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annotate liboctave/numeric/sparse-qr.cc @ 21176:791dcb32b657

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revamp sparse QR factorizatino classes * sparse-qr-inst.cc, sparse-qr.cc, sparse-qr.h: New files, adapted from SparseCmplxQR.cc, SparseCmplxQR.h, SparseQR.cc, and SparseQR.h. (sparse_qr): New template class. * SparseCmplxQR.cc, SparseCmplxQR.h, SparseQR.cc, SparseQR.h: Delete. * liboctave/numeric/module.mk: Update. * dmperm.cc, qr.cc, CSparse.cc, dSparse.cc, sparse-dmsolve.cc: Use new sparse_qr class. * oct-sparse.h (CXSPARSE_DNAME, CXSPARSE_ZNAME): Move macros here from SparseQR.h and SparseCmplxQR.h.
author John W. Eaton <jwe@octave.org>
date Tue, 02 Feb 2016 12:34:06 -0500
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children a10f60e13243
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21176
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1 /*
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2
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3 Copyright (C) 2005-2015 David Bateman
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4 Copyright (C) 2016 John W. Eaton
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #ifdef HAVE_CONFIG_H
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25 #include <config.h>
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26 #endif
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27
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28 #include "lo-error.h"
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29 #include "sparse-qr.h"
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30 #include "oct-locbuf.h"
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31
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32 template <typename SPARSE_T>
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33 class
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34 cxsparse_types
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35 {
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36 public:
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37 typedef void symbolic_type;
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38 typedef void numeric_type;
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39 };
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40
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41 template <>
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42 class
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43 cxsparse_types<SparseMatrix>
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44 {
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45 public:
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46 #ifdef HAVE_CXSPARSE
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47 typedef CXSPARSE_DNAME (s) symbolic_type;
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48 typedef CXSPARSE_DNAME (n) numeric_type;
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49 #endif
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50 };
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51
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52 template <>
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53 class
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54 cxsparse_types<SparseComplexMatrix>
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55 {
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56 public:
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57 #ifdef HAVE_CXSPARSE
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58 typedef CXSPARSE_ZNAME (s) symbolic_type;
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59 typedef CXSPARSE_ZNAME (n) numeric_type;
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60 #endif
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61 };
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62
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63 template <typename SPARSE_T>
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64 class sparse_qr<SPARSE_T>::sparse_qr_rep
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65 {
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66 public:
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67
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68 sparse_qr_rep (const SPARSE_T& a, int order);
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69
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70 ~sparse_qr_rep (void);
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71
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72 bool ok (void) const
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73 {
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74 #ifdef HAVE_CXSPARSE
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75 return (N && S);
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76 #else
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77 return false;
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78 #endif
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79 }
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80
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81 SPARSE_T V (void) const;
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82
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83 ColumnVector Pinv (void) const;
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84
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85 ColumnVector P (void) const;
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86
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87 SPARSE_T R (bool econ) const;
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88
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89 typename SPARSE_T::dense_matrix_type
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90 C (const typename SPARSE_T::dense_matrix_type& b) const;
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91
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92 typename SPARSE_T::dense_matrix_type
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93 Q (void) const;
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94
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95 octave_refcount<int> count;
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96
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97 octave_idx_type nrows;
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98 octave_idx_type ncols;
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99
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100 typename cxsparse_types<SPARSE_T>::symbolic_type *S;
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101 typename cxsparse_types<SPARSE_T>::numeric_type *N;
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102
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103 template <typename RHS_T, typename RET_T>
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104 RET_T
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105 tall_solve (const RHS_T& b, octave_idx_type& info) const;
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106
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107 template <typename RHS_T, typename RET_T>
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108 RET_T
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109 wide_solve (const RHS_T& b, octave_idx_type& info) const;
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110
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111 private:
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112
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113 // No copying!
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114
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115 sparse_qr_rep (const sparse_qr_rep&);
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116
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117 sparse_qr_rep& operator = (const sparse_qr_rep&);
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118 };
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119
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120 template <typename SPARSE_T>
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121 ColumnVector
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122 sparse_qr<SPARSE_T>::sparse_qr_rep::Pinv (void) const
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123 {
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124 #ifdef HAVE_CXSPARSE
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125 ColumnVector ret (N->L->m);
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126 for (octave_idx_type i = 0; i < N->L->m; i++)
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127 ret.xelem (i) = S->pinv[i];
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128 return ret;
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129 #else
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130 return ColumnVector ();
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131 #endif
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132 }
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133
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134 template <typename SPARSE_T>
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135 ColumnVector
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136 sparse_qr<SPARSE_T>::sparse_qr_rep::P (void) const
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137 {
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138 #ifdef HAVE_CXSPARSE
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139 ColumnVector ret (N->L->m);
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140 for (octave_idx_type i = 0; i < N->L->m; i++)
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141 ret.xelem (S->pinv[i]) = i;
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142 return ret;
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143 #else
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144 return ColumnVector ();
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145 #endif
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146 }
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147
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148 // Specializations.
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149
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150 // Real-valued matrices.
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151
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152 template <>
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153 sparse_qr<SparseMatrix>::sparse_qr_rep::sparse_qr_rep
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154 (const SparseMatrix& a, int order)
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155 : count (1), nrows (a.rows ()), ncols (a.columns ())
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156 #ifdef HAVE_CXSPARSE
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157 , S (0), N (0)
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158 #endif
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159 {
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160 #ifdef HAVE_CXSPARSE
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161 CXSPARSE_DNAME () A;
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162 A.nzmax = a.nnz ();
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163 A.m = nrows;
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164 A.n = ncols;
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165 // Cast away const on A, with full knowledge that CSparse won't touch it
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166 // Prevents the methods below making a copy of the data.
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167 A.p = const_cast<octave_idx_type *>(a.cidx ());
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168 A.i = const_cast<octave_idx_type *>(a.ridx ());
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169 A.x = const_cast<double *>(a.data ());
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170 A.nz = -1;
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171 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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172 S = CXSPARSE_DNAME (_sqr) (order, &A, 1);
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173 N = CXSPARSE_DNAME (_qr) (&A, S);
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174 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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175 if (! N)
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176 (*current_liboctave_error_handler)
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177 ("sparse_qr: sparse matrix QR factorization filled");
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178
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179 count = 1;
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180
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181 #else
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182 (*current_liboctave_error_handler)
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183 ("sparse_qr: support for CXSparse was unavailable or disabled when liboctave was built");
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184 #endif
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185 }
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186
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187 template <>
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188 sparse_qr<SparseMatrix>::sparse_qr_rep::~sparse_qr_rep (void)
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189 {
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190 #ifdef HAVE_CXSPARSE
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191 CXSPARSE_DNAME (_sfree) (S);
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192 CXSPARSE_DNAME (_nfree) (N);
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193 #endif
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194 }
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195
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196 template <>
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197 SparseMatrix
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198 sparse_qr<SparseMatrix>::sparse_qr_rep::V (void) const
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199 {
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200 #ifdef HAVE_CXSPARSE
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201 // Drop zeros from V and sort
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202 // FIXME: Is the double transpose to sort necessary?
