annotate liboctave/dbleQRP.cc @ 1367:9f9131a8d706

[project @ 1995-09-06 00:07:03 by jwe]
author jwe
date Wed, 06 Sep 1995 00:07:03 +0000
parents 7eb93d12654c
children 2ffe49eb95a5
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1 // -*- C++ -*-
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2 /*
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3
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 2, or (at your option) any
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11 later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, write to the Free
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20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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21
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22 */
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23
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24 #if defined (__GNUG__)
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25 #pragma implementation
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26 #endif
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27
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28 #ifdef HAVE_CONFIG_H
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29 #include <config.h>
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30 #endif
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31
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32 #include <cassert>
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33
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34 #include "dbleQRP.h"
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35 #include "f77-uscore.h"
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36 #include "lo-error.h"
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37 #include "mx-inlines.cc"
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38
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39 extern "C"
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40 {
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41 int F77_FCN (dgeqpf, DGEQPF) (const int&, const int&, double*,
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42 const int&, int*, double*, double*,
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43 int&);
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44
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45 int F77_FCN (dorgqr, DORGQR) (const int&, const int&, const int&,
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46 double*, const int&, double*, double*,
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47 const int&, int&);
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48 }
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49
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50 // It would be best to share some of this code with QR class...
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51
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52 QRP::QRP (const Matrix& a, QR::type qr_type)
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53 {
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54 assert (qr_type != QR::raw);
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55
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56 int m = a.rows ();
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57 int n = a.cols ();
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58
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59 if (m == 0 || n == 0)
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60 {
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61 (*current_liboctave_error_handler) ("QR must have non-empty matrix");
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62 return;
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63 }
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64
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65 double *tmp_data;
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66 int min_mn = m < n ? m : n;
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67 double *tau = new double[min_mn];
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68 int lwork = 3*n;
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69 double *work = new double[lwork];
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70 int info = 0;
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71
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72 if (m > n)
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73 {
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74 tmp_data = new double [m*m];
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75 copy (tmp_data, a.data (), a.length ());
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76 }
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77 else
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78 tmp_data = dup (a.data (), a.length ());
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79
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80 int *jpvt = new int[n];
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81
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82 // Clear Pivot vector (code to enforce a certain permutation would
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83 // go here...)
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85 for (int i = 0; i < n; i++)
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86 jpvt[i] = 0;
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87
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88 F77_FCN (dgeqpf, DGEQPF) (m, n, tmp_data, m, jpvt, tau, work, info);
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89
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90 // Form Permutation matrix (if economy is requested, return the
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91 // indices only!)
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92
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93 if (qr_type == QR::economy && m > n)
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94 {
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95 p.resize (1, n, 0.0);
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96 for (int j = 0; j < n; j++)
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97 p.elem (0, j) = jpvt[j];
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98 }
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99 else
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100 {
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101 p.resize (n, n, 0.0);
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102 for (int j = 0; j < n; j++)
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103 p.elem (jpvt[j]-1, j) = 1.0;
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104 }
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105
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106 delete [] jpvt;
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107 delete [] work;
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108
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109 int n2;
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110 if (qr_type == QR::economy && m > n)
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111 {
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112 n2 = n;
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113 r.resize (n, n, 0.0);
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114 }
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115 else
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116 {
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117 n2 = m;
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118 r.resize (m, n, 0.0);
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119 }
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120
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121 for (int j = 0; j < n; j++)
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122 {
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123 int limit = j < min_mn-1 ? j : min_mn-1;
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124 for (int i = 0; i <= limit; i++)
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125 r.elem (i, j) = tmp_data[m*j+i];
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126 }
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127
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128 lwork = 32*m;
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129 work = new double[lwork];
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130
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131 F77_FCN (dorgqr, DORGQR) (m, m, min_mn, tmp_data, m, tau, work,
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132 lwork, info);
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133
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134 q = Matrix (tmp_data, m, m);
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135 q.resize (m, n2);
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136
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137 delete [] tau;
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138 delete [] work;
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139 }
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140
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141 /*
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142 ;;; Local Variables: ***
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143 ;;; mode: C++ ***
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144 ;;; page-delimiter: "^/\\*" ***
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145 ;;; End: ***
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146 */