diff src/DLD-FUNCTIONS/spqr.cc @ 5610:9761b7d24e9e

[project @ 2006-02-09 09:12:02 by dbateman]
author dbateman
date Thu, 09 Feb 2006 09:12:03 +0000
parents
children 44c592934077
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/DLD-FUNCTIONS/spqr.cc	Thu Feb 09 09:12:03 2006 +0000
@@ -0,0 +1,339 @@
+/*
+
+Copyright (C) 2005 David Bateman
+Copyright (C) 1998-2005 Andy Adler
+
+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 this program; see the file COPYING.  If not, write to the
+Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
+Boston, MA 02110-1301, USA.
+
+*/
+
+#ifdef HAVE_CONFIG_H
+#include <config.h>
+#endif
+
+#if HAVE_CXSPARSE
+#include <cxsparse/cxs.h>
+#endif
+
+#include "defun-dld.h"
+#include "error.h"
+#include "gripes.h"
+#include "oct-obj.h"
+#include "utils.h"
+
+#include "ov-re-sparse.h"
+#include "ov-cx-sparse.h"
+#include "SparseQR.h"
+#include "SparseCmplxQR.h"
+
+#ifdef IDX_TYPE_LONG
+#define CSSPARSE_NAME(name) name ## _dl
+#else
+#define CSSPARSE_NAME(name) name ## _di
+#endif
+
+// PKG_ADD: dispatch ("qr", "spqr", "sparse matrix");
+// PKG_ADD: dispatch ("qr", "spqr", "sparse complex matrix");
+// PKG_ADD: dispatch ("qr", "spqr", "sparse bool matrix");
+DEFUN_DLD (spqr, args, nargout,
+  "-*- texinfo -*-\n\
+@deftypefn {Loadable Function} {@var{r} =} spqr (@var{a})\n\
+@deftypefnx {Loadable Function} {@var{r} =} spqr (@var{a},0)\n\
+@deftypefnx {Loadable Function} {[@var{c}, @var{r}] =} spqr (@var{a},@var{b})\n\
+@deftypefnx {Loadable Function} {[@var{c}, @var{r}] =} spqr (@var{a},@var{b},0)\n\
+@cindex QR factorization\n\
+Compute the sparse QR factorization of @var{a}, using @sc{CSparse}.\n\
+As the matrix @var{Q} is in general a full matrix, this function returns\n\
+the @var{Q}-less factorization @var{r} of @var{a}, such that\n\
+@code{@var{r} = chol (@var{a}' * @var{a})}.\n\
+\n\
+If the final argument is the scalar @code{0} and the number of rows is\n\
+larger than the number of columns, then an economy factorization is\n\
+returned. That is @var{r} will have only @code{size (@var{a},1)} rows.\n\
+\n\
+If an additional matrix @var{b} is supplied, then @code{spqr} returns\n\
+@var{c}, where @code{@var{c} = @var{q}' * @var{b}}. This allows the\n\
+least squares approximation of @code{@var{a} \\ @var{b}} to be calculated\n\
+as\n\
+\n\
+@example\n\
+[@var{c},@var{r}] = spqr (@var{a},@var{b})\n\
+@var{x} = @var{r} \\ @var{c}\n\
+@end example\n\
+\n\
+@end deftypefn\n\
+@seealso{spchol, qr}")
+{
+  int nargin = args.length ();
+  octave_value_list retval;
+  bool economy = false;
+  bool is_cmplx = false;
+  bool have_b = false;
+
+  if (nargin < 1 || nargin > 3)
+    print_usage ("spqr");
+  else
+    {
+      if (args(0).is_complex_type ())
+	is_cmplx = true;
+      if (nargin > 1)
+	{
+	  have_b = true;
+	  if (args(nargin-1).is_scalar_type ())
+	    {
+	      int val = args(nargin-1).int_value ();
+	      if (val == 0)
+		{
+		  economy = true;
+		  have_b = (nargin > 2);
+		}
+	    }
+	  if (have_b && args(1).is_complex_type ())
+	    is_cmplx = true;
+	}
+	
+      if (!error_state)
+	{
+	  if (have_b && nargout < 2)
+	    error ("spqr: incorrect number of output arguments");
+	  else if (is_cmplx)
+	    {
+	      SparseComplexQR q (args(0).sparse_complex_matrix_value ());
+	      if (!error_state)
+		{
+		  if (have_b)
+		    {
+		      retval(1) = q.R (economy);
+		      retval(0) = q.C (args(1).complex_matrix_value ());
+		    }
+		  else
+		    retval(0) = q.R (economy);
+		}
+	    }
+	  else
+	    {
+	      SparseQR q (args(0).sparse_matrix_value ());
+	      if (!error_state)
+		{
+		  if (have_b)
+		    {
+		      retval(1) = q.R (economy);
+		      retval(0) = q.C (args(1).matrix_value ());
+		    }
+		  else
+		    retval(0) = q.R (economy);
+		}
+	    }
+	}
+    }
+  return retval;
+}
+
+/*
+
+The deactivated tests below can't be tested till rectangular back-subs is
+implemented for sparse matrices.
