octave-nkf: liboctave/CmplxQR.cc annotate

annotate liboctave/CmplxQR.cc @ 8547:d66c9b6e506a

imported patch qrupdate.diff

author	Jaroslav Hajek <highegg@gmail.com>
date	Tue, 20 Jan 2009 21:16:42 +0100
parents	4976f66d469b
children	a6edd5c23cb5

rev	line source
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	1 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	2
7017 a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	3 Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	4 John W. Eaton
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	5 Copyright (C) 2008, 2009 Jaroslav Hajek
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	6
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	7 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	8
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	9 Octave is free software; you can redistribute it and/or modify it
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	10 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: 5307 diff changeset	11 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	12 option) any later version.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	13
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	14 Octave is distributed in the hope that it will be useful, but WITHOUT
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	17 for more details.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	18
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	19 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: 5307 diff changeset	20 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	21 <http://www.gnu.org/licenses/>.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	22
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	23 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	24
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	25 #ifdef HAVE_CONFIG_H
1192 b6360f2d4fa6 [project @ 1995-03-30 21:38:35 by jwe] jwe parents: 1011 diff changeset	26 #include <config.h>
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	27 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	28
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	29 #include "CmplxQR.h"
1847 2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe] jwe parents: 1368 diff changeset	30 #include "f77-fcn.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	31 #include "lo-error.h"
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	32 #include "Range.h"
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	33 #include "idx-vector.h"
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	34 #include "oct-locbuf.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	35
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	36 extern "C"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	37 {
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	38 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	39 F77_FUNC (zgeqrf, ZGEQRF) (const octave_idx_type&, const octave_idx_type&, Complex*,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	40 const octave_idx_type&, Complex, Complex,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	41 const octave_idx_type&, octave_idx_type&);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	42
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	43 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	44 F77_FUNC (zungqr, ZUNGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	45 Complex, const octave_idx_type&, Complex,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	46 Complex*, const octave_idx_type&, octave_idx_type&);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	47
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	48 #ifdef HAVE_QRUPDATE
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	49
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	50 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	51 F77_FUNC (zqr1up, ZQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	52 Complex, const octave_idx_type&, Complex, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	53 Complex, Complex, Complex, double);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	54
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	55 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	56 F77_FUNC (zqrinc, ZQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	57 Complex, const octave_idx_type&, Complex, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	58 const octave_idx_type&, const Complex, double);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	59
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	60 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	61 F77_FUNC (zqrdec, ZQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	62 Complex, const octave_idx_type&, Complex, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	63 const octave_idx_type&, double*);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	64
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	65 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	66 F77_FUNC (zqrinr, ZQRINR) (const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	67 Complex, const octave_idx_type&, Complex, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	68 const octave_idx_type&, const Complex, double);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	69
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	70 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	71 F77_FUNC (zqrder, ZQRDER) (const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	72 Complex, const octave_idx_type&, Complex, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	73 const octave_idx_type&, Complex, double);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	74
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	75 F77_RET_T
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	76 F77_FUNC (zqrshc, ZQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	77 Complex, const octave_idx_type&, Complex, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	78 const octave_idx_type&, const octave_idx_type&,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	79 Complex, double);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	80
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	81 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	82 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	83
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	84 ComplexQR::ComplexQR (const ComplexMatrix& a, QR::type qr_type)
2763 d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	85 : q (), r ()
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	86 {
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	87 init (a, qr_type);
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	88 }
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	89
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	90 void
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	91 ComplexQR::init (const ComplexMatrix& a, QR::type qr_type)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	92 {
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	93 octave_idx_type m = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	94 octave_idx_type n = a.cols ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	95
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	96 if (m == 0 \|\| n == 0)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	97 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	98 (*current_liboctave_error_handler)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	99 ("ComplexQR must have non-empty matrix");
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	100 return;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	101 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	102
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	103 octave_idx_type min_mn = m < n ? m : n;
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	104
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	105 Array<Complex> tau (min_mn);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	106 Complex *ptau = tau.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	107
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	108 octave_idx_type lwork = 32*n;
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	109 Array<Complex> work (lwork);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	110 Complex *pwork = work.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	111
