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1 /* |
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2 |
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3 Copyright (C) 2005 David Bateman |
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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 |
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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 |
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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 #include <vector> |
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27 |
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28 #include "lo-error.h" |
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29 #include "SparseCmplxQR.h" |
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30 |
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31 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER < 2)) || (CS_VER < 2)) |
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32 typedef double _Complex cs_complex_t; |
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33 |
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34 // Why did g++ 4.x stl_vector.h make |
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35 // OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, n) |
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36 // an error ? |
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37 #define OCTAVE_C99_COMPLEX(buf, n) \ |
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38 OCTAVE_LOCAL_BUFFER (double, buf ## tmp, (2 * (n))); \ |
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39 cs_complex_t *buf = reinterpret_cast<cs_complex_t *> (buf ## tmp); |
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40 |
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41 #define OCTAVE_C99_ZERO (0. + 0.iF) |
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42 #else |
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43 #define OCTAVE_C99_COMPLEX(buf, n) \ |
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44 OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, (n)); |
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45 #define OCTAVE_C99_ZERO cs_complex_t(0., 0.); |
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46 #endif |
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47 |
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48 SparseComplexQR::SparseComplexQR_rep::SparseComplexQR_rep |
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49 (GCC_ATTR_UNUSED const SparseComplexMatrix& a, GCC_ATTR_UNUSED int order) |
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50 { |
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51 #ifdef HAVE_CXSPARSE |
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52 CXSPARSE_ZNAME () A; |
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53 A.nzmax = a.nnz (); |
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54 A.m = a.rows (); |
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55 A.n = a.cols (); |
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56 nrows = A.m; |
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57 // Cast away const on A, with full knowledge that CSparse won't touch it |
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58 // Prevents the methods below making a copy of the data. |
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59 A.p = const_cast<octave_idx_type *>(a.cidx ()); |
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60 A.i = const_cast<octave_idx_type *>(a.ridx ()); |
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61 A.x = const_cast<cs_complex_t *>(reinterpret_cast<const cs_complex_t *> |
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62 (a.data ())); |
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63 A.nz = -1; |
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64 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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65 #if defined(CS_VER) && (CS_VER >= 2) |
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66 S = CXSPARSE_ZNAME (_sqr) (order, &A, 1); |
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67 #else |
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68 S = CXSPARSE_ZNAME (_sqr) (&A, order - 1, 1); |
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69 #endif |
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70 N = CXSPARSE_ZNAME (_qr) (&A, S); |
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71 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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72 if (!N) |
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73 (*current_liboctave_error_handler) |
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74 ("SparseComplexQR: sparse matrix QR factorization filled"); |
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75 count = 1; |
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76 #else |
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77 (*current_liboctave_error_handler) |
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78 ("SparseComplexQR: sparse matrix QR factorization not implemented"); |
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79 #endif |
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80 } |
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81 |
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82 SparseComplexQR::SparseComplexQR_rep::~SparseComplexQR_rep (void) |
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83 { |
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84 #ifdef HAVE_CXSPARSE |
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85 CXSPARSE_ZNAME (_sfree) (S); |
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86 CXSPARSE_ZNAME (_nfree) (N); |
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87 #endif |
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88 } |
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89 |
