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annotate liboctave/fCmplxCHOL.cc @ 11586:12df7854fa7c

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strip trailing whitespace from source files
author John W. Eaton <jwe@octave.org>
date Thu, 20 Jan 2011 17:24:59 -0500
parents 57632dea2446
children 72c96de7a403
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1 /*
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2
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3 Copyright (C) 1994-2011 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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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 <vector>
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29
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30 #include "fMatrix.h"
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31 #include "fRowVector.h"
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32 #include "fCmplxCHOL.h"
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33 #include "f77-fcn.h"
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34 #include "lo-error.h"
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35 #include "oct-locbuf.h"
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36 #include "oct-norm.h"
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37 #ifndef HAVE_QRUPDATE
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38 #include "dbleQR.h"
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39 #endif
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40
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41 extern "C"
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42 {
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43 F77_RET_T
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44 F77_FUNC (cpotrf, CPOTRF) (F77_CONST_CHAR_ARG_DECL,
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45 const octave_idx_type&, FloatComplex*,
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46 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,
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50 const octave_idx_type&, FloatComplex*,
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51 const octave_idx_type&, octave_idx_type&
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52 F77_CHAR_ARG_LEN_DECL);
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53
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54 F77_RET_T
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55 F77_FUNC (cpocon, CPOCON) (F77_CONST_CHAR_ARG_DECL,
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56 const octave_idx_type&, FloatComplex*,
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57 const octave_idx_type&, const float&,
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58 float&, FloatComplex*, float*, octave_idx_type&
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59 F77_CHAR_ARG_LEN_DECL);
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60 #ifdef HAVE_QRUPDATE
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61
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62 F77_RET_T
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63 F77_FUNC (cch1up, CCH1UP) (const octave_idx_type&, FloatComplex*,
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64 const octave_idx_type&, FloatComplex*, float*);
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65
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66 F77_RET_T
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67 F77_FUNC (cch1dn, CCH1DN) (const octave_idx_type&, FloatComplex*,
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68 const octave_idx_type&, FloatComplex*,
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69 float*, octave_idx_type&);
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70
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71 F77_RET_T
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72 F77_FUNC (cchinx, CCHINX) (const octave_idx_type&, FloatComplex*,
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73 const octave_idx_type&, const octave_idx_type&,
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74 FloatComplex*, float*, octave_idx_type&);
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75
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76 F77_RET_T
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77 F77_FUNC (cchdex, CCHDEX) (const octave_idx_type&, FloatComplex*,
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78 const octave_idx_type&, const octave_idx_type&,
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79 float*);
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80
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81 F77_RET_T
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82 F77_FUNC (cchshx, CCHSHX) (const octave_idx_type&, FloatComplex*,
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83 const octave_idx_type&, const octave_idx_type&,
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84 const octave_idx_type&, FloatComplex*, float*);
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85 #endif
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86 }
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87
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88 octave_idx_type
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89 FloatComplexCHOL::init (const FloatComplexMatrix& a, bool calc_cond)
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90 {
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91 octave_idx_type a_nr = a.rows ();
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92 octave_idx_type a_nc = a.cols ();
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93
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94 if (a_nr != a_nc)
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95 {
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96 (*current_liboctave_error_handler)
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97 ("FloatComplexCHOL requires square matrix");
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98 return -1;
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99 }
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100
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101 octave_idx_type n = a_nc;
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102 octave_idx_type info;
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103
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104 chol_mat.clear (n, n);
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105 for (octave_idx_type j = 0; j < n; j++)
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106 {
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107 for (octave_idx_type i = 0; i <= j; i++)
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108 chol_mat.xelem (i, j) = a(i, j);
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109 for (octave_idx_type i = j+1; i < n; i++)
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110 chol_mat.xelem (i, j) = 0.0f;
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111 }
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112 FloatComplex *h = chol_mat.fortran_vec ();
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113
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114 // Calculate the norm of the matrix, for later use.
