Mercurial > octave
annotate liboctave/fCmplxQR.cc @ 8547:d66c9b6e506a
imported patch qrupdate.diff
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Tue, 20 Jan 2009 21:16:42 +0100 |
parents | 4976f66d469b |
children | a6edd5c23cb5 |
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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 Copyright (C) 2008, 2009 Jaroslav Hajek |
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6 |
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7 This file is part of Octave. |
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8 |
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9 Octave is free software; you can redistribute it and/or modify it |
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10 under the terms of the GNU General Public License as published by the |
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11 Free Software Foundation; either version 3 of the License, or (at your |
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12 option) any later version. |
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13 |
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14 Octave is distributed in the hope that it will be useful, but WITHOUT |
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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17 for more details. |
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18 |
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19 You should have received a copy of the GNU General Public License |
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20 along with Octave; see the file COPYING. If not, see |
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21 <http://www.gnu.org/licenses/>. |
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22 |
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23 */ |
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24 |
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25 #ifdef HAVE_CONFIG_H |
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26 #include <config.h> |
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27 #endif |
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28 |
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29 #include "fCmplxQR.h" |
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30 #include "f77-fcn.h" |
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31 #include "lo-error.h" |
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32 #include "Range.h" |
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33 #include "idx-vector.h" |
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34 #include "oct-locbuf.h" |
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35 |
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36 extern "C" |
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37 { |
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38 F77_RET_T |
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39 F77_FUNC (cgeqrf, CGEQRF) (const octave_idx_type&, const octave_idx_type&, FloatComplex*, |
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40 const octave_idx_type&, FloatComplex*, FloatComplex*, |
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41 const octave_idx_type&, octave_idx_type&); |
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42 |
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43 F77_RET_T |
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44 F77_FUNC (cungqr, CUNGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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45 FloatComplex*, const octave_idx_type&, FloatComplex*, |
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46 FloatComplex*, const octave_idx_type&, octave_idx_type&); |
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47 |
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48 #ifdef HAVE_QRUPDATE |
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49 |
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50 F77_RET_T |
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51 F77_FUNC (cqr1up, CQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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52 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, |
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53 FloatComplex*, FloatComplex*, FloatComplex*, float*); |
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54 |
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55 F77_RET_T |
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56 F77_FUNC (cqrinc, CQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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57 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, |
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58 const octave_idx_type&, const FloatComplex*, float*); |
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59 |
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60 F77_RET_T |
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61 F77_FUNC (cqrdec, CQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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62 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, |
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63 const octave_idx_type&, float*); |
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64 |
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65 F77_RET_T |
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66 F77_FUNC (cqrinr, CQRINR) (const octave_idx_type&, const octave_idx_type&, |
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67 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, |
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68 const octave_idx_type&, const FloatComplex*, float*); |
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69 |
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70 F77_RET_T |
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71 F77_FUNC (cqrder, CQRDER) (const octave_idx_type&, const octave_idx_type&, |
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72 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, |
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73 const octave_idx_type&, FloatComplex*, float*); |
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74 |
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75 F77_RET_T |
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76 F77_FUNC (cqrshc, CQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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77 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, |
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78 const octave_idx_type&, const octave_idx_type&, |
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79 FloatComplex*, float*); |
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80 |
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81 #endif |
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82 } |
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83 |
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84 FloatComplexQR::FloatComplexQR (const FloatComplexMatrix& a, QR::type qr_type) |
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85 : q (), r () |
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86 { |
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87 init (a, qr_type); |
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88 } |
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89 |
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90 void |
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91 FloatComplexQR::init (const FloatComplexMatrix& a, QR::type qr_type) |
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92 { |
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93 octave_idx_type m = a.rows (); |
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94 octave_idx_type n = a.cols (); |
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95 |
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96 if (m == 0 || n == 0) |
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97 { |
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98 (*current_liboctave_error_handler) |
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99 ("FloatComplexQR must have non-empty matrix"); |
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100 return; |
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101 } |
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102 |
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103 octave_idx_type min_mn = m < n ? m : n; |
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104 |
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105 Array<FloatComplex> tau (min_mn); |
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106 FloatComplex *ptau = tau.fortran_vec (); |
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107 |
