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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 |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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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 |
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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 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include <cassert> |
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28 |
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29 #include "dbleQRP.h" |
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30 #include "f77-fcn.h" |
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31 #include "lo-error.h" |
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32 |
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33 extern "C" |
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34 { |
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35 F77_RET_T |
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36 F77_FUNC (dgeqpf, DGEQPF) (const int&, const int&, double*, |
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37 const int&, int*, double*, double*, int&); |
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38 |
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39 F77_RET_T |
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40 F77_FUNC (dorgqr, DORGQR) (const int&, const int&, const int&, |
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41 double*, const int&, double*, double*, |
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42 const int&, int&); |
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43 } |
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44 |
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45 // It would be best to share some of this code with QR class... |
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46 |
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47 QRP::QRP (const Matrix& a, QR::type qr_type) |
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48 : QR (), p () |
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49 { |
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50 init (a, qr_type); |
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51 } |
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52 |
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53 void |
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54 QRP::init (const Matrix& a, QR::type qr_type) |
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55 { |
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56 assert (qr_type != QR::raw); |
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57 |
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58 int m = a.rows (); |
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59 int n = a.cols (); |
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60 |
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61 if (m == 0 || n == 0) |
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62 { |
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63 (*current_liboctave_error_handler) ("QR must have non-empty matrix"); |
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64 return; |
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65 } |
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66 |
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67 int min_mn = m < n ? m : n; |
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68 Array<double> tau (min_mn); |
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69 double *ptau = tau.fortran_vec (); |
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70 |
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71 int lwork = 3*n > 32*m ? 3*n : 32*m; |
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72 Array<double> work (lwork); |
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73 double *pwork = work.fortran_vec (); |
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74 |
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75 int info = 0; |
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76 |
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77 Matrix A_fact = a; |
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78 if (m > n && qr_type != QR::economy) |
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79 A_fact.resize (m, m, 0.0); |
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80 |
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81 double *tmp_data = A_fact.fortran_vec (); |
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82 |
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83 Array<int> jpvt (n, 0); |
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84 int *pjpvt = jpvt.fortran_vec (); |
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85 |
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86 // Code to enforce a certain permutation could go here... |
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87 |
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88 F77_XFCN (dgeqpf, DGEQPF, (m, n, tmp_data, m, pjpvt, ptau, pwork, info)); |
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89 |
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90 if (f77_exception_encountered) |
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91 (*current_liboctave_error_handler) ("unrecoverable error in dgeqpf"); |
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92 else |
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93 { |
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94 // Form Permutation matrix (if economy is requested, return the |
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95 // indices only!) |
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96 |
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97 if (qr_type == QR::economy) |
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98 { |
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99 p.resize (1, n, 0.0); |
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100 for (int j = 0; j < n; j++) |
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101 p.elem (0, j) = jpvt.elem (j); |
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102 } |
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103 else |
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104 { |
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105 p.resize (n, n, 0.0); |
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106 for (int j = 0; j < n; j++) |
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107 p.elem (jpvt.elem (j) - 1, j) = 1.0; |
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108 } |
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109 |
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110 int n2 = (qr_type == QR::economy) ? min_mn : m; |
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111 |
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112 if (qr_type == QR::economy && m > n) |
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113 r.resize (n, n, 0.0); |
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114 else |
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115 r.resize (m, n, 0.0); |
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116 |
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117 for (int j = 0; j < n; j++) |
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118 { |
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119 int limit = j < min_mn-1 ? j : min_mn-1; |
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120 for (int i = 0; i <= limit; i++) |
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121 r.elem (i, j) = A_fact.elem (i, j); |
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122 } |
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123 |
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124 F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau, |
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125 pwork, lwork, info)); |
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126 |
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127 if (f77_exception_encountered) |
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128 (*current_liboctave_error_handler) ("unrecoverable error in dorgqr"); |
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129 else |
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130 { |
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131 q = A_fact; |
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132 q.resize (m, n2); |
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133 } |
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134 } |
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135 } |
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136 |
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137 /* |
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138 ;;; Local Variables: *** |
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139 ;;; mode: C++ *** |
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140 ;;; End: *** |
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141 */ |
