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annotate liboctave/dbleQRP.cc @ 8597:c86718093c1b

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improve & fix QR classes
author Jaroslav Hajek <highegg@gmail.com>
date Tue, 27 Jan 2009 12:40:06 +0100
parents e3c9102431a9
children 20dfb885f877
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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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21
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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 #include "oct-locbuf.h"
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34
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35 extern "C"
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36 {
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37 F77_RET_T
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38 F77_FUNC (dgeqp3, DGEQP3) (const octave_idx_type&, const octave_idx_type&, double*,
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39 const octave_idx_type&, octave_idx_type*, double*, double*,
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40 const octave_idx_type&, octave_idx_type&);
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41 }
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42
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43 // It would be best to share some of this code with QR class...
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44
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45 QRP::QRP (const Matrix& a, QR::type qr_type)
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46 : QR (), p ()
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47 {
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48 init (a, qr_type);
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49 }
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50
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51 void
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52 QRP::init (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 octave_idx_type m = a.rows ();
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57 octave_idx_type n = a.cols ();
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58
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59 octave_idx_type min_mn = m < n ? m : n;
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60 OCTAVE_LOCAL_BUFFER (double, tau, min_mn);
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62 octave_idx_type info = 0;
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63
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64 Matrix afact = a;
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65 if (m > n && qr_type == QR::std)
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66 afact.resize (m, m);
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67
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68 MArray<octave_idx_type> jpvt (n, 0);
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70 if (m > 0)
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71 {
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72 // workspace query.
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73 double rlwork;
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74 F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (),
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75 tau, &rlwork, -1, info));
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76
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77 // allocate buffer and do the job.
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78 octave_idx_type lwork = rlwork; lwork = std::max (lwork, 1);
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79 OCTAVE_LOCAL_BUFFER (double, work, lwork);
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80 F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (),
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81 tau, work, lwork, info));
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82 }
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83 else
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84 for (octave_idx_type i = 0; i < n; i++) jpvt(i) = i+1;
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85
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86 // Form Permutation matrix (if economy is requested, return the
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87 // indices only!)
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88
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89 jpvt -= 1;
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90 p = PermMatrix (jpvt, true);
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92
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93 form (n, afact, tau, qr_type);
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94 }
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95
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96 ColumnVector
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97 QRP::Pvec (void) const
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98 {
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99 Array<double> pa (p.pvec ());
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100 ColumnVector pv (MArray<double> (pa) + 1.0);
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101 return pv;
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102 }
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103
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104 /*
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105 ;;; Local Variables: ***
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106 ;;; mode: C++ ***
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107 ;;; End: ***
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108 */