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108 octave_idx_type lwork = 32*n; |
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109 Array<FloatComplex> work (lwork); |
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110 FloatComplex *pwork = work.fortran_vec (); |
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111 |
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112 octave_idx_type info = 0; |
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113 |
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114 FloatComplexMatrix A_fact; |
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115 if (m > n && qr_type != QR::economy) |
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116 { |
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117 A_fact.resize (m, m); |
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118 A_fact.insert (a, 0, 0); |
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119 } |
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120 else |
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121 A_fact = a; |
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122 |
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123 FloatComplex *tmp_data = A_fact.fortran_vec (); |
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124 |
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125 F77_XFCN (cgeqrf, CGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info)); |
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126 |
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127 if (qr_type == QR::raw) |
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128 { |
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129 for (octave_idx_type j = 0; j < min_mn; j++) |
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130 { |
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131 octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; |
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132 for (octave_idx_type i = limit + 1; i < m; i++) |
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133 A_fact.elem (i, j) *= tau.elem (j); |
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134 } |
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135 |
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136 r = A_fact; |
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137 |
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138 if (m > n) |
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139 r.resize (m, n); |
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140 } |
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141 else |
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142 { |
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143 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m; |
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144 |
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145 if (qr_type == QR::economy && m > n) |
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146 r.resize (n, n, 0.0); |
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147 else |
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148 r.resize (m, n, 0.0); |
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149 |
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150 for (octave_idx_type j = 0; j < n; j++) |
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151 { |
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152 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1; |
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153 for (octave_idx_type i = 0; i <= limit; i++) |
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154 r.elem (i, j) = A_fact.elem (i, j); |
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155 } |
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156 |
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157 lwork = 32 * n2; |
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158 work.resize (lwork); |
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159 FloatComplex *pwork2 = work.fortran_vec (); |
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160 |
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161 F77_XFCN (cungqr, CUNGQR, (m, n2, min_mn, tmp_data, m, ptau, |
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162 pwork2, lwork, info)); |
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163 |
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164 q = A_fact; |
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165 q.resize (m, n2); |
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166 } |
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167 } |
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168 |
7924 | 169 FloatComplexQR::FloatComplexQR (const FloatComplexMatrix& q_arg, const FloatComplexMatrix& r_arg) |
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170 { |
7924 | 171 if (q_arg.columns () != r_arg.rows ()) |
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172 { |
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173 (*current_liboctave_error_handler) ("QR dimensions mismatch"); |
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174 return; |
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175 } |
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176 |
7924 | 177 this->q = q_arg; |
178 this->r = r_arg; | |
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179 } |
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180 |
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181 #ifdef HAVE_QRUPDATE |
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182 |
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183 void |
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184 FloatComplexQR::update (const FloatComplexColumnVector& u, const FloatComplexColumnVector& v) |
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185 { |
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186 octave_idx_type m = q.rows (); |
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187 octave_idx_type n = r.columns (); |
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188 octave_idx_type k = q.columns (); |
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189 |
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190 if (u.length () == m && v.length () == n) |
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191 { |
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192 FloatComplexColumnVector utmp = u, vtmp = v; |
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193 OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); |
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194 OCTAVE_LOCAL_BUFFER (float, rw, k); |
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195 F77_XFCN (cqr1up, CQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k, |
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196 utmp.fortran_vec (), vtmp.fortran_vec (), w, rw)); |
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197 } |
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198 else |
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199 (*current_liboctave_error_handler) ("QR update dimensions mismatch"); |
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200 } |
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201 |
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202 void |
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203 FloatComplexQR::update (const FloatComplexMatrix& u, const FloatComplexMatrix& v) |
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204 { |
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205 octave_idx_type m = q.rows (); |
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206 octave_idx_type n = r.columns (); |
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207 octave_idx_type k = q.columns (); |
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208 |
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209 if (u.rows () == m && v.rows () == n && u.cols () == v.cols ()) |
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210 { |
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211 OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); |
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212 OCTAVE_LOCAL_BUFFER (float, rw, k); |
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213 for (octave_idx_type i = 0; i < u.cols (); i++) |
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214 { |
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215 FloatComplexColumnVector utmp = u.column (i), vtmp = v.column (i); |
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216 F77_XFCN (cqr1up, CQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k, |
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217 utmp.fortran_vec (), vtmp.fortran_vec (), w, rw)); |
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218 } |
