annotate liboctave/CmplxQRP.cc @ 7016:93c65f2a5668

[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 4c8a2e4e0717
children a1dbe9d80eee
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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 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
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10 option) any 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
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
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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, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include <cassert>
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28
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29 #include "CmplxQRP.h"
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30 #include "f77-fcn.h"
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31 #include "lo-error.h"
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32
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33 extern "C"
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34 {
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35 F77_RET_T
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36 F77_FUNC (zgeqpf, ZGEQPF) (const octave_idx_type&, const octave_idx_type&, Complex*,
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37 const octave_idx_type&, octave_idx_type*, Complex*, Complex*,
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38 double*, octave_idx_type&);
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39
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40 F77_RET_T
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41 F77_FUNC (zungqr, ZUNGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
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42 Complex*, const octave_idx_type&, Complex*,
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43 Complex*, const octave_idx_type&, octave_idx_type&);
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44 }
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45
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46 // It would be best to share some of this code with ComplexQR class...
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47
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48 ComplexQRP::ComplexQRP (const ComplexMatrix& a, QR::type qr_type)
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49 : ComplexQR (), p ()
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50 {
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51 init (a, qr_type);
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52 }
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53
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54 void
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55 ComplexQRP::init (const ComplexMatrix& a, QR::type qr_type)
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56 {
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57 assert (qr_type != QR::raw);
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58
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59 octave_idx_type m = a.rows ();
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60 octave_idx_type n = a.cols ();
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61
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62 if (m == 0 || n == 0)
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63 {
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64 (*current_liboctave_error_handler)
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65 ("ComplexQR must have non-empty matrix");
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66 return;
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67 }
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68
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69 octave_idx_type min_mn = m < n ? m : n;
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70 Array<Complex> tau (min_mn);
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71 Complex *ptau = tau.fortran_vec ();
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72
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73 octave_idx_type lwork = 3*n > 32*m ? 3*n : 32*m;
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74 Array<Complex> work (lwork);
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75 Complex *pwork = work.fortran_vec ();
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76
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77 octave_idx_type info = 0;
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78
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79 ComplexMatrix A_fact = a;
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80 if (m > n && qr_type != QR::economy)
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81 A_fact.resize (m, m, 0.0);
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82
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83 Complex *tmp_data = A_fact.fortran_vec ();
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84
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85 Array<double> rwork (2*n);
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86 double *prwork = rwork.fortran_vec ();
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87
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88 Array<octave_idx_type> jpvt (n, 0);
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89 octave_idx_type *pjpvt = jpvt.fortran_vec ();
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90
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91 // Code to enforce a certain permutation could go here...
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92
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93 F77_XFCN (zgeqpf, ZGEQPF, (m, n, tmp_data, m, pjpvt, ptau, pwork,
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94 prwork, info));
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95
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96 if (f77_exception_encountered)
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97 (*current_liboctave_error_handler) ("unrecoverable error in zgeqpf");
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98 else
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99 {
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100 // Form Permutation matrix (if economy is requested, return the
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101 // indices only!)
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102
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103 if (qr_type == QR::economy)
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104 {
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105 p.resize (1, n, 0.0);
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106 for (octave_idx_type j = 0; j < n; j++)
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107 p.elem (0, j) = jpvt.elem (j);
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108 }
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109 else
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110 {
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111 p.resize (n, n, 0.0);
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112 for (octave_idx_type j = 0; j < n; j++)
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113 p.elem (jpvt.elem (j) - 1, j) = 1.0;
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114 }
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115
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116 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m;
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117
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118 if (qr_type == QR::economy && m > n)
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119 r.resize (n, n, 0.0);
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120 else
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121 r.resize (m, n, 0.0);
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122
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123 for (octave_idx_type j = 0; j < n; j++)
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124 {
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125 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1;
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126 for (octave_idx_type i = 0; i <= limit; i++)
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127 r.elem (i, j) = A_fact.elem (i, j);
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128 }
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129
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130 F77_XFCN (zungqr, ZUNGQR, (m, n2, min_mn, tmp_data, m, ptau,
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131 pwork, lwork, info));
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132
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133 if (f77_exception_encountered)
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134 (*current_liboctave_error_handler) ("unrecoverable error in zungqr");
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135 else
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136 {
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137 q = A_fact;
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138 q.resize (m, n2);
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139 }
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140 }
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141 }
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142
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143 /*
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144 ;;; Local Variables: ***
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145 ;;; mode: C++ ***
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146 ;;; End: ***
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147 */