octave: liboctave/dbleQR.cc annotate

annotate liboctave/dbleQR.cc @ 7553:56be6f31dd4e

implementation of QR factorization updating

author	Jaroslav Hajek <highegg@gmail.com>
date	Tue, 04 Mar 2008 21:47:11 -0500
parents	29980c6b8604
children	40574114c514

rev	line source
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	1 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	2
7017 a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	3 Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	4 John W. Eaton
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	6 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	8 Octave is free software; you can redistribute it and/or modify it
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	9 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	10 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	11 option) any later version.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	13 Octave is distributed in the hope that it will be useful, but WITHOUT
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	16 for more details.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	17
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	18 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	19 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	20 <http://www.gnu.org/licenses/>.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	21
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	22 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	23
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	24 // updating/downdating by Jaroslav Hajek 2008
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	25
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	26 #ifdef HAVE_CONFIG_H
1192 b6360f2d4fa6 [project @ 1995-03-30 21:38:35 by jwe] jwe parents: 1011 diff changeset	27 #include <config.h>
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	28 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	29
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	30 #include "dbleQR.h"
1847 2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe] jwe parents: 1368 diff changeset	31 #include "f77-fcn.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	32 #include "lo-error.h"
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	33 #include "Range.h"
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	34 #include "idx-vector.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	35
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	36 extern "C"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	37 {
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	38 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	39 F77_FUNC (dgeqrf, DGEQRF) (const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	40 double, double, const octave_idx_type&, octave_idx_type&);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	41
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	42 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	43 F77_FUNC (dorgqr, DORGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	44 const octave_idx_type&, double, double, const octave_idx_type&, octave_idx_type&);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	45
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	46 // these come from qrupdate
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	47
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	48 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	49 F77_FUNC (dqr1up, DQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	50 double, double, const double, const double);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	51
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	52 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	53 F77_FUNC (dqrinc, DQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	54 double, const double, double, const octave_idx_type&, const double);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	55
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	56 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	57 F77_FUNC (dqrdec, DQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	58 double, const double, double*, const octave_idx_type&);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	59
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	60 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	61 F77_FUNC (dqrinr, DQRINR) (const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	62 const double, double, const double, double,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	63 const octave_idx_type&, const double*);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	64
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	65 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	66 F77_FUNC (dqrder, DQRDER) (const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	67 const double, double, const double, double ,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	68 const octave_idx_type&);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	69 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	70
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	71 QR::QR (const Matrix& a, QR::type qr_type)
2763 d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	72 : q (), r ()
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	73 {
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	74 init (a, qr_type);
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	75 }
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	76
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	77 void
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	78 QR::init (const Matrix& a, QR::type qr_type)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	79 {
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	80 octave_idx_type m = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	81 octave_idx_type n = a.cols ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	82
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	83 if (m == 0 \|\| n == 0)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	84 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	85 (*current_liboctave_error_handler) ("QR must have non-empty matrix");
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	86 return;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	87 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	88
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	89 octave_idx_type min_mn = m < n ? m : n;
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	90 Array<double> tau (min_mn);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	91 double *ptau = tau.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	92
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	93 octave_idx_type lwork = 32*n;
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	94 Array<double> work (lwork);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	95 double *pwork = work.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	96
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	97 octave_idx_type info = 0;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	98
3883 69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	99 Matrix A_fact = a;
69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	100 if (m > n && qr_type != QR::economy)
69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	101 A_fact.resize (m, m, 0.0);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	102
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	103 double *tmp_data = A_fact.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	104
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	105 F77_XFCN (dgeqrf, DGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info));
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	106
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	107 if (qr_type == QR::raw)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	108 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	109 for (octave_idx_type j = 0; j < min_mn; j++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	110 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	111 octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	112 for (octave_idx_type i = limit + 1; i < m; i++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	113 A_fact.elem (i, j) *= tau.elem (j);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	114 }
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	115
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	116 r = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	117
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	118 if (m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	119 r.resize (m, n);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	120 }
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	121 else
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	122 {
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	123 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m;
3069 db6d57d718f7 [project @ 1997-07-10 23:34:03 by jwe] jwe parents: 3068 diff changeset	124
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	125 if (qr_type == QR::economy && m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	126 r.resize (n, n, 0.0);
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	127 else
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	128 r.resize (m, n, 0.0);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	129
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	130 for (octave_idx_type j = 0; j < n; j++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	131 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	132 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	133 for (octave_idx_type i = 0; i <= limit; i++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	134 r.elem (i, j) = tmp_data[m*j+i];
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	135 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	136
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	137 lwork = 32 * n2;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	138 work.resize (lwork);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	139 double *pwork2 = work.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	140
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	141 F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau,
