view liboctave/fCmplxQR.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 "fCmplxQR.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<FloatComplexMatrix>;

extern "C"
{
  F77_RET_T
  F77_FUNC (cgeqrf, CGEQRF) (const octave_idx_type&, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&,
                             FloatComplex*, FloatComplex*,
                             const octave_idx_type&, octave_idx_type&); 

  F77_RET_T
  F77_FUNC (cungqr, CUNGQR) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, FloatComplex*,
                             const octave_idx_type&, FloatComplex*,
                             FloatComplex*, const octave_idx_type&,
                             octave_idx_type&);

#ifdef HAVE_QRUPDATE

  F77_RET_T
  F77_FUNC (cqr1up, CQR1UP) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, FloatComplex*,
                             const octave_idx_type&, FloatComplex*,
                             const octave_idx_type&, FloatComplex*,
                             FloatComplex*, FloatComplex*, float*);

  F77_RET_T
  F77_FUNC (cqrinc, CQRINC) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, FloatComplex*,
                             const octave_idx_type&, FloatComplex*,
                             const octave_idx_type&,const octave_idx_type&,
                             const FloatComplex*, float*);

  F77_RET_T
  F77_FUNC (cqrdec, CQRDEC) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, FloatComplex*,
                             const octave_idx_type&, FloatComplex*,
                             const octave_idx_type&, const octave_idx_type&,
                             float*);

  F77_RET_T
  F77_FUNC (cqrinr, CQRINR) (const octave_idx_type&, const octave_idx_type&, 
                             FloatComplex*, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&,
                             const octave_idx_type&, const FloatComplex*,
                             float*);

  F77_RET_T
  F77_FUNC (cqrder, CQRDER) (const octave_idx_type&, const octave_idx_type&, 
                             FloatComplex*, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&,
                             const octave_idx_type&, FloatComplex*, float*);

  F77_RET_T
  F77_FUNC (cqrshc, CQRSHC) (const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, FloatComplex*,
                             const octave_idx_type&, FloatComplex*,
                             const octave_idx_type&, const octave_idx_type&,
                             const octave_idx_type&, FloatComplex*,
                             float*);

#endif
}

FloatComplexQR::FloatComplexQR (const FloatComplexMatrix& a, qr_type_t qr_type)
{
  init (a, qr_type);
}

void
FloatComplexQR::init (const FloatComplexMatrix& 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 (FloatComplex, tau, min_mn);

  octave_idx_type info = 0;

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

  if (m > 0)
    {
      // workspace query.
      FloatComplex clwork;
      F77_XFCN (cgeqrf, CGEQRF, (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 (FloatComplex, work, lwork);
      F77_XFCN (cgeqrf, CGEQRF, (m, n, afact.fortran_vec (), m, tau, work, lwork, info));
    }

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

void FloatComplexQR::form (octave_idx_type n, FloatComplexMatrix& afact, 
                           FloatComplex *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 = FloatComplexMatrix (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 = FloatComplexMatrix (); // optimize memory
        }
      else
        {
          // afact will become r.
          q = FloatComplexMatrix (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.
          FloatComplex clwork;
          F77_XFCN (cungqr, CUNGQR, (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 (FloatComplex, work, lwork);
          F77_XFCN (cungqr, CUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau,
                                     work, lwork, info));
        }
    }
}

#ifdef HAVE_QRUPDATE

void
FloatComplexQR::update (const FloatComplexColumnVector& u, const FloatComplexColumnVector& 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)
    {
      FloatComplexColumnVector utmp = u, vtmp = v;
      OCTAVE_LOCAL_BUFFER (FloatComplex, w, k);
      OCTAVE_LOCAL_BUFFER (float, rw, k);
      F77_XFCN (cqr1up, CQR1UP, (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
FloatComplexQR::update (const FloatComplexMatrix& u, const FloatComplexMatrix& 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 (FloatComplex, w, k);
      OCTAVE_LOCAL_BUFFER (float, rw, k);
      for (volatile octave_idx_type i = 0; i < u.cols (); i++)
        {
          FloatComplexColumnVector utmp = u.column (i), vtmp = v.column (i);
          F77_XFCN (cqr1up, CQR1UP, (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
FloatComplexQR::insert_col (const FloatComplexColumnVector& 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);
        }

