Mercurial > octave
annotate liboctave/numeric/lu.cc @ 23220:092078913d54
maint: Merge stable to default.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 22 Feb 2017 12:58:07 -0500 |
parents | ef4d915df748 3ac9f9ecfae5 |
children | d691ed308237 |
rev | line source |
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1991 | 1 /* |
2 | |
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3 Copyright (C) 1996-2017 John W. Eaton |
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4 Copyright (C) 2009 VZLU Prague |
1991 | 5 |
6 This file is part of Octave. | |
7 | |
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 |
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10 the Free Software Foundation; either version 3 of the License, or |
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11 (at your option) any later version. |
1991 | 12 |
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13 Octave is distributed in the hope that it will be useful, but |
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14 WITHOUT ANY WARRANTY; without even the implied warranty of |
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15 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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16 GNU General Public License for more details. |
1991 | 17 |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
1991 | 21 |
22 */ | |
23 | |
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24 #if defined (HAVE_CONFIG_H) |
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25 # include "config.h" |
1991 | 26 #endif |
27 | |
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28 #include "CColVector.h" |
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29 #include "CMatrix.h" |
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30 #include "dColVector.h" |
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31 #include "dMatrix.h" |
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32 #include "fCColVector.h" |
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33 #include "fCMatrix.h" |
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34 #include "fColVector.h" |
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35 #include "fMatrix.h" |
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36 #include "lo-error.h" |
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37 #include "lo-lapack-proto.h" |
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38 #include "lo-qrupdate-proto.h" |
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39 #include "lu.h" |
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40 #include "oct-locbuf.h" |
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41 |
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42 namespace octave |
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43 { |
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44 namespace math |
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45 { |
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46 template <typename T> |
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47 lu<T>::lu (const T& l, const T& u, |
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48 const PermMatrix& p) |
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49 : a_fact (u), l_fact (l), ipvt (p.transpose ().col_perm_vec ()) |
1991 | 50 { |
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51 if (l.columns () != u.rows ()) |
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52 (*current_liboctave_error_handler) ("lu: dimension mismatch"); |
1991 | 53 } |
54 | |
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55 template <typename T> |
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56 bool |
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57 lu<T>::packed (void) const |
1991 | 58 { |
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59 return l_fact.dims () == dim_vector (); |
1991 | 60 } |
61 | |
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62 template <typename T> |
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63 void |
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64 lu<T>::unpack (void) |
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65 { |
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66 if (packed ()) |
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67 { |
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68 l_fact = L (); |
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69 a_fact = U (); // FIXME: sub-optimal |
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70 ipvt = getp (); |
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71 } |
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72 } |
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73 |
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74 template <typename T> |
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75 T |
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76 lu<T>::L (void) const |
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77 { |
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78 if (packed ()) |
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79 { |
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80 octave_idx_type a_nr = a_fact.rows (); |
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81 octave_idx_type a_nc = a_fact.columns (); |
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82 octave_idx_type mn = (a_nr < a_nc ? a_nr : a_nc); |
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83 |
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84 T l (a_nr, mn, ELT_T (0.0)); |
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85 |
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86 for (octave_idx_type i = 0; i < a_nr; i++) |
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87 { |
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88 if (i < a_nc) |
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89 l.xelem (i, i) = 1.0; |
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90 |
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91 for (octave_idx_type j = 0; j < (i < a_nc ? i : a_nc); j++) |
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92 l.xelem (i, j) = a_fact.xelem (i, j); |
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93 } |
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94 |
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95 return l; |
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96 } |
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97 else |
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98 return l_fact; |
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99 } |
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100 |
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101 template <typename T> |
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102 T |
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103 lu<T>::U (void) const |
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104 { |
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105 if (packed ()) |
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106 { |
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107 octave_idx_type a_nr = a_fact.rows (); |
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108 octave_idx_type a_nc = a_fact.columns (); |
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109 octave_idx_type mn = (a_nr < a_nc ? a_nr : a_nc); |
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110 |
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111 T u (mn, a_nc, ELT_T (0.0)); |
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112 |
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113 for (octave_idx_type i = 0; i < mn; i++) |
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114 { |
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115 for (octave_idx_type j = i; j < a_nc; j++) |
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116 u.xelem (i, j) = a_fact.xelem (i, j); |
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117 } |
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118 |
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119 return u; |
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120 } |
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121 else |
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122 return a_fact; |
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123 } |
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124 |
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125 template <typename T> |
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126 T |
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127 lu<T>::Y (void) const |
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128 { |
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129 if (! packed ()) |
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130 (*current_liboctave_error_handler) |