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90 SparseComplexMatrix |
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91 SparseComplexQR::SparseComplexQR_rep::V (void) const |
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92 { |
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93 #ifdef HAVE_CXSPARSE |
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94 // Drop zeros from V and sort |
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95 // FIXME Is the double transpose to sort necessary? |
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96 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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97 CXSPARSE_ZNAME (_dropzeros) (N->L); |
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98 CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->L, 1); |
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99 CXSPARSE_ZNAME (_spfree) (N->L); |
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100 N->L = CXSPARSE_ZNAME (_transpose) (D, 1); |
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101 CXSPARSE_ZNAME (_spfree) (D); |
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102 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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103 |
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104 octave_idx_type nc = N->L->n; |
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105 octave_idx_type nz = N->L->nzmax; |
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106 SparseComplexMatrix ret (N->L->m, nc, nz); |
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107 for (octave_idx_type j = 0; j < nc+1; j++) |
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108 ret.xcidx (j) = N->L->p[j]; |
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109 for (octave_idx_type j = 0; j < nz; j++) |
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110 { |
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111 ret.xridx (j) = N->L->i[j]; |
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112 ret.xdata (j) = reinterpret_cast<Complex *>(N->L->x)[j]; |
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113 } |
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114 return ret; |
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115 #else |
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116 return SparseComplexMatrix (); |
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117 #endif |
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118 } |
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119 |
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120 ColumnVector |
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121 SparseComplexQR::SparseComplexQR_rep::Pinv (void) const |
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122 { |
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123 #ifdef HAVE_CXSPARSE |
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124 ColumnVector ret(N->L->m); |
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125 for (octave_idx_type i = 0; i < N->L->m; i++) |
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126 #if defined(CS_VER) && (CS_VER >= 2) |
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127 ret.xelem(i) = S->pinv[i]; |
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128 #else |
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129 ret.xelem(i) = S->Pinv[i]; |
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130 #endif |
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131 return ret; |
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132 #else |
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133 return ColumnVector (); |
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134 #endif |
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135 } |
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136 |
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137 ColumnVector |
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138 SparseComplexQR::SparseComplexQR_rep::P (void) const |
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139 { |
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140 #ifdef HAVE_CXSPARSE |
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141 ColumnVector ret(N->L->m); |
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142 for (octave_idx_type i = 0; i < N->L->m; i++) |
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143 #if defined(CS_VER) && (CS_VER >= 2) |
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144 ret.xelem(S->pinv[i]) = i; |
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145 #else |
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146 ret.xelem(S->Pinv[i]) = i; |
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147 #endif |
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148 return ret; |
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149 #else |
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150 return ColumnVector (); |
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151 #endif |
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152 } |
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153 |
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154 SparseComplexMatrix |
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155 SparseComplexQR::SparseComplexQR_rep::R (const bool econ) const |
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156 { |
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157 #ifdef HAVE_CXSPARSE |
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158 // Drop zeros from R and sort |
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159 // FIXME Is the double transpose to sort necessary? |
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160 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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161 CXSPARSE_ZNAME (_dropzeros) (N->U); |
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162 CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->U, 1); |
