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538
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1 // -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include "config.h" |
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26 #endif |
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27 |
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28 #if defined (__GNUG__) |
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29 #pragma implementation |
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30 #endif |
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31 |
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32 #include <assert.h> |
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33 |
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34 #include "CmplxQRP.h" |
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35 #include "mx-inlines.cc" |
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36 #include "lo-error.h" |
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37 #include "f77-uscore.h" |
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38 |
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39 extern "C" |
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40 { |
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41 int F77_FCN (zgeqpf) (const int*, const int*, Complex*, const int*, |
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42 int*, Complex*, Complex*, double*, int*); |
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43 |
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44 int F77_FCN (zungqr) (const int*, const int*, const int*, Complex*, |
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45 const int*, Complex*, Complex*, const int*, int*); |
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538
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46 } |
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47 |
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48 // It would be best to share some of this code with ComplexQR class... |
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49 |
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50 ComplexQRP::ComplexQRP (const ComplexMatrix& a, QR::type qr_type) |
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51 { |
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52 assert (qr_type != QR::raw); |
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53 |
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54 int m = a.rows (); |
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55 int n = a.cols (); |
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56 |
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57 if (m == 0 || n == 0) |
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58 { |
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59 (*current_liboctave_error_handler) |
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60 ("ComplexQR must have non-empty matrix"); |
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61 return; |
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62 } |
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63 |
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64 Complex *tmp_data; |
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65 int min_mn = m < n ? m : n; |
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66 Complex *tau = new Complex[min_mn]; |
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67 int lwork = n; |
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68 Complex *work = new Complex[lwork]; |
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69 int info = 0; |
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70 |
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71 if (m > n) |
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72 { |
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73 tmp_data = new Complex [m*m]; |
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74 copy (tmp_data, a.data (), a.length ()); |
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75 } |
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76 else |
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77 tmp_data = dup (a.data (), a.length ()); |
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78 |
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79 |
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80 work = new Complex[n]; |
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81 double *rwork = new double[2*n]; |
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82 int *jpvt = new int[n]; |
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83 |
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84 // Clear Pivot vector (code to enforce a certain permutation would go |
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85 // here...) |
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86 |
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87 for (int i = 0; i < n; i++) |
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88 jpvt[i] = 0; |
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89 |
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90 F77_FCN (zgeqpf) (&m, &n, tmp_data, &m, jpvt, tau, work, rwork, &info); |
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91 |
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92 // Form Permutation matrix (if economy is requested, return the |
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93 // indices only!) |
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94 |
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95 if (qr_type == QR::economy && m > n) |
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96 { |
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97 p.resize (1, n, 0.0); |
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98 for (int j = 0; j < n; j++) |
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99 p.elem (0, j) = jpvt[j]; |
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100 } |
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101 else |
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102 { |
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103 p.resize (n, n, 0.0); |
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104 for (int j = 0; j < n; j++) |
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105 p.elem (jpvt[j]-1, j) = 1.0; |
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106 } |
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107 |
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108 delete [] jpvt; |
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109 delete [] work; |
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110 |
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111 int m2; |
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112 if (qr_type == QR::economy && m > n) |
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113 { |
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114 m2 = n; |
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115 r.resize (n, n, 0.0); |
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116 } |
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117 else |
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118 { |
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119 m2 = m; |
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120 r.resize (m, n, 0.0); |
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121 } |
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122 |
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123 for (int j = 0; j < n; j++) |
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124 { |
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125 int limit = j < min_mn-1 ? j : min_mn-1; |
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126 for (int i = 0; i <= limit; i++) |
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127 r.elem (i, j) = tmp_data[m*j+i]; |
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128 } |
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129 |
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130 lwork = 32*m; |
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131 work = new Complex[lwork]; |
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132 |
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133 F77_FCN (zungqr) (&m, &m, &min_mn, tmp_data, &m, tau, work, |
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134 &lwork, &info); |
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135 |
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136 q = ComplexMatrix (tmp_data, m, m); |
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137 |
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138 delete [] tau; |
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139 delete [] work; |
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140 } |
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141 |
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142 /* |
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143 ;;; Local Variables: *** |
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144 ;;; mode: C++ *** |
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145 ;;; page-delimiter: "^/\\*" *** |
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146 ;;; End: *** |
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147 */ |
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148 |
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149 /* |
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150 ;;; Local Variables: *** |
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151 ;;; mode: C++ *** |
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152 ;;; page-delimiter: "^/\\*" *** |
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153 ;;; End: *** |
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154 */ |
