Mercurial > octave
annotate liboctave/numeric/sparse-dmsolve.cc @ 31249:de6fc38c78c6
Make Jacobian types offered by dlsode.f accessible by lsode (bug #31626).
* liboctave/numeric/LSODE-opts.in: Add options "jacobian type", "lower jacobian
subdiagonals", and "upper jacobian subdiagonals".
* liboctave/numeric/LSODE.cc (file scope, lsode_j,
LSODE::do_integrate (double)): Handle new configurable Jacobian types.
* build-aux/mk-opts.pl: Don't implicitly convert to integer in condition.
author | Olaf Till <olaf.till@uni-jena.de> |
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date | Fri, 12 Nov 2010 08:53:05 +0100 |
parents | 796f54d4ddbf |
children | 597f3ee61a48 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 2006-2022 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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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
5683 | 28 #endif |
29 | |
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30 #include <algorithm> |
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32 #include "CMatrix.h" |
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33 #include "CSparse.h" |
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34 #include "MArray.h" |
5683 | 35 #include "MSparse.h" |
5785 | 36 #include "MatrixType.h" |
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37 #include "dSparse.h" |
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38 #include "lo-error.h" |
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39 #include "oct-inttypes-fwd.h" |
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40 #include "oct-locbuf.h" |
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42 #include "oct-sparse.h" |
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43 #include "quit.h" |
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44 #include "sparse-dmsolve.h" |
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45 #include "sparse-qr.h" |
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47 template <typename T> |
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49 dmsolve_extract (const MSparse<T>& A, const octave_idx_type *Pinv, |
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50 const octave_idx_type *Q, octave_idx_type rst, |
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51 octave_idx_type rend, octave_idx_type cst, |
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52 octave_idx_type cend, octave_idx_type maxnz = -1, |
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53 bool lazy = false) |
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55 octave_idx_type nr = rend - rst; |
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56 octave_idx_type nc = cend - cst; |
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57 |
5683 | 58 maxnz = (maxnz < 0 ? A.nnz () : maxnz); |
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59 |
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60 octave_idx_type nz; |
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61 |
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62 // Cast to uint64 to handle overflow in this multiplication |
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63 if (octave_uint64 (nr)*octave_uint64 (nc) < octave_uint64 (maxnz)) |
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64 nz = nr*nc; |
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65 else |
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66 nz = maxnz; |
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67 |
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68 MSparse<T> B (nr, nc, (nz < maxnz ? nz : maxnz)); |
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69 |
5683 | 70 // Some sparse functions can support lazy indexing (where elements |
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71 // in the row are in no particular order), even though octave in |
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72 // general can't. For those functions that can using it is a big |
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74 |
5683 | 75 if (lazy) |
76 { | |
77 nz = 0; | |
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78 |
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80 { |
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81 octave_idx_type qq = (Q ? Q[j] : j); |
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82 |
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83 B.xcidx (j - cst) = nz; |
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84 |
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85 for (octave_idx_type p = A.cidx (qq) ; p < A.cidx (qq+1) ; p++) |
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86 { |
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87 octave_quit (); |
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88 |
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89 octave_idx_type r = (Pinv ? Pinv[A.ridx (p)] : A.ridx (p)); |
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90 |
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91 if (r >= rst && r < rend) |
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92 { |
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93 B.xdata (nz) = A.data (p); |
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94 B.xridx (nz++) = r - rst; |
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95 } |
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96 } |
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97 } |
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98 |
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99 B.xcidx (cend - cst) = nz; |
5683 | 100 } |
101 else | |
102 { | |
103 OCTAVE_LOCAL_BUFFER (T, X, rend - rst); | |
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104 |
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106 octave_idx_type *ri = B.xridx (); |
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107 |
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109 |
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111 { |
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112 octave_idx_type qq = (Q ? Q[j] : j); |
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113 |
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114 B.xcidx (j - cst) = nz; |
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115 |
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116 for (octave_idx_type p = A.cidx (qq) ; p < A.cidx (qq+1) ; p++) |
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117 { |
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118 octave_quit (); |
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119 |
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120 octave_idx_type r = (Pinv ? Pinv[A.ridx (p)] : A.ridx (p)); |