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131 ("lu: Y () not implemented for unpacked form"); |
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132 |
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133 return a_fact; |
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134 } |
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135 |
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136 template <typename T> |
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137 Array<octave_idx_type> |
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138 lu<T>::getp (void) const |
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139 { |
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140 if (packed ()) |
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141 { |
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142 octave_idx_type a_nr = a_fact.rows (); |
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143 |
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144 Array<octave_idx_type> pvt (dim_vector (a_nr, 1)); |
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145 |
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146 for (octave_idx_type i = 0; i < a_nr; i++) |
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147 pvt.xelem (i) = i; |
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148 |
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149 for (octave_idx_type i = 0; i < ipvt.numel (); i++) |
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150 { |
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151 octave_idx_type k = ipvt.xelem (i); |
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152 |
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153 if (k != i) |
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154 { |
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155 octave_idx_type tmp = pvt.xelem (k); |
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156 pvt.xelem (k) = pvt.xelem (i); |
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157 pvt.xelem (i) = tmp; |
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158 } |
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159 } |
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160 |
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161 return pvt; |
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162 } |
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163 else |
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164 return ipvt; |
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165 } |
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166 |
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167 template <typename T> |
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168 PermMatrix |
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169 lu<T>::P (void) const |
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170 { |
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171 return PermMatrix (getp (), false); |
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172 } |
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173 |
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174 template <typename T> |
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175 ColumnVector |
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176 lu<T>::P_vec (void) const |
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177 { |
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178 octave_idx_type a_nr = a_fact.rows (); |
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179 |
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180 ColumnVector p (a_nr); |
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181 |
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182 Array<octave_idx_type> pvt = getp (); |
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183 |
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184 for (octave_idx_type i = 0; i < a_nr; i++) |
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185 p.xelem (i) = static_cast<double> (pvt.xelem (i) + 1); |
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186 |
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187 return p; |
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188 } |
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189 |
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190 template <typename T> |
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191 bool |
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192 lu<T>::regular (void) const |
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193 { |
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194 bool retval = true; |
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195 |
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196 octave_idx_type k = std::min (a_fact.rows (), a_fact.columns ()); |
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197 |
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198 for (octave_idx_type i = 0; i < k; i++) |
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199 { |
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200 if (a_fact(i, i) == ELT_T ()) |
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201 { |
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202 retval = false; |
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203 break; |
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204 } |
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205 } |
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206 |
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207 return retval; |
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208 } |
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209 |
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210 #if ! defined (HAVE_QRUPDATE_LUU) |
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211 |
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212 template <typename T> |
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213 void |
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214 lu<T>::update (const VT&, const VT&) |
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215 { |
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216 (*current_liboctave_error_handler) |
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217 ("luupdate: support for qrupdate with LU updates " |
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218 "was unavailable or disabled when liboctave was built"); |
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219 } |
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220 |
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221 template <typename T> |
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222 void |
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223 lu<T>::update (const T&, const T&) |
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224 { |
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225 (*current_liboctave_error_handler) |
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226 ("luupdate: support for qrupdate with LU updates " |
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227 "was unavailable or disabled when liboctave was built"); |
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228 } |
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229 |
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230 template <typename T> |
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231 void |
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232 lu<T>::update_piv (const VT&, const VT&) |
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233 { |
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234 (*current_liboctave_error_handler) |
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235 ("luupdate: support for qrupdate with LU updates " |
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236 "was unavailable or disabled when liboctave was built"); |
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237 } |
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238 |
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239 template <typename T> |
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240 void |
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241 lu<T>::update_piv (const T&, const T&) |
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242 { |
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243 (*current_liboctave_error_handler) |
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244 ("luupdate: support for qrupdate with LU updates " |
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245 "was unavailable or disabled when liboctave was built"); |
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246 } |
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247 |
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248 #endif |
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249 |
