view liboctave/CmplxQR.cc @ 11518:141b3fb5cef7

style fixes
author John W. Eaton <jwe@octave.org>
date Thu, 13 Jan 2011 16:52:30 -0500
parents 07ebe522dac2
children fd0a3ac60b0e
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/*

Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
              John W. Eaton
Copyright (C) 2008, 2009 Jaroslav Hajek
Copyright (C) 2009 VZLU Prague

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "CmplxQR.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "Range.h"
#include "idx-vector.h"
#include "oct-locbuf.h"

#include "base-qr.cc"

template class base_qr<ComplexMatrix>;

extern "C"
{
  F77_RET_T
  F77_FUNC (zgeqrf, ZGEQRF) (const octave_idx_type&, const octave_idx_type&,
                             Complex*, const octave_idx_type&, Complex*,
                             Complex*, const octave_idx_type&,
                             octave_idx_type&); 

  F77_RET_T
  F77_FUNC (zungqr, ZUNGQR) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, Complex*,
                             const octave_idx_type&, Complex*, Complex*,
                             const octave_idx_type&, octave_idx_type&);

#ifdef HAVE_QRUPDATE

  F77_RET_T
  F77_FUNC (zqr1up, ZQR1UP) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, Complex*,
                             const octave_idx_type&, Complex*,
                             const octave_idx_type&, Complex*,
                             Complex*, Complex*, double*);

  F77_RET_T
  F77_FUNC (zqrinc, ZQRINC) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, Complex*,
                             const octave_idx_type&, Complex*,
                             const octave_idx_type&, const octave_idx_type&,
                             const Complex*, double*);

  F77_RET_T
  F77_FUNC (zqrdec, ZQRDEC) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, Complex*,
                             const octave_idx_type&, Complex*,
                             const octave_idx_type&, const octave_idx_type&,
                             double*);

  F77_RET_T
  F77_FUNC (zqrinr, ZQRINR) (const octave_idx_type&, const octave_idx_type&, 
                             Complex*, const octave_idx_type&, Complex*,
                             const octave_idx_type&, const octave_idx_type&,
                             const Complex*, double*);

  F77_RET_T
  F77_FUNC (zqrder, ZQRDER) (const octave_idx_type&, const octave_idx_type&, 
                             Complex*, const octave_idx_type&, Complex*,
                             const octave_idx_type&, const octave_idx_type&,
                             Complex*, double*);

  F77_RET_T
  F77_FUNC (zqrshc, ZQRSHC) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, Complex*,
                             const octave_idx_type&, Complex*,
                             const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, Complex*, double*);

#endif
}

ComplexQR::ComplexQR (const ComplexMatrix& a, qr_type_t qr_type)
{
  init (a, qr_type);
}

void
ComplexQR::init (const ComplexMatrix& a, qr_type_t qr_type)
{
  octave_idx_type m = a.rows ();
  octave_idx_type n = a.cols ();

  octave_idx_type min_mn = m < n ? m : n;
  OCTAVE_LOCAL_BUFFER (Complex, tau, min_mn);

  octave_idx_type info = 0;

  ComplexMatrix afact = a;
  if (m > n && qr_type == qr_type_std)
    afact.resize (m, m);

  if (m > 0)
    {
      // workspace query.
      Complex clwork;
      F77_XFCN (zgeqrf, ZGEQRF, (m, n, afact.fortran_vec (), m, tau, &clwork, -1, info));

      // allocate buffer and do the job.
      octave_idx_type lwork = clwork.real ();
      lwork = std::max (lwork, static_cast<octave_idx_type> (1));
      OCTAVE_LOCAL_BUFFER (Complex, work, lwork);
      F77_XFCN (zgeqrf, ZGEQRF, (m, n, afact.fortran_vec (), m, tau, work, lwork, info));
    }

  form (n, afact, tau, qr_type);
}

void ComplexQR::form (octave_idx_type n, ComplexMatrix& afact, 
                      Complex *tau, qr_type_t qr_type)
{
  octave_idx_type m = afact.rows (), min_mn = std::min (m, n);
  octave_idx_type info;