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163 CXSPARSE_ZNAME (_spfree) (N->U); |
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164 N->U = CXSPARSE_ZNAME (_transpose) (D, 1); |
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165 CXSPARSE_ZNAME (_spfree) (D); |
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166 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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167 |
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168 octave_idx_type nc = N->U->n; |
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169 octave_idx_type nz = N->U->nzmax; |
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170 SparseComplexMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz); |
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171 for (octave_idx_type j = 0; j < nc+1; j++) |
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172 ret.xcidx (j) = N->U->p[j]; |
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173 for (octave_idx_type j = 0; j < nz; j++) |
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174 { |
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175 ret.xridx (j) = N->U->i[j]; |
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176 ret.xdata (j) = reinterpret_cast<Complex *>(N->U->x)[j]; |
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177 } |
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178 return ret; |
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179 #else |
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180 return SparseComplexMatrix (); |
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181 #endif |
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182 } |
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183 |
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184 ComplexMatrix |
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185 SparseComplexQR::SparseComplexQR_rep::C (const ComplexMatrix &b) const |
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186 { |
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187 #ifdef HAVE_CXSPARSE |
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188 octave_idx_type b_nr = b.rows(); |
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189 octave_idx_type b_nc = b.cols(); |
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190 octave_idx_type nc = N->L->n; |
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191 octave_idx_type nr = nrows; |
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192 const cs_complex_t *bvec = |
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193 reinterpret_cast<const cs_complex_t *>(b.fortran_vec()); |
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194 ComplexMatrix ret(b_nr, b_nc); |
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195 Complex *vec = ret.fortran_vec(); |
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196 if (nr < 0 || nc < 0 || nr != b_nr) |
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197 (*current_liboctave_error_handler) ("matrix dimension mismatch"); |
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198 else if (nr == 0 || nc == 0 || b_nc == 0) |
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199 ret = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0)); |
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200 else |
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201 { |
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202 OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2); |
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203 for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr) |
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204 { |
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205 OCTAVE_QUIT; |
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206 volatile octave_idx_type nm = (nr < nc ? nr : nc); |
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207 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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208 #if defined(CS_VER) && (CS_VER >= 2) |
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209 CXSPARSE_ZNAME (_ipvec) |
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210 (S->pinv, bvec + idx, reinterpret_cast<cs_complex_t *>(buf), b_nr); |
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211 #else |
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212 CXSPARSE_ZNAME (_ipvec) |
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213 (b_nr, S->Pinv, bvec + idx, reinterpret_cast<cs_complex_t *>(buf)); |
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214 #endif |
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215 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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216 for (volatile octave_idx_type i = 0; i < nm; i++) |
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217 { |
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218 OCTAVE_QUIT; |
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219 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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220 CXSPARSE_ZNAME (_happly) |
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221 (N->L, i, N->B[i], reinterpret_cast<cs_complex_t *>(buf)); |
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222 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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223 } |
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224 for (octave_idx_type i = 0; i < b_nr; i++) |
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225 vec[i+idx] = buf[i]; |
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226 } |
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227 } |
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228 return ret; |
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229 #else |
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230 return ComplexMatrix (); |