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	112 octave_idx_type info = 0;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	113
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	114 ComplexMatrix A_fact;
3883 69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	115 if (m > n && qr_type != QR::economy)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	116 {
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	117 A_fact.resize (m, m);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	118 A_fact.insert (a, 0, 0);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	119 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	120 else
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	121 A_fact = a;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	122
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	123 Complex *tmp_data = A_fact.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	124
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	125 F77_XFCN (zgeqrf, ZGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info));
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	126
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	127 if (qr_type == QR::raw)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	128 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	129 for (octave_idx_type j = 0; j < min_mn; j++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	130 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	131 octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	132 for (octave_idx_type i = limit + 1; i < m; i++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	133 A_fact.elem (i, j) *= tau.elem (j);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	134 }
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	135
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	136 r = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	137
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	138 if (m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	139 r.resize (m, n);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	140 }
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	141 else
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	142 {
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	143 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m;
3069 db6d57d718f7 [project @ 1997-07-10 23:34:03 by jwe] jwe parents: 3068 diff changeset	144
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	145 if (qr_type == QR::economy && m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	146 r.resize (n, n, 0.0);
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	147 else
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	148 r.resize (m, n, 0.0);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	149
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	150 for (octave_idx_type j = 0; j < n; j++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	151 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	152 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	153 for (octave_idx_type i = 0; i <= limit; i++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	154 r.elem (i, j) = A_fact.elem (i, j);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	155 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	156
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	157 lwork = 32 * n2;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	158 work.resize (lwork);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	159 Complex *pwork2 = work.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	160
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	161 F77_XFCN (zungqr, ZUNGQR, (m, n2, min_mn, tmp_data, m, ptau,
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	162 pwork2, lwork, info));
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	163
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	164 q = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	165 q.resize (m, n2);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	166 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	167 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	168
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7725 diff changeset	169 ComplexQR::ComplexQR (const ComplexMatrix& q_arg, const ComplexMatrix& r_arg)
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	170 {
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7725 diff changeset	171 if (q_arg.columns () != r_arg.rows ())
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	172 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	173 (*current_liboctave_error_handler) ("QR dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	174 return;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	175 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	176
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7725 diff changeset	177 this->q = q_arg;
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7725 diff changeset	178 this->r = r_arg;
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	179 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	180
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	181 #ifdef HAVE_QRUPDATE
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	182
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	183 void
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	184 ComplexQR::update (const ComplexColumnVector& u, const ComplexColumnVector& v)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	185 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	186 octave_idx_type m = q.rows ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	187 octave_idx_type n = r.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	188 octave_idx_type k = q.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	189
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	190 if (u.length () == m && v.length () == n)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	191 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	192 ComplexColumnVector utmp = u, vtmp = v;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	193 OCTAVE_LOCAL_BUFFER (Complex, w, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	194 OCTAVE_LOCAL_BUFFER (double, rw, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	195 F77_XFCN (zqr1up, ZQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	196 utmp.fortran_vec (), vtmp.fortran_vec (), w, rw));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	197 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	198 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	199 (*current_liboctave_error_handler) ("QR update dimensions mismatch");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	200 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	201
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	202 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	203 ComplexQR::update (const ComplexMatrix& u, const ComplexMatrix& v)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	204 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	205 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	206 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	207 octave_idx_type k = q.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	208
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	209 if (u.rows () == m && v.rows () == n && u.cols () == v.cols ())
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	210 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	211 OCTAVE_LOCAL_BUFFER (Complex, w, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	212 OCTAVE_LOCAL_BUFFER (double, rw, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	213 for (octave_idx_type i = 0; i < u.cols (); i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	214 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	215 ComplexColumnVector utmp = u.column (i), vtmp = v.column (i);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	216 F77_XFCN (zqr1up, ZQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	217 utmp.fortran_vec (), vtmp.fortran_vec (), w, rw));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	218 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	219 }
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	220 else
