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annotate liboctave/fCmplxCHOL.cc @ 10314:07ebe522dac2

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untabify liboctave C++ sources
author John W. Eaton <jwe@octave.org>
date Thu, 11 Feb 2010 12:23:32 -0500
parents 4c0cdbe0acca
children 12884915a8e4
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
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4 John W. Eaton
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5 Copyright (C) 2008, 2009 Jaroslav Hajek
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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25 #ifdef HAVE_CONFIG_H
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26 #include <config.h>
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27 #endif
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28
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29 #include <vector>
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30
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31 #include "fMatrix.h"
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32 #include "fRowVector.h"
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33 #include "fCmplxCHOL.h"
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34 #include "f77-fcn.h"
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35 #include "lo-error.h"
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36 #include "oct-locbuf.h"
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37 #include "oct-norm.h"
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38 #ifndef HAVE_QRUPDATE
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39 #include "dbleQR.h"
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40 #endif
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41
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42 extern "C"
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43 {
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44 F77_RET_T
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45 F77_FUNC (cpotrf, CPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
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46 FloatComplex*, const octave_idx_type&, octave_idx_type&
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47 F77_CHAR_ARG_LEN_DECL);
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48 F77_RET_T
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49 F77_FUNC (cpotri, CPOTRI) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
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50 FloatComplex*, const octave_idx_type&, octave_idx_type&
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51 F77_CHAR_ARG_LEN_DECL);
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52
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53 F77_RET_T
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54 F77_FUNC (cpocon, CPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
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55 FloatComplex*, const octave_idx_type&, const float&,
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56 float&, FloatComplex*, float*,
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57 octave_idx_type& F77_CHAR_ARG_LEN_DECL);
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58 #ifdef HAVE_QRUPDATE
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59
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60 F77_RET_T
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61 F77_FUNC (cch1up, CCH1UP) (const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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62 FloatComplex*, float*);
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63
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64 F77_RET_T
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65 F77_FUNC (cch1dn, CCH1DN) (const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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66 FloatComplex*, float*, octave_idx_type&);
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67
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68 F77_RET_T
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69 F77_FUNC (cchinx, CCHINX) (const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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70 const octave_idx_type&, FloatComplex*, float*,
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71 octave_idx_type&);
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72
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73 F77_RET_T
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74 F77_FUNC (cchdex, CCHDEX) (const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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75 const octave_idx_type&, float*);
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76
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77 F77_RET_T
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78 F77_FUNC (cchshx, CCHSHX) (const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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79 const octave_idx_type&, const octave_idx_type&,
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80 FloatComplex*, float*);
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81 #endif
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82 }
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83
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84 octave_idx_type
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85 FloatComplexCHOL::init (const FloatComplexMatrix& a, bool calc_cond)
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86 {
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87 octave_idx_type a_nr = a.rows ();
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88 octave_idx_type a_nc = a.cols ();
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89
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90 if (a_nr != a_nc)
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91 {
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92 (*current_liboctave_error_handler)
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93 ("FloatComplexCHOL requires square matrix");
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94 return -1;
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95 }
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96
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97 octave_idx_type n = a_nc;
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98 octave_idx_type info;
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99
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100 chol_mat.clear (n, n);
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101 for (octave_idx_type j = 0; j < n; j++)
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102 {
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103 for (octave_idx_type i = 0; i <= j; i++)
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104 chol_mat.xelem (i, j) = a(i, j);
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105 for (octave_idx_type i = j+1; i < n; i++)
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106 chol_mat.xelem (i, j) = 0.0f;
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107 }
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108 FloatComplex *h = chol_mat.fortran_vec ();
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109
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110 // Calculate the norm of the matrix, for later use.
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111 float anorm = 0;
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112 if (calc_cond)
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113 anorm = xnorm (a, 1);
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114
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115 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
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116 F77_CHAR_ARG_LEN (1)));
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117
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118 xrcond = 0.0;
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119 if (info > 0)
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120 chol_mat.resize (info - 1, info - 1);
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121 else if (calc_cond)
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122 {
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123 octave_idx_type cpocon_info = 0;
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124
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125 // Now calculate the condition number for non-singular matrix.
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126 Array<FloatComplex> z (2*n);
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127 FloatComplex *pz = z.fortran_vec ();
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128 Array<float> rz (n);
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129 float *prz = rz.fortran_vec ();
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130 F77_XFCN (cpocon, CPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
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131 n, anorm, xrcond, pz, prz, cpocon_info
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132 F77_CHAR_ARG_LEN (1)));
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133
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134 if (cpocon_info != 0)
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135 info = -1;
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136 }
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137
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138 return info;
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139 }
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140
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141 static FloatComplexMatrix
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142 chol2inv_internal (const FloatComplexMatrix& r)
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143 {
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144 FloatComplexMatrix retval;
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145
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146 octave_idx_type r_nr = r.rows ();
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147 octave_idx_type r_nc = r.cols ();
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148
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149 if (r_nr == r_nc)
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150 {
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151 octave_idx_type n = r_nc;
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152 octave_idx_type info;
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153
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154 FloatComplexMatrix tmp = r;
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155
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156 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
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157 tmp.fortran_vec (), n, info
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158 F77_CHAR_ARG_LEN (1)));
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159
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160 // If someone thinks of a more graceful way of doing this (or
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161 // faster for that matter :-)), please let me know!