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231 #endif |
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232 } |
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233 |
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234 ComplexMatrix |
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235 qrsolve(const SparseComplexMatrix&a, const Matrix &b, octave_idx_type &info) |
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236 { |
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237 info = -1; |
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238 #ifdef HAVE_CXSPARSE |
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239 octave_idx_type nr = a.rows(); |
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240 octave_idx_type nc = a.cols(); |
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241 octave_idx_type b_nc = b.cols(); |
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242 octave_idx_type b_nr = b.rows(); |
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243 ComplexMatrix x; |
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244 |
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245 if (nr < 0 || nc < 0 || nr != b_nr) |
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246 (*current_liboctave_error_handler) |
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247 ("matrix dimension mismatch in solution of minimum norm problem"); |
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248 else if (nr == 0 || nc == 0 || b_nc == 0) |
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249 x = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0)); |
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250 else if (nr >= nc) |
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251 { |
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252 SparseComplexQR q (a, 2); |
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253 if (! q.ok ()) |
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254 return ComplexMatrix(); |
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255 x.resize(nc, b_nc); |
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256 cs_complex_t *vec = reinterpret_cast<cs_complex_t *> |
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257 (x.fortran_vec()); |
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258 OCTAVE_C99_COMPLEX (buf, q.S()->m2); |
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259 OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr); |
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260 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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261 { |
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262 OCTAVE_QUIT; |
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263 for (octave_idx_type j = 0; j < b_nr; j++) |
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264 Xx[j] = b.xelem(j,i); |
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265 for (octave_idx_type j = nr; j < q.S()->m2; j++) |
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266 buf[j] = OCTAVE_C99_ZERO; |
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267 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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268 #if defined(CS_VER) && (CS_VER >= 2) |
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269 CXSPARSE_ZNAME (_ipvec) |
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270 (q.S()->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); |
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271 #else |
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272 CXSPARSE_ZNAME (_ipvec) |
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273 (nr, q.S()->Pinv, reinterpret_cast<cs_complex_t *>(Xx), buf); |
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274 #endif |
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275 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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276 for (volatile octave_idx_type j = 0; j < nc; j++) |
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277 { |
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278 OCTAVE_QUIT; |
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279 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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280 CXSPARSE_ZNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); |
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281 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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282 } |
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283 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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284 CXSPARSE_ZNAME (_usolve) (q.N()->U, buf); |
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285 #if defined(CS_VER) && (CS_VER >= 2) |
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286 CXSPARSE_ZNAME (_ipvec) (q.S()->q, buf, vec + idx, nc); |
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287 #else |
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288 CXSPARSE_ZNAME (_ipvec) (nc, q.S()->Q, buf, vec + idx); |
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289 #endif |
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290 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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291 } |
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292 info = 0; |
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293 } |
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294 else |
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295 { |
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296 SparseComplexMatrix at = a.hermitian(); |
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297 SparseComplexQR q (at, 2); |
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298 if (! q.ok ()) |
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299 return ComplexMatrix(); |