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121 |
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122 if (r >= rst && r < rend) |
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123 { |
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124 X[r-rst] = A.data (p); |
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125 B.xridx (nz++) = r - rst; |
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126 } |
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127 } |
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128 |
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129 sort.sort (ri + B.xcidx (j - cst), nz - B.xcidx (j - cst)); |
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130 |
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131 for (octave_idx_type p = B.cidx (j - cst); p < nz; p++) |
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132 B.xdata (p) = X[B.xridx (p)]; |
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133 } |
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134 |
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135 B.xcidx (cend - cst) = nz; |
5683 | 136 } |
137 | |
138 return B; | |
139 } | |
140 | |
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141 template <typename T> |
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142 static MArray<T> |
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143 dmsolve_extract (const MArray<T>& m, const octave_idx_type *, |
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144 const octave_idx_type *, octave_idx_type r1, |
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145 octave_idx_type r2, octave_idx_type c1, |
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146 octave_idx_type c2) |
5683 | 147 { |
148 r2 -= 1; | |
149 c2 -= 1; | |
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150 |
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151 if (r1 > r2) |
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152 std::swap (r1, r2); |
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153 |
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154 if (c1 > c2) |
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155 std::swap (c1, c2); |
5683 | 156 |
157 octave_idx_type new_r = r2 - r1 + 1; | |
158 octave_idx_type new_c = c2 - c1 + 1; | |
159 | |
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160 MArray<T> result (dim_vector (new_r, new_c)); |
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162 for (octave_idx_type j = 0; j < new_c; j++) | |
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163 { |
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164 for (octave_idx_type i = 0; i < new_r; i++) |
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165 result.xelem (i, j) = m.elem (r1+i, c1+j); |
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166 } |
5683 | 167 |
168 return result; | |
169 } | |
170 | |
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171 template <typename T> |
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173 dmsolve_insert (MArray<T>& a, const MArray<T>& b, const octave_idx_type *Q, |
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174 octave_idx_type r, octave_idx_type c) |
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176 T *ax = a.fortran_vec (); |
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177 |
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178 const T *bx = b.data (); |
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179 |
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180 octave_idx_type anr = a.rows (); |
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181 |
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182 octave_idx_type nr = b.rows (); |
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183 octave_idx_type nc = b.cols (); |
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184 |
5683 | 185 for (octave_idx_type j = 0; j < nc; j++) |
186 { | |
187 octave_idx_type aoff = (c + j) * anr; | |
188 octave_idx_type boff = j * nr; | |
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189 |
5683 | 190 for (octave_idx_type i = 0; i < nr; i++) |
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191 { |
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192 octave_quit (); |
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193 ax[Q[r + i] + aoff] = bx[i + boff]; |
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194 } |
5683 | 195 } |
196 } | |
197 | |
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198 template <typename T> |
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200 dmsolve_insert (MSparse<T>& a, const MSparse<T>& b, const octave_idx_type *Q, |
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201 octave_idx_type r, octave_idx_type c) |
5683 | 202 { |
203 octave_idx_type b_rows = b.rows (); | |
204 octave_idx_type b_cols = b.cols (); | |
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205 |
5683 | 206 octave_idx_type nr = a.rows (); |
207 octave_idx_type nc = a.cols (); | |
208 | |
209 OCTAVE_LOCAL_BUFFER (octave_idx_type, Qinv, nr); | |
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210 |
5683 | 211 for (octave_idx_type i = 0; i < nr; i++) |
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212 Qinv[Q[i]] = i; |
5683 | 213 |
214 // First count the number of elements in the final array | |
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215 octave_idx_type nel = a.xcidx (c) + b.nnz (); |
5683 | 216 |
217 if (c + b_cols < nc) | |
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218 nel += a.xcidx (nc) - a.xcidx (c + b_cols); |
5683 | 219 |
220 for (octave_idx_type i = c; i < c + b_cols; i++) | |
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221 { |
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222 for (octave_idx_type j = a.xcidx (i); j < a.xcidx (i+1); j++) |
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223 { |
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224 if (Qinv[a.xridx (j)] < r || Qinv[a.xridx (j)] >= r + b_rows) |
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225 nel++; |
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226 } |
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227 } |
5683 | 228 |
229 OCTAVE_LOCAL_BUFFER (T, X, nr); | |
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230 |
5683 | 231 octave_sort<octave_idx_type> sort; |
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232 |
5683 | 233 MSparse<T> tmp (a); |
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234 |
5683 | 235 a = MSparse<T> (nr, nc, nel); |
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236 |
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237 octave_idx_type *ri = a.xridx (); |