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115 float anorm = 0;
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116 if (calc_cond)
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117 anorm = xnorm (a, 1);
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118
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119 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
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120 F77_CHAR_ARG_LEN (1)));
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121
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122 xrcond = 0.0;
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123 if (info > 0)
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124 chol_mat.resize (info - 1, info - 1);
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125 else if (calc_cond)
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126 {
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127 octave_idx_type cpocon_info = 0;
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128
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129 // Now calculate the condition number for non-singular matrix.
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130 Array<FloatComplex> z (dim_vector (2*n, 1));
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131 FloatComplex *pz = z.fortran_vec ();
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132 Array<float> rz (dim_vector (n, 1));
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133 float *prz = rz.fortran_vec ();
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134 F77_XFCN (cpocon, CPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
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135 n, anorm, xrcond, pz, prz, cpocon_info
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136 F77_CHAR_ARG_LEN (1)));
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137
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138 if (cpocon_info != 0)
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139 info = -1;
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140 }
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141
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142 return info;
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143 }
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144
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145 static FloatComplexMatrix
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146 chol2inv_internal (const FloatComplexMatrix& r)
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147 {
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148 FloatComplexMatrix retval;
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149
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150 octave_idx_type r_nr = r.rows ();
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151 octave_idx_type r_nc = r.cols ();
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152
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153 if (r_nr == r_nc)
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154 {
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155 octave_idx_type n = r_nc;
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156 octave_idx_type info;
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157
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158 FloatComplexMatrix tmp = r;
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159
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160 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
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161 tmp.fortran_vec (), n, info
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162 F77_CHAR_ARG_LEN (1)));
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163
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164 // If someone thinks of a more graceful way of doing this (or
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165 // faster for that matter :-)), please let me know!
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166
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167 if (n > 1)
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168 for (octave_idx_type j = 0; j < r_nc; j++)
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169 for (octave_idx_type i = j+1; i < r_nr; i++)
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170 tmp.xelem (i, j) = std::conj (tmp.xelem (j, i));
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171
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172 retval = tmp;
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173 }
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174 else
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175 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
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176
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177 return retval;
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178 }
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179
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180 // Compute the inverse of a matrix using the Cholesky factorization.
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181 FloatComplexMatrix
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182 FloatComplexCHOL::inverse (void) const
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183 {
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184 return chol2inv_internal (chol_mat);
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185 }
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186
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187 void
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188 FloatComplexCHOL::set (const FloatComplexMatrix& R)
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189 {
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190 if (R.is_square ())
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191 chol_mat = R;
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192 else
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193 (*current_liboctave_error_handler) ("CHOL requires square matrix");
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194 }
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195
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196 #ifdef HAVE_QRUPDATE
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197
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198 void
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199 FloatComplexCHOL::update (const FloatComplexColumnVector& u)
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200 {
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201 octave_idx_type n = chol_mat.rows ();
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202
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203 if (u.length () == n)
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204 {
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205 FloatComplexColumnVector utmp = u;
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206
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207 OCTAVE_LOCAL_BUFFER (float, rw, n);
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208
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209 F77_XFCN (cch1up, CCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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210 utmp.fortran_vec (), rw));
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211 }
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212 else
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213 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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214 }
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215
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216 octave_idx_type
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217 FloatComplexCHOL::downdate (const FloatComplexColumnVector& u)
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218 {
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219 octave_idx_type info = -1;
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220
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221 octave_idx_type n = chol_mat.rows ();
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222
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223 if (u.length () == n)
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224 {
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225 FloatComplexColumnVector utmp = u;
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226
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227 OCTAVE_LOCAL_BUFFER (float, rw, n);
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228