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162
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163 if (n > 1)
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164 for (octave_idx_type j = 0; j < r_nc; j++)
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165 for (octave_idx_type i = j+1; i < r_nr; i++)
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166 tmp.xelem (i, j) = std::conj (tmp.xelem (j, i));
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167
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168 retval = tmp;
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169 }
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170 else
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171 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
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172
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173 return retval;
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174 }
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175
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176 // Compute the inverse of a matrix using the Cholesky factorization.
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177 FloatComplexMatrix
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178 FloatComplexCHOL::inverse (void) const
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179 {
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180 return chol2inv_internal (chol_mat);
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181 }
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182
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183 void
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184 FloatComplexCHOL::set (const FloatComplexMatrix& R)
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185 {
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186 if (R.is_square ())
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187 chol_mat = R;
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188 else
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189 (*current_liboctave_error_handler) ("CHOL requires square matrix");
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190 }
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191
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192 #ifdef HAVE_QRUPDATE
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193
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194 void
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195 FloatComplexCHOL::update (const FloatComplexColumnVector& u)
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196 {
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197 octave_idx_type n = chol_mat.rows ();
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198
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199 if (u.length () == n)
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200 {
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201 FloatComplexColumnVector utmp = u;
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202
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203 OCTAVE_LOCAL_BUFFER (float, rw, n);
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204
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205 F77_XFCN (cch1up, CCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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206 utmp.fortran_vec (), rw));
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207 }
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208 else
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209 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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210 }
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211
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212 octave_idx_type
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213 FloatComplexCHOL::downdate (const FloatComplexColumnVector& u)
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214 {
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215 octave_idx_type info = -1;
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216
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217 octave_idx_type n = chol_mat.rows ();
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218
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219 if (u.length () == n)
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220 {
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221 FloatComplexColumnVector utmp = u;
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222
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223 OCTAVE_LOCAL_BUFFER (float, rw, n);
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224
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225 F77_XFCN (cch1dn, CCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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226 utmp.fortran_vec (), rw, info));
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227 }
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228 else
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229 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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230
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231 return info;
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232 }
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233
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234 octave_idx_type
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235 FloatComplexCHOL::insert_sym (const FloatComplexColumnVector& u, octave_idx_type j)
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236 {
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237 octave_idx_type info = -1;
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238
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239 octave_idx_type n = chol_mat.rows ();
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240
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241 if (u.length () != n + 1)
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242 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
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243 else if (j < 0 || j > n)
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244 (*current_liboctave_error_handler) ("cholinsert: index out of range");
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245 else
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246 {
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247 FloatComplexColumnVector utmp = u;
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248
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249 OCTAVE_LOCAL_BUFFER (float, rw, n);
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250
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251 chol_mat.resize (n+1, n+1);
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252
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253 F77_XFCN (cchinx, CCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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254 j + 1, utmp.fortran_vec (), rw, info));
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255 }
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256
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257 return info;
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258 }
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259
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260 void
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261 FloatComplexCHOL::delete_sym (octave_idx_type j)
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262 {
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263 octave_idx_type n = chol_mat.rows ();
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264
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265 if (j < 0 || j > n-1)
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266 (*current_liboctave_error_handler) ("choldelete: index out of range");
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267 else
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268 {
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269 OCTAVE_LOCAL_BUFFER (float, rw, n);
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270
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271 F77_XFCN (cchdex, CCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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272 j + 1, rw));
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273
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274 chol_mat.resize (n-1, n-1);
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275 }
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276 }
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277
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278 void
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279 FloatComplexCHOL::shift_sym (octave_idx_type i, octave_idx_type j)
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280 {
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281 octave_idx_type n = chol_mat.rows ();
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282
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283 if (i < 0 || i > n-1 || j < 0 || j > n-1)
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284 (*current_liboctave_error_handler) ("cholshift: index out of range");
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285 else
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286 {
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287 OCTAVE_LOCAL_BUFFER (FloatComplex, w, n);
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288 OCTAVE_LOCAL_BUFFER (float, rw, n);
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289
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290 F77_XFCN (cchshx, CCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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291 i + 1, j + 1, w, rw));
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292 }
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293 }
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294
8562
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295 #else
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296
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297 void
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298 FloatComplexCHOL::update (const FloatComplexColumnVector& u)
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299 {
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300 warn_qrupdate_once ();
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301
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302 octave_idx_type n = chol_mat.rows ();
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303
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304 if (u.length () == n)
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305 {
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306 init (chol_mat.hermitian () * chol_mat
