view liboctave/dbleQRP.cc @ 1922:8a57554f3142

[project @ 1996-02-11 02:53:20 by jwe]
author jwe
date Sun, 11 Feb 1996 02:53:20 +0000
parents 1281a23a34dd
children 20353fa5f83d
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//                                        -*- C++ -*-
/*

Copyright (C) 1996 John W. Eaton

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 2, 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, write to the Free
Software Foundation, 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.

*/

#if defined (__GNUG__)
#pragma implementation
#endif

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include <cassert>

#include "dbleQRP.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "mx-inlines.cc"

extern "C"
{
  int F77_FCN (dgeqpf, DGEQPF) (const int&, const int&, double*,
				const int&, int*, double*, double*,
				int&);

  int F77_FCN (dorgqr, DORGQR) (const int&, const int&, const int&,
				double*, const int&, double*, double*,
				const int&, int&); 
}

// It would be best to share some of this code with QR class...

QRP::QRP (const Matrix& a, QR::type qr_type)
{
  assert (qr_type != QR::raw);

  tau = 0;
  work = 0;
  tmp_data = 0;
  jpvt = 0;

  int m = a.rows ();
  int n = a.cols ();

  if (m == 0 || n == 0)
    {
      (*current_liboctave_error_handler) ("QR must have non-empty matrix");
      return;
    }

  int min_mn = m < n ? m : n;
  tau = new double[min_mn];

  int lwork = 3*n;
  work = new double[lwork];

  int info = 0;

  if (m > n)
    {
      tmp_data = new double [m*m];
      copy (tmp_data, a.data (), a.length ());
    }
  else
    tmp_data = dup (a.data (), a.length ());

  jpvt = new int[n];

  // Clear Pivot vector (code to enforce a certain permutation would
  // go here...)

  for (int i = 0; i < n; i++)
    jpvt[i] = 0;

  F77_XFCN (dgeqpf, DGEQPF, (m, n, tmp_data, m, jpvt, tau, work, info));

  delete [] work;
  work = 0;

  if (f77_exception_encountered)
    (*current_liboctave_error_handler) ("unrecoverable error in dgeqpf");
  else
    {
      // Form Permutation matrix (if economy is requested, return the
      // indices only!)

      if (qr_type == QR::economy && m > n)
	{
	  p.resize (1, n, 0.0);
	  for (int j = 0; j < n; j++)
	    p.elem (0, j) = jpvt[j];
	}
      else
	{
	  p.resize (n, n, 0.0);
	  for (int j = 0; j < n; j++)
	    p.elem (jpvt[j]-1, j) = 1.0;
	}

      delete [] jpvt;
      jpvt = 0;

      volatile int n2;

      if (qr_type == QR::economy && m > n)
	{
	  n2 = n;
	  r.resize (n, n, 0.0);
	}
      else
	{
	  n2 = m;
	  r.resize (m, n, 0.0);
	}

      for (int j = 0; j < n; j++)
	{
	  int limit = j < min_mn-1 ? j : min_mn-1;
	  for (int i = 0; i <= limit; i++)
	    r.elem (i, j) = tmp_data[m*j+i];
	}

      lwork = 32*m;
      work = new double[lwork];

      F77_XFCN (dorgqr, DORGQR, (m, m, min_mn, tmp_data, m, tau, work,
				 lwork, info));

      if (f77_exception_encountered)
	(*current_liboctave_error_handler) ("unrecoverable error in dorgqr");
      else
	{
	  q = Matrix (tmp_data, m, m);
	  tmp_data = 0;
	  q.resize (m, n2);
	}
    }

  delete [] tau;
  tau = 0;

  delete [] work;
  work = 0;

  delete [] tmp_data;
  tmp_data = 0;

  delete [] jpvt;
  jpvt = 0;
}

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