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203 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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204 CXSPARSE_DNAME (_dropzeros) (N->L);
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205 CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->L, 1);
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206 CXSPARSE_DNAME (_spfree) (N->L);
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207 N->L = CXSPARSE_DNAME (_transpose) (D, 1);
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208 CXSPARSE_DNAME (_spfree) (D);
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209 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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210
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211 octave_idx_type nc = N->L->n;
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212 octave_idx_type nz = N->L->nzmax;
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213 SparseMatrix ret (N->L->m, nc, nz);
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214 for (octave_idx_type j = 0; j < nc+1; j++)
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215 ret.xcidx (j) = N->L->p[j];
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216 for (octave_idx_type j = 0; j < nz; j++)
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217 {
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218 ret.xridx (j) = N->L->i[j];
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219 ret.xdata (j) = N->L->x[j];
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220 }
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221 return ret;
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222 #else
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223 return SparseMatrix ();
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224 #endif
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225 }
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226
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227 template <>
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228 SparseMatrix
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229 sparse_qr<SparseMatrix>::sparse_qr_rep::R (bool econ) const
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230 {
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231 #ifdef HAVE_CXSPARSE
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232 // Drop zeros from R and sort
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diff changeset
233 // FIXME: Is the double transpose to sort necessary?
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234 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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235 CXSPARSE_DNAME (_dropzeros) (N->U);
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236 CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->U, 1);
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237 CXSPARSE_DNAME (_spfree) (N->U);
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238 N->U = CXSPARSE_DNAME (_transpose) (D, 1);
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239 CXSPARSE_DNAME (_spfree) (D);
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240 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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diff changeset
241
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242 octave_idx_type nc = N->U->n;
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diff changeset
243 octave_idx_type nz = N->U->nzmax;
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diff changeset
244
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245 SparseMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz);
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246
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247 for (octave_idx_type j = 0; j < nc+1; j++)
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248 ret.xcidx (j) = N->U->p[j];
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249 for (octave_idx_type j = 0; j < nz; j++)
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diff changeset
250 {
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251 ret.xridx (j) = N->U->i[j];
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diff changeset
252 ret.xdata (j) = N->U->x[j];
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diff changeset
253 }
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254 return ret;
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diff changeset
255 #else
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diff changeset
256 return SparseMatrix ();
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diff changeset
257 #endif
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diff changeset
258 }
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diff changeset
259
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diff changeset
260 template <>
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diff changeset
261 Matrix
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diff changeset
262 sparse_qr<SparseMatrix>::sparse_qr_rep::C (const Matrix& b) const
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diff changeset
263 {
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diff changeset
264 #ifdef HAVE_CXSPARSE
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diff changeset
265 octave_idx_type b_nr = b.rows ();
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diff changeset
266 octave_idx_type b_nc = b.cols ();
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267 octave_idx_type nc = N->L->n;
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diff changeset
268 octave_idx_type nr = nrows;
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diff changeset
269 const double *bvec = b.fortran_vec ();
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diff changeset
270 Matrix ret (b_nr, b_nc);
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diff changeset
271 double *vec = ret.fortran_vec ();
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diff changeset
272 if (nr < 0 || nc < 0 || nr != b_nr)
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diff changeset
273 (*current_liboctave_error_handler) ("matrix dimension mismatch");
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diff changeset
274
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diff changeset
275 if (nr == 0 || nc == 0 || b_nc == 0)
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276 ret = Matrix (nc, b_nc, 0.0);
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277 else
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diff changeset
278 {
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279 OCTAVE_LOCAL_BUFFER (double, buf, S->m2);
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diff changeset
280 for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr)
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diff changeset
281 {
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diff changeset
282 octave_quit ();
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diff changeset
283 for (octave_idx_type i = nr; i < S->m2; i++)
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diff changeset
284 buf[i] = 0.;
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diff changeset
285 volatile octave_idx_type nm = (nr < nc ? nr : nc);
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286 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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diff changeset
287 CXSPARSE_DNAME (_ipvec) (S->pinv, bvec + idx, buf, b_nr);
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diff changeset
288 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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289 for (volatile octave_idx_type i = 0; i < nm; i++)
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290 {
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diff changeset
291 octave_quit ();
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diff changeset
292 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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diff changeset
293 CXSPARSE_DNAME (_happly) (N->L, i, N->B[i], buf);
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diff changeset
294 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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diff changeset
295 }
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diff changeset
296 for (octave_idx_type i = 0; i < b_nr; i++)
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diff changeset
297 vec[i+idx] = buf[i];
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diff changeset
298 }
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diff changeset
299 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
300 return ret;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
301 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
302 return Matrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
303 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
304 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
305
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
306 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
307 Matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
308 sparse_qr<SparseMatrix>::sparse_qr_rep::Q (void) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
309 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
310 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
311 octave_idx_type nc = N->L->n;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
312 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
313 Matrix ret (nr, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
314 double *vec = ret.fortran_vec ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
315 if (nr < 0 || nc < 0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
316 (*current_liboctave_error_handler) ("matrix dimension mismatch");
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
317
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
318 if (nr == 0 || nc == 0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
319 ret = Matrix (nc, nr, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
320 else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
321 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
322 OCTAVE_LOCAL_BUFFER (double, bvec, nr + 1);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
323 for (octave_idx_type i = 0; i < nr; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
324 bvec[i] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
325 OCTAVE_LOCAL_BUFFER (double, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
326 for (volatile octave_idx_type j = 0, idx = 0; j < nr; j++, idx+=nr)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
327 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
328 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
329 bvec[j] = 1.0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
330 for (octave_idx_type i = nr; i < S->m2; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
331 buf[i] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
332 volatile octave_idx_type nm = (nr < nc ? nr : nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
333 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
334 CXSPARSE_DNAME (_ipvec) (S->pinv, bvec, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
335 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
336 for (volatile octave_idx_type i = 0; i < nm; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
337 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
338 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
339 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
340 CXSPARSE_DNAME (_happly) (N->L, i, N->B[i], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
341 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
342 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
343 for (octave_idx_type i = 0; i < nr; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
344 vec[i+idx] = buf[i];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
345 bvec[j] = 0.0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
346 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
347 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
348 return ret.transpose ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
349 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
350 return Matrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
351 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
352 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
353
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
354 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
355 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
356 Matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
357 sparse_qr<SparseMatrix>::sparse_qr_rep::tall_solve<MArray<double>, Matrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
358 (const MArray<double>& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
359 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
360 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
361
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
362 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
363
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
364 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
365 octave_idx_type nc = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
366
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
367 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
368 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
369
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
370 const double *bvec = b.data ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
371
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
372 Matrix x (nc, b_nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
373 double *vec = x.fortran_vec ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
374 OCTAVE_LOCAL_BUFFER (double, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
375 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
376 i++, idx+=nc, bidx+=b_nr)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
377 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
378 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
379 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
380 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
381 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
382 CXSPARSE_DNAME (_ipvec) (S->pinv, bvec + bidx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
383 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
384 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
385 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
386 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
387 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
388 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
389 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
390 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
391 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
392 CXSPARSE_DNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
393 CXSPARSE_DNAME (_ipvec) (S->q, buf, vec + idx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
394 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
395 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
396
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
397 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
398
