Mercurial > octave-nkf
view liboctave/CmplxQR.cc @ 8828:8463d1a2e544
Doc fixes.
* 2]$$. => 2].$$
* @var{extrapval} => @var{extrapval}.
* call helloworld.oct => called @file{helloworld.oct}
* @itemize => @table @code
* shows. => shows:
* save => @code{save}
* @ref{Breakpoints} => @pxref{Breakpoints}
* add @noindent following example
* which is computed => and compute it
* clarify wording
* remove comma
* good => well
* set => number
* by writing => with the command
* has the option of directly calling => can call
* [-like-] {+of the right size,+}
* solvers => routines
* handle => test for
* add introductory section
* add following
* {+the+} [0..bitmax] => [0,bitmax]
* of the => with
* number => value
* add usual
* Besides when doing comparisons, logical => Logical {+also+}
* array comparison => array, comparisons
* param => parameter
* works very similar => is similar
* strings, => strings
* most simple => simplest
* easier => more easily
* like => as
* called => called,
* clarify wording
* you should simply type => use
* clarify wording
* means => way
* equally => also
* [-way much-] {+way+}
* add with mean value parameter given by the first argument, @var{l}
* add Functions described as @dfn{mapping functions} apply the given
operation to each element when given a matrix argument.
* in this brief introduction => here
* It is worth noticing => Note
* add following
* means => ways
author | Brian Gough <bjg@network-theory.co.uk> |
---|---|
date | Fri, 20 Feb 2009 11:17:01 -0500 |
parents | 20dfb885f877 |
children | b03953732530 |
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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" 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, 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 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, 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)); } } } 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 (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++) { 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, 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++) { 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, 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 /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */