annotate liboctave/dbleQRP.cc @ 4839:c1cdf2a32cdb ss-2-1-57

[project @ 2004-03-12 19:38:50 by jwe]
author jwe
date Fri, 12 Mar 2004 19:38:50 +0000
parents 6f3382e08a52
children e35b034d3523
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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, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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20
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21 */
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22
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23 #if defined (__GNUG__) && defined (USE_PRAGMA_INTERFACE_IMPLEMENTATION)
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24 #pragma implementation
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25 #endif
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26
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27 #ifdef HAVE_CONFIG_H
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28 #include <config.h>
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29 #endif
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30
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31 #include <cassert>
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32
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33 #include "dbleQRP.h"
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34 #include "f77-fcn.h"
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35 #include "lo-error.h"
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36
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37 extern "C"
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38 {
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39 F77_RET_T
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40 F77_FUNC (dgeqpf, DGEQPF) (const int&, const int&, double*,
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41 const int&, int*, double*, double*, int&);
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42
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43 F77_RET_T
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44 F77_FUNC (dorgqr, DORGQR) (const int&, const int&, const int&,
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45 double*, const int&, double*, double*,
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46 const int&, int&);
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47 }
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48
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49 // It would be best to share some of this code with QR class...
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50
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51 QRP::QRP (const Matrix& a, QR::type qr_type)
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52 : QR (), p ()
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53 {
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54 init (a, qr_type);
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55 }
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56
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57 void
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58 QRP::init (const Matrix& a, QR::type qr_type)
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59 {
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60 assert (qr_type != QR::raw);
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61
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62 int m = a.rows ();
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63 int n = a.cols ();
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64
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65 if (m == 0 || n == 0)
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66 {
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67 (*current_liboctave_error_handler) ("QR must have non-empty matrix");
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68 return;
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69 }
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70
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71 int min_mn = m < n ? m : n;
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72 Array<double> tau (min_mn);
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73 double *ptau = tau.fortran_vec ();
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74
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75 int lwork = 3*n > 32*m ? 3*n : 32*m;
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76 Array<double> work (lwork);
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77 double *pwork = work.fortran_vec ();
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78
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79 int info = 0;
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80
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81 Matrix A_fact = a;
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82 if (m > n && qr_type != QR::economy)
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83 A_fact.resize (m, m, 0.0);
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84
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85 double *tmp_data = A_fact.fortran_vec ();
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86
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87 Array<int> jpvt (n, 0);
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88 int *pjpvt = jpvt.fortran_vec ();
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89
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90 // Code to enforce a certain permutation could go here...
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91
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92 F77_XFCN (dgeqpf, DGEQPF, (m, n, tmp_data, m, pjpvt, ptau, pwork, info));
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93
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94 if (f77_exception_encountered)
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95 (*current_liboctave_error_handler) ("unrecoverable error in dgeqpf");
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96 else
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97 {
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98 // Form Permutation matrix (if economy is requested, return the
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99 // indices only!)
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100
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101 if (qr_type == QR::economy)
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102 {
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103 p.resize (1, n, 0.0);
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104 for (int j = 0; j < n; j++)
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105 p.elem (0, j) = jpvt.elem (j);
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106 }
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107 else
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108 {
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109 p.resize (n, n, 0.0);
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110 for (int j = 0; j < n; j++)
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111 p.elem (jpvt.elem (j) - 1, j) = 1.0;
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112 }
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113
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114 int n2 = (qr_type == QR::economy) ? min_mn : m;
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115
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116 if (qr_type == QR::economy && m > n)
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117 r.resize (n, n, 0.0);
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118 else
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119 r.resize (m, n, 0.0);
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120
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121 for (int j = 0; j < n; j++)
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122 {
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123 int limit = j < min_mn-1 ? j : min_mn-1;
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124 for (int i = 0; i <= limit; i++)
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125 r.elem (i, j) = A_fact.elem (i, j);
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126 }
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127
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128 F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau,
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129 pwork, lwork, info));
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130
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131 if (f77_exception_encountered)
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132 (*current_liboctave_error_handler) ("unrecoverable error in dorgqr");
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133 else
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134 {
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135 q = A_fact;
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136 q.resize (m, n2);
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137 }
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138 }
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139 }
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140
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141 /*
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142 ;;; Local Variables: ***
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143 ;;; mode: C++ ***
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144 ;;; End: ***
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145 */