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
399 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
400
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
401 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
402
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
403 return Matrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
404
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
405 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
406 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
407
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
408 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
409 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
410 Matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
411 sparse_qr<SparseMatrix>::sparse_qr_rep::wide_solve<MArray<double>, Matrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
412 (const MArray<double>& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
413 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
414 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
415
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
416 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
417
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
418 // These are swapped because the original matrix was transposed in
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
419 // sparse_qr<SparseMatrix>::solve.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
420
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
421 octave_idx_type nr = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
422 octave_idx_type nc = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
423
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
424 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
425 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
426
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
427 const double *bvec = b.data ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
428
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
429 Matrix x (nc, b_nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
430 double *vec = x.fortran_vec ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
431 volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
432 OCTAVE_LOCAL_BUFFER (double, buf, nbuf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
433 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
434 i++, idx+=nc, bidx+=b_nr)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
435 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
436 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
437 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
438 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
439 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
440 CXSPARSE_DNAME (_pvec) (S->q, bvec + bidx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
441 CXSPARSE_DNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
442 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
443 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
444 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
445 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
446 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
447 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
448 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
449 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
450 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
451 CXSPARSE_DNAME (_pvec) (S->pinv, buf, vec + idx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
452 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
453 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
454
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
455 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
456
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
457 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
458
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
459 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
460
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
461 return Matrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
462
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
463 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
464 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
465
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
466 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
467 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
468 SparseMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
469 sparse_qr<SparseMatrix>::sparse_qr_rep::tall_solve<SparseMatrix, SparseMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
470 (const SparseMatrix& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
471 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
472 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
473
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
474 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
475
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
476 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
477 octave_idx_type nc = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
478
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
479 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
480 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
481
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
482 volatile octave_idx_type ii, x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
483
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
484 SparseMatrix x (nc, b_nc, b.nnz ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
485 x.xcidx (0) = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
486 x_nz = b.nnz ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
487 ii = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
488 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
489 OCTAVE_LOCAL_BUFFER (double, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
490 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
491 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
492 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
493 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
494 Xx[j] = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
495 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
496 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
497 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
498 CXSPARSE_DNAME (_ipvec) (S->pinv, Xx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
499 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
500 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
501 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
502 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
503 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
504 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
505 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
506 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
507 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
508 CXSPARSE_DNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
509 CXSPARSE_DNAME (_ipvec) (S->q, buf, Xx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
510 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
511
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
512 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
513 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
514 double tmp = Xx[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
515 if (tmp != 0.0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
516 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
517 if (ii == x_nz)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
518 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
519 // Resize the sparse matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
520 octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
521 sz = (sz > 10 ? sz : 10) + x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
522 x.change_capacity (sz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
523 x_nz = sz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
524 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
525 x.xdata (ii) = tmp;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
526 x.xridx (ii++) = j;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
527 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
528 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
529 x.xcidx (i+1) = ii;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
530 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
531
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
532 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
533
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
534 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
535
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
536 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
537
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
538 return SparseMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
539
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
540 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
541 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
542
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
543 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
544 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
545 SparseMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
546 sparse_qr<SparseMatrix>::sparse_qr_rep::wide_solve<SparseMatrix, SparseMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
547 (const SparseMatrix& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
548 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
549 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
550
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
551 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
552
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
553 // These are swapped because the original matrix was transposed in
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
554 // sparse_qr<SparseMatrix>::solve.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
555
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
556 octave_idx_type nr = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
557 octave_idx_type nc = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
558
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
559 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
560 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
561
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
562 volatile octave_idx_type ii, x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
563
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
564 SparseMatrix x (nc, b_nc, b.nnz ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
565 x.xcidx (0) = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
566 x_nz = b.nnz ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
567 ii = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
568 volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
569 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
570 OCTAVE_LOCAL_BUFFER (double, buf, nbuf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
571 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
572 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
573 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
574 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
575 Xx[j] = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
576 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
577 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
578 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
579 CXSPARSE_DNAME (_pvec) (S->q, Xx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
580 CXSPARSE_DNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
581 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
582 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
583 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
584 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
585 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
586 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
587 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
588 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
589 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
590 CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
591 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
592
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
593 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
594 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
595 double tmp = Xx[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
596 if (tmp != 0.0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
597 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
598 if (ii == x_nz)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
599 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
600 // Resize the sparse matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
601 octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
602 sz = (sz > 10 ? sz : 10) + x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
603 x.change_capacity (sz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
604 x_nz = sz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
605 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
606 x.xdata (ii) = tmp;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
607 x.xridx (ii++) = j;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
608 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
609 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
610 x.xcidx (i+1) = ii;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
611 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
612
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
613 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
614
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
615 x.maybe_compress ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
616
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
617 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
618
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
619 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
620
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
621 return SparseMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
622
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
623 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
624 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
625
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
626 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
627 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
628 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
629 sparse_qr<SparseMatrix>::sparse_qr_rep::tall_solve<MArray<Complex>, ComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
630 (const MArray<Complex>& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
631 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
632 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
633
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
634 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
635
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
636 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
637 octave_idx_type nc = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
638
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
639 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
640 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
641
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
642 ComplexMatrix x (nc, b_nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
643 Complex *vec = x.fortran_vec ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
644 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
645 OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
646 OCTAVE_LOCAL_BUFFER (double, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
647 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
648 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
649 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
650 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
651 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
652 Complex c = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
653 Xx[j] = std::real (c);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
654 Xz[j] = std::imag (c);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
655 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
656 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
657 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
658 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
659 CXSPARSE_DNAME (_ipvec) (S->pinv, Xx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
660 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
661 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
662 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
663 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
664 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
665 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
666 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
667 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
668 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
669 CXSPARSE_DNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
670 CXSPARSE_DNAME (_ipvec) (S->q, buf, Xx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
671 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
672 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
673 CXSPARSE_DNAME (_ipvec) (S->pinv, Xz, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
674 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
675 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
676 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
677 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
678 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
679 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
680 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
681 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
682 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
683 CXSPARSE_DNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
684 CXSPARSE_DNAME (_ipvec) (S->q, buf, Xz, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
685 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
686 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
687 vec[j+idx] = Complex (Xx[j], Xz[j]);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
688 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
689
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
690 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
691
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
692 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
693
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
694 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
695
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
696 return ComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
697
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
698 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
699 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
700
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
701 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
702 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
703 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
704 sparse_qr<SparseMatrix>::sparse_qr_rep::wide_solve<MArray<Complex>, ComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
705 (const MArray<Complex>& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
706 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
707 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
708
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
709 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
710
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
711 // These are swapped because the original matrix was transposed in
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
712 // sparse_qr<SparseMatrix>::solve.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
713
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
714 octave_idx_type nr = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
715 octave_idx_type nc = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
716
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
717 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
718 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
719
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
720 ComplexMatrix x (nc, b_nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
721 Complex *vec = x.fortran_vec ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
722 volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
723 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
724 OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
725 OCTAVE_LOCAL_BUFFER (double, buf, nbuf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
726 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
727 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
728 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
729 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
730 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
731 Complex c = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
732 Xx[j] = std::real (c);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
733 Xz[j] = std::imag (c);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
734 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
735 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
736 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
737 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
738 CXSPARSE_DNAME (_pvec) (S->q, Xx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
739 CXSPARSE_DNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
740 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
741 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
742 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
743 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
744 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
745 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
746 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
747 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
748 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
749 CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
750 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
751 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
752 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
753 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
754 CXSPARSE_DNAME (_pvec) (S->q, Xz, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
755 CXSPARSE_DNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
756 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
757 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
758 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
759 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
760 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
761 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
762 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
763 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
764 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
765 CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xz, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
766 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
767 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
768 vec[j+idx] = Complex (Xx[j], Xz[j]);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
769 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
770
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
771 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
772
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
773 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
774
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
775 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
776
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
777 return ComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
778
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
779 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
780 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
781
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
782 // Complex-valued matrices.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
783
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
784 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
785 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::sparse_qr_rep
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
786 (const SparseComplexMatrix& a, int order)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
787 : count (1), nrows (a.rows ()), ncols (a.columns ())
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
788 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
789 , S (0), N (0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
790 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
791 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
792 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
793 CXSPARSE_ZNAME () A;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
794 A.nzmax = a.nnz ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
795 A.m = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
796 A.n = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
797 // Cast away const on A, with full knowledge that CSparse won't touch it
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
798 // Prevents the methods below making a copy of the data.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
799 A.p = const_cast<octave_idx_type *>(a.cidx ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
800 A.i = const_cast<octave_idx_type *>(a.ridx ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
801 A.x = const_cast<cs_complex_t *>(reinterpret_cast<const cs_complex_t *> (a.data ()));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
802 A.nz = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
803 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
804 S = CXSPARSE_ZNAME (_sqr) (order, &A, 1);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
805 N = CXSPARSE_ZNAME (_qr) (&A, S);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
806 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
807 if (! N)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
808 (*current_liboctave_error_handler)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
809 ("sparse_qr: sparse matrix QR factorization filled");
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
810
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
811 count = 1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
812
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
813 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
814 (*current_liboctave_error_handler)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
815 ("sparse_qr: support for CXSparse was unavailable or disabled when liboctave was built");
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
816 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
817 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
818
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
819 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
820 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::~sparse_qr_rep (void)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
821 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
822 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
823 CXSPARSE_ZNAME (_sfree) (S);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
824 CXSPARSE_ZNAME (_nfree) (N);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
825 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
826 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
827
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
828 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
829 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
830 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::V (void) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
831 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
832 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
833 // Drop zeros from V and sort
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
834 // FIXME: Is the double transpose to sort necessary?
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
835 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
836 CXSPARSE_ZNAME (_dropzeros) (N->L);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
837 CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->L, 1);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
838 CXSPARSE_ZNAME (_spfree) (N->L);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
839 N->L = CXSPARSE_ZNAME (_transpose) (D, 1);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
840 CXSPARSE_ZNAME (_spfree) (D);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
841 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
842
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
843 octave_idx_type nc = N->L->n;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
844 octave_idx_type nz = N->L->nzmax;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
845 SparseComplexMatrix ret (N->L->m, nc, nz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
846 for (octave_idx_type j = 0; j < nc+1; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
847 ret.xcidx (j) = N->L->p[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
848 for (octave_idx_type j = 0; j < nz; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
849 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
850 ret.xridx (j) = N->L->i[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
851 ret.xdata (j) = reinterpret_cast<Complex *>(N->L->x)[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
852 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
853 return ret;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
854 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
855 return SparseComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
856 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
857 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
858
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
859 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
860 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
861 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::R (bool econ) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
862 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
863 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
864 // Drop zeros from R and sort
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
865 // FIXME: Is the double transpose to sort necessary?
