annotate liboctave/CmplxQRP.cc @ 5540:cda6a105ae9a before-ov-branch

[project @ 2005-11-17 05:47:13 by jwe]
author jwe
date Thu, 17 Nov 2005 05:47:13 +0000
parents 4c8a2e4e0717
children 93c65f2a5668
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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
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
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9 Free Software Foundation; either version 2, or (at your option) any
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
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10 later version.
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11
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
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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
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
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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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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20 02110-1301, USA.
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21
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22 */
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23
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
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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 <cassert>
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29
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30 #include "CmplxQRP.h"
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31 #include "f77-fcn.h"
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32 #include "lo-error.h"
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33
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34 extern "C"
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35 {
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36 F77_RET_T
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37 F77_FUNC (zgeqpf, ZGEQPF) (const octave_idx_type&, const octave_idx_type&, Complex*,
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38 const octave_idx_type&, octave_idx_type*, Complex*, Complex*,
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39 double*, octave_idx_type&);
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40
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41 F77_RET_T
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42 F77_FUNC (zungqr, ZUNGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
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43 Complex*, const octave_idx_type&, Complex*,
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44 Complex*, const octave_idx_type&, octave_idx_type&);
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45 }
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46
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47 // It would be best to share some of this code with ComplexQR class...
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48
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49 ComplexQRP::ComplexQRP (const ComplexMatrix& a, QR::type qr_type)
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50 : ComplexQR (), p ()
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51 {
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52 init (a, qr_type);
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53 }
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54
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55 void
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56 ComplexQRP::init (const ComplexMatrix& a, QR::type qr_type)
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57 {
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58 assert (qr_type != QR::raw);
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59
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60 octave_idx_type m = a.rows ();
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61 octave_idx_type n = a.cols ();
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62
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63 if (m == 0 || n == 0)
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64 {
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65 (*current_liboctave_error_handler)
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66 ("ComplexQR must have non-empty matrix");
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67 return;
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68 }
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69
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70 octave_idx_type min_mn = m < n ? m : n;
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71 Array<Complex> tau (min_mn);
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72 Complex *ptau = tau.fortran_vec ();
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73
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74 octave_idx_type lwork = 3*n > 32*m ? 3*n : 32*m;
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75 Array<Complex> work (lwork);
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76 Complex *pwork = work.fortran_vec ();
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77
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78 octave_idx_type info = 0;
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79
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80 ComplexMatrix A_fact = a;
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81 if (m > n && qr_type != QR::economy)
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82 A_fact.resize (m, m, 0.0);
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83
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84 Complex *tmp_data = A_fact.fortran_vec ();
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85
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86 Array<double> rwork (2*n);
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87 double *prwork = rwork.fortran_vec ();
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88
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89 Array<octave_idx_type> jpvt (n, 0);
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90 octave_idx_type *pjpvt = jpvt.fortran_vec ();
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91
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92 // Code to enforce a certain permutation could go here...
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93
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94 F77_XFCN (zgeqpf, ZGEQPF, (m, n, tmp_data, m, pjpvt, ptau, pwork,
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95 prwork, info));
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96
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97 if (f77_exception_encountered)
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98 (*current_liboctave_error_handler) ("unrecoverable error in zgeqpf");
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99 else
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100 {
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101 // Form Permutation matrix (if economy is requested, return the
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102 // indices only!)
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103
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104 if (qr_type == QR::economy)
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105 {
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106 p.resize (1, n, 0.0);
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107 for (octave_idx_type j = 0; j < n; j++)
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108 p.elem (0, j) = jpvt.elem (j);
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109 }
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110 else
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111 {
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112 p.resize (n, n, 0.0);
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113 for (octave_idx_type j = 0; j < n; j++)
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114 p.elem (jpvt.elem (j) - 1, j) = 1.0;
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115 }
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116
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117 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m;
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118
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119 if (qr_type == QR::economy && m > n)
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120 r.resize (n, n, 0.0);
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121 else
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122 r.resize (m, n, 0.0);
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123
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124 for (octave_idx_type j = 0; j < n; j++)
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125 {
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126 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1;
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127 for (octave_idx_type i = 0; i <= limit; i++)
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128 r.elem (i, j) = A_fact.elem (i, j);
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129 }
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130
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131 F77_XFCN (zungqr, ZUNGQR, (m, n2, min_mn, tmp_data, m, ptau,
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132 pwork, lwork, info));
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133
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134 if (f77_exception_encountered)
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135 (*current_liboctave_error_handler) ("unrecoverable error in zungqr");
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136 else
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137 {
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138 q = A_fact;
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139 q.resize (m, n2);
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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 /*
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145 ;;; Local Variables: ***
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146 ;;; mode: C++ ***
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147 ;;; End: ***
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148 */