view liboctave/fCmplxQR.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 "fCmplxQR.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 (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 qr_type)
  : q (), r ()
{
  init (a, qr_type);
}

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

  octave_idx_type info = 0;

  FloatComplexMatrix afact = a;
  if (m > n && qr_type == QR::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, 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 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 = 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, 1);
          OCTAVE_LOCAL_BUFFER (FloatComplex, work, lwork);
          F77_XFCN (cungqr, CUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau,
                                     work, lwork, info));
        }
    }
}

FloatComplexQR::FloatComplexQR (const FloatComplexMatrix& q_arg, const FloatComplexMatrix& 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
FloatComplexQR::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
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 (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, 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 (octave_idx_type i = 0; i < js.length (); i++)
        {
          F77_XFCN (cqrinc, CQRINC, (m, n + i, std::min (kmax, k + i), 
                                     q.fortran_vec (), q.rows (),
                                     r.fortran_vec (), r.rows (), js(i) + 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, 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 (octave_idx_type i = 0; i < js.length (); i++)
        {
          F77_XFCN (cqrdec, CQRDEC, (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
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, 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, 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

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