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	142 pwork2, lwork, info));
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	143
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	144 q = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	145 q.resize (m, n2);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	146 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	147 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	148
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	149 QR::QR (const Matrix& q, const Matrix& r)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	150 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	151 if (q.columns () != r.rows ())
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	152 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	153 (*current_liboctave_error_handler) ("QR dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	154 return;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	155 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	156
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	157 this->q = q;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	158 this->r = r;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	159 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	160
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	161 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	162 QR::update (const Matrix& u, const Matrix& v)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	163 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	164 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	165 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	166 octave_idx_type k = q.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	167
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	168 if (u.length () == m && v.length () == n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	169 F77_XFCN (dqr1up, DQR1UP, (m, n, k, q.fortran_vec (), r.fortran_vec (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	170 u.data (), v.data ()));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	171 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	172 (*current_liboctave_error_handler) ("QR update dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	173 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	174
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	175 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	176 QR::insert_col (const Matrix& u, octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	177 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	178 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	179 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	180 octave_idx_type k = q.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	181
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	182 if (u.length () != m)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	183 (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	184 else if (j < 1 \|\| j > n+1)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	185 (*current_liboctave_error_handler) ("QR insert index out of range");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	186 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	187 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	188 Matrix r1 (m, n+1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	189
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	190 F77_XFCN (dqrinc, DQRINC, (m, n, k, q.fortran_vec (), r.data (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	191 r1.fortran_vec (), j, u.data ()));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	192
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	193 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	194 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	195 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	196
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	197 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	198 QR::delete_col (octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	199 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	200 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	201 octave_idx_type k = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	202 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	203
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	204 if (k < m && k < n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	205 (*current_liboctave_error_handler) ("QR delete dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	206 else if (j < 1 \|\| j > n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	207 (*current_liboctave_error_handler) ("QR delete index out of range");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	208 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	209 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	210 Matrix r1 (k, n-1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	211
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	212 F77_XFCN (dqrdec, DQRDEC, (m, n, k, q.fortran_vec (), r.data (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	213 r1.fortran_vec (), j));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	214
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	215 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	216 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	217 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	218
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	219 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	220 QR::insert_row (const Matrix& u, octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	221 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	222 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	223 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	224
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	225 if (! q.is_square () \|\| u.length () != n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	226 (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	227 else if (j < 1 \|\| j > m+1)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	228 (*current_liboctave_error_handler) ("QR insert index out of range");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	229 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	230 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	231 Matrix q1 (m+1, m+1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	232 Matrix r1 (m+1, n);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	233
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	234 F77_XFCN (dqrinr, DQRINR, (m, n, q.data (), q1.fortran_vec (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	235 r.data (), r1.fortran_vec (), j, u.data ()));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	236
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	237 q = q1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	238 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	239 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	240 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	241
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	242 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	243 QR::delete_row (octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	244 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	245 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	246 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	247
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	248 if (! q.is_square ())
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	249 (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	250 else if (j < 1 \|\| j > n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	251 (*current_liboctave_error_handler) ("QR delete index out of range");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	252 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	253 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	254 Matrix q1 (m-1, m-1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	255 Matrix r1 (m-1, n);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	256
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	257 F77_XFCN (dqrder, DQRDER, (m, n, q.data (), q1.fortran_vec (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	258 r.data (), r1.fortran_vec (), j ));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	259
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	260 q = q1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	261 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	262 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	263 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	264
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	265 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	266 QR::economize (void)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	267 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	268 idx_vector c (':'), i (Range (1, r.columns ()));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	269 q = Matrix (q.index (c, i));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	270 r = Matrix (r.index (i, c));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	271 #if 0
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	272 octave_idx_type r_nc = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	273
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	274 if (r.rows () > r_nc)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	275 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	276 q.resize (q.rows (), r_nc);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	277 r.resize (r_nc, r_nc);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	278 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	279 #endif
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	280 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	281
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	282
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	283 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	284 ;;; Local Variables: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	285 ;;; mode: C++ ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	286 ;;; End: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	287 */

Mercurial > octave

annotate liboctave/dbleQR.cc @ 7553:56be6f31dd4e