+
+%!test
+%! n = 20; d= 0.2;
+%! a = sprandn(n,n,d)+speye(n,n);
+%! r = spqr(a);
+%! assert(r'*r,a'*a,1e-10)
+
+%!test
+%! n = 20; d= 0.2;
+%! a = sprandn(n,n,d)+speye(n,n);
+%! q = symamd(a);
+%! a = a(q,q);
+%! r = spqr(a);
+%! assert(r'*r,a'*a,1e-10)
+
+%!test
+%! n = 20; d= 0.2;
+%! a = sprandn(n,n,d)+speye(n,n);
+%! [c,r] = spqr(a,ones(n,1));
+%! assert (r\c,full(a)\ones(n,1),10e-10)
+
+%!test
+%! n = 20; d= 0.2;
+%! a = sprandn(n,n,d)+speye(n,n);
+%! b = randn(n,2);
+%! [c,r] = spqr(a,b);
+%! assert (r\c,full(a)\b,10e-10)
+
+%% Test under-determined systems!!
+%!#test
+%! n = 20; d= 0.2;
+%! a = sprandn(n,n+1,d)+speye(n,n+1);
+%! b = randn(n,2);
+%! [c,r] = spqr(a,b);
+%! assert (r\c,full(a)\b,10e-10)
+
+%!test
+%! n = 20; d= 0.2;
+%! a = 1i*sprandn(n,n,d)+speye(n,n);
+%! r = spqr(a);
+%! assert(r'*r,a'*a,1e-10)
+
+%!test
+%! n = 20; d= 0.2;
+%! a = 1i*sprandn(n,n,d)+speye(n,n);
+%! q = symamd(a);
+%! a = a(q,q);
+%! r = spqr(a);
+%! assert(r'*r,a'*a,1e-10)
+
+%!test
+%! n = 20; d= 0.2;
+%! a = 1i*sprandn(n,n,d)+speye(n,n);
+%! [c,r] = spqr(a,ones(n,1));
+%! assert (r\c,full(a)\ones(n,1),10e-10)
+
+%!test
+%! n = 20; d= 0.2;
+%! a = 1i*sprandn(n,n,d)+speye(n,n);
+%! b = randn(n,2);
+%! [c,r] = spqr(a,b);
+%! assert (r\c,full(a)\b,10e-10)
+
+%% Test under-determined systems!!
