Mercurial > octave-libtiff
view liboctave/numeric/floatCHOL.cc @ 21202:f7121e111991
maint: indent #ifdef blocks in liboctave and src directories.
* Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc,
Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc,
Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc,
CNDArray.cc, CRowVector.cc, CSparse.cc, CSparse.h, DiagArray2.cc, MArray-C.cc,
MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc,
MDiagArray2.cc, MSparse-C.cc, MSparse-d.cc, MSparse.h, MatrixType.cc,
PermMatrix.cc, Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc,
boolMatrix.cc, boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc,
dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc,
dSparse.cc, dSparse.h, dim-vector.cc, fCColVector.cc, fCDiagMatrix.cc,
fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc,
fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, int16NDArray.cc,
int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, intNDArray.cc,
uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc,
blaswrap.c, cquit.c, f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, quit.cc,
quit.h, CmplxAEPBAL.cc, CmplxCHOL.cc, CmplxGEPBAL.cc, CmplxHESS.cc, CmplxLU.cc,
CmplxQR.cc, CmplxQRP.cc, CmplxSCHUR.cc, CmplxSVD.cc, CollocWt.cc, DASPK.cc,
DASRT.cc, DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, base-lu.cc, base-qr.cc,
dbleAEPBAL.cc, dbleCHOL.cc, dbleGEPBAL.cc, dbleHESS.cc, dbleLU.cc, dbleQR.cc,
dbleQRP.cc, dbleSCHUR.cc, dbleSVD.cc, eigs-base.cc, fCmplxAEPBAL.cc,
fCmplxCHOL.cc, fCmplxGEPBAL.cc, fCmplxHESS.cc, fCmplxLU.cc, fCmplxQR.cc,
fCmplxQRP.cc, fCmplxSCHUR.cc, fCmplxSVD.cc, fEIG.cc, floatAEPBAL.cc,
floatCHOL.cc, floatGEPBAL.cc, floatHESS.cc, floatLU.cc, floatQR.cc,
floatQRP.cc, floatSCHUR.cc, floatSVD.cc, lo-mappers.cc, lo-specfun.cc,
oct-convn.cc, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-rand.cc,
oct-spparms.cc, randgamma.c, randmtzig.c, randpoisson.c, sparse-chol.cc,
sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, mx-defs.h, dir-ops.cc,
file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc,
oct-group.cc, oct-openmp.h, oct-passwd.cc, oct-syscalls.cc, oct-time.cc,
oct-uname.cc, pathlen.h, sysdir.h, syswait.h, cmd-edit.cc, cmd-hist.cc,
data-conv.cc, f2c-main.c, glob-match.cc, lo-array-errwarn.cc,
lo-array-gripes.cc, lo-cutils.c, lo-cutils.h, lo-ieee.cc, lo-math.h,
lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc, oct-inttypes.cc,
oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-refcount.h, oct-rl-edit.c,
oct-rl-hist.c, oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc,
sparse-sort.cc, sparse-util.cc, statdefs.h, str-vec.cc, unwind-prot.cc,
url-transfer.cc, display-available.h, main-cli.cc, main-gui.cc, main.in.cc,
mkoctfile.in.cc, octave-config.in.cc, shared-fcns.h:
indent #ifdef blocks in liboctave and src directories.
author | Rik <rik@octave.org> |
---|---|
date | Sat, 06 Feb 2016 06:40:13 -0800 |
parents | 7cac4e7458f2 |
children |
line wrap: on
line source
/* Copyright (C) 1994-2015 John W. Eaton Copyright (C) 2008-2009 Jaroslav Hajek This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H # include <config.h> #endif #include <vector> #include "fRowVector.h" #include "floatCHOL.h" #include "f77-fcn.h" #include "lo-error.h" #include "oct-locbuf.h" #include "oct-norm.h" #ifndef HAVE_QRUPDATE # include "dbleQR.h" #endif extern "C" { F77_RET_T F77_FUNC (spotrf, SPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, float*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (spotri, SPOTRI) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, float*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (spocon, SPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, float*, const octave_idx_type&, const float&, float&, float*, octave_idx_type*, octave_idx_type& F77_CHAR_ARG_LEN_DECL); #ifdef HAVE_QRUPDATE F77_RET_T F77_FUNC (sch1up, SCH1UP) (const octave_idx_type&, float*, const octave_idx_type&, float*, float*); F77_RET_T F77_FUNC (sch1dn, SCH1DN) (const octave_idx_type&, float*, const octave_idx_type&, float*, float*, octave_idx_type&); F77_RET_T F77_FUNC (schinx, SCHINX) (const octave_idx_type&, float*, const octave_idx_type&, const octave_idx_type&, float*, float*, octave_idx_type&); F77_RET_T F77_FUNC (schdex, SCHDEX) (const octave_idx_type&, float*, const octave_idx_type&, const octave_idx_type&, float*); F77_RET_T F77_FUNC (schshx, SCHSHX) (const octave_idx_type&, float*, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, float*); #endif } octave_idx_type FloatCHOL::init (const FloatMatrix& a, bool upper, bool calc_cond) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("FloatCHOL requires square matrix"); octave_idx_type n = a_nc; octave_idx_type info; is_upper = upper; chol_mat.clear (n, n); if (is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) chol_mat.xelem (i, j) = 0.0f; } else for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i < j; i++) chol_mat.xelem (i, j) = 0.0f; for (octave_idx_type i = j; i < n; i++) chol_mat.xelem (i, j) = a(i, j); } float *h = chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. float anorm = 0; if (calc_cond) anorm = xnorm (a, 1); if (is_upper) F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); xrcond = 0.0; if (info > 0) chol_mat.resize (info - 1, info - 1); else if (calc_cond) { octave_idx_type spocon_info = 0; // Now calculate the condition number for non-singular matrix. Array<float> z (dim_vector (3*n, 1)); float *pz = z.fortran_vec (); Array<octave_idx_type> iz (dim_vector (n, 1)); octave_idx_type *piz = iz.fortran_vec (); if (is_upper) F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, anorm, xrcond, pz, piz, spocon_info F77_CHAR_ARG_LEN (1))); else F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, anorm, xrcond, pz, piz, spocon_info F77_CHAR_ARG_LEN (1))); if (spocon_info != 0) info = -1; } return info; } static FloatMatrix chol2inv_internal (const FloatMatrix& r, bool is_upper = true) { FloatMatrix retval; octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); if (r_nr != r_nc) (*current_liboctave_error_handler) ("chol2inv requires square matrix"); octave_idx_type n = r_nc; octave_idx_type info = 0; FloatMatrix tmp = r; float *v = tmp.fortran_vec (); if (info == 0) { if (is_upper) F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n, v, n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n, v, n, info F77_CHAR_ARG_LEN (1))); // If someone thinks of a more graceful way of doing this (or // faster for that matter :-)), please let me know! if (n > 1) { if (is_upper) for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (i, j) = tmp.xelem (j, i); else for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (j, i) = tmp.xelem (i, j); } retval = tmp; } return retval; } // Compute the inverse of a matrix using the Cholesky factorization. FloatMatrix FloatCHOL::inverse (void) const { return chol2inv_internal (chol_mat, is_upper); } void FloatCHOL::set (const FloatMatrix& R) { if (! R.is_square ()) (*current_liboctave_error_handler) ("FloatCHOL requires square matrix"); chol_mat = R; } #ifdef HAVE_QRUPDATE void FloatCHOL::update (const FloatColumnVector& u) { octave_idx_type n = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); FloatColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, w, n); F77_XFCN (sch1up, SCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (), utmp.fortran_vec (), w)); } octave_idx_type FloatCHOL::downdate (const FloatColumnVector& u) { octave_idx_type info = -1; octave_idx_type n = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); FloatColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, w, n); F77_XFCN (sch1dn, SCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (), utmp.fortran_vec (), w, info)); return info; } octave_idx_type FloatCHOL::insert_sym (const FloatColumnVector& u, octave_idx_type j) { octave_idx_type info = -1; octave_idx_type n = chol_mat.rows (); if (u.numel () != n + 1) (*current_liboctave_error_handler) ("cholinsert: dimension mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("cholinsert: index out of range"); FloatColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, w, n); chol_mat.resize (n+1, n+1); F77_XFCN (schinx, SCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (), j + 1, utmp.fortran_vec (), w, info)); return info; } void FloatCHOL::delete_sym (octave_idx_type j) { octave_idx_type n = chol_mat.rows (); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); OCTAVE_LOCAL_BUFFER (float, w, n); F77_XFCN (schdex, SCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (), j + 1, w)); chol_mat.resize (n-1, n-1); } void FloatCHOL::shift_sym (octave_idx_type i, octave_idx_type j) { octave_idx_type n = chol_mat.rows (); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("cholshift: index out of range"); OCTAVE_LOCAL_BUFFER (float, w, 2*n); F77_XFCN (schshx, SCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (), i + 1, j + 1, w)); } #else void FloatCHOL::update (const FloatColumnVector& u) { warn_qrupdate_once (); octave_idx_type n = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); init (chol_mat.transpose () * chol_mat + FloatMatrix (u) * FloatMatrix (u).transpose (), true, false); } static bool singular (const FloatMatrix& a) { for (octave_idx_type i = 0; i < a.rows (); i++) if (a(i,i) == 0.0f) return true; return false; } octave_idx_type FloatCHOL::downdate (const FloatColumnVector& u) { warn_qrupdate_once (); octave_idx_type info = -1; octave_idx_type n = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); if (singular (chol_mat)) info = 2; else { info = init (chol_mat.transpose () * chol_mat - FloatMatrix (u) * FloatMatrix (u).transpose (), true, false); if (info) info = 1; } return info; } octave_idx_type FloatCHOL::insert_sym (const FloatColumnVector& u, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type info = -1; octave_idx_type n = chol_mat.rows (); if (u.numel () != n + 1) (*current_liboctave_error_handler) ("cholinsert: dimension mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("cholinsert: index out of range"); if (singular (chol_mat)) info = 2; else { FloatMatrix a = chol_mat.transpose () * chol_mat; FloatMatrix a1 (n+1, n+1); for (octave_idx_type k = 0; k < n+1; k++) for (octave_idx_type l = 0; l < n+1; l++) { if (l == j) a1(k, l) = u(k); else if (k == j) a1(k, l) = u(l); else a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1); } info = init (a1, true, false); if (info) info = 1; } return info; } void FloatCHOL::delete_sym (octave_idx_type j) { warn_qrupdate_once (); octave_idx_type n = chol_mat.rows (); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); FloatMatrix a = chol_mat.transpose () * chol_mat; a.delete_elements (1, idx_vector (j)); a.delete_elements (0, idx_vector (j)); init (a, true, false); } void FloatCHOL::shift_sym (octave_idx_type i, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type n = chol_mat.rows (); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("cholshift: index out of range"); FloatMatrix a = chol_mat.transpose () * chol_mat; Array<octave_idx_type> p (dim_vector (n, 1)); for (octave_idx_type k = 0; k < n; k++) p(k) = k; if (i < j) { for (octave_idx_type k = i; k < j; k++) p(k) = k+1; p(j) = i; } else if (j < i) { p(j) = i; for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1; } init (a.index (idx_vector (p), idx_vector (p)), true, false); } #endif FloatMatrix chol2inv (const FloatMatrix& r) { return chol2inv_internal (r); }