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250 // Specializations. |
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251 |
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252 template <> |
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253 lu<Matrix>::lu (const Matrix& a) |
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254 { |
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255 F77_INT a_nr = octave::to_f77_int (a.rows ()); |
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256 F77_INT a_nc = octave::to_f77_int (a.columns ()); |
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257 F77_INT mn = (a_nr < a_nc ? a_nr : a_nc); |
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258 |
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259 ipvt.resize (dim_vector (mn, 1)); |
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260 F77_INT *pipvt = ipvt.fortran_vec (); |
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261 |
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262 a_fact = a; |
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263 double *tmp_data = a_fact.fortran_vec (); |
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264 |
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265 F77_INT info = 0; |
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266 |
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267 F77_XFCN (dgetrf, DGETRF, (a_nr, a_nc, tmp_data, a_nr, pipvt, info)); |
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268 |
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269 for (F77_INT i = 0; i < mn; i++) |
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270 pipvt[i] -= 1; |
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271 } |
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272 |
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273 #if defined (HAVE_QRUPDATE_LUU) |
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274 |
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275 template <> |
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276 void |
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277 lu<Matrix>::update (const ColumnVector& u, const ColumnVector& v) |
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278 { |
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279 if (packed ()) |
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280 unpack (); |
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281 |
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282 Matrix& l = l_fact; |
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283 Matrix& r = a_fact; |
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284 |
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285 F77_INT m = octave::to_f77_int (l.rows ()); |
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286 F77_INT n = octave::to_f77_int (r.columns ()); |
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287 F77_INT k = octave::to_f77_int (l.columns ()); |
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288 |
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289 F77_INT u_nel = octave::to_f77_int (u.numel ()); |
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290 F77_INT v_nel = octave::to_f77_int (v.numel ()); |
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291 |
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292 if (u_nel != m || v_nel != n) |
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293 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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294 |
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295 ColumnVector utmp = u; |
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296 ColumnVector vtmp = v; |
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297 F77_XFCN (dlu1up, DLU1UP, (m, n, l.fortran_vec (), m, r.fortran_vec (), k, |
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298 utmp.fortran_vec (), vtmp.fortran_vec ())); |
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299 } |
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300 |
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301 template <> |
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302 void |
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303 lu<Matrix>::update (const Matrix& u, const Matrix& v) |
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304 { |
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305 if (packed ()) |
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306 unpack (); |
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307 |
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308 Matrix& l = l_fact; |
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309 Matrix& r = a_fact; |
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310 |
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311 F77_INT m = octave::to_f77_int (l.rows ()); |
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312 F77_INT n = octave::to_f77_int (r.columns ()); |
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313 F77_INT k = octave::to_f77_int (l.columns ()); |
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314 |
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315 F77_INT u_nr = octave::to_f77_int (u.rows ()); |
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316 F77_INT u_nc = octave::to_f77_int (u.columns ()); |
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317 |
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318 F77_INT v_nr = octave::to_f77_int (v.rows ()); |
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319 F77_INT v_nc = octave::to_f77_int (v.columns ()); |
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320 |
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321 if (u_nr != m || v_nr != n || u_nc != v_nc) |
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322 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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323 |
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324 for (volatile F77_INT i = 0; i < u_nc; i++) |
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325 { |
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326 ColumnVector utmp = u.column (i); |
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327 ColumnVector vtmp = v.column (i); |
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328 F77_XFCN (dlu1up, DLU1UP, (m, n, l.fortran_vec (), |
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329 m, r.fortran_vec (), k, |
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330 utmp.fortran_vec (), vtmp.fortran_vec ())); |
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331 } |
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332 } |
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333 |
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334 template <> |
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335 void |
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336 lu<Matrix>::update_piv (const ColumnVector& u, const ColumnVector& v) |
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337 { |
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338 if (packed ()) |
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339 unpack (); |
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340 |
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341 Matrix& l = l_fact; |
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342 Matrix& r = a_fact; |
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343 |
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344 F77_INT m = octave::to_f77_int (l.rows ()); |
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345 F77_INT n = octave::to_f77_int (r.columns ()); |
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346 F77_INT k = octave::to_f77_int (l.columns ()); |
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347 |
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348 F77_INT u_nel = octave::to_f77_int (u.numel ()); |
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349 F77_INT v_nel = octave::to_f77_int (v.numel ()); |
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350 |
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351 if (u_nel != m || v_nel != n) |
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352 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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353 |
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354 ColumnVector utmp = u; |
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355 ColumnVector vtmp = v; |
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356 OCTAVE_LOCAL_BUFFER (double, w, m); |
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357 for (F77_INT i = 0; i < m; i++) ipvt(i) += 1; // increment |
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358 F77_XFCN (dlup1up, DLUP1UP, (m, n, l.fortran_vec (), |