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300 x.resize(nc, b_nc); |
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301 cs_complex_t *vec = reinterpret_cast<cs_complex_t *> |
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302 (x.fortran_vec()); |
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303 volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); |
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304 OCTAVE_C99_COMPLEX (buf, nbuf); |
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305 OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr); |
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306 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) |
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307 OCTAVE_LOCAL_BUFFER (double, B, nr); |
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308 for (octave_idx_type i = 0; i < nr; i++) |
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309 B[i] = q.N()->B [i]; |
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310 #else |
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311 OCTAVE_LOCAL_BUFFER (Complex, B, nr); |
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312 for (octave_idx_type i = 0; i < nr; i++) |
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313 B[i] = conj (reinterpret_cast<Complex *>(q.N()->B) [i]); |
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314 #endif |
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315 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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316 { |
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317 OCTAVE_QUIT; |
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318 for (octave_idx_type j = 0; j < b_nr; j++) |
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319 Xx[j] = b.xelem(j,i); |
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320 for (octave_idx_type j = nr; j < nbuf; j++) |
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321 buf[j] = OCTAVE_C99_ZERO; |
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322 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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323 #if defined(CS_VER) && (CS_VER >= 2) |
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324 CXSPARSE_ZNAME (_pvec) |
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325 (q.S()->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); |
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326 #else |
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327 CXSPARSE_ZNAME (_pvec) |
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328 (nr, q.S()->Q, reinterpret_cast<cs_complex_t *>(Xx), buf); |
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329 #endif |
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330 CXSPARSE_ZNAME (_utsolve) (q.N()->U, buf); |
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331 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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332 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
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333 { |
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334 OCTAVE_QUIT; |
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335 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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336 |
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337 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) |
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338 CXSPARSE_ZNAME (_happly) (q.N()->L, j, B[j], buf); |
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339 #else |
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340 CXSPARSE_ZNAME (_happly) |
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341 (q.N()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf); |
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342 #endif |
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343 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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344 } |
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345 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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346 #if defined(CS_VER) && (CS_VER >= 2) |
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347 CXSPARSE_ZNAME (_pvec) (q.S()->pinv, buf, vec + idx, nc); |
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348 #else |
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349 CXSPARSE_ZNAME (_pvec) (nc, q.S()->Pinv, buf, vec + idx); |
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350 #endif |
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351 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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352 } |
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353 info = 0; |
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354 } |
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355 |
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356 return x; |
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357 #else |
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358 return ComplexMatrix (); |
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359 #endif |
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360 } |
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361 |
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362 SparseComplexMatrix |
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363 qrsolve(const SparseComplexMatrix&a, const SparseMatrix &b, octave_idx_type &info) |
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364 { |
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365 info = -1; |
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366 #ifdef HAVE_CXSPARSE |
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367 octave_idx_type nr = a.rows(); |
|
|
368 octave_idx_type nc = a.cols(); |
|
|
369 octave_idx_type b_nc = b.cols(); |
|
|
