view liboctave/floatQR.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 "floatQR.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 (sgeqrf, SGEQRF) (const octave_idx_type&, const octave_idx_type&, float*, const octave_idx_type&,
			     float*, float*, const octave_idx_type&, octave_idx_type&); 

  F77_RET_T
  F77_FUNC (sorgqr, SORGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, float*,
			     const octave_idx_type&, float*, float*, const octave_idx_type&, octave_idx_type&);

#ifdef HAVE_QRUPDATE

  F77_RET_T
  F77_FUNC (sqr1up, SQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, 
                             float*, const octave_idx_type&, float*, const octave_idx_type&,
                             float*, float*, float*);

  F77_RET_T
  F77_FUNC (sqrinc, SQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, 
                             float*, const octave_idx_type&, float*, const octave_idx_type&,
                             const octave_idx_type&, const float*, float*);

  F77_RET_T
  F77_FUNC (sqrdec, SQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, 
                             float*, const octave_idx_type&, float*, const octave_idx_type&,
                             const octave_idx_type&, float*);

  F77_RET_T
  F77_FUNC (sqrinr, SQRINR) (const octave_idx_type&, const octave_idx_type&, 
                             float*, const octave_idx_type&, float*, const octave_idx_type&,
                             const octave_idx_type&, const float*, float*);

  F77_RET_T
  F77_FUNC (sqrder, SQRDER) (const octave_idx_type&, const octave_idx_type&, 
                             float*, const octave_idx_type&, float*, const octave_idx_type&,
                             const octave_idx_type&, float*);

  F77_RET_T
  F77_FUNC (sqrshc, SQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
                             float*, const octave_idx_type&, float*, const octave_idx_type&,
                             const octave_idx_type&, const octave_idx_type&,
                             float*);

#endif
}

FloatQR::FloatQR (const FloatMatrix& a, QR::type qr_type)
  : q (), r ()
{
  init (a, qr_type);
}

void
FloatQR::init (const FloatMatrix& 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 (float, tau, min_mn);

  octave_idx_type info = 0;

  FloatMatrix afact = a;
  if (m > n && qr_type == QR::std)
    afact.resize (m, m);

  if (m > 0)
    {
      // workspace query.
      float rlwork;
      F77_XFCN (sgeqrf, SGEQRF, (m, n, afact.fortran_vec (), m, tau, &rlwork, -1, info));

      // allocate buffer and do the job.
      octave_idx_type lwork = rlwork; lwork = std::max (lwork, 1);
      OCTAVE_LOCAL_BUFFER (float, work, lwork);
      F77_XFCN (sgeqrf, SGEQRF, (m, n, afact.fortran_vec (), m, tau, work, lwork, info));
    }

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

void FloatQR::form (octave_idx_type n, FloatMatrix& afact, 
                    float *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 = FloatMatrix (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 = FloatMatrix (); // optimize memory
        }
      else
        {
          // afact will become r.
          q = FloatMatrix (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.
          float rlwork;
          F77_XFCN (sorgqr, SORGQR, (m, k, min_mn, q.fortran_vec (), m, tau,
                                     &rlwork, -1, info));

          // allocate buffer and do the job.
          octave_idx_type lwork = rlwork; lwork = std::max (lwork, 1);
          OCTAVE_LOCAL_BUFFER (float, work, lwork);
          F77_XFCN (sorgqr, SORGQR, (m, k, min_mn, q.fortran_vec (), m, tau,
                                     work, lwork, info));
        }
    }
}