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359 m, r.fortran_vec (), k, |
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360 ipvt.fortran_vec (), |
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361 utmp.data (), vtmp.data (), w)); |
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362 for (F77_INT i = 0; i < m; i++) ipvt(i) -= 1; // decrement |
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363 } |
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364 |
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365 template <> |
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366 void |
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367 lu<Matrix>::update_piv (const Matrix& u, const Matrix& v) |
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368 { |
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369 if (packed ()) |
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370 unpack (); |
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371 |
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372 Matrix& l = l_fact; |
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373 Matrix& r = a_fact; |
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374 |
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375 F77_INT m = octave::to_f77_int (l.rows ()); |
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376 F77_INT n = octave::to_f77_int (r.columns ()); |
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377 F77_INT k = octave::to_f77_int (l.columns ()); |
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378 |
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379 F77_INT u_nr = octave::to_f77_int (u.rows ()); |
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380 F77_INT u_nc = octave::to_f77_int (u.columns ()); |
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381 |
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382 F77_INT v_nr = octave::to_f77_int (v.rows ()); |
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383 F77_INT v_nc = octave::to_f77_int (v.columns ()); |
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384 |
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385 if (u_nr != m || v_nr != n || u_nc != v_nc) |
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386 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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387 |
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388 OCTAVE_LOCAL_BUFFER (double, w, m); |
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389 for (F77_INT i = 0; i < m; i++) ipvt(i) += 1; // increment |
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390 for (volatile F77_INT i = 0; i < u_nc; i++) |
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391 { |
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392 ColumnVector utmp = u.column (i); |
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393 ColumnVector vtmp = v.column (i); |
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394 F77_XFCN (dlup1up, DLUP1UP, (m, n, l.fortran_vec (), |
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395 m, r.fortran_vec (), k, |
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396 ipvt.fortran_vec (), |
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397 utmp.data (), vtmp.data (), w)); |
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398 } |
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399 for (F77_INT i = 0; i < m; i++) ipvt(i) -= 1; // decrement |
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400 } |
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401 |
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402 #endif |
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403 |
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404 template <> |
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405 lu<FloatMatrix>::lu (const FloatMatrix& a) |
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406 { |
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407 F77_INT a_nr = octave::to_f77_int (a.rows ()); |
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408 F77_INT a_nc = octave::to_f77_int (a.columns ()); |
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409 F77_INT mn = (a_nr < a_nc ? a_nr : a_nc); |
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410 |
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411 ipvt.resize (dim_vector (mn, 1)); |
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412 F77_INT *pipvt = ipvt.fortran_vec (); |
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413 |
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414 a_fact = a; |
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415 float *tmp_data = a_fact.fortran_vec (); |
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416 |
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417 F77_INT info = 0; |
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418 |
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419 F77_XFCN (sgetrf, SGETRF, (a_nr, a_nc, tmp_data, a_nr, pipvt, info)); |
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420 |
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421 for (F77_INT i = 0; i < mn; i++) |
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422 pipvt[i] -= 1; |
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423 } |
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424 |
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425 #if defined (HAVE_QRUPDATE_LUU) |
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426 |
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427 template <> |
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428 void |
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429 lu<FloatMatrix>::update (const FloatColumnVector& u, const FloatColumnVector& v) |
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430 { |
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431 if (packed ()) |
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432 unpack (); |
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433 |
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434 FloatMatrix& l = l_fact; |
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435 FloatMatrix& r = a_fact; |
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436 |
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437 F77_INT m = octave::to_f77_int (l.rows ()); |
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438 F77_INT n = octave::to_f77_int (r.columns ()); |
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439 F77_INT k = octave::to_f77_int (l.columns ()); |
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440 |
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441 F77_INT u_nel = octave::to_f77_int (u.numel ()); |
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442 F77_INT v_nel = octave::to_f77_int (v.numel ()); |
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443 |
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444 if (u_nel != m || v_nel != n) |
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445 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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446 |
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447 FloatColumnVector utmp = u; |
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448 FloatColumnVector vtmp = v; |
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449 F77_XFCN (slu1up, SLU1UP, (m, n, l.fortran_vec (), |
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450 m, r.fortran_vec (), k, |
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451 utmp.fortran_vec (), vtmp.fortran_vec ())); |
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452 } |
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453 |
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454 template <> |
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455 void |
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456 lu<FloatMatrix>::update (const FloatMatrix& u, const FloatMatrix& v) |
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457 { |
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458 if (packed ()) |
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459 unpack (); |
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460 |
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461 FloatMatrix& l = l_fact; |
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462 FloatMatrix& r = a_fact; |
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463 |
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464 F77_INT m = octave::to_f77_int (l.rows ()); |
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465 F77_INT n = octave::to_f77_int (r.columns ()); |
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466 F77_INT k = octave::to_f77_int (l.columns ()); |
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467 |