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
866 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
867 CXSPARSE_ZNAME (_dropzeros) (N->U);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
868 CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->U, 1);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
869 CXSPARSE_ZNAME (_spfree) (N->U);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
870 N->U = CXSPARSE_ZNAME (_transpose) (D, 1);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
871 CXSPARSE_ZNAME (_spfree) (D);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
872 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
873
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
874 octave_idx_type nc = N->U->n;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
875 octave_idx_type nz = N->U->nzmax;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
876
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
877 SparseComplexMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
878
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
879 for (octave_idx_type j = 0; j < nc+1; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
880 ret.xcidx (j) = N->U->p[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
881 for (octave_idx_type j = 0; j < nz; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
882 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
883 ret.xridx (j) = N->U->i[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
884 ret.xdata (j) = reinterpret_cast<Complex *>(N->U->x)[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
885 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
886 return ret;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
887 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
888 return SparseComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
889 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
890 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
891
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
892 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
893 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
894 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::C (const ComplexMatrix& b) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
895 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
896 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
897 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
898 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
899 octave_idx_type nc = N->L->n;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
900 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
901 const cs_complex_t *bvec = reinterpret_cast<const cs_complex_t *>(b.fortran_vec ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
902 ComplexMatrix ret (b_nr, b_nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
903 Complex *vec = ret.fortran_vec ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
904 if (nr < 0 || nc < 0 || nr != b_nr)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
905 (*current_liboctave_error_handler) ("matrix dimension mismatch");
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
906
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
907 if (nr == 0 || nc == 0 || b_nc == 0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
908 ret = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
909 else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
910 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
911 OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
912 for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
913 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
914 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
915 volatile octave_idx_type nm = (nr < nc ? nr : nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
916 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
917 CXSPARSE_ZNAME (_ipvec) (S->pinv, bvec + idx, reinterpret_cast<cs_complex_t *>(buf), b_nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
918 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
919 for (volatile octave_idx_type i = 0; i < nm; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
920 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
921 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
922 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
923 CXSPARSE_ZNAME (_happly) (N->L, i, N->B[i], reinterpret_cast<cs_complex_t *>(buf));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
924 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
925 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
926 for (octave_idx_type i = 0; i < b_nr; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
927 vec[i+idx] = buf[i];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
928 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
929 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
930 return ret;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
931 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
932 return ComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
933 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
934 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
935
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
936 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
937 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
938 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::Q (void) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
939 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
940 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
941 octave_idx_type nc = N->L->n;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
942 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
943 ComplexMatrix ret (nr, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
944 Complex *vec = ret.fortran_vec ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
945 if (nr < 0 || nc < 0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
946 (*current_liboctave_error_handler) ("matrix dimension mismatch");
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
947
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
948 if (nr == 0 || nc == 0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
949 ret = ComplexMatrix (nc, nr, Complex (0.0, 0.0));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
950 else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
951 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
952 OCTAVE_LOCAL_BUFFER (cs_complex_t, bvec, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
953 for (octave_idx_type i = 0; i < nr; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
954 bvec[i] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
955 OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
956 for (volatile octave_idx_type j = 0, idx = 0; j < nr; j++, idx+=nr)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
957 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
958 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
959 bvec[j] = cs_complex_t (1.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
960 volatile octave_idx_type nm = (nr < nc ? nr : nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
961 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
962 CXSPARSE_ZNAME (_ipvec) (S->pinv, bvec, reinterpret_cast<cs_complex_t *>(buf), nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
963 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
964 for (volatile octave_idx_type i = 0; i < nm; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
965 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
966 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
967 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
968 CXSPARSE_ZNAME (_happly) (N->L, i, N->B[i], reinterpret_cast<cs_complex_t *>(buf));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
969 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
970 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
971 for (octave_idx_type i = 0; i < nr; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
972 vec[i+idx] = buf[i];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
973 bvec[j] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
974 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
975 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
976 return ret.hermitian ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
977 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
978 return ComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
979 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
980 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
981
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
982 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
983 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
984 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
985 sparse_qr<SparseMatrix>::sparse_qr_rep::tall_solve<SparseComplexMatrix, SparseComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
986 (const SparseComplexMatrix& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
987 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
988 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
989
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
990 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
991
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
992 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
993 octave_idx_type nc = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
994
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
995 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
996 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
997
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
998 volatile octave_idx_type ii, x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
999
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1000 SparseComplexMatrix x (nc, b_nc, b.nnz ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1001 x.xcidx (0) = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1002 x_nz = b.nnz ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1003 ii = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1004 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1005 OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1006 OCTAVE_LOCAL_BUFFER (double, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1007 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1008 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1009 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1010 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1011 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1012 Complex c = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1013 Xx[j] = std::real (c);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1014 Xz[j] = std::imag (c);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1015 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1016 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1017 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1018 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1019 CXSPARSE_DNAME (_ipvec) (S->pinv, Xx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1020 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1021 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1022 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1023 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1024 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1025 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1026 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1027 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1028 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1029 CXSPARSE_DNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1030 CXSPARSE_DNAME (_ipvec) (S->q, buf, Xx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1031 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1032 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1033 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1034 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1035 CXSPARSE_DNAME (_ipvec) (S->pinv, Xz, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1036 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1037 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1038 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1039 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1040 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1041 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1042 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1043 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1044 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1045 CXSPARSE_DNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1046 CXSPARSE_DNAME (_ipvec) (S->q, buf, Xz, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1047 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1048
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1049 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1050 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1051 Complex tmp = Complex (Xx[j], Xz[j]);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1052 if (tmp != 0.0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1053 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1054 if (ii == x_nz)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1055 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1056 // Resize the sparse matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1057 octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1058 sz = (sz > 10 ? sz : 10) + x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1059 x.change_capacity (sz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1060 x_nz = sz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1061 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1062 x.xdata (ii) = tmp;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1063 x.xridx (ii++) = j;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1064 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1065 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1066 x.xcidx (i+1) = ii;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1067 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1068
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1069 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1070
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1071 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1072
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1073 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1074
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1075 return SparseComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1076
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1077 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1078 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1079
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1080 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1081 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1082 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1083 sparse_qr<SparseMatrix>::sparse_qr_rep::wide_solve<SparseComplexMatrix, SparseComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1084 (const SparseComplexMatrix& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1085 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1086 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1087
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1088 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1089
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1090 // These are swapped because the original matrix was transposed in
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1091 // sparse_qr<SparseMatrix>::solve.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1092
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1093 octave_idx_type nr = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1094 octave_idx_type nc = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1095
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1096 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1097 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1098
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1099 volatile octave_idx_type ii, x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1100
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1101 SparseComplexMatrix x (nc, b_nc, b.nnz ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1102 x.xcidx (0) = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1103 x_nz = b.nnz ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1104 ii = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1105 volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1106 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1107 OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1108 OCTAVE_LOCAL_BUFFER (double, buf, nbuf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1109 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1110 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1111 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1112 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1113 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1114 Complex c = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1115 Xx[j] = std::real (c);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1116 Xz[j] = std::imag (c);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1117 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1118 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1119 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1120 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1121 CXSPARSE_DNAME (_pvec) (S->q, Xx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1122 CXSPARSE_DNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1123 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1124 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1125 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1126 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1127 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1128 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1129 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1130 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1131 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1132 CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1133 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1134 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1135 buf[j] = 0.;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1136 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1137 CXSPARSE_DNAME (_pvec) (S->q, Xz, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1138 CXSPARSE_DNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1139 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1140 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1141 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1142 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1143 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1144 CXSPARSE_DNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1145 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1146 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1147 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1148 CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xz, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1149 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1150
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1151 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1152 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1153 Complex tmp = Complex (Xx[j], Xz[j]);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1154 if (tmp != 0.0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1155 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1156 if (ii == x_nz)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1157 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1158 // Resize the sparse matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1159 octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1160 sz = (sz > 10 ? sz : 10) + x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1161 x.change_capacity (sz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1162 x_nz = sz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1163 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1164 x.xdata (ii) = tmp;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1165 x.xridx (ii++) = j;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1166 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1167 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1168 x.xcidx (i+1) = ii;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1169 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1170
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1171 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1172
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1173 x.maybe_compress ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1174
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1175 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1176
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1177 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1178
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1179 return SparseComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1180
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1181 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1182 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1183