370 octave_idx_type b_nr = b.rows(); |
|
|
371 SparseComplexMatrix x; |
|
|
372 volatile octave_idx_type ii, x_nz; |
|
|
373 |
|
6924
|
374 if (nr < 0 || nc < 0 || nr != b_nr) |
|
5610
|
375 (*current_liboctave_error_handler) |
|
|
376 ("matrix dimension mismatch in solution of minimum norm problem"); |
|
6924
|
377 else if (nr == 0 || nc == 0 || b_nc == 0) |
|
|
378 x = SparseComplexMatrix (nc, b_nc); |
|
5610
|
379 else if (nr >= nc) |
|
|
380 { |
|
|
381 SparseComplexQR q (a, 2); |
|
|
382 if (! q.ok ()) |
|
5797
|
383 return SparseComplexMatrix(); |
|
5610
|
384 x = SparseComplexMatrix (nc, b_nc, b.nzmax()); |
|
|
385 x.xcidx(0) = 0; |
|
|
386 x_nz = b.nzmax(); |
|
|
387 ii = 0; |
|
|
388 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); |
|
5648
|
389 OCTAVE_C99_COMPLEX (buf, q.S()->m2); |
|
5610
|
390 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
|
|
391 { |
|
|
392 OCTAVE_QUIT; |
|
|
393 for (octave_idx_type j = 0; j < b_nr; j++) |
|
|
394 Xx[j] = b.xelem(j,i); |
|
5681
|
395 for (octave_idx_type j = nr; j < q.S()->m2; j++) |
|
|
396 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
397 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5792
|
398 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
399 CXSPARSE_ZNAME (_ipvec) |
|
6685
|
400 (q.S()->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); |
|
5792
|
401 #else |
|
5648
|
402 CXSPARSE_ZNAME (_ipvec) |
|
6685
|
403 (nr, q.S()->Pinv, reinterpret_cast<cs_complex_t *>(Xx), buf); |
|
5792
|
404 #endif |
|
5610
|
405 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
406 for (volatile octave_idx_type j = 0; j < nc; j++) |
|
|
407 { |
|
|
408 OCTAVE_QUIT; |
|
|
409 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
410 CXSPARSE_ZNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); |
|
5610
|
411 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
412 } |
|
|
413 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
414 CXSPARSE_ZNAME (_usolve) (q.N()->U, buf); |
|
5792
|
415 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
416 CXSPARSE_ZNAME (_ipvec) |
|
6685
|
417 (q.S()->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); |
|
5792
|
418 #else |
|
|
419 CXSPARSE_ZNAME (_ipvec) |
|
6685
|
420 (nc, q.S()->Q, buf, reinterpret_cast<cs_complex_t *>(Xx)); |
|
5792
|
421 #endif |
|
5610
|
422 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
423 |
|
|
424 for (octave_idx_type j = 0; j < nc; j++) |
|
|
425 { |
|
|
426 Complex tmp = Xx[j]; |
|
|
427 if (tmp != 0.0) |
|
|
428 { |
|
|
429 if (ii == x_nz) |
|
|
430 { |
|
|
431 // Resize the sparse matrix |
|
|
432 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
|
|
433 sz = (sz > 10 ? sz : 10) + x_nz; |
|
|
434 x.change_capacity (sz); |
|
|
435 x_nz = sz; |
|
|
436 } |
|
|
437 x.xdata(ii) = tmp; |
|
|
438 x.xridx(ii++) = j; |
|
|
439 } |
|
|
440 } |
|
|
441 x.xcidx(i+1) = ii; |
|
|
442 } |
|
5797
|
443 info = 0; |
|
5610
|
444 } |
|
|
445 else |
|
|
446 { |
|
|
447 SparseComplexMatrix at = a.hermitian(); |
|
|
448 SparseComplexQR q (at, 2); |
|
|
449 if (! q.ok ()) |
|
5797
|
450 return SparseComplexMatrix(); |
|
5610
|
451 x = SparseComplexMatrix (nc, b_nc, b.nzmax()); |
|
|
452 x.xcidx(0) = 0; |
|
|
453 x_nz = b.nzmax(); |
|
|
454 ii = 0; |
|
5681
|
455 volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); |
|
5610
|
456 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); |
|
5681
|
457 OCTAVE_C99_COMPLEX (buf, nbuf); |
|
6685
|
458 |
|
|
459 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) |
|
|
460 OCTAVE_LOCAL_BUFFER (double, B, nr); |
|
|
461 for (octave_idx_type i = 0; i < nr; i++) |
|
|
462 B[i] = q.N()->B [i]; |
|
|
463 #else |
|
5610
|
464 OCTAVE_LOCAL_BUFFER (Complex, B, nr); |
|
|
465 for (octave_idx_type i = 0; i < nr; i++) |
|
|
466 B[i] = conj (reinterpret_cast<Complex *>(q.N()->B) [i]); |
|
6685
|
467 #endif |
|
5610
|
468 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
|
|
469 { |
|
|
470 OCTAVE_QUIT; |
|
|
471 for (octave_idx_type j = 0; j < b_nr; j++) |
|
|
472 Xx[j] = b.xelem(j,i); |
|
5681
|
473 for (octave_idx_type j = nr; j < nbuf; j++) |
|
|
474 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
475 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5792
|
476 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
477 CXSPARSE_ZNAME (_pvec) |
|
6685
|
478 (q.S()->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); |
|
5792
|
479 #else |
|
5648
|
480 CXSPARSE_ZNAME (_pvec) |
|
6685
|
481 (nr, q.S()->Q, reinterpret_cast<cs_complex_t *>(Xx), buf); |
|
5792
|
482 #endif |
|
5648
|
483 CXSPARSE_ZNAME (_utsolve) (q.N()->U, buf); |
|
5610
|
484 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
485 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
|
|
486 { |
|
|
487 OCTAVE_QUIT; |
|
|
488 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
6685
|
489 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) |
|
|
490 CXSPARSE_ZNAME (_happly) (q.N()->L, j, B[j], buf); |
|
|
491 #else |
|
5648
|
492 CXSPARSE_ZNAME (_happly) |
|
6685
|
493 (q.N()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf); |
|
|
494 #endif |
|
5610
|
495 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
496 } |
|
|
497 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5792
|
498 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
499 CXSPARSE_ZNAME (_pvec) |
|
6685
|
500 (q.S()->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); |
|
5792
|
501 #else |
|
|
502 CXSPARSE_ZNAME (_pvec) |
|
6685
|
503 (nc, q.S()->Pinv, buf, reinterpret_cast<cs_complex_t *>(Xx)); |
|
5792
|
504 #endif |
|
5610
|
505 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
506 |
|
|
507 for (octave_idx_type j = 0; j < nc; j++) |
|
|
508 { |
|
|
509 Complex tmp = Xx[j]; |
|
|
510 if (tmp != 0.0) |
|
|
511 { |
|
|
512 if (ii == x_nz) |
|
|
513 { |
|
|
514 // Resize the sparse matrix |
|
|
515 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
|
|
516 sz = (sz > 10 ? sz : 10) + x_nz; |
|
|
517 x.change_capacity (sz); |
|
|
518 x_nz = sz; |
|
|
519 } |
|
|
520 x.xdata(ii) = tmp; |
|
|
521 x.xridx(ii++) = j; |
|
|