  if (qr_type == qr_type_raw)
    {
      for (octave_idx_type j = 0; j < min_mn; j++)
        {
          octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1;
          for (octave_idx_type i = limit + 1; i < m; i++)
            afact.elem (i, j) *= tau[j];
        }

      r = afact;
    }
  else
    {
      // Attempt to minimize copying.
      if (m >= n)
        {
          // afact will become q.
          q = afact;
          octave_idx_type k = qr_type == qr_type_economy ? n : m;
          r = ComplexMatrix (k, n);
          for (octave_idx_type j = 0; j < n; j++)
            {
              octave_idx_type i = 0;
              for (; i <= j; i++)
                r.xelem (i, j) = afact.xelem (i, j);
              for (;i < k; i++)
                r.xelem (i, j) = 0;
            }
          afact = ComplexMatrix (); // optimize memory
        }
      else
        {
          // afact will become r.
          q = ComplexMatrix (m, m);
          for (octave_idx_type j = 0; j < m; j++)
            for (octave_idx_type i = j + 1; i < m; i++)
              {
                q.xelem (i, j) = afact.xelem (i, j);
                afact.xelem (i, j) = 0;
              }
          r = afact;
        }


      if (m > 0)
        {
          octave_idx_type k = q.columns ();
          // workspace query.
          Complex clwork;
          F77_XFCN (zungqr, ZUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau,
                                     &clwork, -1, info));

          // allocate buffer and do the job.
          octave_idx_type lwork = clwork.real ();
          lwork = std::max (lwork, static_cast<octave_idx_type> (1));
          OCTAVE_LOCAL_BUFFER (Complex, work, lwork);
          F77_XFCN (zungqr, ZUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau,
                                     work, lwork, info));
        }
    }
}

#ifdef HAVE_QRUPDATE

void
ComplexQR::update (const ComplexColumnVector& u, const ComplexColumnVector& v)
{
  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();
  octave_idx_type k = q.columns ();

  if (u.length () == m && v.length () == n)
    {
      ComplexColumnVector utmp = u, vtmp = v;
      OCTAVE_LOCAL_BUFFER (Complex, w, k);
      OCTAVE_LOCAL_BUFFER (double, rw, k);
      F77_XFCN (zqr1up, ZQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k,
                                 utmp.fortran_vec (), vtmp.fortran_vec (), w, rw));
    }
  else
    (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
}

void
ComplexQR::update (const ComplexMatrix& u, const ComplexMatrix& v)
{
  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();
  octave_idx_type k = q.columns ();

  if (u.rows () == m && v.rows () == n && u.cols () == v.cols ())
    {
      OCTAVE_LOCAL_BUFFER (Complex, w, k);
      OCTAVE_LOCAL_BUFFER (double, rw, k);
      for (volatile octave_idx_type i = 0; i < u.cols (); i++)
        {
          ComplexColumnVector utmp = u.column (i), vtmp = v.column (i);
          F77_XFCN (zqr1up, ZQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k,
                                     utmp.fortran_vec (), vtmp.fortran_vec (), w, rw));
        }
    }
  else
    (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
}

void
ComplexQR::insert_col (const ComplexColumnVector& u, octave_idx_type j)
{
  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();
  octave_idx_type k = q.columns ();

  if (u.length () != m)
    (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
  else if (j < 0 || j > n) 
    (*current_liboctave_error_handler) ("qrinsert: index out of range");
  else
    {
      if (k < m)
        {
          q.resize (m, k+1);
          r.resize (k+1, n+1);
        }
      else
        {
          r.resize (k, n+1);
        }

      ComplexColumnVector utmp = u;
      OCTAVE_LOCAL_BUFFER (double, rw, k);
      F77_XFCN (zqrinc, ZQRINC, (m, n, k, q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (), j + 1, 
                                 utmp.data (), rw));
    }
}

void
ComplexQR::insert_col (const ComplexMatrix& u, const Array<octave_idx_type>& j)
{
  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();
  octave_idx_type k = q.columns ();

