diff liboctave/dbleQRP.cc @ 538:8e134d3b21c9

[project @ 1994-07-21 22:40:04 by jwe] Initial revision
author jwe
date Thu, 21 Jul 1994 22:40:04 +0000
parents
children 01e026888dfb
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/liboctave/dbleQRP.cc	Thu Jul 21 22:40:04 1994 +0000
@@ -0,0 +1,140 @@
+//                                        -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993, 1994 John W. Eaton
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 2, or (at your option) any
+later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, write to the Free
+Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#ifdef HAVE_CONFIG_H
+#include "config.h"
+#endif
+
+#if defined (__GNUG__)
+#pragma implementation
+#endif
+
+#include <assert.h>
+
+#include "dbleQRP.h"
+#include "mx-inlines.cc"
+#include "lo-error.h"
+#include "f77-uscore.h"
+
+extern "C"
+{
+  int F77_FCN (dgeqpf) (const int*, const int*, double*, const int*,
+			int*, double*, double*, int*);
+}
+
+// It would be best to share some of this code with QR class...
+
+QRP::QRP (const Matrix& a, QR::type qr_type)
+{
+  assert (qr_type != QR::raw);
+
+  int m = a.rows ();
+  int n = a.cols ();
+
+  if (m == 0 || n == 0)
+    {
+      (*current_liboctave_error_handler) ("QR must have non-empty matrix");
+      return;
+    }
+
+  double *tmp_data;
+  int min_mn = m < n ? m : n;
+  double *tau = new double[min_mn];
+  int lwork = 3*n;
+  double *work = new double[lwork];
+  int info = 0;
+
+  if (m > n)
+    {
+      tmp_data = new double [m*m];
+      copy (tmp_data, a.data (), a.length ());
+    }
+  else
+    tmp_data = dup (a.data (), a.length ());
+
+  int *jpvt = new int[n];
+
+// Clear Pivot vector (code to enforce a certain permutation would go
+// here...)
+
+  for (int i = 0; i < n; i++)
+    jpvt[i] = 0;
+
+  F77_FCN (dgeqpf) (&m, &n, tmp_data, &m, jpvt, tau, work, &info);
+
+// Form Permutation matrix (if economy is requested, return the
+// indices only!)
+
+  if (qr_type == QR::economy && m > n)
+    {
+      p.resize (1, n, 0.0);
+      for (int j = 0; j < n; j++)
+	p.elem (0, j) = jpvt[j];
+    }
+  else
+    {
+      p.resize (n, n, 0.0);
+      for (int j = 0; j < n; j++)
+	p.elem (jpvt[j]-1, j) = 1.0;
+    }
+
+  delete [] jpvt;
+  delete [] work;
+
+  int m2;
+  if (qr_type == QR::economy && m > n)
+    {
+      m2 = n;
+      r.resize (n, n, 0.0);
+    }
+  else
+    {
+      m2 = m;
+      r.resize (m, n, 0.0);
+    }
+
+  for (int j = 0; j < n; j++)
+    {
+      int limit = j < min_mn-1 ? j : min_mn-1;
+      for (int i = 0; i <= limit; i++)
+	r.elem (i, j) = tmp_data[m*j+i];
+    }
+
+  lwork = 32*m;
+  work = new double[lwork];
+
+  F77_FCN (dorgqr) (&m, &m, &min_mn, tmp_data, &m, tau, work,
+		    &lwork, &info);
+
+  q = Matrix (tmp_data, m, m);
+
+  delete [] tau;
+  delete [] work;
+}
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/