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annotate liboctave/numeric/qrp.cc @ 29359:7854d5752dd2

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maint: merge stable to default.
author John W. Eaton <jwe@octave.org>
date Wed, 10 Feb 2021 10:10:40 -0500
parents 5c14f81e0937 0a5b15007766
children abf2e77cca42
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 1994-2021 The Octave Project Developers
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4 //
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5 // See the file COPYRIGHT.md in the top-level directory of this
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6 // distribution or <https://octave.org/copyright/>.
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7 //
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8 // This file is part of Octave.
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9 //
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10 // Octave is free software: you can redistribute it and/or modify it
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11 // under the terms of the GNU General Public License as published by
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12 // the Free Software Foundation, either version 3 of the License, or
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13 // (at your option) any later version.
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14 //
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15 // Octave is distributed in the hope that it will be useful, but
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 // GNU General Public License for more details.
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19 //
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20 // You should have received a copy of the GNU General Public License
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21 // along with Octave; see the file COPYING. If not, see
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22 // <https://www.gnu.org/licenses/>.
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23 //
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24 ////////////////////////////////////////////////////////////////////////
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8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
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25
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26 #if defined (HAVE_CONFIG_H)
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27 # include "config.h"
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28 #endif
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29
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30 #include <cassert>
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31
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32 #include <algorithm>
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33
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34 #include "Array.h"
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35 #include "CMatrix.h"
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36 #include "MArray.h"
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37 #include "dMatrix.h"
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38 #include "dRowVector.h"
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39 #include "fCMatrix.h"
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40 #include "fMatrix.h"
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41 #include "fRowVector.h"
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42 #include "lo-lapack-proto.h"
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43 #include "oct-locbuf.h"
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44 #include "qrp.h"
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45
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46 namespace octave
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47 {
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48 namespace math
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49 {
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50 // Specialization.
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51
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52 template <>
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53 OCTAVE_API
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54 void
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55 qrp<Matrix>::init (const Matrix& a, type qr_type)
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56 {
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57 assert (qr_type != qr<Matrix>::raw);
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58
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59 F77_INT m = to_f77_int (a.rows ());
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60 F77_INT n = to_f77_int (a.cols ());
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61
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62 F77_INT min_mn = (m < n ? m : n);
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63 OCTAVE_LOCAL_BUFFER (double, tau, min_mn);
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64
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65 F77_INT info = 0;
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66
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67 Matrix afact = a;
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68 if (m > n && qr_type == qr<Matrix>::std)
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69 afact.resize (m, m);
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70
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71 MArray<F77_INT> jpvt (dim_vector (n, 1), 0);
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72
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73 if (m > 0)
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74 {
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75 // workspace query.
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76 double rlwork;
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77 F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (),
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78 m, jpvt.fortran_vec (), tau,
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79 &rlwork, -1, info));
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80
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81 // allocate buffer and do the job.
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82 F77_INT lwork = static_cast<F77_INT> (rlwork);
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83 lwork = std::max (lwork, static_cast<F77_INT> (1));
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84 OCTAVE_LOCAL_BUFFER (double, work, lwork);
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85
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86 F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (),
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87 m, jpvt.fortran_vec (), tau,
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88 work, lwork, info));
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89 }
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90 else
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91 {
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92 for (F77_INT i = 0; i < n; i++)
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93 jpvt(i) = i+1;
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94 }
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95
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96 // Form Permutation matrix (if economy is requested, return the
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97 // indices only!)
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98
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99 jpvt -= static_cast<F77_INT> (1);
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100 p = PermMatrix (jpvt, true);
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101
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102 form (n, afact, tau, qr_type);
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103 }
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104
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105 template <>
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106 OCTAVE_API
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107 qrp<Matrix>::qrp (const Matrix& a, type qr_type)
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108 : qr<Matrix> (), p ()
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109 {
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110 init (a, qr_type);
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111 }
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112
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113 template <>
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114 OCTAVE_API
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115 RowVector
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116 qrp<Matrix>::Pvec (void) const
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117 {
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118 Array<double> pa (p.col_perm_vec ());
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119 RowVector pv (MArray<double> (pa) + 1.0);
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120 return pv;
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121 }
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122
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123 template <>
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124 OCTAVE_API
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125 void
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126 qrp<FloatMatrix>::init (const FloatMatrix& a, type qr_type)
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127 {
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128 assert (qr_type != qr<FloatMatrix>::raw);
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129
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130 F77_INT m = to_f77_int (a.rows ());
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131 F77_INT n = to_f77_int (a.cols ());
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132
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133 F77_INT min_mn = (m < n ? m : n);
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134 OCTAVE_LOCAL_BUFFER (float, tau, min_mn);
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135
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136 F77_INT info = 0;
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137
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138 FloatMatrix afact = a;
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139 if (m > n && qr_type == qr<FloatMatrix>::std)
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140 afact.resize (m, m);
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141
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142 MArray<F77_INT> jpvt (dim_vector (n, 1), 0);
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143
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144 if (m > 0)
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145 {
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146 // workspace query.