  Array<octave_idx_type> jsi;
  Array<octave_idx_type> js = j.sort (jsi, 0, ASCENDING);
  octave_idx_type nj = js.length ();
  bool dups = false;
  for (octave_idx_type i = 0; i < nj - 1; i++)
    dups = dups && js(i) == js(i+1);

  if (dups)
    (*current_liboctave_error_handler) ("qrinsert: duplicate index detected");
  else if (u.length () != m || u.columns () != nj)
    (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
  else if (nj > 0 && (js(0) < 0 || js(nj-1) > n))
    (*current_liboctave_error_handler) ("qrinsert: index out of range");
  else if (nj > 0)
    {
      octave_idx_type kmax = std::min (k + nj, m);
      if (k < m)
        {
          q.resize (m, kmax);
          r.resize (kmax, n + nj);
        }
      else
        {
          r.resize (k, n + nj);
        }

      OCTAVE_LOCAL_BUFFER (double, rw, kmax);
      for (volatile octave_idx_type i = 0; i < js.length (); i++)
        {
          octave_idx_type ii = i;
          ComplexColumnVector utmp = u.column (jsi(i));
          F77_XFCN (zqrinc, ZQRINC, (m, n + ii, std::min (kmax, k + ii), 
                                     q.fortran_vec (), q.rows (),
                                     r.fortran_vec (), r.rows (), js(ii) + 1, 
                                     utmp.data (), rw));
        }
    }
}

void
ComplexQR::delete_col (octave_idx_type j)
{
  octave_idx_type m = q.rows ();
  octave_idx_type k = r.rows ();
  octave_idx_type n = r.columns ();

  if (j < 0 || j > n-1) 
    (*current_liboctave_error_handler) ("qrdelete: index out of range");
  else
    {
      OCTAVE_LOCAL_BUFFER (double, rw, k);
      F77_XFCN (zqrdec, ZQRDEC, (m, n, k, q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (), j + 1, rw));

      if (k < m)
        {
          q.resize (m, k-1);
          r.resize (k-1, n-1);
        }
      else
        {
          r.resize (k, n-1);
        }
    }
}

void
ComplexQR::delete_col (const Array<octave_idx_type>& j)
{
  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();
  octave_idx_type k = q.columns ();

  Array<octave_idx_type> jsi;
  Array<octave_idx_type> js = j.sort (jsi, 0, DESCENDING);
  octave_idx_type nj = js.length ();
  bool dups = false;
  for (octave_idx_type i = 0; i < nj - 1; i++)
    dups = dups && js(i) == js(i+1);

  if (dups)
    (*current_liboctave_error_handler) ("qrinsert: duplicate index detected");
  else if (nj > 0 && (js(0) > n-1 || js(nj-1) < 0))
    (*current_liboctave_error_handler) ("qrinsert: index out of range");
  else if (nj > 0)
    {
      OCTAVE_LOCAL_BUFFER (double, rw, k);
      for (volatile octave_idx_type i = 0; i < js.length (); i++)
        {
          octave_idx_type ii = i;
          F77_XFCN (zqrdec, ZQRDEC, (m, n - ii, k == m ? k : k - ii, 
                                     q.fortran_vec (), q.rows (),
                                     r.fortran_vec (), r.rows (), js(ii) + 1, rw));
        }
      if (k < m)
        {
          q.resize (m, k - nj);
          r.resize (k - nj, n - nj);
        }
      else
        {
          r.resize (k, n - nj);
        }

    }
}

void
ComplexQR::insert_row (const ComplexRowVector& u, octave_idx_type j)
{
  octave_idx_type m = r.rows ();
  octave_idx_type n = r.columns ();
  octave_idx_type k = std::min (m, n);

  if (! q.is_square () || u.length () != n)
    (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
  else if (j < 0 || j > m) 
    (*current_liboctave_error_handler) ("qrinsert: index out of range");
  else
    {
      q.resize (m + 1, m + 1);
      r.resize (m + 1, n);
      ComplexRowVector utmp = u;
      OCTAVE_LOCAL_BUFFER (double, rw, k);
      F77_XFCN (zqrinr, ZQRINR, (m, n, q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (), 
                                 j + 1, utmp.fortran_vec (), rw));

    }
}

void
ComplexQR::delete_row (octave_idx_type j)
{
  octave_idx_type m = r.rows ();
  octave_idx_type n = r.columns ();

  if (! q.is_square ())
    (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch");
  else if (j < 0 || j > m-1) 
    (*current_liboctave_error_handler) ("qrdelete: index out of range");
  else
    {
      OCTAVE_LOCAL_BUFFER (Complex, w, m);
      OCTAVE_LOCAL_BUFFER (double, rw, m);
      F77_XFCN (zqrder, ZQRDER, (m, n, q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (), j + 1,
                                 w, rw));

      q.resize (m - 1, m - 1);
      r.resize (m - 1, n);
    }
}

void
ComplexQR::shift_cols (octave_idx_type i, octave_idx_type j)
{
  octave_idx_type m = q.rows ();
  octave_idx_type k = r.rows ();
  octave_idx_type n = r.columns ();

  if (i < 0 || i > n-1 || j < 0 || j > n-1) 
    (*current_liboctave_error_handler) ("qrshift: index out of range");
  else
    {
      OCTAVE_LOCAL_BUFFER (Complex, w, k);
      OCTAVE_LOCAL_BUFFER (double, rw, k);
      F77_XFCN (zqrshc, ZQRSHC, (m, n, k, 
                                 q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (),
                                 i + 1, j + 1, w, rw));
    }
}

#else

// Replacement update methods.

void
ComplexQR::update (const ComplexColumnVector& u, const ComplexColumnVector& v)
{
  warn_qrupdate_once ();

  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();

  if (u.length () == m && v.length () == n)
    {
      init(q*r + ComplexMatrix (u) * ComplexMatrix (v).hermitian (), get_type ());
    }
  else
    (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
}

void
ComplexQR::update (const ComplexMatrix& u, const ComplexMatrix& v)
{
  warn_qrupdate_once ();

  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();

  if (u.rows () == m && v.rows () == n && u.cols () == v.cols ())
    {
      init(q*r + u * v.hermitian (), get_type ());
    }
  else
    (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
}

static
ComplexMatrix insert_col (const ComplexMatrix& a, octave_idx_type i,
                          const ComplexColumnVector& x)
{
  ComplexMatrix retval (a.rows (), a.columns () + 1);
  retval.assign (idx_vector::colon, idx_vector (0, i),
                 a.index (idx_vector::colon, idx_vector (0, i)));
  retval.assign (idx_vector::colon, idx_vector (i), x);
  retval.assign (idx_vector::colon, idx_vector (i+1, retval.columns ()),
                 a.index (idx_vector::colon, idx_vector (i, a.columns ())));
  return retval;
}

static
ComplexMatrix insert_row (const ComplexMatrix& a, octave_idx_type i,
                          const ComplexRowVector& x)
{
  ComplexMatrix retval (a.rows () + 1, a.columns ());
  retval.assign (idx_vector (0, i), idx_vector::colon,
                 a.index (idx_vector (0, i), idx_vector::colon));
  retval.assign (idx_vector (i), idx_vector::colon, x);
  retval.assign (idx_vector (i+1, retval.rows ()), idx_vector::colon,
                 a.index (idx_vector (i, a.rows ()), idx_vector::colon));
  return retval;
}

static
ComplexMatrix delete_col (const ComplexMatrix& a, octave_idx_type i)
{
  ComplexMatrix retval = a;
  retval.delete_elements (1, idx_vector (i));
  return retval;
}

static
ComplexMatrix delete_row (const ComplexMatrix& a, octave_idx_type i)
{
  ComplexMatrix retval = a;
  retval.delete_elements (0, idx_vector (i));
  return retval;
}

static
ComplexMatrix shift_cols (const ComplexMatrix& a, 
                          octave_idx_type i, octave_idx_type j)
{
  octave_idx_type n = a.columns ();
  Array<octave_idx_type> p (n);
  for (octave_idx_type k = 0; k < n; k++) p(k) = k;
  if (i < j)
    {
      for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
      p(j) = i;
    }
  else if (j < i)
    {
      p(j) = i;
      for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
    }

  return a.index (idx_vector::colon, idx_vector (p));
}

void
ComplexQR::insert_col (const ComplexColumnVector& u, octave_idx_type j)
{
  warn_qrupdate_once ();