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	221 (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	222 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	223
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	224 void
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	225 ComplexQR::insert_col (const ComplexColumnVector& u, octave_idx_type j)
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	226 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	227 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	228 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	229 octave_idx_type k = q.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	230
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	231 if (u.length () != m)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	232 (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
7560 0ef0f9802a37 modify QR updating methods to use 0-based indexing Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	233 else if (j < 0 \|\| j > n)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	234 (*current_liboctave_error_handler) ("qrinsert: index out of range");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	235 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	236 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	237 if (k < m)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	238 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	239 q.resize (m, k+1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	240 r.resize (k+1, n+1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	241 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	242 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	243 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	244 r.resize (k, n+1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	245 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	246
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	247 ComplexColumnVector utmp = u;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	248 OCTAVE_LOCAL_BUFFER (double, rw, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	249 F77_XFCN (zqrinc, ZQRINC, (m, n, k, q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	250 r.fortran_vec (), r.rows (), j + 1,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	251 utmp.data (), rw));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	252 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	253 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	254
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	255 void
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	256 ComplexQR::insert_col (const ComplexMatrix& u, const Array<octave_idx_type>& j)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	257 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	258 octave_idx_type m = q.rows ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	259 octave_idx_type n = r.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	260 octave_idx_type k = q.columns ();
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	261
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	262 Array<octave_idx_type> jsi;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	263 Array<octave_idx_type> js = j.sort (jsi, ASCENDING);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	264 octave_idx_type nj = js.length ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	265 bool dups = false;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	266 for (octave_idx_type i = 0; i < nj - 1; i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	267 dups = dups && js(i) == js(i+1);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	268
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	269 if (dups)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	270 (*current_liboctave_error_handler) ("qrinsert: duplicate index detected");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	271 else if (u.length () != m \|\| u.columns () != nj)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	272 (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	273 else if (nj > 0 && (js(0) < 0 \|\| js(nj-1) > n))
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	274 (*current_liboctave_error_handler) ("qrinsert: index out of range");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	275 else if (nj > 0)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	276 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	277 octave_idx_type kmax = std::min (k + nj, m);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	278 if (k < m)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	279 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	280 q.resize (m, kmax);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	281 r.resize (kmax, n + nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	282 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	283 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	284 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	285 r.resize (k, n + nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	286 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	287
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	288 OCTAVE_LOCAL_BUFFER (double, rw, kmax);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	289 for (octave_idx_type i = 0; i < js.length (); i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	290 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	291 ComplexColumnVector utmp = u.column (jsi(i));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	292 F77_XFCN (zqrinc, ZQRINC, (m, n + i, std::min (kmax, k + i),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	293 q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	294 r.fortran_vec (), r.rows (), js(i) + 1,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	295 utmp.data (), rw));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	296 }
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	297 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	298 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	299
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	300 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	301 ComplexQR::delete_col (octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	302 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	303 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	304 octave_idx_type k = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	305 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	306
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	307 if (j < 0 \|\| j > n-1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	308 (*current_liboctave_error_handler) ("qrdelete: index out of range");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	309 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	310 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	311 OCTAVE_LOCAL_BUFFER (double, rw, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	312 F77_XFCN (zqrdec, ZQRDEC, (m, n, k, q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	313 r.fortran_vec (), r.rows (), j + 1, rw));
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	314
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	315 if (k < m)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	316 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	317 q.resize (m, k-1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	318 r.resize (k-1, n-1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	319 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	320 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	321 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	322 r.resize (k, n-1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	323 }
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	324 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	325 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	326
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	327 void
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	328 ComplexQR::delete_col (const Array<octave_idx_type>& j)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	329 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	330 octave_idx_type m = q.rows ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	331 octave_idx_type n = r.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	332 octave_idx_type k = q.columns ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	333