      FloatComplexColumnVector utmp = u;
      OCTAVE_LOCAL_BUFFER (float, rw, k);
      F77_XFCN (cqrinc, CQRINC, (m, n, k, q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (), j + 1, 
                                 utmp.data (), rw));
    }
}

void
FloatComplexQR::insert_col (const FloatComplexMatrix& 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 (float, rw, kmax);
      for (volatile octave_idx_type i = 0; i < js.length (); i++)
        {
          octave_idx_type ii = i;
          F77_XFCN (cqrinc, CQRINC, (m, n + ii, std::min (kmax, k + ii), 
                                     q.fortran_vec (), q.rows (),
                                     r.fortran_vec (), r.rows (), js(ii) + 1, 
                                     u.column (jsi(i)).data (), rw));
        }
    }
}

void
FloatComplexQR::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 (float, rw, k);
      F77_XFCN (cqrdec, CQRDEC, (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
FloatComplexQR::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 (float, rw, k);
      for (volatile octave_idx_type i = 0; i < js.length (); i++)
        {
          octave_idx_type ii = i;
          F77_XFCN (cqrdec, CQRDEC, (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
FloatComplexQR::insert_row (const FloatComplexRowVector& 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);
      FloatComplexRowVector utmp = u;
      OCTAVE_LOCAL_BUFFER (float, rw, k);
      F77_XFCN (cqrinr, CQRINR, (m, n, q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (), 
                                 j + 1, utmp.fortran_vec (), rw));

    }
}

void
FloatComplexQR::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 (FloatComplex, w, m);
      OCTAVE_LOCAL_BUFFER (float, rw, m);
      F77_XFCN (cqrder, CQRDER, (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
FloatComplexQR::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 (FloatComplex, w, k);
      OCTAVE_LOCAL_BUFFER (float, rw, k);
      F77_XFCN (cqrshc, CQRSHC, (m, n, k, 
                                 q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (),
                                 i + 1, j + 1, w, rw));
    }
}

#else

// Replacement update methods.

void
FloatComplexQR::update (const FloatComplexColumnVector& u, const FloatComplexColumnVector& 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 + FloatComplexMatrix (u) * FloatComplexMatrix (v).hermitian (), get_type ());
    }
  else
    (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
}

void
FloatComplexQR::update (const FloatComplexMatrix& u, const FloatComplexMatrix& 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
FloatComplexMatrix insert_col (const FloatComplexMatrix& a, octave_idx_type i,
                               const FloatComplexColumnVector& x)
{
  FloatComplexMatrix 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
FloatComplexMatrix insert_row (const FloatComplexMatrix& a, octave_idx_type i,
                               const FloatComplexRowVector& x)
{
  FloatComplexMatrix 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
FloatComplexMatrix delete_col (const FloatComplexMatrix& a, octave_idx_type i)
{
  FloatComplexMatrix retval = a;
  retval.delete_elements (1, idx_vector (i));
  return retval;
}

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

static
FloatComplexMatrix shift_cols (const FloatComplexMatrix& 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
FloatComplexQR::insert_col (const FloatComplexColumnVector& 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
FloatComplexQR::insert_col (const FloatComplexMatrix& 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)
    {
      FloatComplexMatrix 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
FloatComplexQR::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
FloatComplexQR::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)
    {
      FloatComplexMatrix a = q*r;
      for (octave_idx_type i = 0; i < js.length (); i++)
        a = ::delete_col (a, js(i));
      init (a, get_type ());
    }
}

void
FloatComplexQR::insert_row (const FloatComplexRowVector& 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
FloatComplexQR::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
FloatComplexQR::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