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147 float rlwork;
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148 F77_XFCN (sgeqp3, SGEQP3, (m, n, afact.fortran_vec (),
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149 m, jpvt.fortran_vec (), tau,
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150 &rlwork, -1, info));
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151
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152 // allocate buffer and do the job.
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153 F77_INT lwork = static_cast<F77_INT> (rlwork);
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154 lwork = std::max (lwork, static_cast<F77_INT> (1));
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155 OCTAVE_LOCAL_BUFFER (float, work, lwork);
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156
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157 F77_XFCN (sgeqp3, SGEQP3, (m, n, afact.fortran_vec (),
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158 m, jpvt.fortran_vec (), tau,
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159 work, lwork, info));
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160 }
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161 else
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162 {
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163 for (F77_INT i = 0; i < n; i++)
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164 jpvt(i) = i+1;
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165 }
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166
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167 // Form Permutation matrix (if economy is requested, return the
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168 // indices only!)
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169
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170 jpvt -= static_cast<F77_INT> (1);
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171 p = PermMatrix (jpvt, true);
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172
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173 form (n, afact, tau, qr_type);
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174 }
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175
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176 template <>
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177 OCTAVE_API
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178 qrp<FloatMatrix>::qrp (const FloatMatrix& a, type qr_type)
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179 : qr<FloatMatrix> (), p ()
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180 {
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181 init (a, qr_type);
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182 }
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183
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184 template <>
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185 OCTAVE_API
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186 FloatRowVector
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187 qrp<FloatMatrix>::Pvec (void) const
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188 {
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189 Array<float> pa (p.col_perm_vec ());
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190 FloatRowVector pv (MArray<float> (pa) + 1.0f);
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191 return pv;
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192 }
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193
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194 template <>
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195 OCTAVE_API
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196 void
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197 qrp<ComplexMatrix>::init (const ComplexMatrix& a, type qr_type)
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198 {
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199 assert (qr_type != qr<ComplexMatrix>::raw);
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200
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201 F77_INT m = to_f77_int (a.rows ());
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202 F77_INT n = to_f77_int (a.cols ());
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203
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204 F77_INT min_mn = (m < n ? m : n);
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205 OCTAVE_LOCAL_BUFFER (Complex, tau, min_mn);
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206
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207 F77_INT info = 0;
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208
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209 ComplexMatrix afact = a;
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diff changeset
210 if (m > n && qr_type == qr<ComplexMatrix>::std)
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diff changeset
211 afact.resize (m, m);
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diff changeset
212
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213 MArray<F77_INT> jpvt (dim_vector (n, 1), 0);
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214
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215 if (m > 0)
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diff changeset
216 {
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217 OCTAVE_LOCAL_BUFFER (double, rwork, 2*n);
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218
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219 // workspace query.
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diff changeset
220 Complex clwork;
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221 F77_XFCN (zgeqp3, ZGEQP3, (m, n,
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222 F77_DBLE_CMPLX_ARG (afact.fortran_vec ()),
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223 m, jpvt.fortran_vec (),
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diff changeset
224 F77_DBLE_CMPLX_ARG (tau),
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225 F77_DBLE_CMPLX_ARG (&clwork),
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diff changeset
226 -1, rwork, info));
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227
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228 // allocate buffer and do the job.