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	334 Array<octave_idx_type> jsi;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	335 Array<octave_idx_type> js = j.sort (jsi, DESCENDING);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	336 octave_idx_type nj = js.length ();
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	337 bool dups = false;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	338 for (octave_idx_type i = 0; i < nj - 1; i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	339 dups = dups && js(i) == js(i+1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	340
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	341 if (dups)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	342 (*current_liboctave_error_handler) ("qrinsert: duplicate index detected");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	343 else if (nj > 0 && (js(0) > n-1 \|\| js(nj-1) < 0))
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	344 (*current_liboctave_error_handler) ("qrinsert: index out of range");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	345 else if (nj > 0)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	346 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	347 OCTAVE_LOCAL_BUFFER (double, rw, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	348 for (octave_idx_type i = 0; i < js.length (); i++)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	349 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	350 F77_XFCN (zqrdec, ZQRDEC, (m, n - i, k == m ? k : k - i,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	351 q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	352 r.fortran_vec (), r.rows (), js(i) + 1, rw));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	353 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	354 if (k < m)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	355 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	356 q.resize (m, k - nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	357 r.resize (k - nj, n - nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	358 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	359 else
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	360 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	361 r.resize (k, n - nj);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	362 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	363
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	364 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	365 }
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	366
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	367 void
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	368 ComplexQR::insert_row (const ComplexRowVector& u, octave_idx_type j)
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	369 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	370 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	371 octave_idx_type n = r.columns ();
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	372 octave_idx_type k = std::min (m, n);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	373
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	374 if (! q.is_square () \|\| u.length () != n)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	375 (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
7560 0ef0f9802a37 modify QR updating methods to use 0-based indexing Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	376 else if (j < 0 \|\| j > m)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	377 (*current_liboctave_error_handler) ("qrinsert: index out of range");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	378 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	379 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	380 q.resize (m + 1, m + 1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	381 r.resize (m + 1, n);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	382 ComplexRowVector utmp = u;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	383 OCTAVE_LOCAL_BUFFER (double, rw, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	384 F77_XFCN (zqrinr, ZQRINR, (m, n, q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	385 r.fortran_vec (), r.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	386 j + 1, utmp.fortran_vec (), rw));
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	387
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	388 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	389 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	390
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	391 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	392 ComplexQR::delete_row (octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	393 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	394 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	395 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	396
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	397 if (! q.is_square ())
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	398 (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch");
7560 0ef0f9802a37 modify QR updating methods to use 0-based indexing Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	399 else if (j < 0 \|\| j > m-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	400 (*current_liboctave_error_handler) ("qrdelete: index out of range");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	401 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	402 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	403 OCTAVE_LOCAL_BUFFER (Complex, w, m);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	404 OCTAVE_LOCAL_BUFFER (double, rw, m);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	405 F77_XFCN (zqrder, ZQRDER, (m, n, q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	406 r.fortran_vec (), r.rows (), j + 1,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	407 w, rw));
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	408
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	409 q.resize (m - 1, m - 1);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	410 r.resize (m - 1, n);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	411 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	412 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	413
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	414 void
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	415 ComplexQR::shift_cols (octave_idx_type i, octave_idx_type j)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	416 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	417 octave_idx_type m = q.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	418 octave_idx_type k = r.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	419 octave_idx_type n = r.columns ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	420
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	421 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	422 (*current_liboctave_error_handler) ("qrshift: index out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	423 else
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	424 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	425 OCTAVE_LOCAL_BUFFER (Complex, w, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	426 OCTAVE_LOCAL_BUFFER (double, rw, k);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	427 F77_XFCN (zqrshc, ZQRSHC, (m, n, k,
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	428 q.fortran_vec (), q.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	429 r.fortran_vec (), r.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	430 i + 1, j + 1, w, rw));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	431 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	432 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7560 diff changeset	433
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 7924 diff changeset	434 #endif
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	435
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	436 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	437 ;;; Local Variables: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	438 ;;; mode: C++ ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	439 ;;; End: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	440 */

Mercurial > octave-nkf

annotate liboctave/CmplxQR.cc @ 8547:d66c9b6e506a