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229 F77_XFCN (cch1dn, CCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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230 utmp.fortran_vec (), rw, info));
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231 }
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232 else
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233 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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234
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235 return info;
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236 }
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237
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238 octave_idx_type
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239 FloatComplexCHOL::insert_sym (const FloatComplexColumnVector& u, octave_idx_type j)
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240 {
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241 octave_idx_type info = -1;
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242
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243 octave_idx_type n = chol_mat.rows ();
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244
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245 if (u.length () != n + 1)
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246 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
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247 else if (j < 0 || j > n)
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248 (*current_liboctave_error_handler) ("cholinsert: index out of range");
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249 else
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250 {
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251 FloatComplexColumnVector utmp = u;
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252
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253 OCTAVE_LOCAL_BUFFER (float, rw, n);
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254
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255 chol_mat.resize (n+1, n+1);
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256
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257 F77_XFCN (cchinx, CCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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258 j + 1, utmp.fortran_vec (), rw, info));
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259 }
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260
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261 return info;
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262 }
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263
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264 void
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265 FloatComplexCHOL::delete_sym (octave_idx_type j)
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266 {
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267 octave_idx_type n = chol_mat.rows ();
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268
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269 if (j < 0 || j > n-1)
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270 (*current_liboctave_error_handler) ("choldelete: index out of range");
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271 else
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272 {
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273 OCTAVE_LOCAL_BUFFER (float, rw, n);
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274
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275 F77_XFCN (cchdex, CCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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276 j + 1, rw));
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277
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278 chol_mat.resize (n-1, n-1);
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279 }
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280 }
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281
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282 void
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283 FloatComplexCHOL::shift_sym (octave_idx_type i, octave_idx_type j)
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284 {
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285 octave_idx_type n = chol_mat.rows ();
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286
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287 if (i < 0 || i > n-1 || j < 0 || j > n-1)
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288 (*current_liboctave_error_handler) ("cholshift: index out of range");
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289 else
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290 {
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291 OCTAVE_LOCAL_BUFFER (FloatComplex, w, n);
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292 OCTAVE_LOCAL_BUFFER (float, rw, n);
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293
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294 F77_XFCN (cchshx, CCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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295 i + 1, j + 1, w, rw));
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296 }
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297 }
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298
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299 #else
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300
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301 void
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302 FloatComplexCHOL::update (const FloatComplexColumnVector& u)
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303 {
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304 warn_qrupdate_once ();
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305
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306 octave_idx_type n = chol_mat.rows ();
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307
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308 if (u.length () == n)
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309 {
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310 init (chol_mat.hermitian () * chol_mat
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311 + FloatComplexMatrix (u) * FloatComplexMatrix (u).hermitian (), false);
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312 }
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313 else
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314 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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315 }
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316
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317 static bool
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318 singular (const FloatComplexMatrix& a)
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319 {
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320 for (octave_idx_type i = 0; i < a.rows (); i++)
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321 if (a(i,i) == 0.0f) return true;
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322 return false;
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323 }
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324
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325 octave_idx_type
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diff changeset
326 FloatComplexCHOL::downdate (const FloatComplexColumnVector& u)
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327 {
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328 warn_qrupdate_once ();
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diff changeset
329
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330 octave_idx_type info = -1;
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331
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332 octave_idx_type n = chol_mat.rows ();
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333
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334 if (u.length () == n)
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335 {
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336 if (singular (chol_mat))
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337 info = 2;
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338 else
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339 {
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340 info = init (chol_mat.hermitian () * chol_mat
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341 - FloatComplexMatrix (u) * FloatComplexMatrix (u).hermitian (), false);
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342 if (info) info = 1;
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343 }
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344 }
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345 else