522 } |
|
|
523 } |
|
|
524 x.xcidx(i+1) = ii; |
|
|
525 } |
|
5797
|
526 info = 0; |
|
5610
|
527 } |
|
|
528 |
|
|
529 x.maybe_compress (); |
|
|
530 return x; |
|
|
531 #else |
|
|
532 return SparseComplexMatrix (); |
|
|
533 #endif |
|
|
534 } |
|
|
535 |
|
|
536 ComplexMatrix |
|
|
537 qrsolve(const SparseComplexMatrix&a, const ComplexMatrix &b, octave_idx_type &info) |
|
|
538 { |
|
5797
|
539 info = -1; |
|
5610
|
540 #ifdef HAVE_CXSPARSE |
|
|
541 octave_idx_type nr = a.rows(); |
|
|
542 octave_idx_type nc = a.cols(); |
|
|
543 octave_idx_type b_nc = b.cols(); |
|
|
544 octave_idx_type b_nr = b.rows(); |
|
6685
|
545 const cs_complex_t *bvec = |
|
|
546 reinterpret_cast<const cs_complex_t *>(b.fortran_vec()); |
|
5610
|
547 ComplexMatrix x; |
|
|
548 |
|
6924
|
549 if (nr < 0 || nc < 0 || nr != b_nr) |
|
5610
|
550 (*current_liboctave_error_handler) |
|
|
551 ("matrix dimension mismatch in solution of minimum norm problem"); |
|
6924
|
552 else if (nr == 0 || nc == 0 || b_nc == 0) |
|
|
553 x = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0)); |
|
5610
|
554 else if (nr >= nc) |
|
|
555 { |
|
|
556 SparseComplexQR q (a, 2); |
|
|
557 if (! q.ok ()) |
|
5797
|
558 return ComplexMatrix(); |
|
5610
|
559 x.resize(nc, b_nc); |
|
6685
|
560 cs_complex_t *vec = reinterpret_cast<cs_complex_t *> |
|
5610
|
561 (x.fortran_vec()); |
|
5648
|
562 OCTAVE_C99_COMPLEX (buf, q.S()->m2); |
|
5610
|
563 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; |
|
|
564 i++, idx+=nc, bidx+=b_nr) |
|
|
565 { |
|
|
566 OCTAVE_QUIT; |
|
5681
|
567 for (octave_idx_type j = nr; j < q.S()->m2; j++) |
|
|
568 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
569 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5792
|
570 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
571 CXSPARSE_ZNAME (_ipvec) (q.S()->pinv, bvec + bidx, buf, nr); |
|
|
572 #else |
|
5648
|
573 CXSPARSE_ZNAME (_ipvec) (nr, q.S()->Pinv, bvec + bidx, buf); |
|
5792
|
574 #endif |
|
5610
|
575 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
576 for (volatile octave_idx_type j = 0; j < nc; j++) |
|
|
577 { |
|
|
578 OCTAVE_QUIT; |
|
|
579 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
580 CXSPARSE_ZNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); |
|
5610
|
581 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
582 } |
|
|
583 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
584 CXSPARSE_ZNAME (_usolve) (q.N()->U, buf); |
|
5792
|
585 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
586 CXSPARSE_ZNAME (_ipvec) (q.S()->q, buf, vec + idx, nc); |
|
|
587 #else |
|
5648
|
588 CXSPARSE_ZNAME (_ipvec) (nc, q.S()->Q, buf, vec + idx); |
|
5792
|
589 #endif |
|
5610
|
590 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
591 } |
|
5797
|
592 info = 0; |
|
5610
|
593 } |
|
|
594 else |
|
|
595 { |
|
|
596 SparseComplexMatrix at = a.hermitian(); |
|
|
597 SparseComplexQR q (at, 2); |
|
|
598 if (! q.ok ()) |
|
5797
|
599 return ComplexMatrix(); |
|
5610
|
600 x.resize(nc, b_nc); |
|
6685
|
601 cs_complex_t *vec = reinterpret_cast<cs_complex_t *> |
|
5610
|
602 (x.fortran_vec()); |
|
5681
|
603 volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); |
|
|
604 OCTAVE_C99_COMPLEX (buf, nbuf); |
|
6685
|
605 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) |
|
|
606 OCTAVE_LOCAL_BUFFER (double, B, nr); |
|
|
607 for (octave_idx_type i = 0; i < nr; i++) |
|
|
608 B[i] = q.N()->B [i]; |
|
|
609 #else |
|
5610
|
610 OCTAVE_LOCAL_BUFFER (Complex, B, nr); |
|
|
611 for (octave_idx_type i = 0; i < nr; i++) |
|
|
612 B[i] = conj (reinterpret_cast<Complex *>(q.N()->B) [i]); |
|
6685
|
613 #endif |
|
5610
|
614 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; |
|
|
615 i++, idx+=nc, bidx+=b_nr) |
|
|
616 { |
|
|
617 OCTAVE_QUIT; |
|
5681
|
618 for (octave_idx_type j = nr; j < nbuf; j++) |
|
|
619 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
620 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5792
|
621 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
622 CXSPARSE_ZNAME (_pvec) (q.S()->q, bvec + bidx, buf, nr); |
|
|
623 #else |
|
5648
|
624 CXSPARSE_ZNAME (_pvec) (nr, q.S()->Q, bvec + bidx, buf); |
|
5792
|
625 #endif |
|
5648
|
626 CXSPARSE_ZNAME (_utsolve) (q.N()->U, buf); |
|
5610
|
627 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
628 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
|
|
629 { |
|
|
630 OCTAVE_QUIT; |
|
|
631 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
6685
|
632 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) |
|
|
633 CXSPARSE_ZNAME (_happly) (q.N()->L, j, B[j], buf); |
|
|
634 #else |
|
5648
|
635 CXSPARSE_ZNAME (_happly) |
|
6685
|
636 (q.N()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf); |
|
|
637 #endif |
|
5610
|
638 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
639 } |
|
|
640 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5792
|
641 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
642 CXSPARSE_ZNAME (_pvec) (q.S()->pinv, buf, vec + idx, nc); |
|
|
643 #else |
|
5648
|
644 CXSPARSE_ZNAME (_pvec) (nc, q.S()->Pinv, buf, vec + idx); |
|
5792
|
645 #endif |
|
5610
|
646 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
647 } |
|
5797
|
648 info = 0; |
|
5610
|
649 } |
|
|
650 |
|
|
651 return x; |
|
|
652 #else |
|
|
653 return ComplexMatrix (); |
|
|
654 #endif |
|
|
655 } |
|
|
656 |
|
|
657 SparseComplexMatrix |
|
|
658 qrsolve(const SparseComplexMatrix&a, const SparseComplexMatrix &b, octave_idx_type &info) |
|
|
659 { |
|
5797
|
660 info = -1; |
|
5610
|
661 #ifdef HAVE_CXSPARSE |
|
|
662 octave_idx_type nr = a.rows(); |
|
|
663 octave_idx_type nc = a.cols(); |
|
|
664 octave_idx_type b_nc = b.cols(); |
|
|
665 octave_idx_type b_nr = b.rows(); |
|
|
666 SparseComplexMatrix x; |
|
|
667 volatile octave_idx_type ii, x_nz; |
|
|
668 |
|
6924
|
669 if (nr < 0 || nc < 0 || nr != b_nr) |
|
5610
|
670 (*current_liboctave_error_handler) |
|
|
671 ("matrix dimension mismatch in solution of minimum norm problem"); |
|
6924
|
672 else if (nr == 0 || nc == 0 || b_nc == 0) |
|
|