  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();

  if (u.length () != m)
    (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
  else if (j < 0 || j > n) 
    (*current_liboctave_error_handler) ("qrinsert: index out of range");
  else
    {
      init (::insert_col (q*r, j, u), get_type ());
    }
}

void
ComplexQR::insert_col (const ComplexMatrix& u, const Array<octave_idx_type>& j)
{
  warn_qrupdate_once ();

  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();

  Array<octave_idx_type> jsi;
  Array<octave_idx_type> js = j.sort (jsi, 0, ASCENDING);
  octave_idx_type nj = js.length ();
  bool dups = false;
  for (octave_idx_type i = 0; i < nj - 1; i++)
    dups = dups && js(i) == js(i+1);

  if (dups)
    (*current_liboctave_error_handler) ("qrinsert: duplicate index detected");
  else if (u.length () != m || u.columns () != nj)
    (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
  else if (nj > 0 && (js(0) < 0 || js(nj-1) > n))
    (*current_liboctave_error_handler) ("qrinsert: index out of range");
  else if (nj > 0)
    {
      ComplexMatrix a = q*r;
      for (octave_idx_type i = 0; i < js.length (); i++)
        a = ::insert_col (a, js(i), u.column (i));
      init (a, get_type ());
    }
}

void
ComplexQR::delete_col (octave_idx_type j)
{
  warn_qrupdate_once ();

  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();

  if (j < 0 || j > n-1) 
    (*current_liboctave_error_handler) ("qrdelete: index out of range");
  else
    {
      init (::delete_col (q*r, j), get_type ());
    }
}

void
ComplexQR::delete_col (const Array<octave_idx_type>& j)
{
  warn_qrupdate_once ();

  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();

  Array<octave_idx_type> jsi;
  Array<octave_idx_type> js = j.sort (jsi, 0, DESCENDING);
  octave_idx_type nj = js.length ();
  bool dups = false;
  for (octave_idx_type i = 0; i < nj - 1; i++)
    dups = dups && js(i) == js(i+1);

  if (dups)
    (*current_liboctave_error_handler) ("qrinsert: duplicate index detected");
  else if (nj > 0 && (js(0) > n-1 || js(nj-1) < 0))
    (*current_liboctave_error_handler) ("qrinsert: index out of range");
  else if (nj > 0)
    {
      ComplexMatrix a = q*r;
      for (octave_idx_type i = 0; i < js.length (); i++)
        a = ::delete_col (a, js(i));
      init (a, get_type ());
    }
}

void
ComplexQR::insert_row (const ComplexRowVector& u, octave_idx_type j)
{
  warn_qrupdate_once ();

  octave_idx_type m = r.rows ();
  octave_idx_type n = r.columns ();

  if (! q.is_square () || u.length () != n)
    (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch");
  else if (j < 0 || j > m) 
    (*current_liboctave_error_handler) ("qrinsert: index out of range");
  else
    {
      init (::insert_row (q*r, j, u), get_type ());
    }
}

void
ComplexQR::delete_row (octave_idx_type j)
{
  warn_qrupdate_once ();

  octave_idx_type m = r.rows ();
  octave_idx_type n = r.columns ();

  if (! q.is_square ())
    (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch");
  else if (j < 0 || j > m-1) 
    (*current_liboctave_error_handler) ("qrdelete: index out of range");
  else
    {
      init (::delete_row (q*r, j), get_type ());
    }
}

void
ComplexQR::shift_cols (octave_idx_type i, octave_idx_type j)
{
  warn_qrupdate_once ();

  octave_idx_type m = q.rows ();
  octave_idx_type n = r.columns ();

  if (i < 0 || i > n-1 || j < 0 || j > n-1) 
    (*current_liboctave_error_handler) ("qrshift: index out of range");
  else
    {
      init (::shift_cols (q*r, i, j), get_type ());
    }
}

#endif