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346 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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347
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348 return info;
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349 }
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350
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diff changeset
351 octave_idx_type
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diff changeset
352 FloatComplexCHOL::insert_sym (const FloatComplexColumnVector& u, octave_idx_type j)
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353 {
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354 warn_qrupdate_once ();
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diff changeset
355
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356 octave_idx_type info = -1;
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diff changeset
357
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358 octave_idx_type n = chol_mat.rows ();
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359
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360 if (u.length () != n + 1)
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diff changeset
361 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
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362 else if (j < 0 || j > n)
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diff changeset
363 (*current_liboctave_error_handler) ("cholinsert: index out of range");
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diff changeset
364 else
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365 {
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366 if (singular (chol_mat))
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367 info = 2;
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368 else if (u(j).imag () != 0.0)
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369 info = 3;
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370 else
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371 {
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diff changeset
372 FloatComplexMatrix a = chol_mat.hermitian () * chol_mat;
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diff changeset
373 FloatComplexMatrix a1 (n+1, n+1);
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diff changeset
374 for (octave_idx_type k = 0; k < n+1; k++)
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diff changeset
375 for (octave_idx_type l = 0; l < n+1; l++)
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diff changeset
376 {
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377 if (l == j)
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diff changeset
378 a1(k, l) = u(k);
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379 else if (k == j)
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diff changeset
380 a1(k, l) = std::conj (u(l));
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381 else
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382 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
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383 }
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384 info = init (a1, false);
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diff changeset
385 if (info) info = 1;
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diff changeset
386 }
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diff changeset
387 }
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diff changeset
388
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diff changeset
389 return info;
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diff changeset
390 }
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diff changeset
391
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diff changeset
392 void
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diff changeset
393 FloatComplexCHOL::delete_sym (octave_idx_type j)
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diff changeset
394 {
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diff changeset
395 warn_qrupdate_once ();
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diff changeset
396
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diff changeset
397 octave_idx_type n = chol_mat.rows ();
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diff changeset
398
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diff changeset
399 if (j < 0 || j > n-1)
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diff changeset
400 (*current_liboctave_error_handler) ("choldelete: index out of range");
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diff changeset
401 else
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diff changeset
402 {
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diff changeset
403 FloatComplexMatrix a = chol_mat.hermitian () * chol_mat;
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parents: 8547
diff changeset
404 a.delete_elements (1, idx_vector (j));
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diff changeset
405 a.delete_elements (0, idx_vector (j));
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diff changeset
406 init (a, false);
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diff changeset
407 }
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diff changeset
408 }
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
409
a6edd5c23cb5 use replacement methods if qrupdate is not available
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diff changeset
410 void
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parents: 8547
diff changeset
411 FloatComplexCHOL::shift_sym (octave_idx_type i, octave_idx_type j)
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diff changeset
412 {
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diff changeset
413 warn_qrupdate_once ();
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parents: 8547
diff changeset
414
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diff changeset
415 octave_idx_type n = chol_mat.rows ();
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parents: 8547
diff changeset
416
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
417 if (i < 0 || i > n-1 || j < 0 || j > n-1)
8562
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diff changeset
418 (*current_liboctave_error_handler) ("cholshift: index out of range");
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diff changeset
419 else
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diff changeset
420 {
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diff changeset
421 FloatComplexMatrix a = chol_mat.hermitian () * chol_mat;
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
422 Array<octave_idx_type> p (dim_vector (n, 1));
8562
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diff changeset
423 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
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diff changeset
424 if (i < j)
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parents: 8547
diff changeset
425 {
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diff changeset
426 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
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parents: 8547
diff changeset
427 p(j) = i;
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diff changeset
428 }
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diff changeset
429 else if (j < i)
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diff changeset
430 {
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parents: 8547
diff changeset
431 p(j) = i;
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parents: 8547
diff changeset
432 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
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diff changeset
433 }
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diff changeset
434
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parents: 8547
diff changeset
435 init (a.index (idx_vector (p), idx_vector (p)), false);
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parents: 8547
diff changeset
436 }
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parents: 8547
diff changeset
437 }
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parents: 8547
diff changeset
438
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
439 #endif
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
440
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
441 FloatComplexMatrix
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
442 chol2inv (const FloatComplexMatrix& r)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
443 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
444 return chol2inv_internal (r);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
445 }