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annotate liboctave/numeric/sparse-qr.h @ 31249:de6fc38c78c6

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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>
date Fri, 12 Nov 2010 08:53:05 +0100
parents 796f54d4ddbf
children e7fc6251b698
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 2005-2022 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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25
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26 #if ! defined (octave_sparse_qr_h)
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27 #define octave_sparse_qr_h 1
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28
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29 #include "octave-config.h"
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30
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31 #include <memory>
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32
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33 #include "oct-cmplx.h"
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34 #include "MArray-fwd.h"
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35 #include "mx-fwd.h"
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37 namespace octave
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38 {
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39 namespace math
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40 {
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41 // If the sparse matrix classes become templated on the element type
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42 // (i.e., sparse_matrix<double>), then it might be best to make the
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43 // template parameter of this class also be the element type instead
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44 // of the matrix type.
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45
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46 template <typename SPARSE_T>
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47 class
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48 sparse_qr
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49 {
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50 public:
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52 OCTAVE_API sparse_qr (void);
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54 #if (defined (HAVE_SPQR) && defined (HAVE_CHOLMOD))
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55 // order = 7 selects SPQR default ordering
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56 OCTAVE_API sparse_qr (const SPARSE_T& a, int order = 7);
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57 #else
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58 OCTAVE_API sparse_qr (const SPARSE_T& a, int order = 0);
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59 #endif
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61 sparse_qr (const sparse_qr& a) = default;
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63 ~sparse_qr (void) = default;
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65 sparse_qr& operator = (const sparse_qr& a) = default;
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67 OCTAVE_API bool ok (void) const;
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68
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69 OCTAVE_API ColumnVector E (void) const;
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71 // constructs permutation matrix from permutation vector rep -> E()
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72 OCTAVE_API SparseMatrix E_MAT () const;
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74 OCTAVE_API SPARSE_T V (void) const;
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76 OCTAVE_API ColumnVector Pinv (void) const;
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78 OCTAVE_API ColumnVector P (void) const;
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80 OCTAVE_API SPARSE_T R (bool econ = false) const;
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82 OCTAVE_API typename SPARSE_T::dense_matrix_type
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83 C (const typename SPARSE_T::dense_matrix_type& b, bool econ = false) const;
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85 OCTAVE_API typename SPARSE_T::dense_matrix_type
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86 Q (bool econ = false) const;
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88 template <typename RHS_T, typename RET_T>
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89 static OCTAVE_API RET_T
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90 solve (const SPARSE_T& a, const RHS_T& b,
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91 octave_idx_type& info);
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93 private:
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94
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95 template <typename RHS_T, typename RET_T>
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96 static OCTAVE_API RET_T
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97 min2norm_solve (const SPARSE_T& a, const RHS_T& b,
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98 octave_idx_type& info, int order);
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99
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100 template <typename RHS_T, typename RET_T>
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101 OCTAVE_API RET_T
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102 tall_solve (const RHS_T& b, octave_idx_type& info) const;
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103
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104 template <typename RHS_T, typename RET_T>
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105 OCTAVE_API RET_T
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106 wide_solve (const RHS_T& b, octave_idx_type& info) const;
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107
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108 //--------
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109 class sparse_qr_rep;
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110
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111 std::shared_ptr<sparse_qr_rep> m_rep;
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112 };
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113
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114 #if defined (__clang__) || defined (_WIN32)
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115 // extern instantiations with set visibility/export/import attribute
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116
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117 extern template class OCTAVE_API sparse_qr<SparseMatrix>;
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118
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119 extern template class OCTAVE_API sparse_qr<SparseComplexMatrix>;
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120 #endif
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121
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122 // Provide qrsolve for backward compatibility.
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123
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124 extern OCTAVE_API Matrix
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125 qrsolve (const SparseMatrix& a, const MArray<double>& b,
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126 octave_idx_type& info);
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127
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128 extern OCTAVE_API SparseMatrix
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129 qrsolve (const SparseMatrix& a, const SparseMatrix& b,
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130 octave_idx_type& info);
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131
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132 extern OCTAVE_API ComplexMatrix
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133 qrsolve (const SparseMatrix& a, const MArray<Complex>& b,
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134 octave_idx_type& info);
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135
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136 extern OCTAVE_API SparseComplexMatrix
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137 qrsolve (const SparseMatrix& a, const SparseComplexMatrix& b,
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138 octave_idx_type& info);
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139
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140 extern OCTAVE_API ComplexMatrix
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141 qrsolve (const SparseComplexMatrix& a, const MArray<double>& b,
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142 octave_idx_type& info);
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143
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144 extern OCTAVE_API SparseComplexMatrix
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145 qrsolve (const SparseComplexMatrix& a, const SparseMatrix& b,
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146 octave_idx_type& info);
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147
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148 extern OCTAVE_API ComplexMatrix
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149 qrsolve (const SparseComplexMatrix& a, const MArray<Complex>& b,
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150 octave_idx_type& info);
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151
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152 extern OCTAVE_API SparseComplexMatrix
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153 qrsolve (const SparseComplexMatrix& a, const SparseComplexMatrix& b,
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154 octave_idx_type& info);
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155
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156 typedef sparse_qr<SparseMatrix> SparseQR;
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157 typedef sparse_qr<SparseComplexMatrix> SparseComplexQR;
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158 }
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159 }
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160
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161 #endif