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1184 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1185 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1186 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1187 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::tall_solve<MArray<double>, ComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1188 (const MArray<double>& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1189 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1190 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1191
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1192 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1193
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1194 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1195 octave_idx_type nc = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1196
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1197 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1198 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1199
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1200 ComplexMatrix x (nc, b_nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1201 cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1202 OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1203 OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1204 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1205 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1206 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1207 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1208 Xx[j] = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1209 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1210 buf[j] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1211 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1212 CXSPARSE_ZNAME (_ipvec) (S->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1213 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1214 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1215 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1216 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1217 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1218 CXSPARSE_ZNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1219 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1220 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1221 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1222 CXSPARSE_ZNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1223 CXSPARSE_ZNAME (_ipvec) (S->q, buf, vec + idx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1224 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1225 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1226
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1227 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1228
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1229 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1230
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1231 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1232
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1233 return ComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1234
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1235 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1236 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1237
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1238 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1239 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1240 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1241 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::wide_solve<MArray<double>, ComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1242 (const MArray<double>& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1243 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1244 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1245
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1246 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1247
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1248 // These are swapped because the original matrix was transposed in
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1249 // sparse_qr<SparseComplexMatrix>::solve.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1250
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1251 octave_idx_type nr = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1252 octave_idx_type nc = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1253
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1254 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1255 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1256
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1257 ComplexMatrix x (nc, b_nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1258 cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1259
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1260 volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1261 OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, nbuf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1262 OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1263 OCTAVE_LOCAL_BUFFER (double, B, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1264 for (octave_idx_type i = 0; i < nr; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1265 B[i] = N->B[i];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1266 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1267 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1268 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1269 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1270 Xx[j] = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1271 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1272 buf[j] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1273 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1274 CXSPARSE_ZNAME (_pvec) (S->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1275 CXSPARSE_ZNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1276 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1277 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1278 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1279 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1280 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1281 CXSPARSE_ZNAME (_happly) (N->L, j, B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1282 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1283 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1284 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1285 CXSPARSE_ZNAME (_pvec) (S->pinv, buf, vec + idx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1286 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1287 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1288
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1289 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1290
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1291 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1292
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1293 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1294
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1295 return ComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1296
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1297 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1298 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1299
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1300 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1301 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1302 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1303 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::tall_solve<SparseMatrix, SparseComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1304 (const SparseMatrix& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1305 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1306 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1307
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1308 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1309
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1310 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1311 octave_idx_type nc = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1312
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1313 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1314 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1315
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1316 volatile octave_idx_type ii, x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1317
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1318 SparseComplexMatrix x (nc, b_nc, b.nnz ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1319 x.xcidx (0) = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1320 x_nz = b.nnz ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1321 ii = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1322 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1323 OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1324 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1325 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1326 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1327 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1328 Xx[j] = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1329 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1330 buf[j] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1331 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1332 CXSPARSE_ZNAME (_ipvec) (S->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1333 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1334 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1335 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1336 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1337 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1338 CXSPARSE_ZNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1339 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1340 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1341 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1342 CXSPARSE_ZNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1343 CXSPARSE_ZNAME (_ipvec) (S->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1344 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1345
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1346 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1347 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1348 Complex tmp = Xx[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1349 if (tmp != 0.0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1350 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1351 if (ii == x_nz)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1352 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1353 // Resize the sparse matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1354 octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1355 sz = (sz > 10 ? sz : 10) + x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1356 x.change_capacity (sz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1357 x_nz = sz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1358 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1359 x.xdata (ii) = tmp;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1360 x.xridx (ii++) = j;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1361 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1362 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1363 x.xcidx (i+1) = ii;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1364 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1365
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1366 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1367
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1368 x.maybe_compress ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1369
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1370 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1371
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1372 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1373
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1374 return SparseComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1375
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1376 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1377 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1378
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1379 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1380 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1381 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1382 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::wide_solve<SparseMatrix, SparseComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1383 (const SparseMatrix& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1384 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1385 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1386
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1387 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1388
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1389 // These are swapped because the original matrix was transposed in
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1390 // sparse_qr<SparseComplexMatrix>::solve.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1391
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1392 octave_idx_type nr = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1393 octave_idx_type nc = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1394
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1395 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1396 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1397
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1398 volatile octave_idx_type ii, x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1399
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1400 SparseComplexMatrix x (nc, b_nc, b.nnz ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1401 x.xcidx (0) = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1402 x_nz = b.nnz ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1403 ii = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1404 volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1405 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1406 OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, nbuf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1407
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1408 OCTAVE_LOCAL_BUFFER (double, B, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1409 for (octave_idx_type i = 0; i < nr; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1410 B[i] = N->B[i];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1411
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1412 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1413 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1414 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1415 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1416 Xx[j] = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1417 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1418 buf[j] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1419 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1420 CXSPARSE_ZNAME (_pvec) (S->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1421 CXSPARSE_ZNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1422 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1423 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1424 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1425 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1426 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1427 CXSPARSE_ZNAME (_happly) (N->L, j, B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1428 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1429 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1430 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1431 CXSPARSE_ZNAME (_pvec) (S->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1432 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1433
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1434 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1435 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1436 Complex tmp = Xx[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1437 if (tmp != 0.0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1438 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1439 if (ii == x_nz)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1440 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1441 // Resize the sparse matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1442 octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1443 sz = (sz > 10 ? sz : 10) + x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1444 x.change_capacity (sz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1445 x_nz = sz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1446 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1447 x.xdata (ii) = tmp;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1448 x.xridx (ii++) = j;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1449 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1450 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1451 x.xcidx (i+1) = ii;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1452 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1453
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1454 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1455
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1456 x.maybe_compress ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1457
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1458 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1459
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1460 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1461
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1462 return SparseComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1463
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1464 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1465 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1466
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1467 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1468 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1469 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1470 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::tall_solve<MArray<Complex>, ComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1471 (const MArray<Complex>& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1472 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1473 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1474
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1475 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1476
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1477 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1478 octave_idx_type nc = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1479
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1480 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1481 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1482
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1483 const cs_complex_t *bvec = reinterpret_cast<const cs_complex_t *>(b.fortran_vec ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1484
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1485 ComplexMatrix x (nc, b_nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1486 cs_complex_t *vec = reinterpret_cast<cs_complex_t *>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1487 (x.fortran_vec ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1488 OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1489 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1490 i++, idx+=nc, bidx+=b_nr)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1491 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1492 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1493 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1494 buf[j] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1495 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1496 CXSPARSE_ZNAME (_ipvec) (S->pinv, bvec + bidx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1497 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1498 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1499 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1500 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1501 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1502 CXSPARSE_ZNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1503 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1504 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1505 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1506 CXSPARSE_ZNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1507 CXSPARSE_ZNAME (_ipvec) (S->q, buf, vec + idx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1508 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1509 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1510
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1511 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1512
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1513 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1514
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1515 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1516
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1517 return ComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1518
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1519 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1520 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1521