5683 | 238 |
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239 for (octave_idx_type i = 0; i < tmp.cidx (c); i++) |
5683 | 240 { |
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241 a.xdata (i) = tmp.xdata (i); |
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242 a.xridx (i) = tmp.xridx (i); |
5683 | 243 } |
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244 |
5683 | 245 for (octave_idx_type i = 0; i < c + 1; i++) |
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246 a.xcidx (i) = tmp.xcidx (i); |
5683 | 247 |
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248 octave_idx_type ii = a.xcidx (c); |
5683 | 249 |
250 for (octave_idx_type i = c; i < c + b_cols; i++) | |
251 { | |
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252 octave_quit (); |
5683 | 253 |
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254 for (octave_idx_type j = tmp.xcidx (i); j < tmp.xcidx (i+1); j++) |
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255 { |
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256 if (Qinv[tmp.xridx (j)] < r || Qinv[tmp.xridx (j)] >= r + b_rows) |
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257 { |
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258 X[tmp.xridx (j)] = tmp.xdata (j); |
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259 a.xridx (ii++) = tmp.xridx (j); |
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260 } |
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261 } |
5683 | 262 |
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263 octave_quit (); |
5683 | 264 |
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265 for (octave_idx_type j = b.cidx (i-c); j < b.cidx (i-c+1); j++) |
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266 { |
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267 X[Q[r + b.ridx (j)]] = b.data (j); |
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268 a.xridx (ii++) = Q[r + b.ridx (j)]; |
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269 } |
5683 | 270 |
271 sort.sort (ri + a.xcidx (i), ii - a.xcidx (i)); | |
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272 |
5683 | 273 for (octave_idx_type p = a.xcidx (i); p < ii; p++) |
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274 a.xdata (p) = X[a.xridx (p)]; |
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275 |
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276 a.xcidx (i+1) = ii; |
5683 | 277 } |
278 | |
279 for (octave_idx_type i = c + b_cols; i < nc; i++) | |
280 { | |
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281 for (octave_idx_type j = tmp.xcidx (i); j < tmp.cidx (i+1); j++) |
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282 { |
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283 a.xdata (ii) = tmp.xdata (j); |
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284 a.xridx (ii++) = tmp.xridx (j); |
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285 } |
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286 |
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287 a.xcidx (i+1) = ii; |
5683 | 288 } |
289 } | |
290 | |
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291 template <typename T, typename RT> |
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293 dmsolve_permute (MArray<RT>& a, const MArray<T>& b, const octave_idx_type *p) |
5683 | 294 { |
295 octave_idx_type b_nr = b.rows (); | |
296 octave_idx_type b_nc = b.cols (); | |
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297 |
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298 const T *Bx = b.data (); |
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299 |
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300 a.resize (dim_vector (b_nr, b_nc)); |
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301 |
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302 RT *Btx = a.fortran_vec (); |
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303 |
5683 | 304 for (octave_idx_type j = 0; j < b_nc; j++) |
305 { | |
306 octave_idx_type off = j * b_nr; | |
307 for (octave_idx_type i = 0; i < b_nr; i++) | |
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308 { |
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309 octave_quit (); |
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310 Btx[p[i] + off] = Bx[ i + off]; |
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311 } |
5683 | 312 } |
313 } | |
314 | |
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315 template <typename T, typename RT> |
5683 | 316 static void |
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317 dmsolve_permute (MSparse<RT>& a, const MSparse<T>& b, const octave_idx_type *p) |
5683 | 318 { |
319 octave_idx_type b_nr = b.rows (); | |
320 octave_idx_type b_nc = b.cols (); | |
321 octave_idx_type b_nz = b.nnz (); | |
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322 |
5683 | 323 octave_idx_type nz = 0; |
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324 |
5683 | 325 a = MSparse<RT> (b_nr, b_nc, b_nz); |
326 octave_sort<octave_idx_type> sort; | |
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327 octave_idx_type *ri = a.xridx (); |
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328 |
5683 | 329 OCTAVE_LOCAL_BUFFER (RT, X, b_nr); |
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330 |
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331 a.xcidx (0) = 0; |
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332 |
5683 | 333 for (octave_idx_type j = 0; j < b_nc; j++) |
334 { | |
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335 for (octave_idx_type i = b.cidx (j); i < b.cidx (j+1); i++) |
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336 { |
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337 octave_quit (); |
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338 octave_idx_type r = p[b.ridx (i)]; |
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339 X[r] = b.data (i); |
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340 a.xridx (nz++) = p[b.ridx (i)]; |
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341 } |
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342 |
5683 | 343 sort.sort (ri + a.xcidx (j), nz - a.xcidx (j)); |
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344 |
5683 | 345 for (octave_idx_type i = a.cidx (j); i < nz; i++) |
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346 { |
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347 octave_quit (); |
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348 a.xdata (i) = X[a.xridx (i)]; |
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349 } |
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350 |
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351 a.xcidx (j+1) = nz; |
5683 | 352 } |