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307 + FloatComplexMatrix (u) * FloatComplexMatrix (u).hermitian (), false);
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308 }
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309 else
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310 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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311 }
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312
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313 static bool
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314 singular (const FloatComplexMatrix& a)
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315 {
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316 for (octave_idx_type i = 0; i < a.rows (); i++)
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317 if (a(i,i) == 0.0f) return true;
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318 return false;
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319 }
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320
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321 octave_idx_type
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322 FloatComplexCHOL::downdate (const FloatComplexColumnVector& u)
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323 {
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324 warn_qrupdate_once ();
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diff changeset
325
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326 octave_idx_type info = -1;
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327
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328 octave_idx_type n = chol_mat.rows ();
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329
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330 if (u.length () == n)
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331 {
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332 if (singular (chol_mat))
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333 info = 2;
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334 else
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335 {
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336 info = init (chol_mat.hermitian () * chol_mat
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337 - FloatComplexMatrix (u) * FloatComplexMatrix (u).hermitian (), false);
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338 if (info) info = 1;
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339 }
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340 }
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341 else
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342 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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343
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344 return info;
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345 }
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346
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347 octave_idx_type
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diff changeset
348 FloatComplexCHOL::insert_sym (const FloatComplexColumnVector& u, octave_idx_type j)
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349 {
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350 warn_qrupdate_once ();
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351
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352 octave_idx_type info = -1;
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353
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354 octave_idx_type n = chol_mat.rows ();
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355
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356 if (u.length () != n + 1)
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357 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
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358 else if (j < 0 || j > n)
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359 (*current_liboctave_error_handler) ("cholinsert: index out of range");
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360 else
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361 {
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362 if (singular (chol_mat))
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363 info = 2;
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364 else if (u(j).imag () != 0.0)
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365 info = 3;
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366 else
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367 {
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368 FloatComplexMatrix a = chol_mat.hermitian () * chol_mat;
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369 FloatComplexMatrix a1 (n+1, n+1);
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370 for (octave_idx_type k = 0; k < n+1; k++)
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371 for (octave_idx_type l = 0; l < n+1; l++)
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372 {
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373 if (l == j)
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374 a1(k, l) = u(k);
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375 else if (k == j)
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376 a1(k, l) = std::conj (u(l));
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377 else
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378 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
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379 }
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380 info = init (a1, false);
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381 if (info) info = 1;
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382 }
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383 }
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diff changeset
384
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385 return info;
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386 }
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387
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388 void
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diff changeset
389 FloatComplexCHOL::delete_sym (octave_idx_type j)
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diff changeset
390 {
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391 warn_qrupdate_once ();
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diff changeset
392
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diff changeset
393 octave_idx_type n = chol_mat.rows ();
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diff changeset
394
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diff changeset
395 if (j < 0 || j > n-1)
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diff changeset
396 (*current_liboctave_error_handler) ("choldelete: index out of range");
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diff changeset
397 else
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diff changeset
398 {
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diff changeset
399 FloatComplexMatrix a = chol_mat.hermitian () * chol_mat;
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diff changeset
400 a.delete_elements (1, idx_vector (j));
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diff changeset
401 a.delete_elements (0, idx_vector (j));
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diff changeset
402 init (a, false);
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diff changeset
403 }
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diff changeset
404 }
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parents: 8547
diff changeset
405
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diff changeset
406 void
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diff changeset
407 FloatComplexCHOL::shift_sym (octave_idx_type i, octave_idx_type j)
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diff changeset
408 {
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diff changeset
409 warn_qrupdate_once ();
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diff changeset
410
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diff changeset
411 octave_idx_type n = chol_mat.rows ();
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diff changeset
412
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parents: 8547
diff changeset
413 if (i < 0 || i > n-1 || j < 0 || j > n-1)
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parents: 8547
diff changeset
414 (*current_liboctave_error_handler) ("cholshift: index out of range");
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diff changeset
415 else
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diff changeset
416 {
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diff changeset
417 FloatComplexMatrix a = chol_mat.hermitian () * chol_mat;
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diff changeset
418 Array<octave_idx_type> p (n);
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parents: 8547
diff changeset
419 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
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diff changeset
420 if (i < j)
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diff changeset
421 {
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diff changeset
422 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
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diff changeset
423 p(j) = i;
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diff changeset
424 }
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diff changeset
425 else if (j < i)
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diff changeset
426 {
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diff changeset
427 p(j) = i;
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diff changeset
428 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
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diff changeset
429 }
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diff changeset
430
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diff changeset
431 init (a.index (idx_vector (p), idx_vector (p)), false);
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diff changeset
432 }
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diff changeset
433 }
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diff changeset
434
8547
d66c9b6e506a imported patch qrupdate.diff
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parents: 8377
diff changeset
435 #endif
d66c9b6e506a imported patch qrupdate.diff
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diff changeset
436
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
437 FloatComplexMatrix
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
438 chol2inv (const FloatComplexMatrix& r)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
439 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
440 return chol2inv_internal (r);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
441 }