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468 F77_INT u_nr = octave::to_f77_int (u.rows ()); |
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469 F77_INT u_nc = octave::to_f77_int (u.columns ()); |
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470 |
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471 F77_INT v_nr = octave::to_f77_int (v.rows ()); |
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472 F77_INT v_nc = octave::to_f77_int (v.columns ()); |
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473 |
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474 if (u_nr != m || v_nr != n || u_nc != v_nc) |
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475 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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476 |
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477 for (volatile F77_INT i = 0; i < u_nc; i++) |
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478 { |
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479 FloatColumnVector utmp = u.column (i); |
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480 FloatColumnVector vtmp = v.column (i); |
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481 F77_XFCN (slu1up, SLU1UP, (m, n, l.fortran_vec (), |
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482 m, r.fortran_vec (), k, |
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483 utmp.fortran_vec (), vtmp.fortran_vec ())); |
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484 } |
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485 } |
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486 |
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487 template <> |
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488 void |
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489 lu<FloatMatrix>::update_piv (const FloatColumnVector& u, |
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490 const FloatColumnVector& v) |
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491 { |
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492 if (packed ()) |
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493 unpack (); |
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494 |
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495 FloatMatrix& l = l_fact; |
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496 FloatMatrix& r = a_fact; |
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497 |
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498 F77_INT m = octave::to_f77_int (l.rows ()); |
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499 F77_INT n = octave::to_f77_int (r.columns ()); |
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500 F77_INT k = octave::to_f77_int (l.columns ()); |
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501 |
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502 F77_INT u_nel = octave::to_f77_int (u.numel ()); |
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503 F77_INT v_nel = octave::to_f77_int (v.numel ()); |
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504 |
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505 if (u_nel != m || v_nel != n) |
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506 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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507 |
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508 FloatColumnVector utmp = u; |
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509 FloatColumnVector vtmp = v; |
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510 OCTAVE_LOCAL_BUFFER (float, w, m); |
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511 for (F77_INT i = 0; i < m; i++) ipvt(i) += 1; // increment |
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512 F77_XFCN (slup1up, SLUP1UP, (m, n, l.fortran_vec (), |
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513 m, r.fortran_vec (), k, |
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514 ipvt.fortran_vec (), |
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515 utmp.data (), vtmp.data (), w)); |
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516 for (F77_INT i = 0; i < m; i++) ipvt(i) -= 1; // decrement |
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517 } |
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518 |
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519 template <> |
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520 void |
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521 lu<FloatMatrix>::update_piv (const FloatMatrix& u, const FloatMatrix& v) |
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522 { |
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523 if (packed ()) |
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524 unpack (); |
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525 |
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526 FloatMatrix& l = l_fact; |
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527 FloatMatrix& r = a_fact; |
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528 |
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529 F77_INT m = octave::to_f77_int (l.rows ()); |
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530 F77_INT n = octave::to_f77_int (r.columns ()); |
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531 F77_INT k = octave::to_f77_int (l.columns ()); |
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532 |
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533 F77_INT u_nr = octave::to_f77_int (u.rows ()); |
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534 F77_INT u_nc = octave::to_f77_int (u.columns ()); |
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535 |
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536 F77_INT v_nr = octave::to_f77_int (v.rows ()); |
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537 F77_INT v_nc = octave::to_f77_int (v.columns ()); |
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538 |
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539 if (u_nr != m || v_nr != n || u_nc != v_nc) |
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540 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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541 |
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542 OCTAVE_LOCAL_BUFFER (float, w, m); |
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543 for (F77_INT i = 0; i < m; i++) ipvt(i) += 1; // increment |
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544 for (volatile F77_INT i = 0; i < u_nc; i++) |
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545 { |
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546 FloatColumnVector utmp = u.column (i); |
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547 FloatColumnVector vtmp = v.column (i); |
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548 F77_XFCN (slup1up, SLUP1UP, (m, n, l.fortran_vec (), |
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549 m, r.fortran_vec (), k, |
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550 ipvt.fortran_vec (), |
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551 utmp.data (), vtmp.data (), w)); |
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552 } |
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553 for (F77_INT i = 0; i < m; i++) ipvt(i) -= 1; // decrement |
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554 } |
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555 |
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556 #endif |
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557 |
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558 template <> |
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559 lu<ComplexMatrix>::lu (const ComplexMatrix& a) |
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560 { |
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561 F77_INT a_nr = octave::to_f77_int (a.rows ()); |
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562 F77_INT a_nc = octave::to_f77_int (a.columns ()); |
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563 F77_INT mn = (a_nr < a_nc ? a_nr : a_nc); |
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564 |
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565 ipvt.resize (dim_vector (mn, 1)); |
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566 F77_INT *pipvt = ipvt.fortran_vec (); |
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567 |
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568 a_fact = a; |
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569 Complex *tmp_data = a_fact.fortran_vec (); |
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570 |
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571 F77_INT info = 0; |
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572 |
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573 F77_XFCN (zgetrf, ZGETRF, (a_nr, a_nc, F77_DBLE_CMPLX_ARG (tmp_data), a_nr, |
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574 pipvt, info)); |
