else if (j < 0 || j > n-1) 
+    (*current_liboctave_error_handler) ("QR delete index out of range");
+  else
+    {
+      FloatMatrix r1 (k, n-1);
+
+      F77_XFCN (sqrdec, SQRDEC, (m, n, k, q.fortran_vec (), r.data (),
+				 r1.fortran_vec (), j+1));
+
+      r = r1;
+    }
+}
+
+void
+FloatQR::insert_row (const FloatMatrix& u, octave_idx_type j)
+{
+  octave_idx_type m = r.rows ();
+  octave_idx_type n = r.columns ();
+
+  if (! q.is_square () || u.length () != n)
+    (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
+  else if (j < 0 || j > m) 
+    (*current_liboctave_error_handler) ("QR insert index out of range");
+  else
+    {
+      FloatMatrix q1 (m+1, m+1);
+      FloatMatrix r1 (m+1, n);
+
+      F77_XFCN (sqrinr, SQRINR, (m, n, q.data (), q1.fortran_vec (), 
+				 r.data (), r1.fortran_vec (), j+1, u.data ()));
+
+      q = q1;
+      r = r1;
+    }
+}
+
+void
+FloatQR::delete_row (octave_idx_type j)
+{
+  octave_idx_type m = r.rows ();
+  octave_idx_type n = r.columns ();
+
+  if (! q.is_square ())
+    (*current_liboctave_error_handler) ("QR delete dimensions mismatch");
+  else if (j < 0 || j > m-1) 
+    (*current_liboctave_error_handler) ("QR delete index out of range");
+  else
+    {
+      FloatMatrix q1 (m-1, m-1);
+      FloatMatrix r1 (m-1, n);
+
+      F77_XFCN (sqrder, SQRDER, (m, n, q.data (), q1.fortran_vec (), 
+				 r.data (), r1.fortran_vec (), j+1 ));
+
+      q = q1;
+      r = r1;
+    }
+}
+
+void
+FloatQR::shift_cols (octave_idx_type i, octave_idx_type j)
+{
+  octave_idx_type m = q.rows ();
+  octave_idx_type k = r.rows ();
+  octave_idx_type n = r.columns ();
+
+  if (i < 0 || i > n-1 || j < 0 || j > n-1) 
+    (*current_liboctave_error_handler) ("QR shift index out of range");
+  else
+    F77_XFCN (sqrshc, SQRSHC, (m, n, k, q.fortran_vec (), r.fortran_vec (), i+1, j+1));
+}
+
+void
+FloatQR::economize (void)
+{
+  octave_idx_type r_nc = r.columns ();
+
+  if (r.rows () > r_nc)
+    {
+      q.resize (q.rows (), r_nc);
+      r.resize (r_nc, r_nc);
+    }
+}
+
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; End: ***
+*/