353 } | |
354 | |
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355 #if defined (HAVE_CXSPARSE) |
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356 |
5683 | 357 static void |
358 solve_singularity_warning (double) | |
359 { | |
360 // Dummy singularity handler so that LU solver doesn't flag | |
361 // an error for numerically rank defficient matrices | |
362 } | |
363 | |
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364 #endif |
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365 |
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366 template <typename RT, typename ST, typename T> |
5683 | 367 RT |
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368 dmsolve (const ST& a, const T& b, octave_idx_type& info) |
5683 | 369 { |
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370 RT retval; |
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371 |
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372 #if defined (HAVE_CXSPARSE) |
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373 |
5683 | 374 octave_idx_type nr = a.rows (); |
375 octave_idx_type nc = a.cols (); | |
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376 |
5683 | 377 octave_idx_type b_nr = b.rows (); |
378 octave_idx_type b_nc = b.cols (); | |
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379 |
6924 | 380 if (nr < 0 || nc < 0 || nr != b_nr) |
5683 | 381 (*current_liboctave_error_handler) |
382 ("matrix dimension mismatch in solution of minimum norm problem"); | |
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383 |
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384 if (nr == 0 || nc == 0 || b_nc == 0) |
6924 | 385 retval = RT (nc, b_nc, 0.0); |
5683 | 386 else |
387 { | |
388 octave_idx_type nnz_remaining = a.nnz (); | |
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389 |
5683 | 390 CXSPARSE_DNAME () csm; |
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391 |
5683 | 392 csm.m = nr; |
393 csm.n = nc; | |
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394 csm.x = nullptr; |
5683 | 395 csm.nz = -1; |
396 csm.nzmax = a.nnz (); | |
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397 |
5683 | 398 // Cast away const on A, with full knowledge that CSparse won't touch it. |
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399 // Prevents the methods below from making a copy of the data. |
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400 csm.p = const_cast<octave::suitesparse_integer *> |
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401 (octave::to_suitesparse_intptr (a.cidx ())); |
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402 csm.i = const_cast<octave::suitesparse_integer *> |
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403 (octave::to_suitesparse_intptr (a.ridx ())); |
5683 | 404 |
5792 | 405 CXSPARSE_DNAME (d) *dm = CXSPARSE_DNAME(_dmperm) (&csm, 0); |
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406 octave_idx_type *p = octave::to_octave_idx_type_ptr (dm->p); |
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407 octave_idx_type *q = octave::to_octave_idx_type_ptr (dm->q); |
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408 |
5683 | 409 OCTAVE_LOCAL_BUFFER (octave_idx_type, pinv, nr); |
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410 |
5683 | 411 for (octave_idx_type i = 0; i < nr; i++) |
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412 pinv[p[i]] = i; |
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413 |
5683 | 414 RT btmp; |
415 dmsolve_permute (btmp, b, pinv); | |
416 info = 0; | |
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417 |
5683 | 418 retval.resize (nc, b_nc); |
419 | |
420 // Leading over-determined block | |
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421 if (dm->rr[2] < nr && dm->cc[3] < nc) |
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422 { |
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423 ST m = dmsolve_extract (a, pinv, q, dm->rr[2], nr, dm->cc[3], nc, |
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424 nnz_remaining, true); |
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425 nnz_remaining -= m.nnz (); |
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426 RT mtmp = octave::math::qrsolve (m, dmsolve_extract (btmp, |
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427 nullptr, nullptr, |
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428 dm->rr[2], b_nr, |
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429 0, b_nc), |
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430 info); |
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431 dmsolve_insert (retval, mtmp, q, dm->cc[3], 0); |
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432 |
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433 if (dm->rr[2] > 0 && ! info) |
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434 { |
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435 m = dmsolve_extract (a, pinv, q, 0, dm->rr[2], |
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436 dm->cc[3], nc, nnz_remaining, true); |
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437 nnz_remaining -= m.nnz (); |
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438 RT ctmp = dmsolve_extract (btmp, nullptr, nullptr, |
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439 0, dm->rr[2], 0, b_nc); |
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440 btmp.insert (ctmp - m * mtmp, 0, 0); |
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441 } |
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442 } |
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443 |
5683 | 444 // Structurally non-singular blocks |
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445 // FIXME: Should use fine Dulmange-Mendelsohn decomposition here. |
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446 if (dm->rr[1] < dm->rr[2] && dm->cc[2] < dm->cc[3] && ! info) |
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447 { |
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448 ST m = dmsolve_extract (a, pinv, q, dm->rr[1], dm->rr[2], |
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449 dm->cc[2], dm->cc[3], nnz_remaining, false); |
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450 nnz_remaining -= m.nnz (); |
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451 RT btmp2 = dmsolve_extract (btmp, nullptr, nullptr, |
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452 dm->rr[1], dm->rr[2], |
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453 0, b_nc); |
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454 double rcond = 0.0; |
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455 MatrixType mtyp (MatrixType::Full); |