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575 |
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576 for (F77_INT i = 0; i < mn; i++) |
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577 pipvt[i] -= 1; |
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578 } |
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579 |
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580 #if defined (HAVE_QRUPDATE_LUU) |
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581 |
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582 template <> |
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583 void |
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584 lu<ComplexMatrix>::update (const ComplexColumnVector& u, |
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585 const ComplexColumnVector& v) |
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586 { |
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587 if (packed ()) |
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588 unpack (); |
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589 |
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590 ComplexMatrix& l = l_fact; |
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591 ComplexMatrix& r = a_fact; |
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592 |
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593 F77_INT m = octave::to_f77_int (l.rows ()); |
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594 F77_INT n = octave::to_f77_int (r.columns ()); |
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595 F77_INT k = octave::to_f77_int (l.columns ()); |
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596 |
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597 F77_INT u_nel = octave::to_f77_int (u.numel ()); |
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598 F77_INT v_nel = octave::to_f77_int (v.numel ()); |
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599 |
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600 if (u_nel != m || v_nel != n) |
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601 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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602 |
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603 ComplexColumnVector utmp = u; |
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604 ComplexColumnVector vtmp = v; |
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605 F77_XFCN (zlu1up, ZLU1UP, (m, n, F77_DBLE_CMPLX_ARG (l.fortran_vec ()), m, |
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606 F77_DBLE_CMPLX_ARG (r.fortran_vec ()), k, |
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607 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), |
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608 F77_DBLE_CMPLX_ARG (vtmp.fortran_vec ()))); |
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609 } |
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610 |
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611 template <> |
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612 void |
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613 lu<ComplexMatrix>::update (const ComplexMatrix& u, const ComplexMatrix& v) |
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614 { |
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615 if (packed ()) |
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616 unpack (); |
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617 |
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618 ComplexMatrix& l = l_fact; |
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619 ComplexMatrix& r = a_fact; |
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620 |
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621 F77_INT m = octave::to_f77_int (l.rows ()); |
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622 F77_INT n = octave::to_f77_int (r.columns ()); |
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623 F77_INT k = octave::to_f77_int (l.columns ()); |
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624 |
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625 F77_INT u_nr = octave::to_f77_int (u.rows ()); |
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626 F77_INT u_nc = octave::to_f77_int (u.columns ()); |
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627 |
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628 F77_INT v_nr = octave::to_f77_int (v.rows ()); |
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629 F77_INT v_nc = octave::to_f77_int (v.columns ()); |
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630 |
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631 if (u_nr != m || v_nr != n || u_nc != v_nc) |
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632 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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633 |
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634 for (volatile F77_INT i = 0; i < u_nc; i++) |
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635 { |
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636 ComplexColumnVector utmp = u.column (i); |
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637 ComplexColumnVector vtmp = v.column (i); |
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638 F77_XFCN (zlu1up, ZLU1UP, (m, n, F77_DBLE_CMPLX_ARG (l.fortran_vec ()), |
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639 m, F77_DBLE_CMPLX_ARG (r.fortran_vec ()), k, |
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640 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), |
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641 F77_DBLE_CMPLX_ARG (vtmp.fortran_vec ()))); |
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642 } |
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643 } |
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644 |
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645 template <> |
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646 void |
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647 lu<ComplexMatrix>::update_piv (const ComplexColumnVector& u, |
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648 const ComplexColumnVector& v) |
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649 { |
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650 if (packed ()) |
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651 unpack (); |
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652 |
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653 ComplexMatrix& l = l_fact; |
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654 ComplexMatrix& r = a_fact; |
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655 |
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656 F77_INT m = octave::to_f77_int (l.rows ()); |
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657 F77_INT n = octave::to_f77_int (r.columns ()); |
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658 F77_INT k = octave::to_f77_int (l.columns ()); |
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659 |
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660 F77_INT u_nel = octave::to_f77_int (u.numel ()); |
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661 F77_INT v_nel = octave::to_f77_int (v.numel ()); |
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662 |
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663 if (u_nel != m || v_nel != n) |
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664 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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665 |
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666 ComplexColumnVector utmp = u; |
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667 ComplexColumnVector vtmp = v; |
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668 OCTAVE_LOCAL_BUFFER (Complex, w, m); |
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669 for (F77_INT i = 0; i < m; i++) ipvt(i) += 1; // increment |
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670 F77_XFCN (zlup1up, ZLUP1UP, (m, n, F77_DBLE_CMPLX_ARG (l.fortran_vec ()), |
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671 m, F77_DBLE_CMPLX_ARG (r.fortran_vec ()), k, |
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672 ipvt.fortran_vec (), |
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673 F77_CONST_DBLE_CMPLX_ARG (utmp.data ()), |
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674 F77_CONST_DBLE_CMPLX_ARG (vtmp.data ()), F77_DBLE_CMPLX_ARG (w))); |
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675 for (F77_INT i = 0; i < m; i++) ipvt(i) -= 1; // decrement |
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676 } |
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677 |
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678 template <> |
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679 void |