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219 } |
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220 else |
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221 (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); |
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222 } |
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223 |
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224 void |
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225 FloatComplexQR::insert_col (const FloatComplexColumnVector& u, octave_idx_type j) |
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226 { |
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227 octave_idx_type m = q.rows (); |
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228 octave_idx_type n = r.columns (); |
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229 octave_idx_type k = q.columns (); |
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230 |
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231 if (u.length () != m) |
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232 (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); |
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233 else if (j < 0 || j > n) |
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234 (*current_liboctave_error_handler) ("qrinsert: index out of range"); |
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235 else |
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236 { |
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237 if (k < m) |
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238 { |
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239 q.resize (m, k+1); |
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240 r.resize (k+1, n+1); |
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241 } |
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242 else |
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243 { |
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244 r.resize (k, n+1); |
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245 } |
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246 |
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247 FloatComplexColumnVector utmp = u; |
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248 OCTAVE_LOCAL_BUFFER (float, rw, k); |
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249 F77_XFCN (cqrinc, CQRINC, (m, n, k, q.fortran_vec (), q.rows (), |
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250 r.fortran_vec (), r.rows (), j + 1, |
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251 utmp.data (), rw)); |
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252 } |
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253 } |
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254 |
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255 void |
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256 FloatComplexQR::insert_col (const FloatComplexMatrix& u, const Array<octave_idx_type>& j) |
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257 { |
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258 octave_idx_type m = q.rows (); |
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259 octave_idx_type n = r.columns (); |
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260 octave_idx_type k = q.columns (); |
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261 |
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262 Array<octave_idx_type> jsi; |
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263 Array<octave_idx_type> js = j.sort (jsi, ASCENDING); |
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264 octave_idx_type nj = js.length (); |
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265 bool dups = false; |
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266 for (octave_idx_type i = 0; i < nj - 1; i++) |
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267 dups = dups && js(i) == js(i+1); |
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268 |
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269 if (dups) |
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270 (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); |
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271 else if (u.length () != m || u.columns () != nj) |
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272 (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); |
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273 else if (nj > 0 && (js(0) < 0 || js(nj-1) > n)) |
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274 (*current_liboctave_error_handler) ("qrinsert: index out of range"); |
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275 else if (nj > 0) |
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276 { |
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277 octave_idx_type kmax = std::min (k + nj, m); |
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278 if (k < m) |
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279 { |
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280 q.resize (m, kmax); |
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281 r.resize (kmax, n + nj); |
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282 } |
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283 else |
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284 { |
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285 r.resize (k, n + nj); |
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286 } |
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287 |
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288 OCTAVE_LOCAL_BUFFER (float, rw, kmax); |
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289 for (octave_idx_type i = 0; i < js.length (); i++) |
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290 { |
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291 F77_XFCN (cqrinc, CQRINC, (m, n + i, std::min (kmax, k + i), |
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292 q.fortran_vec (), q.rows (), |
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293 r.fortran_vec (), r.rows (), js(i) + 1, |
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294 u.column (jsi(i)).data (), rw)); |
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295 } |
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296 } |
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297 } |
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298 |
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299 void |
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300 FloatComplexQR::delete_col (octave_idx_type j) |
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301 { |
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302 octave_idx_type m = q.rows (); |
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303 octave_idx_type k = r.rows (); |
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304 octave_idx_type n = r.columns (); |
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305 |
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306 if (j < 0 || j > n-1) |
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307 (*current_liboctave_error_handler) ("qrdelete: index out of range"); |
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308 else |
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309 { |
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310 OCTAVE_LOCAL_BUFFER (float, rw, k); |
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311 F77_XFCN (cqrdec, CQRDEC, (m, n, k, q.fortran_vec (), q.rows (), |
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312 r.fortran_vec (), r.rows (), j + 1, rw)); |
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313 |
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314 if (k < m) |
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315 { |
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316 q.resize (m, k-1); |
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317 r.resize (k-1, n-1); |
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318 } |
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319 else |
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320 { |
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321 r.resize (k, n-1); |
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322 } |
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323 } |
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324 } |
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325 |
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326 void |
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327 FloatComplexQR::delete_col (const Array<octave_idx_type>& j) |
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328 { |
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329 octave_idx_type m = q.rows (); |