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229 F77_INT lwork = static_cast<F77_INT> (clwork.real ());
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230 lwork = std::max (lwork, static_cast<F77_INT> (1));
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diff changeset
231 OCTAVE_LOCAL_BUFFER (Complex, work, lwork);
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232
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233 F77_XFCN (zgeqp3, ZGEQP3, (m, n,
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234 F77_DBLE_CMPLX_ARG (afact.fortran_vec ()),
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235 m, jpvt.fortran_vec (),
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236 F77_DBLE_CMPLX_ARG (tau),
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237 F77_DBLE_CMPLX_ARG (work),
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238 lwork, rwork, info));
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diff changeset
239 }
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240 else
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241 {
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242 for (F77_INT i = 0; i < n; i++)
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243 jpvt(i) = i+1;
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244 }
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245
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246 // Form Permutation matrix (if economy is requested, return the
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247 // indices only!)
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248
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249 jpvt -= static_cast<F77_INT> (1);
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diff changeset
250 p = PermMatrix (jpvt, true);
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251
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252 form (n, afact, tau, qr_type);
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diff changeset
253 }
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254
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255 template <>
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diff changeset
256 OCTAVE_API
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257 qrp<ComplexMatrix>::qrp (const ComplexMatrix& a, type qr_type)
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258 : qr<ComplexMatrix> (), p ()
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259 {
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260 init (a, qr_type);
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261 }
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262
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263 template <>
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264 OCTAVE_API
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265 RowVector
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266 qrp<ComplexMatrix>::Pvec (void) const
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267 {
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268 Array<double> pa (p.col_perm_vec ());
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269 RowVector pv (MArray<double> (pa) + 1.0);
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270 return pv;
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271 }
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272
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273 template <>
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274 OCTAVE_API
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275 void
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276 qrp<FloatComplexMatrix>::init (const FloatComplexMatrix& a, type qr_type)
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277 {
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278 assert (qr_type != qr<FloatComplexMatrix>::raw);
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279
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280 F77_INT m = to_f77_int (a.rows ());
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281 F77_INT n = to_f77_int (a.cols ());
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282
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283 F77_INT min_mn = (m < n ? m : n);
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284 OCTAVE_LOCAL_BUFFER (FloatComplex, tau, min_mn);
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285
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286 F77_INT info = 0;
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287
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288 FloatComplexMatrix afact = a;
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289 if (m > n && qr_type == qr<FloatComplexMatrix>::std)
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290 afact.resize (m, m);
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291
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292 MArray<F77_INT> jpvt (dim_vector (n, 1), 0);
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293
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294 if (m > 0)
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295 {
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296 OCTAVE_LOCAL_BUFFER (float, rwork, 2*n);
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297
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298 // workspace query.
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299 FloatComplex clwork;
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300 F77_XFCN (cgeqp3, CGEQP3, (m, n,
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301 F77_CMPLX_ARG (afact.fortran_vec ()),
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302 m, jpvt.fortran_vec (),
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303 F77_CMPLX_ARG (tau),
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304 F77_CMPLX_ARG (&clwork),
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305 -1, rwork, info));
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306
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307 // allocate buffer and do the job.
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308 F77_INT lwork = static_cast<F77_INT> (clwork.real ());
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309 lwork = std::max (lwork, static_cast<F77_INT> (1));
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310 OCTAVE_LOCAL_BUFFER (FloatComplex, work, lwork);
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311
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312 F77_XFCN (cgeqp3, CGEQP3, (m, n,
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313 F77_CMPLX_ARG (afact.fortran_vec ()),
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314 m, jpvt.fortran_vec (),
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315 F77_CMPLX_ARG (tau),
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316 F77_CMPLX_ARG (work),
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317 lwork, rwork, info));
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318 }
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319 else
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320 {
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321 for (F77_INT i = 0; i < n; i++)
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322 jpvt(i) = i+1;
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323 }
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324
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325 // Form Permutation matrix (if economy is requested, return the
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326 // indices only!)
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327
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328 jpvt -= static_cast<F77_INT> (1);
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329 p = PermMatrix (jpvt, true);
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330
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331 form (n, afact, tau, qr_type);
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332 }
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333
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334 template <>
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335 OCTAVE_API
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336 qrp<FloatComplexMatrix>::qrp (const FloatComplexMatrix& a, type qr_type)
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337 : qr<FloatComplexMatrix> (), p ()
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338 {
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339 init (a, qr_type);
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340 }
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341
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342 template <>
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343 OCTAVE_API
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344 FloatRowVector
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345 qrp<FloatComplexMatrix>::Pvec (void) const
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346 {
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347 Array<float> pa (p.col_perm_vec ());
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348 FloatRowVector pv (MArray<float> (pa) + 1.0f);
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349 return pv;
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350 }
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351 }
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352 }