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456 RT mtmp = m.solve (mtyp, btmp2, info, rcond, |
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457 solve_singularity_warning, false); |
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458 if (info != 0) |
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459 { |
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460 info = 0; |
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461 mtmp = octave::math::qrsolve (m, btmp2, info); |
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462 } |
5683 | 463 |
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464 dmsolve_insert (retval, mtmp, q, dm->cc[2], 0); |
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465 if (dm->rr[1] > 0 && ! info) |
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466 { |
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467 m = dmsolve_extract (a, pinv, q, 0, dm->rr[1], dm->cc[2], |
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468 dm->cc[3], nnz_remaining, true); |
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469 nnz_remaining -= m.nnz (); |
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470 RT ctmp = dmsolve_extract (btmp, nullptr, nullptr, |
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471 0, dm->rr[1], 0, b_nc); |
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472 btmp.insert (ctmp - m * mtmp, 0, 0); |
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473 } |
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474 } |
5683 | 475 |
476 // Trailing under-determined block | |
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477 if (dm->rr[1] > 0 && dm->cc[2] > 0 && ! info) |
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478 { |
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479 ST m = dmsolve_extract (a, pinv, q, 0, dm->rr[1], 0, |
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480 dm->cc[2], nnz_remaining, true); |
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481 RT mtmp = octave::math::qrsolve (m, dmsolve_extract (btmp, nullptr, |
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482 nullptr, 0, |
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483 dm->rr[1], 0, |
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484 b_nc), |
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485 info); |
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486 dmsolve_insert (retval, mtmp, q, 0, 0); |
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487 } |
5683 | 488 |
489 CXSPARSE_DNAME (_dfree) (dm); | |
490 } | |
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491 |
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492 #else |
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493 |
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494 octave_unused_parameter (a); |
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495 octave_unused_parameter (b); |
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496 octave_unused_parameter (info); |
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497 |
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498 (*current_liboctave_error_handler) |
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499 ("support for CXSparse was unavailable or disabled when liboctave was built"); |
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500 |
5684 | 501 #endif |
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502 |
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503 return retval; |
5683 | 504 } |
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505 |
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506 // Instantiations we need. |
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507 |
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508 template OCTAVE_API ComplexMatrix |
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509 dmsolve<ComplexMatrix, SparseComplexMatrix, Matrix> |
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510 (const SparseComplexMatrix&, const Matrix&, octave_idx_type&); |
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511 |
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512 template OCTAVE_API SparseComplexMatrix |
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513 dmsolve<SparseComplexMatrix, SparseComplexMatrix, SparseMatrix> |
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514 (const SparseComplexMatrix&, const SparseMatrix&, octave_idx_type&); |
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515 |
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516 template OCTAVE_API ComplexMatrix |
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517 dmsolve<ComplexMatrix, SparseComplexMatrix, ComplexMatrix> |
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518 (const SparseComplexMatrix&, const ComplexMatrix&, octave_idx_type&); |
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519 |
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520 template OCTAVE_API SparseComplexMatrix |
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521 dmsolve<SparseComplexMatrix, SparseComplexMatrix, SparseComplexMatrix> |
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522 (const SparseComplexMatrix&, const SparseComplexMatrix&, octave_idx_type&); |
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523 |
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524 template OCTAVE_API Matrix |
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525 dmsolve<Matrix, SparseMatrix, Matrix> |
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526 (const SparseMatrix&, const Matrix&, octave_idx_type&); |
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527 |
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528 template OCTAVE_API SparseMatrix |
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529 dmsolve<SparseMatrix, SparseMatrix, SparseMatrix> |
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530 (const SparseMatrix&, const SparseMatrix&, octave_idx_type&); |
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531 |
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532 template OCTAVE_API ComplexMatrix |
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533 dmsolve<ComplexMatrix, SparseMatrix, ComplexMatrix> |
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534 (const SparseMatrix&, const ComplexMatrix&, octave_idx_type&); |
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535 |
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536 template OCTAVE_API SparseComplexMatrix |
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537 dmsolve<SparseComplexMatrix, SparseMatrix, SparseComplexMatrix> |
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538 (const SparseMatrix&, const SparseComplexMatrix&, octave_idx_type&); |