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330 octave_idx_type n = r.columns (); |
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331 octave_idx_type k = q.columns (); |
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332 |
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333 Array<octave_idx_type> jsi; |
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334 Array<octave_idx_type> js = j.sort (jsi, DESCENDING); |
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335 octave_idx_type nj = js.length (); |
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336 bool dups = false; |
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337 for (octave_idx_type i = 0; i < nj - 1; i++) |
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338 dups = dups && js(i) == js(i+1); |
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339 |
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340 if (dups) |
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341 (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); |
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342 else if (nj > 0 && (js(0) > n-1 || js(nj-1) < 0)) |
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343 (*current_liboctave_error_handler) ("qrinsert: index out of range"); |
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344 else if (nj > 0) |
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345 { |
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346 OCTAVE_LOCAL_BUFFER (float, rw, k); |
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347 for (octave_idx_type i = 0; i < js.length (); i++) |
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348 { |
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349 F77_XFCN (cqrdec, CQRDEC, (m, n - i, k == m ? k : k - i, |
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350 q.fortran_vec (), q.rows (), |
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351 r.fortran_vec (), r.rows (), js(i) + 1, rw)); |
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352 } |
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353 if (k < m) |
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354 { |
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355 q.resize (m, k - nj); |
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356 r.resize (k - nj, n - nj); |
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357 } |
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358 else |
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359 { |
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360 r.resize (k, n - nj); |
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361 } |
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362 |
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363 } |
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364 } |
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365 |
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366 void |
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367 FloatComplexQR::insert_row (const FloatComplexRowVector& u, octave_idx_type j) |
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368 { |
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369 octave_idx_type m = r.rows (); |
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370 octave_idx_type n = r.columns (); |
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371 octave_idx_type k = std::min (m, n); |
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372 |
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373 if (! q.is_square () || u.length () != n) |
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374 (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); |
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375 else if (j < 0 || j > m) |
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376 (*current_liboctave_error_handler) ("qrinsert: index out of range"); |
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377 else |
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378 { |
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379 q.resize (m + 1, m + 1); |
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380 r.resize (m + 1, n); |
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381 FloatComplexRowVector utmp = u; |
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382 OCTAVE_LOCAL_BUFFER (float, rw, k); |
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383 F77_XFCN (cqrinr, CQRINR, (m, n, q.fortran_vec (), q.rows (), |
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384 r.fortran_vec (), r.rows (), |
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385 j + 1, utmp.fortran_vec (), rw)); |
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386 |
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387 } |
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388 } |
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389 |
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390 void |
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391 FloatComplexQR::delete_row (octave_idx_type j) |
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392 { |
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393 octave_idx_type m = r.rows (); |
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394 octave_idx_type n = r.columns (); |
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395 |
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396 if (! q.is_square ()) |
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397 (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); |
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398 else if (j < 0 || j > m-1) |
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399 (*current_liboctave_error_handler) ("qrdelete: index out of range"); |
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400 else |
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401 { |
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402 OCTAVE_LOCAL_BUFFER (FloatComplex, w, m); |
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403 OCTAVE_LOCAL_BUFFER (float, rw, m); |
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404 F77_XFCN (cqrder, CQRDER, (m, n, q.fortran_vec (), q.rows (), |
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405 r.fortran_vec (), r.rows (), j + 1, |
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406 w, rw)); |
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407 |
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408 q.resize (m - 1, m - 1); |
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409 r.resize (m - 1, n); |
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410 } |
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411 } |
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412 |
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413 void |
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414 FloatComplexQR::shift_cols (octave_idx_type i, octave_idx_type j) |
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415 { |
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416 octave_idx_type m = q.rows (); |
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417 octave_idx_type k = r.rows (); |
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418 octave_idx_type n = r.columns (); |
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419 |
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420 if (i < 0 || i > n-1 || j < 0 || j > n-1) |
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421 (*current_liboctave_error_handler) ("qrshift: index out of range"); |
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422 else |
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423 { |
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424 OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); |
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425 OCTAVE_LOCAL_BUFFER (float, rw, k); |
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426 F77_XFCN (cqrshc, CQRSHC, (m, n, k, |
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427 q.fortran_vec (), q.rows (), |
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428 r.fortran_vec (), r.rows (), |
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429 i + 1, j + 1, w, rw)); |
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430 } |
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431 } |
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432 |
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433 #endif |
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434 |
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435 /* |
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436 ;;; Local Variables: *** |
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437 ;;; mode: C++ *** |
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438 ;;; End: *** |
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439 */ |