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680 lu<ComplexMatrix>::update_piv (const ComplexMatrix& u, const ComplexMatrix& v) |
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681 { |
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682 if (packed ()) |
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683 unpack (); |
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684 |
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685 ComplexMatrix& l = l_fact; |
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686 ComplexMatrix& r = a_fact; |
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687 |
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688 F77_INT m = octave::to_f77_int (l.rows ()); |
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689 F77_INT n = octave::to_f77_int (r.columns ()); |
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690 F77_INT k = octave::to_f77_int (l.columns ()); |
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691 |
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692 F77_INT u_nr = octave::to_f77_int (u.rows ()); |
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693 F77_INT u_nc = octave::to_f77_int (u.columns ()); |
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694 |
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695 F77_INT v_nr = octave::to_f77_int (v.rows ()); |
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696 F77_INT v_nc = octave::to_f77_int (v.columns ()); |
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697 |
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698 if (u_nr != m || v_nr != n || u_nc != v_nc) |
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699 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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700 |
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701 OCTAVE_LOCAL_BUFFER (Complex, w, m); |
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702 for (F77_INT i = 0; i < m; i++) ipvt(i) += 1; // increment |
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703 for (volatile F77_INT i = 0; i < u_nc; i++) |
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704 { |
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705 ComplexColumnVector utmp = u.column (i); |
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706 ComplexColumnVector vtmp = v.column (i); |
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707 F77_XFCN (zlup1up, ZLUP1UP, (m, n, F77_DBLE_CMPLX_ARG (l.fortran_vec ()), |
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708 m, F77_DBLE_CMPLX_ARG (r.fortran_vec ()), k, |
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709 ipvt.fortran_vec (), |
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710 F77_CONST_DBLE_CMPLX_ARG (utmp.data ()), |
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711 F77_CONST_DBLE_CMPLX_ARG (vtmp.data ()), F77_DBLE_CMPLX_ARG (w))); |
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712 } |
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713 for (F77_INT i = 0; i < m; i++) ipvt(i) -= 1; // decrement |
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714 } |
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715 |
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716 #endif |
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717 |
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718 template <> |
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719 lu<FloatComplexMatrix>::lu (const FloatComplexMatrix& a) |
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720 { |
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721 F77_INT a_nr = octave::to_f77_int (a.rows ()); |
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722 F77_INT a_nc = octave::to_f77_int (a.columns ()); |
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723 F77_INT mn = (a_nr < a_nc ? a_nr : a_nc); |
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724 |
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725 ipvt.resize (dim_vector (mn, 1)); |
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726 F77_INT *pipvt = ipvt.fortran_vec (); |
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727 |
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728 a_fact = a; |
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729 FloatComplex *tmp_data = a_fact.fortran_vec (); |
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730 |
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731 F77_INT info = 0; |
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732 |
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733 F77_XFCN (cgetrf, CGETRF, (a_nr, a_nc, F77_CMPLX_ARG (tmp_data), a_nr, pipvt, |
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734 info)); |
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735 |
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736 for (F77_INT i = 0; i < mn; i++) |
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737 pipvt[i] -= 1; |
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738 } |
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739 |
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740 #if defined (HAVE_QRUPDATE_LUU) |
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741 |
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742 template <> |
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743 void |
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744 lu<FloatComplexMatrix>::update (const FloatComplexColumnVector& u, |
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745 const FloatComplexColumnVector& v) |
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746 { |
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747 if (packed ()) |
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748 unpack (); |
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749 |
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750 FloatComplexMatrix& l = l_fact; |
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751 FloatComplexMatrix& r = a_fact; |
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752 |
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753 F77_INT m = octave::to_f77_int (l.rows ()); |
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754 F77_INT n = octave::to_f77_int (r.columns ()); |
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755 F77_INT k = octave::to_f77_int (l.columns ()); |
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|
756 |
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757 F77_INT u_nel = octave::to_f77_int (u.numel ()); |
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758 F77_INT v_nel = octave::to_f77_int (v.numel ()); |
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759 |
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760 if (u_nel != m || v_nel != n) |
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761 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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762 |
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763 FloatComplexColumnVector utmp = u; |
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764 FloatComplexColumnVector vtmp = v; |
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765 F77_XFCN (clu1up, CLU1UP, (m, n, F77_CMPLX_ARG (l.fortran_vec ()), m, |
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766 F77_CMPLX_ARG (r.fortran_vec ()), k, |
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767 F77_CMPLX_ARG (utmp.fortran_vec ()), F77_CMPLX_ARG (vtmp.fortran_vec ()))); |
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768 } |
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769 |
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770 template <> |
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771 void |
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772 lu<FloatComplexMatrix>::update (const FloatComplexMatrix& u, |
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773 const FloatComplexMatrix& v) |
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774 { |
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775 if (packed ()) |
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776 unpack (); |
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777 |
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778 FloatComplexMatrix& l = l_fact; |
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779 FloatComplexMatrix& r = a_fact; |
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780 |
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|
781 F77_INT m = octave::to_f77_int (l.rows ()); |
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782 F77_INT n = octave::to_f77_int (r.columns ()); |
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783 F77_INT k = octave::to_f77_int (l.columns ()); |
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784 |
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785 F77_INT u_nr = octave::to_f77_int (u.rows ()); |
