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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if defined (__GNUG__) && defined (USE_PRAGMA_INTERFACE_IMPLEMENTATION) |
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24 #pragma implementation |
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25 #endif |
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26 |
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include "dbleQR.h" |
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32 #include "f77-fcn.h" |
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33 #include "lo-error.h" |
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34 |
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35 extern "C" |
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36 { |
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37 F77_RET_T |
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38 F77_FUNC (dgeqrf, DGEQRF) (const int&, const int&, double*, const int&, |
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39 double*, double*, const int&, int&); |
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40 |
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41 F77_RET_T |
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42 F77_FUNC (dorgqr, DORGQR) (const int&, const int&, const int&, double*, |
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43 const int&, double*, double*, const int&, int&); |
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44 } |
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45 |
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46 QR::QR (const Matrix& a, QR::type qr_type) |
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47 : q (), r () |
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48 { |
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49 init (a, qr_type); |
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50 } |
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51 |
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52 void |
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53 QR::init (const Matrix& a, QR::type qr_type) |
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54 { |
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55 int m = a.rows (); |
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56 int n = a.cols (); |
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57 |
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58 if (m == 0 || n == 0) |
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59 { |
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60 (*current_liboctave_error_handler) ("QR must have non-empty matrix"); |
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61 return; |
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62 } |
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63 |
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64 int min_mn = m < n ? m : n; |
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65 Array<double> tau (min_mn); |
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66 double *ptau = tau.fortran_vec (); |
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67 |
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68 int lwork = 32*n; |
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69 Array<double> work (lwork); |
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70 double *pwork = work.fortran_vec (); |
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71 |
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72 int info = 0; |
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73 |
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74 Matrix A_fact = a; |
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75 if (m > n && qr_type != QR::economy) |
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76 A_fact.resize (m, m, 0.0); |
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77 |
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78 double *tmp_data = A_fact.fortran_vec (); |
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79 |
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80 F77_XFCN (dgeqrf, DGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info)); |
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81 |
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82 if (f77_exception_encountered) |
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83 (*current_liboctave_error_handler) ("unrecoverable error in dgeqrf"); |
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84 else |
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85 { |
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86 if (qr_type == QR::raw) |
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87 { |
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88 for (int j = 0; j < min_mn; j++) |
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89 { |
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90 int limit = j < min_mn - 1 ? j : min_mn - 1; |
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91 for (int i = limit + 1; i < m; i++) |
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92 A_fact.elem (i, j) *= tau.elem (j); |
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93 } |
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94 |
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95 r = A_fact; |
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96 |
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97 if (m > n) |
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98 r.resize (m, n); |
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99 } |
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100 else |
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101 { |
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102 int n2 = (qr_type == QR::economy) ? min_mn : m; |
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103 |
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104 if (qr_type == QR::economy && m > n) |
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105 r.resize (n, n, 0.0); |
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106 else |
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107 r.resize (m, n, 0.0); |
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108 |
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109 for (int j = 0; j < n; j++) |
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110 { |
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111 int limit = j < min_mn-1 ? j : min_mn-1; |
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112 for (int i = 0; i <= limit; i++) |
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113 r.elem (i, j) = tmp_data[m*j+i]; |
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114 } |
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115 |
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116 lwork = 32 * n2; |
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117 work.resize (lwork); |
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118 double *pwork2 = work.fortran_vec (); |
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119 |
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120 F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau, |
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121 pwork2, lwork, info)); |
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122 |
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123 if (f77_exception_encountered) |
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124 (*current_liboctave_error_handler) |
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125 ("unrecoverable error in dorgqr"); |
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126 else |
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127 { |
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128 q = A_fact; |
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129 q.resize (m, n2); |
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130 } |
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131 } |
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132 } |
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133 } |
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134 |
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135 /* |
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136 ;;; Local Variables: *** |
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137 ;;; mode: C++ *** |
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138 ;;; End: *** |
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139 */ |
