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call blocked permuted qr factorization routines from LAPACK
author Jaroslav Hajek <highegg@gmail.com>
date Thu, 04 Dec 2008 09:15:17 +0100
parents 445d27d79f4e
children e3c9102431a9
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
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4 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 3 of the License, or (at your
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11 option) any 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, see
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20 <http://www.gnu.org/licenses/>.
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22 */
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23
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24 #ifdef HAVE_CONFIG_H
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25 #include <config.h>
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26 #endif
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27
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28 #include <cassert>
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29
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30 #include "dbleQRP.h"
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31 #include "f77-fcn.h"
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32 #include "lo-error.h"
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33
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34 extern "C"
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35 {
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36 F77_RET_T
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37 F77_FUNC (dgeqp3, DGEQP3) (const octave_idx_type&, const octave_idx_type&, double*,
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38 const octave_idx_type&, octave_idx_type*, double*, double*,
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39 const octave_idx_type&, octave_idx_type&);
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40
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41 F77_RET_T
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42 F77_FUNC (dorgqr, DORGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
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43 double*, const octave_idx_type&, double*, double*,
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44 const octave_idx_type&, octave_idx_type&);
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45 }
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46
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47 // It would be best to share some of this code with QR class...
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48
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49 QRP::QRP (const Matrix& a, QR::type qr_type)
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50 : QR (), p ()
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51 {
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52 init (a, qr_type);
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53 }
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54
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55 void
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56 QRP::init (const Matrix& a, QR::type qr_type)
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57 {
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58 assert (qr_type != QR::raw);
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59
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60 octave_idx_type m = a.rows ();
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61 octave_idx_type n = a.cols ();
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62
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63 if (m == 0 || n == 0)
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64 {
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65 (*current_liboctave_error_handler) ("QR must have non-empty matrix");
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66 return;
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67 }
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68
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69 octave_idx_type min_mn = m < n ? m : n;
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70 Array<double> tau (min_mn);
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71 double *ptau = tau.fortran_vec ();
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72
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73 octave_idx_type info = 0;
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74
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75 Matrix A_fact = a;
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76 if (m > n && qr_type != QR::economy)
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77 A_fact.resize (m, m, 0.0);
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78
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79 double *tmp_data = A_fact.fortran_vec ();
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80
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81 MArray<octave_idx_type> jpvt (n, 0);
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82 octave_idx_type *pjpvt = jpvt.fortran_vec ();
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83
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84 double rlwork = 0;
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85 // Workspace query...
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86 F77_XFCN (dgeqp3, DGEQP3, (m, n, tmp_data, m, pjpvt, ptau, &rlwork, -1, info));
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87
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88 octave_idx_type lwork = rlwork;
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89 Array<double> work (lwork);
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90 double *pwork = work.fortran_vec ();
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91
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92 // Code to enforce a certain permutation could go here...
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94 F77_XFCN (dgeqp3, DGEQP3, (m, n, tmp_data, m, pjpvt, ptau, pwork, lwork, info));
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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 -= 1;
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100 p = PermMatrix (jpvt, true);
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101
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102 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m;
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103
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104 if (qr_type == QR::economy && m > n)
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105 r.resize (n, n, 0.0);
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106 else
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107 r.resize (m, n, 0.0);
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108
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109 for (octave_idx_type j = 0; j < n; j++)
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110 {
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111 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1;
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112 for (octave_idx_type i = 0; i <= limit; i++)
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113 r.elem (i, j) = A_fact.elem (i, j);
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114 }
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115
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116 F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau,
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117 pwork, lwork, info));
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118
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119 q = A_fact;
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120 q.resize (m, n2);
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121 }
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122
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123 ColumnVector
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124 QRP::Pvec (void) const
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125 {
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126 Array<double> pa (p);
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127 ColumnVector pv (MArray<double> (pa) + 1.0);
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128 return pv;
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129 }
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130
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131 /*
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132 ;;; Local Variables: ***
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133 ;;; mode: C++ ***
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134 ;;; End: ***
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135 */