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1522 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1523 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1524 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1525 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::wide_solve<MArray<Complex>, ComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1526 (const MArray<Complex>& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1527 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1528 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1529
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1530 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1531
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1532 // These are swapped because the original matrix was transposed in
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1533 // sparse_qr<SparseComplexMatrix>::solve.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1534
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1535 octave_idx_type nr = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1536 octave_idx_type nc = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1537
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1538 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1539 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1540
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1541 const cs_complex_t *bvec = reinterpret_cast<const cs_complex_t *>(b.fortran_vec ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1542
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1543 ComplexMatrix x (nc, b_nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1544 cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1545 volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1546 OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, nbuf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1547 OCTAVE_LOCAL_BUFFER (double, B, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1548 for (octave_idx_type i = 0; i < nr; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1549 B[i] = N->B[i];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1550 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1551 i++, idx+=nc, bidx+=b_nr)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1552 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1553 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1554 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1555 buf[j] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1556 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1557 CXSPARSE_ZNAME (_pvec) (S->q, bvec + bidx, buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1558 CXSPARSE_ZNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1559 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1560 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1561 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1562 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1563 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1564 CXSPARSE_ZNAME (_happly) (N->L, j, B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1565 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1566 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1567 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1568 CXSPARSE_ZNAME (_pvec) (S->pinv, buf, vec + idx, nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1569 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1570 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1571 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1572
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1573 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1574
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1575 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1576
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1577 return ComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1578
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1579 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1580 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1581
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1582 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1583 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1584 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1585 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::tall_solve<SparseComplexMatrix, SparseComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1586 (const SparseComplexMatrix& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1587 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1588 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1589
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1590 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1591
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1592 octave_idx_type nr = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1593 octave_idx_type nc = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1594
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1595 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1596 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1597
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1598 volatile octave_idx_type ii, x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1599
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1600 SparseComplexMatrix x (nc, b_nc, b.nnz ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1601 x.xcidx (0) = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1602 x_nz = b.nnz ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1603 ii = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1604 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1605 OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1606 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1607 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1608 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1609 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1610 Xx[j] = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1611 for (octave_idx_type j = nr; j < S->m2; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1612 buf[j] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1613 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1614 CXSPARSE_ZNAME (_ipvec) (S->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1615 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1616 for (volatile octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1617 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1618 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1619 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1620 CXSPARSE_ZNAME (_happly) (N->L, j, N->B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1621 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1622 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1623 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1624 CXSPARSE_ZNAME (_usolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1625 CXSPARSE_ZNAME (_ipvec) (S->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1626 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1627
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1628 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1629 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1630 Complex tmp = Xx[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1631 if (tmp != 0.0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1632 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1633 if (ii == x_nz)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1634 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1635 // Resize the sparse matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1636 octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1637 sz = (sz > 10 ? sz : 10) + x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1638 x.change_capacity (sz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1639 x_nz = sz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1640 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1641 x.xdata (ii) = tmp;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1642 x.xridx (ii++) = j;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1643 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1644 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1645 x.xcidx (i+1) = ii;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1646 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1647
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1648 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1649
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1650 x.maybe_compress ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1651
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1652 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1653
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1654 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1655
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1656 return SparseComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1657
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1658 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1659 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1660
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1661 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1662 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1663 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1664 sparse_qr<SparseComplexMatrix>::sparse_qr_rep::wide_solve<SparseComplexMatrix, SparseComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1665 (const SparseComplexMatrix& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1666 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1667 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1668
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1669 #ifdef HAVE_CXSPARSE
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1670
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1671 // These are swapped because the original matrix was transposed in
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1672 // sparse_qr<SparseComplexMatrix>::solve.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1673
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1674 octave_idx_type nr = ncols;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1675 octave_idx_type nc = nrows;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1676
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1677 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1678 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1679
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1680 volatile octave_idx_type ii, x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1681
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1682 SparseComplexMatrix x (nc, b_nc, b.nnz ());
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1683 x.xcidx (0) = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1684 x_nz = b.nnz ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1685 ii = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1686 volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1687 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc));
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1688 OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, nbuf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1689 OCTAVE_LOCAL_BUFFER (double, B, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1690 for (octave_idx_type i = 0; i < nr; i++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1691 B[i] = N->B[i];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1692 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1693 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1694 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1695 for (octave_idx_type j = 0; j < b_nr; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1696 Xx[j] = b.xelem (j,i);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1697 for (octave_idx_type j = nr; j < nbuf; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1698 buf[j] = cs_complex_t (0.0, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1699 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1700 CXSPARSE_ZNAME (_pvec) (S->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1701 CXSPARSE_ZNAME (_utsolve) (N->U, buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1702 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1703 for (volatile octave_idx_type j = nr-1; j >= 0; j--)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1704 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1705 octave_quit ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1706 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1707 CXSPARSE_ZNAME (_happly) (N->L, j, B[j], buf);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1708 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1709 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1710 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1711 CXSPARSE_ZNAME (_pvec) (S->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1712 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1713
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1714 for (octave_idx_type j = 0; j < nc; j++)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1715 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1716 Complex tmp = Xx[j];
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1717 if (tmp != 0.0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1718 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1719 if (ii == x_nz)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1720 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1721 // Resize the sparse matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1722 octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1723 sz = (sz > 10 ? sz : 10) + x_nz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1724 x.change_capacity (sz);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1725 x_nz = sz;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1726 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1727 x.xdata (ii) = tmp;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1728 x.xridx (ii++) = j;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1729 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1730 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1731 x.xcidx (i+1) = ii;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1732 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1733
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1734 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1735
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1736 x.maybe_compress ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1737
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1738 return x;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1739
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1740 #else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1741
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1742 return SparseComplexMatrix ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1743
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1744 #endif
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1745 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1746
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1747 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1748 sparse_qr<SPARSE_T>::sparse_qr (void)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1749 : rep (new sparse_qr_rep (SPARSE_T (), 0))
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1750 { }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1751
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1752 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1753 sparse_qr<SPARSE_T>::sparse_qr (const SPARSE_T& a, int order)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1754 : rep (new sparse_qr_rep (a, order))
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1755 { }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1756
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1757 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1758 sparse_qr<SPARSE_T>::sparse_qr (const sparse_qr<SPARSE_T>& a)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1759 : rep (a.rep)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1760 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1761 rep->count++;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1762 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1763
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1764 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1765 sparse_qr<SPARSE_T>::~sparse_qr (void)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1766 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1767 if (--rep->count == 0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1768 delete rep;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1769 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1770
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1771 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1772 sparse_qr<SPARSE_T>&
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1773 sparse_qr<SPARSE_T>::operator = (const sparse_qr<SPARSE_T>& a)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1774 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1775 if (this != &a)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1776 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1777 if (--rep->count == 0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1778 delete rep;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1779
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1780 rep = a.rep;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1781 rep->count++;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1782 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1783
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1784 return *this;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1785 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1786
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1787 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1788 bool
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1789 sparse_qr<SPARSE_T>::ok (void) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1790 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1791 return rep->ok ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1792 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1793
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1794 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1795 SPARSE_T
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1796 sparse_qr<SPARSE_T>::V (void) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1797 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1798 return rep->V ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1799 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1800
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1801 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1802 ColumnVector
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1803 sparse_qr<SPARSE_T>::Pinv (void) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1804 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1805 return rep->P ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1806 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1807
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1808 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1809 ColumnVector
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1810 sparse_qr<SPARSE_T>::P (void) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1811 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1812 return rep->P ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1813 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1814
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1815 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1816 SPARSE_T
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1817 sparse_qr<SPARSE_T>::R (bool econ) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1818 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1819 return rep->R (econ);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1820 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1821
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1822 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1823 typename SPARSE_T::dense_matrix_type
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1824 sparse_qr<SPARSE_T>::C (const typename SPARSE_T::dense_matrix_type& b) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1825 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1826 return rep->C (b);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1827 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1828
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1829 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1830 typename SPARSE_T::dense_matrix_type
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1831 sparse_qr<SPARSE_T>::Q (void) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1832 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1833 return rep->Q ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1834 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1835
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1836 // FIXME: Why is the "order" of the QR calculation as used in the
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1837 // CXSparse function sqr 3 for real matrices and 2 for complex? These
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1838 // values seem to be required but there was no explanation in David
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1839 // Bateman's original code.
