annotate liboctave/SparseQR.h @ 7016:93c65f2a5668

[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 143b556ce725
children a1dbe9d80eee
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
1 /*
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
2
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
3 Copyright (C) 2005 David Bateman
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
4
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6108
diff changeset
5 This file is part of Octave.
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6108
diff changeset
6
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
7 Octave is free software; you can redistribute it and/or modify it
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
8 under the terms of the GNU General Public License as published by the
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6108
diff changeset
9 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6108
diff changeset
10 option) any later version.
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
11
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
12 Octave is distributed in the hope that it will be useful, but WITHOUT
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
15 for more details.
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
16
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
17 You should have received a copy of the GNU General Public License
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6108
diff changeset
18 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6108
diff changeset
19 <http://www.gnu.org/licenses/>.
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
20
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
21 */
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
22
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
23 #if !defined (sparse_QR_h)
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
24 #define sparse_QR_h 1
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
25
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
26 #include <iostream>
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
27
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
28 #include "dMatrix.h"
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
29 #include "CMatrix.h"
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
30 #include "dSparse.h"
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
31 #include "CSparse.h"
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
32 #include "oct-sparse.h"
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
33
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
34 #ifdef IDX_TYPE_LONG
5648
69a4f320d95a [project @ 2006-03-08 20:17:37 by dbateman]
dbateman
parents: 5610
diff changeset
35 #define CXSPARSE_DNAME(name) cs_dl ## name
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
36 #else
5648
69a4f320d95a [project @ 2006-03-08 20:17:37 by dbateman]
dbateman
parents: 5610
diff changeset
37 #define CXSPARSE_DNAME(name) cs_di ## name
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
38 #endif
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
39
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
40 class
6108
143b556ce725 [project @ 2006-10-27 01:45:54 by jwe]
jwe
parents: 5792
diff changeset
41 OCTAVE_API
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
42 SparseQR
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
43 {
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
44 protected:
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
45 class SparseQR_rep
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
46 {
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
47 public:
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
48 SparseQR_rep (const SparseMatrix& a, int order);
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
49
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
50 ~SparseQR_rep (void);
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
51 #ifdef HAVE_CXSPARSE
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
52 bool ok (void) const { return (N && S); }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
53 #else
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
54 bool ok (void) const { return false; }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
55 #endif
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
56 SparseMatrix V (void) const;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
57
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
58 ColumnVector Pinv (void) const;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
59
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
60 ColumnVector P (void) const;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
61
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
62 SparseMatrix R (const bool econ) const;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
63
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
64 Matrix C (const Matrix &b) const;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
65
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
66 int count;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
67
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
68 octave_idx_type nrows;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
69 #ifdef HAVE_CXSPARSE
5648
69a4f320d95a [project @ 2006-03-08 20:17:37 by dbateman]
dbateman
parents: 5610
diff changeset
70 CXSPARSE_DNAME (s) *S;
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
71
5648
69a4f320d95a [project @ 2006-03-08 20:17:37 by dbateman]
dbateman
parents: 5610
diff changeset
72 CXSPARSE_DNAME (n) *N;
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
73 #endif
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
74 };
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
75 private:
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
76 SparseQR_rep *rep;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
77
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
78 public:
5792
eb90c83b4f91 [project @ 2006-05-04 20:14:49 by dbateman]
dbateman
parents: 5713
diff changeset
79 SparseQR (void) : rep (new SparseQR_rep (SparseMatrix(), 0)) { }
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
80
5792
eb90c83b4f91 [project @ 2006-05-04 20:14:49 by dbateman]
dbateman
parents: 5713
diff changeset
81 SparseQR (const SparseMatrix& a, int order = 0) :
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
82 rep (new SparseQR_rep (a, order)) { }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
83
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
84 SparseQR (const SparseQR& a) : rep (a.rep) { rep->count++; }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
85
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
86 ~SparseQR (void)
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
87 {
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
88 if (--rep->count <= 0)
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
89 delete rep;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
90 }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
91
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
92 SparseQR& operator = (const SparseQR& a)
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
93 {
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
94 if (this != &a)
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
95 {
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
96 if (--rep->count <= 0)
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
97 delete rep;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
98
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
99 rep = a.rep;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
100 rep->count++;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
101 }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
102 return *this;
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
103 }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
104
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
105 bool ok (void) const { return rep->ok(); }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
106
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
107 SparseMatrix V (void) const { return rep->V(); }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
108
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
109 ColumnVector Pinv (void) const { return rep->P(); }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
110
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
111 ColumnVector P (void) const { return rep->P(); }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
112
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
113 SparseMatrix R (const bool econ = false) const { return rep->R(econ); }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
114
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
115 Matrix C (const Matrix &b) const { return rep->C(b); }
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
116
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
117 friend Matrix qrsolve (const SparseMatrix &a, const Matrix &b,
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
118 octave_idx_type &info);
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
119
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
120 friend SparseMatrix qrsolve (const SparseMatrix &a, const SparseMatrix &b,
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
121 octave_idx_type &info);
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
122
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
123 friend ComplexMatrix qrsolve (const SparseMatrix &a, const ComplexMatrix &b,
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
124 octave_idx_type &info);
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
125
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
126 friend SparseComplexMatrix qrsolve (const SparseMatrix &a,
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
127 const SparseComplexMatrix &b,
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
128 octave_idx_type &info);
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
129
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
130 protected:
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
131 #ifdef HAVE_CXSPARSE
5648
69a4f320d95a [project @ 2006-03-08 20:17:37 by dbateman]
dbateman
parents: 5610
diff changeset
132 CXSPARSE_DNAME (s) * S (void) { return rep->S; }
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
133
5648
69a4f320d95a [project @ 2006-03-08 20:17:37 by dbateman]
dbateman
parents: 5610
diff changeset
134 CXSPARSE_DNAME (n) * N (void) { return rep->N; }
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
135 #endif
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
136 };
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
137
5713
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
138
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
139 // Publish externally used friend functions.
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
140
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
141 extern Matrix qrsolve (const SparseMatrix &a, const Matrix &b,
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
142 octave_idx_type &info);
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
143
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
144 extern SparseMatrix qrsolve (const SparseMatrix &a, const SparseMatrix &b,
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
145 octave_idx_type &info);
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
146
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
147 extern ComplexMatrix qrsolve (const SparseMatrix &a, const ComplexMatrix &b,
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
148 octave_idx_type &info);
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
149
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
150 extern SparseComplexMatrix qrsolve (const SparseMatrix &a,
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
151 const SparseComplexMatrix &b,
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
152 octave_idx_type &info);
6cb607fcf41c [project @ 2006-03-23 18:22:51 by dbateman]
dbateman
parents: 5648
diff changeset
153
5610
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
154 #endif
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
155
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
156 /*
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
157 ;;; Local Variables: ***
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
158 ;;; mode: C++ ***
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
159 ;;; End: ***
9761b7d24e9e [project @ 2006-02-09 09:12:02 by dbateman]
dbateman
parents:
diff changeset
160 */