view liboctave/CmplxQR.cc @ 8710:739141cde75a ss-3-1-52

fix typo in Array-f.cc
author Jaroslav Hajek <highegg@gmail.com>
date Mon, 09 Feb 2009 21:51:31 +0100
parents c86718093c1b
children e9cb742df9eb
line wrap: on
line source

/*

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"

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 qr_type)
  : q (), r ()
{
  init (a, qr_type);
}

void
ComplexQR::init (const ComplexMatrix& a, QR::type 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::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, 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 qr_type)
{
  octave_idx_type m = afact.rows (), min_mn = std::min (m, n);
  octave_idx_type info;

  if (qr_type == QR::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::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, 1);
          OCTAVE_LOCAL_BUFFER (Complex, work, lwork);
          F77_XFCN (zungqr, ZUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau,
                                     work, lwork, info));
        }
    }
}

ComplexQR::ComplexQR (const ComplexMatrix& q_arg, const ComplexMatrix& r_arg)
{
  octave_idx_type qr = q_arg.rows (), qc = q_arg.columns ();
  octave_idx_type rr = r_arg.rows (), rc = r_arg.columns ();
  if (qc == rr && (qr == qc || (qr > qc && rr == rc)))
    {
      q = q_arg;
      r = r_arg;
    }
  else
    (*current_liboctave_error_handler) ("QR dimensions mismatch");
}

QR::type
ComplexQR::get_type (void) const
{
  QR::type retval;
  if (!q.is_empty () && q.is_square ())
    retval = QR::std;
  else if (q.rows () > q.columns () && r.is_square ())
    retval = QR::economy;
  else
    retval = QR::raw;
  return retval;
}

#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 (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, 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 (octave_idx_type i = 0; i < js.length (); i++)
        {
          ComplexColumnVector utmp = u.column (jsi(i));
          F77_XFCN (zqrinc, ZQRINC, (m, n + i, std::min (kmax, k + i), 
                                     q.fortran_vec (), q.rows (),
                                     r.fortran_vec (), r.rows (), js(i) + 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, 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 (octave_idx_type i = 0; i < js.length (); i++)
        {
          F77_XFCN (zqrdec, ZQRDEC, (m, n - i, k == m ? k : k - i, 
                                     q.fortran_vec (), q.rows (),
                                     r.fortran_vec (), r.rows (), js(i) + 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, 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, 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

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/