+%!#test
+%! n = 20; d= 0.2;
+%! a = 1i*sprandn(n,n+1,d)+speye(n,n+1);
+%! b = randn(n,2);
+%! [c,r] = spqr(a,b);
+%! assert (r\c,full(a)\b,10e-10)
+
+%!error spqr(sprandn(10,10,0.2),ones(10,1));
+
+*/
+
+static RowVector
+put_int (octave_idx_type *p, octave_idx_type n)
+{
+  RowVector ret (n);
+  for (octave_idx_type i = 0; i < n; i++)
+    ret.xelem(i) = p[i] + 1;
+  return ret;
+}
+
+DEFUN_DLD (dmperm, args, nargout,
+  "-*- texinfo -*-\n\
+@deftypefn {Loadable Function} {@var{p} =} dmperm (@var{s})\n\
+@deftypefnx {Loadable Function} {[@var{p}. @var{q}. @var{r}, @var{s}] =} dmperm (@var{s})\n\
+\n\
+@cindex Dulmage-Mendelsohn decomposition\n\
+Perform a Deulmage-Mendelsohn permutation on the sparse matrix @var{s}.\n\
+With a single output argument @dfn{dmperm} performs the row permutations\n\
+@var{p} such that @code{@var{s} (@var{p},:)} has no zero elements on the\n\
+diagonal.\n\
+\n\
+Called with two or more output arguments, returns the row and column\n\
+permutations, such that @code{@var{s} (@var{p}, @var{q})} is in block\n\
+triangular form. The values of @var{r} and @var{s} define the boundaries\n\
+of the blocks. If @var{s} is square then @code{@var{r} == @var{s}}.\n\
+\n\
+The method used is described in: A. Pothen & C.-J. Fan. Computing the block\n\
+triangular form of a sparse matrix. ACM Trans. Math. Software,\n\
+16(4):303-324, 1990.\n\
+@end deftypefn\n\
+@seealso{colamd,ccolamd}")
+{
+  int nargin = args.length();
+  octave_value_list retval;
+  
+#if HAVE_CXSPARSE
+  if (nargin != 1)
+    {
+      print_usage ("dmperm");
+      return retval;
+    }
+
+  octave_value arg = args(0);
+  octave_idx_type nr = arg.rows ();
+  octave_idx_type nc = arg.columns ();
+  SparseMatrix m;
+  SparseComplexMatrix cm;
+  CSSPARSE_NAME (cs) csm;
+  csm.m = nr;
+  csm.n = nc;
+  csm.x = NULL;
+  csm.nz = -1;
+
+  if (arg.is_real_type ())
+    {
+      m = arg.sparse_matrix_value ();
+      csm.nzmax = m.nnz();
+      csm.p = m.xcidx ();
+      csm.i = m.xridx ();
+    }
+  else
+    {
+      cm = arg.sparse_complex_matrix_value ();
+      csm.nzmax = cm.nnz();
+      csm.p = cm.xcidx ();
+      csm.i = cm.xridx ();
+    }
+
+  if (!error_state)
+    {
+      if (nargout <= 1)
+	{
+	  octave_idx_type *jmatch = CSSPARSE_NAME (cs_maxtrans) (&csm);
+	  retval(0) = put_int (jmatch + nr, nc);
+	  CSSPARSE_NAME (cs_free) (jmatch);
+	}
+      else
+	{
+	  CSSPARSE_NAME (csd) *dm = CSSPARSE_NAME(cs_dmperm) (&csm);
+	  //retval(5) = put_int (dm->rr, 5);
+	  //retval(4) = put_int (dm->cc, 5);
+	  retval(3) = put_int (dm->S, dm->nb+1);
+	  retval(2) = put_int (dm->R, dm->nb+1);
+	  retval(1) = put_int (dm->Q, nc);
+	  retval(0) = put_int (dm->P, nr);
+	  CSSPARSE_NAME (cs_dfree) (dm);
+	}
+    }
+#else
+  error ("dmperm: not available in this version of Octave");
+#endif
+
+  return retval;
+}
+
+/*
+
+%!test
+%! n=20;
+%! a=speye(n,n);a=a(randperm(n),:);
+%! assert(a(dmperm(a),:),speye(n))
+
+%!test
+%! n=20;
+%! d=0.2;
+%! a=tril(sprandn(n,n,d),-1)+speye(n,n);
+%! a=a(randperm(n),randperm(n));
+%! [p,q,r,s]=dmperm(a);
+%! assert(tril(a(p,q),-1),sparse(n,n))
+
+*/
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; End: ***
+*/