annotate liboctave/dbleQR.cc @ 1927:e379c781ae7e

[project @ 1996-02-11 21:39:27 by jwe]
author jwe
date Sun, 11 Feb 1996 21:39:27 +0000
parents ce0db0ca0729
children 1b57120c997b
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
1 // -*- C++ -*-
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
2 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
3
1882
1281a23a34dd [project @ 1996-02-05 18:11:52 by jwe]
jwe
parents: 1847
diff changeset
4 Copyright (C) 1996 John W. Eaton
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
6 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
8 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
9 under the terms of the GNU General Public License as published by the
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
10 Free Software Foundation; either version 2, or (at your option) any
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
11 later version.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
13 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
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
15 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
16 for more details.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
17
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
18 You should have received a copy of the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
19 along with Octave; see the file COPYING. If not, write to the Free
1315
611d403c7f3d [project @ 1995-06-25 19:56:32 by jwe]
jwe
parents: 1296
diff changeset
20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
21
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
1296
f93b7fa5e113 [project @ 1995-05-01 18:30:08 by jwe]
jwe
parents: 1253
diff changeset
24 #if defined (__GNUG__)
f93b7fa5e113 [project @ 1995-05-01 18:30:08 by jwe]
jwe
parents: 1253
diff changeset
25 #pragma implementation
f93b7fa5e113 [project @ 1995-05-01 18:30:08 by jwe]
jwe
parents: 1253
diff changeset
26 #endif
f93b7fa5e113 [project @ 1995-05-01 18:30:08 by jwe]
jwe
parents: 1253
diff changeset
27
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
28 #ifdef HAVE_CONFIG_H
1192
b6360f2d4fa6 [project @ 1995-03-30 21:38:35 by jwe]
jwe
parents: 1011
diff changeset
29 #include <config.h>
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
30 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
31
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
32 #include "dbleQR.h"
1847
2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe]
jwe
parents: 1368
diff changeset
33 #include "f77-fcn.h"
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
34 #include "lo-error.h"
1368
33bb7975f866 [project @ 1995-09-06 00:12:48 by jwe]
jwe
parents: 1315
diff changeset
35 #include "mx-inlines.cc"
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
36
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
37 extern "C"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
38 {
1253
bb67a902760b [project @ 1995-04-11 16:35:23 by jwe]
jwe
parents: 1251
diff changeset
39 int F77_FCN (dgeqrf, DGEQRF) (const int&, const int&, double*,
bb67a902760b [project @ 1995-04-11 16:35:23 by jwe]
jwe
parents: 1251
diff changeset
40 const int&, double*, double*,
bb67a902760b [project @ 1995-04-11 16:35:23 by jwe]
jwe
parents: 1251
diff changeset
41 const int&, int&);
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
42
1253
bb67a902760b [project @ 1995-04-11 16:35:23 by jwe]
jwe
parents: 1251
diff changeset
43 int F77_FCN (dorgqr, DORGQR) (const int&, const int&, const int&,
bb67a902760b [project @ 1995-04-11 16:35:23 by jwe]
jwe
parents: 1251
diff changeset
44 double*, const int&, double*, double*,
bb67a902760b [project @ 1995-04-11 16:35:23 by jwe]
jwe
parents: 1251
diff changeset
45 const int&, int&);
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
46 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
47
539
5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents: 457
diff changeset
48 QR::QR (const Matrix& a, QR::type qr_type)
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
49 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
50 int m = a.rows ();
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
51 int n = a.cols ();
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
52
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
53 if (m == 0 || n == 0)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
54 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
55 (*current_liboctave_error_handler) ("QR must have non-empty matrix");
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
56 return;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
57 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
58
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
59 int min_mn = m < n ? m : n;
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
60 Array<double> tau (min_mn);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
61 double *ptau = tau.fortran_vec ();
1921
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
62
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
63 int lwork = 32*n;
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
64 Array<double> work (lwork);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
65 double *pwork = work.fortran_vec ();
1921
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
66
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
67 int info = 0;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
68
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
69 Matrix A_fact;
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
70 if (m > n)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
71 {
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
72 A_fact.resize (m, m);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
73 A_fact.insert (a, 0, 0);
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
74 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
75 else
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
76 A_fact = a;
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
77
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
78 double *tmp_data = A_fact.fortran_vec ();
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
79
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
80 F77_XFCN (dgeqrf, DGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info));
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
81
1921
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
82 if (f77_exception_encountered)
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
83 (*current_liboctave_error_handler) ("unrecoverable error in dgeqrf");
539
5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents: 457
diff changeset
84 else
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
85 {
1921
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
86 if (qr_type == QR::raw)
539
5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents: 457
diff changeset
87 {
1921
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
88 for (int j = 0; j < min_mn; j++)
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
89 {
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
90 int limit = j < min_mn - 1 ? j : min_mn - 1;
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
91 for (int i = limit + 1; i < m; i++)
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
92 A_fact.elem (i, j) *= tau.elem (j);
1921
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
93 }
539
5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents: 457
diff changeset
94 }
5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents: 457
diff changeset
95 else
5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents: 457
diff changeset
96 {
1921
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
97 volatile int n2;
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
98
1921
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
99 if (qr_type == QR::economy && m > n)
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
100 {
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
101 n2 = n;
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
102 r.resize (n, n, 0.0);
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
103 }
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
104 else
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
105 {
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
106 n2 = m;
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
107 r.resize (m, n, 0.0);
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
108 }
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
109
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
110 for (int j = 0; j < n; j++)
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
111 {
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
112 int limit = j < min_mn-1 ? j : min_mn-1;
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
113 for (int i = 0; i <= limit; i++)
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
114 r.elem (i, j) = tmp_data[m*j+i];
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
115 }
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
116
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
117 lwork = 32*m;
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
118 work.resize (lwork);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
119 double *pwork = work.fortran_vec ();
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
120
1927
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
121 F77_XFCN (dorgqr, DORGQR, (m, m, min_mn, tmp_data, m, ptau,
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe]
jwe
parents: 1921
diff changeset
122 pwork, lwork, info));
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
123
1921
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
124 if (f77_exception_encountered)
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
125 (*current_liboctave_error_handler)
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
126 ("unrecoverable error in dorgqr");
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
127 else
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
128 {
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
129 q = Matrix (tmp_data, m, m);
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
130 q.resize (m, n2);
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
131 }
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
132 }
ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe]
jwe
parents: 1882
diff changeset
133 }
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
134 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
135
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
136 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
137 ;;; Local Variables: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
138 ;;; mode: C++ ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
139 ;;; page-delimiter: "^/\\*" ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
140 ;;; End: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
141 */