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786 F77_INT u_nc = octave::to_f77_int (u.columns ()); |
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787 |
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788 F77_INT v_nr = octave::to_f77_int (v.rows ()); |
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789 F77_INT v_nc = octave::to_f77_int (v.columns ()); |
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790 |
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791 if (u_nr != m || v_nr != n || u_nc != v_nc) |
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792 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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793 |
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794 for (volatile F77_INT i = 0; i < u_nc; i++) |
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795 { |
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796 FloatComplexColumnVector utmp = u.column (i); |
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797 FloatComplexColumnVector vtmp = v.column (i); |
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798 F77_XFCN (clu1up, CLU1UP, (m, n, F77_CMPLX_ARG (l.fortran_vec ()), |
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799 m, F77_CMPLX_ARG (r.fortran_vec ()), k, |
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800 F77_CMPLX_ARG (utmp.fortran_vec ()), F77_CMPLX_ARG (vtmp.fortran_vec ()))); |
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801 } |
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802 } |
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803 |
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804 template <> |
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805 void |
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806 lu<FloatComplexMatrix>::update_piv (const FloatComplexColumnVector& u, |
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807 const FloatComplexColumnVector& v) |
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808 { |
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809 if (packed ()) |
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810 unpack (); |
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811 |
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812 FloatComplexMatrix& l = l_fact; |
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813 FloatComplexMatrix& r = a_fact; |
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814 |
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815 F77_INT m = octave::to_f77_int (l.rows ()); |
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816 F77_INT n = octave::to_f77_int (r.columns ()); |
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817 F77_INT k = octave::to_f77_int (l.columns ()); |
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818 |
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819 F77_INT u_nel = octave::to_f77_int (u.numel ()); |
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820 F77_INT v_nel = octave::to_f77_int (v.numel ()); |
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821 |
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822 if (u_nel != m || v_nel != n) |
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823 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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824 |
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825 FloatComplexColumnVector utmp = u; |
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826 FloatComplexColumnVector vtmp = v; |
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827 OCTAVE_LOCAL_BUFFER (FloatComplex, w, m); |
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828 for (F77_INT i = 0; i < m; i++) ipvt(i) += 1; // increment |
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829 F77_XFCN (clup1up, CLUP1UP, (m, n, F77_CMPLX_ARG (l.fortran_vec ()), |
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830 m, F77_CMPLX_ARG (r.fortran_vec ()), k, |
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831 ipvt.fortran_vec (), |
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832 F77_CONST_CMPLX_ARG (utmp.data ()), F77_CONST_CMPLX_ARG (vtmp.data ()), |
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833 F77_CMPLX_ARG (w))); |
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834 for (F77_INT i = 0; i < m; i++) ipvt(i) -= 1; // decrement |
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835 } |
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836 |
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837 template <> |
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838 void |
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839 lu<FloatComplexMatrix>::update_piv (const FloatComplexMatrix& u, |
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840 const FloatComplexMatrix& v) |
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841 { |
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842 if (packed ()) |
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843 unpack (); |
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844 |
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845 FloatComplexMatrix& l = l_fact; |
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846 FloatComplexMatrix& r = a_fact; |
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847 |
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848 F77_INT m = octave::to_f77_int (l.rows ()); |
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849 F77_INT n = octave::to_f77_int (r.columns ()); |
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850 F77_INT k = octave::to_f77_int (l.columns ()); |
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851 |
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852 F77_INT u_nr = octave::to_f77_int (u.rows ()); |
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853 F77_INT u_nc = octave::to_f77_int (u.columns ()); |
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854 |
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855 F77_INT v_nr = octave::to_f77_int (v.rows ()); |
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856 F77_INT v_nc = octave::to_f77_int (v.columns ()); |
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857 |
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858 if (u_nr != m || v_nr != n || u_nc != v_nc) |
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859 (*current_liboctave_error_handler) ("luupdate: dimensions mismatch"); |
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860 |
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861 OCTAVE_LOCAL_BUFFER (FloatComplex, w, m); |
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862 for (F77_INT i = 0; i < m; i++) ipvt(i) += 1; // increment |
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863 for (volatile F77_INT i = 0; i < u_nc; i++) |
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864 { |
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865 FloatComplexColumnVector utmp = u.column (i); |
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866 FloatComplexColumnVector vtmp = v.column (i); |
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867 F77_XFCN (clup1up, CLUP1UP, (m, n, F77_CMPLX_ARG (l.fortran_vec ()), |
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868 m, F77_CMPLX_ARG (r.fortran_vec ()), k, |
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869 ipvt.fortran_vec (), |
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870 F77_CONST_CMPLX_ARG (utmp.data ()), F77_CONST_CMPLX_ARG (vtmp.data ()), |
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871 F77_CMPLX_ARG (w))); |
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872 } |
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873 for (F77_INT i = 0; i < m; i++) ipvt(i) -= 1; // decrement |
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874 } |
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875 |
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876 #endif |
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877 |
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878 // Instantiations we need. |
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879 |
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880 template class lu<Matrix>; |
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881 |
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882 template class lu<FloatMatrix>; |
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883 |
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884 template class lu<ComplexMatrix>; |
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885 |
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886 template class lu<FloatComplexMatrix>; |
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887 } |
22317
6ca3acf5fad8
move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents:
22135
diff
changeset
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