annotate liboctave/dbleQR.cc @ 2804:eedc2f3f61f7

[project @ 1997-03-11 04:34:50 by jwe]
author jwe
date Tue, 11 Mar 1997 04:48:53 +0000
parents d9d00d7e271e
children 8b262e771614
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1 /*
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2
1882
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3 Copyright (C) 1996 John W. Eaton
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4
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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5 This file is part of Octave.
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6
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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9 Free Software Foundation; either version 2, or (at your option) any
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10 later version.
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11
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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18 along with Octave; see the file COPYING. If not, write to the Free
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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20
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21 */
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22
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23 #if defined (__GNUG__)
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24 #pragma implementation
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25 #endif
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26
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27 #ifdef HAVE_CONFIG_H
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28 #include <config.h>
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29 #endif
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30
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31 #include "dbleQR.h"
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32 #include "f77-fcn.h"
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33 #include "lo-error.h"
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34
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35 extern "C"
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36 {
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37 int F77_FCN (dgeqrf, DGEQRF) (const int&, const int&, double*,
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38 const int&, double*, double*,
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39 const int&, int&);
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40
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41 int F77_FCN (dorgqr, DORGQR) (const int&, const int&, const int&,
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42 double*, const int&, double*, double*,
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43 const int&, int&);
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44 }
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45
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46 QR::QR (const Matrix& a, QR::type qr_type)
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47 : q (), r ()
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48 {
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49 init (a, qr_type);
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50 }
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51
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52 void
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53 QR::init (const Matrix& a, QR::type qr_type)
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54 {
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55 int m = a.rows ();
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56 int n = a.cols ();
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57
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58 if (m == 0 || n == 0)
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59 {
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60 (*current_liboctave_error_handler) ("QR must have non-empty matrix");
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61 return;
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62 }
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63
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64 int min_mn = m < n ? m : n;
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65 Array<double> tau (min_mn);
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66 double *ptau = tau.fortran_vec ();
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67
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68 int lwork = 32*n;
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69 Array<double> work (lwork);
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70 double *pwork = work.fortran_vec ();
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71
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72 int info = 0;
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73
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74 Matrix A_fact;
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75 if (m > n)
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76 {
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77 A_fact.resize (m, m);
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78 A_fact.insert (a, 0, 0);
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79 }
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80 else
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81 A_fact = a;
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82
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83 double *tmp_data = A_fact.fortran_vec ();
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84
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85 F77_XFCN (dgeqrf, DGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info));
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86
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87 if (f77_exception_encountered)
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88 (*current_liboctave_error_handler) ("unrecoverable error in dgeqrf");
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89 else
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90 {
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91 if (qr_type == QR::raw)
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92 {
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93 for (int j = 0; j < min_mn; j++)
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94 {
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95 int limit = j < min_mn - 1 ? j : min_mn - 1;
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96 for (int i = limit + 1; i < m; i++)
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97 A_fact.elem (i, j) *= tau.elem (j);
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98 }
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99 }
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100 else
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101 {
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102 volatile int n2;
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103
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104 if (qr_type == QR::economy && m > n)
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105 {
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106 n2 = n;
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107 r.resize (n, n, 0.0);
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108 }
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109 else
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110 {
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111 n2 = m;
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112 r.resize (m, n, 0.0);
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113 }
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114
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115 for (int j = 0; j < n; j++)
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116 {
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117 int limit = j < min_mn-1 ? j : min_mn-1;
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118 for (int i = 0; i <= limit; i++)
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119 r.elem (i, j) = tmp_data[m*j+i];
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120 }
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121
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122 lwork = 32*m;
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123 work.resize (lwork);
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124 double *pwork = work.fortran_vec ();
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125
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126 F77_XFCN (dorgqr, DORGQR, (m, m, min_mn, tmp_data, m, ptau,
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127 pwork, lwork, info));
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128
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129 if (f77_exception_encountered)
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130 (*current_liboctave_error_handler)
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131 ("unrecoverable error in dorgqr");
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132 else
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133 {
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134 q = A_fact;
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135 q.resize (m, n2);
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136 }
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137 }
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138 }
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139 }
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140
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141 /*
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142 ;;; Local Variables: ***
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143 ;;; mode: C++ ***
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144 ;;; End: ***
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145 */