FloatQR::FloatQR (const FloatMatrix& q_arg, const FloatMatrix& 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
FloatQR::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
FloatQR::update (const FloatColumnVector& u, const FloatColumnVector& 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)
    {
      FloatColumnVector utmp = u, vtmp = v;
      OCTAVE_LOCAL_BUFFER (float, w, 2*k);
      F77_XFCN (sqr1up, SQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k,
                                 utmp.fortran_vec (), vtmp.fortran_vec (), w));
    }
  else
    (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
}

void
FloatQR::update (const FloatMatrix& u, const FloatMatrix& 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 (float, w, 2*k);
      for (octave_idx_type i = 0; i < u.cols (); i++)
        {
          FloatColumnVector utmp = u.column (i), vtmp = v.column (i);
          F77_XFCN (sqr1up, SQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k,
                                     utmp.fortran_vec (), vtmp.fortran_vec (), w));
        }
    }
  else
    (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
}

void
FloatQR::insert_col (const FloatColumnVector& 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);
        }

      FloatColumnVector utmp = u;
      OCTAVE_LOCAL_BUFFER (float, w, k);
      F77_XFCN (sqrinc, SQRINC, (m, n, k, q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (), j + 1, 
                                 utmp.data (), w));
    }
}

void
FloatQR::insert_col (const FloatMatrix& 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, w, kmax);
      for (octave_idx_type i = 0; i < js.length (); i++)
        {
          FloatColumnVector utmp = u.column (jsi(i));
          F77_XFCN (sqrinc, SQRINC, (m, n + i, std::min (kmax, k + i), 
                                     q.fortran_vec (), q.rows (),
                                     r.fortran_vec (), r.rows (), js(i) + 1, 
                                     utmp.data (), w));
        }
    }
}

void
FloatQR::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, w, k);
      F77_XFCN (sqrdec, SQRDEC, (m, n, k, q.fortran_vec (), q.rows (),
				 r.fortran_vec (), r.rows (), j + 1, w));

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

void
FloatQR::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, w, k);
      for (octave_idx_type i = 0; i < js.length (); i++)
        {
          F77_XFCN (sqrdec, SQRDEC, (m, n - i, k == m ? k : k - i, 
                                     q.fortran_vec (), q.rows (),
                                     r.fortran_vec (), r.rows (), js(i) + 1, w));
        }
      if (k < m)
        {
          q.resize (m, k - nj);
          r.resize (k - nj, n - nj);
        }
      else
        {
          r.resize (k, n - nj);
        }

    }
}

void
FloatQR::insert_row (const FloatRowVector& 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);
      FloatRowVector utmp = u;
      OCTAVE_LOCAL_BUFFER (float, w, k);
      F77_XFCN (sqrinr, SQRINR, (m, n, q.fortran_vec (), q.rows (),
				 r.fortran_vec (), r.rows (), 
                                 j + 1, utmp.fortran_vec (), w));

    }
}

void
FloatQR::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 (float, w, 2*m);
      F77_XFCN (sqrder, SQRDER, (m, n, q.fortran_vec (), q.rows (),
				 r.fortran_vec (), r.rows (), j + 1,
                                 w));

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

void
FloatQR::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 (float, w, 2*k);
      F77_XFCN (sqrshc, SQRSHC, (m, n, k, 
                                 q.fortran_vec (), q.rows (),
                                 r.fortran_vec (), r.rows (),
                                 i + 1, j + 1, w));
    }
}

#else

// Replacement update methods.

void
FloatQR::update (const FloatColumnVector& u, const FloatColumnVector& 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 + FloatMatrix (u) * FloatMatrix (v).transpose (), get_type ());
    }
  else
    (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
}

void
FloatQR::update (const FloatMatrix& u, const FloatMatrix& 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.transpose (), get_type ());
    }
  else
    (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch");
}

static
FloatMatrix insert_col (const FloatMatrix& a, octave_idx_type i,
                        const FloatColumnVector& x)
{
  FloatMatrix 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
FloatMatrix insert_row (const FloatMatrix& a, octave_idx_type i,
                        const FloatRowVector& x)
{
  FloatMatrix 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
FloatMatrix delete_col (const FloatMatrix& a, octave_idx_type i)
{
  FloatMatrix retval = a;
  retval.delete_elements (1, idx_vector (i));
  return retval;
}

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

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

void
FloatQR::insert_row (const FloatRowVector& 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
FloatQR::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
FloatQR::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: ***
*/