673 x = SparseComplexMatrix (nc, b_nc); |
|
5610
|
674 else if (nr >= nc) |
|
|
675 { |
|
|
676 SparseComplexQR q (a, 2); |
|
|
677 if (! q.ok ()) |
|
5797
|
678 return SparseComplexMatrix(); |
|
5610
|
679 x = SparseComplexMatrix (nc, b_nc, b.nzmax()); |
|
|
680 x.xcidx(0) = 0; |
|
|
681 x_nz = b.nzmax(); |
|
|
682 ii = 0; |
|
|
683 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); |
|
5648
|
684 OCTAVE_C99_COMPLEX (buf, q.S()->m2); |
|
5610
|
685 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
|
|
686 { |
|
|
687 OCTAVE_QUIT; |
|
|
688 for (octave_idx_type j = 0; j < b_nr; j++) |
|
|
689 Xx[j] = b.xelem(j,i); |
|
5681
|
690 for (octave_idx_type j = nr; j < q.S()->m2; j++) |
|
|
691 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
692 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5792
|
693 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
694 CXSPARSE_ZNAME (_ipvec) |
|
6685
|
695 (q.S()->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); |
|
5792
|
696 #else |
|
5648
|
697 CXSPARSE_ZNAME (_ipvec) |
|
6685
|
698 (nr, q.S()->Pinv, reinterpret_cast<cs_complex_t *>(Xx), buf); |
|
5792
|
699 #endif |
|
5610
|
700 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
701 for (volatile octave_idx_type j = 0; j < nc; j++) |
|
|
702 { |
|
|
703 OCTAVE_QUIT; |
|
|
704 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
705 CXSPARSE_ZNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); |
|
5610
|
706 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
707 } |
|
|
708 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
709 CXSPARSE_ZNAME (_usolve) (q.N()->U, buf); |
|
5792
|
710 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
711 CXSPARSE_ZNAME (_ipvec) |
|
6685
|
712 (q.S()->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); |
|
5792
|
713 #else |
|
|
714 CXSPARSE_ZNAME (_ipvec) |
|
6685
|
715 (nc, q.S()->Q, buf, reinterpret_cast<cs_complex_t *>(Xx)); |
|
5792
|
716 #endif |
|
5610
|
717 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
718 |
|
|
719 for (octave_idx_type j = 0; j < nc; j++) |
|
|
720 { |
|
|
721 Complex tmp = Xx[j]; |
|
|
722 if (tmp != 0.0) |
|
|
723 { |
|
|
724 if (ii == x_nz) |
|
|
725 { |
|
|
726 // Resize the sparse matrix |
|
|
727 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
|
|
728 sz = (sz > 10 ? sz : 10) + x_nz; |
|
|
729 x.change_capacity (sz); |
|
|
730 x_nz = sz; |
|
|
731 } |
|
|
732 x.xdata(ii) = tmp; |
|
|
733 x.xridx(ii++) = j; |
|
|
734 } |
|
|
735 } |
|
|
736 x.xcidx(i+1) = ii; |
|
|
737 } |
|
5797
|
738 info = 0; |
|
5610
|
739 } |
|
|
740 else |
|
|
741 { |
|
|
742 SparseComplexMatrix at = a.hermitian(); |
|
|
743 SparseComplexQR q (at, 2); |
|
|
744 if (! q.ok ()) |
|
5797
|
745 return SparseComplexMatrix(); |
|
5610
|
746 x = SparseComplexMatrix (nc, b_nc, b.nzmax()); |
|
|
747 x.xcidx(0) = 0; |
|
|
748 x_nz = b.nzmax(); |
|
|
749 ii = 0; |
|
5681
|
750 volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); |
|
5610
|
751 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); |
|
5681
|
752 OCTAVE_C99_COMPLEX (buf, nbuf); |
|
6685
|
753 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) |
|
|
754 OCTAVE_LOCAL_BUFFER (double, B, nr); |
|
|
755 for (octave_idx_type i = 0; i < nr; i++) |
|
|
756 B[i] = q.N()->B [i]; |
|
|
757 #else |
|
5610
|
758 OCTAVE_LOCAL_BUFFER (Complex, B, nr); |
|
|
759 for (octave_idx_type i = 0; i < nr; i++) |
|
|
760 B[i] = conj (reinterpret_cast<Complex *>(q.N()->B) [i]); |
|
6685
|
761 #endif |
|
5610
|
762 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
|
|
763 { |
|
|
764 OCTAVE_QUIT; |
|
|
765 for (octave_idx_type j = 0; j < b_nr; j++) |
|
|
766 Xx[j] = b.xelem(j,i); |
|
5681
|
767 for (octave_idx_type j = nr; j < nbuf; j++) |
|
|
768 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
769 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5792
|
770 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
771 CXSPARSE_ZNAME (_pvec) |
|
6685
|
772 (q.S()->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); |
|
5792
|
773 #else |
|
5648
|
774 CXSPARSE_ZNAME (_pvec) |
|
6685
|
775 (nr, q.S()->Q, reinterpret_cast<cs_complex_t *>(Xx), buf); |
|
5792
|
776 #endif |
|
5648
|
777 CXSPARSE_ZNAME (_utsolve) (q.N()->U, buf); |
|
5610
|
778 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
779 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
|
|
780 { |
|
|
781 OCTAVE_QUIT; |
|
|
782 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
6685
|
783 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) |
|
|
784 CXSPARSE_ZNAME (_happly) (q.N()->L, j, B[j], buf); |
|
|
785 #else |
|
5648
|
786 CXSPARSE_ZNAME (_happly) |
|
6685
|
787 (q.N()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf); |
|
|
788 #endif |
|
5610
|
789 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
790 } |
|
|
791 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5792
|
792 #if defined(CS_VER) && (CS_VER >= 2) |
|
|
793 CXSPARSE_ZNAME (_pvec) |
|
6685
|
794 (q.S()->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); |
|
5792
|
795 #else |
|
|
796 CXSPARSE_ZNAME (_pvec) |
|
6685
|
797 (nc, q.S()->Pinv, buf, reinterpret_cast<cs_complex_t *>(Xx)); |
|
5792
|
798 #endif |
|
5610
|
799 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
800 |
|
|
801 for (octave_idx_type j = 0; j < nc; j++) |
|
|
802 { |
|
|
803 Complex tmp = Xx[j]; |
|
|
804 if (tmp != 0.0) |
|
|
805 { |
|
|
806 if (ii == x_nz) |
|
|
807 { |
|
|
808 // Resize the sparse matrix |
|
|
809 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
|
|
810 sz = (sz > 10 ? sz : 10) + x_nz; |
|
|
811 x.change_capacity (sz); |
|
|
812 x_nz = sz; |
|
|
813 } |
|
|
814 x.xdata(ii) = tmp; |
|
|
815 x.xridx(ii++) = j; |
|
|
816 } |
|
|
817 } |
|
|
818 x.xcidx(i+1) = ii; |
|
|
819 } |
|
5797
|
820 info = 0; |
|
5610
|
821 } |
|
|
822 |
|
|
823 x.maybe_compress (); |
|
|
824 return x; |
|
|
825 #else |
|
|
826 return SparseComplexMatrix (); |
|
|
827 #endif |
|
|
828 } |
|
|
829 |
|
|
830 /* |
|
|
831 ;;; Local Variables: *** |
|
|
832 ;;; mode: C++ *** |
|
|
833 ;;; End: *** |
|
|
834 */ |