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1840
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1841 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1842 class
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1843 cxsparse_defaults
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1844 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1845 public:
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1846 enum { order = -1 };
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1847 };
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1848
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1849 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1850 class
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1851 cxsparse_defaults<SparseMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1852 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1853 public:
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1854 enum { order = 3 };
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1855 };
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1856
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1857 template <>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1858 class
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1859 cxsparse_defaults<SparseComplexMatrix>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1860 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1861 public:
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1862 enum { order = 2 };
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1863 };
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1864
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1865 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1866 template <typename RHS_T, typename RET_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1867 RET_T
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1868 sparse_qr<SPARSE_T>::solve (const SPARSE_T& a, const RHS_T& b,
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1869 octave_idx_type& info)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1870 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1871 info = -1;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1872
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1873 octave_idx_type nr = a.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1874 octave_idx_type nc = a.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1875
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1876 octave_idx_type b_nc = b.cols ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1877 octave_idx_type b_nr = b.rows ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1878
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1879 int order = cxsparse_defaults<SPARSE_T>::order;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1880
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1881 if (nr < 0 || nc < 0 || nr != b_nr)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1882 (*current_liboctave_error_handler)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1883 ("matrix dimension mismatch in solution of minimum norm problem");
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1884
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1885 if (nr == 0 || nc == 0 || b_nc == 0)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1886 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1887 info = 0;
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1888
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1889 return RET_T (nc, b_nc, 0.0);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1890 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1891 else if (nr >= nc)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1892 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1893 sparse_qr<SPARSE_T> q (a, order);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1894
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1895 return q.ok () ? q.tall_solve<RHS_T, RET_T> (b, info) : RET_T ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1896 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1897 else
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1898 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1899 sparse_qr<SPARSE_T> q (a.hermitian (), order);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1900
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1901 return q.ok () ? q.wide_solve<RHS_T, RET_T> (b, info) : RET_T ();
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1902 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1903 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1904
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1905 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1906 template <typename RHS_T, typename RET_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1907 RET_T
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1908 sparse_qr<SPARSE_T>::tall_solve (const RHS_T& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1909 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1910 return rep->tall_solve<RHS_T, RET_T> (b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1911 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1912
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1913 template <typename SPARSE_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1914 template <typename RHS_T, typename RET_T>
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1915 RET_T
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1916 sparse_qr<SPARSE_T>::wide_solve (const RHS_T& b, octave_idx_type& info) const
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1917 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1918 return rep->wide_solve<RHS_T, RET_T> (b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1919 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1920
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1921 Matrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
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1922 qrsolve (const SparseMatrix& a, const MArray<double>& b,
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
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diff changeset
1923 octave_idx_type& info)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
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1924 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
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1925 return sparse_qr<SparseMatrix>::solve<MArray<double>, Matrix> (a, b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1926 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1927
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1928 SparseMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
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diff changeset
1929 qrsolve (const SparseMatrix& a, const SparseMatrix& b,
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
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diff changeset
1930 octave_idx_type& info)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1931 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
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1932 return sparse_qr<SparseMatrix>::solve<SparseMatrix, SparseMatrix> (a, b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
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diff changeset
1933 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1934
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1935 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
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diff changeset
1936 qrsolve (const SparseMatrix& a, const MArray<Complex>& b,
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1937 octave_idx_type& info)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1938 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1939 return sparse_qr<SparseMatrix>::solve<MArray<Complex>, ComplexMatrix> (a, b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1940 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1941
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1942 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1943 qrsolve (const SparseMatrix& a, const SparseComplexMatrix& b,
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1944 octave_idx_type& info)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1945 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1946 return sparse_qr<SparseMatrix>::solve<SparseComplexMatrix, SparseComplexMatrix> (a, b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1947 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1948
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1949 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
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diff changeset
1950 qrsolve (const SparseComplexMatrix& a, const MArray<double>& b,
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1951 octave_idx_type& info)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1952 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1953 return sparse_qr<SparseComplexMatrix>::solve<MArray<double>, ComplexMatrix> (a, b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1954 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1955
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1956 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1957 qrsolve (const SparseComplexMatrix& a, const SparseMatrix& b,
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1958 octave_idx_type& info)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1959 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1960 return sparse_qr<SparseComplexMatrix>::solve<SparseMatrix, SparseComplexMatrix> (a, b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1961 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1962
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1963 ComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1964 qrsolve (const SparseComplexMatrix& a, const MArray<Complex>& b,
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1965 octave_idx_type& info)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1966 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1967 return sparse_qr<SparseComplexMatrix>::solve<MArray<Complex>, ComplexMatrix> (a, b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1968 }
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1969
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1970 SparseComplexMatrix
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1971 qrsolve (const SparseComplexMatrix& a, const SparseComplexMatrix& b,
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1972 octave_idx_type& info)
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1973 {
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1974 return sparse_qr<SparseComplexMatrix>::solve<SparseComplexMatrix, SparseComplexMatrix> (a, b, info);
791dcb32b657 revamp sparse QR factorizatino classes
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1975 }