Mercurial > octave
view liboctave/numeric/qrp.cc @ 23219:3ac9f9ecfae5 stable
maint: Update copyright dates.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 22 Feb 2017 12:39:29 -0500 |
parents | e9a0469dedd9 |
children | 092078913d54 |
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/* Copyright (C) 1994-2017 John W. Eatonn Copyright (C) 2009 VZLU Prague 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 3 of the License, 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, see <http://www.gnu.org/licenses/>. */ #if defined (HAVE_CONFIG_H) # include "config.h" #endif #include <cassert> #include "CMatrix.h" #include "dMatrix.h" #include "dRowVector.h" #include "fCMatrix.h" #include "fMatrix.h" #include "fRowVector.h" #include "lo-error.h" #include "lo-lapack-proto.h" #include "oct-locbuf.h" #include "qrp.h" namespace octave { namespace math { // Specialization. template <> void qrp<Matrix>::init (const Matrix& a, type qr_type) { assert (qr_type != qr<Matrix>::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); octave_idx_type min_mn = m < n ? m : n; OCTAVE_LOCAL_BUFFER (double, tau, min_mn); octave_idx_type info = 0; Matrix afact = a; if (m > n && qr_type == qr<Matrix>::std) afact.resize (m, m); MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0); if (m > 0) { // workspace query. double rlwork; F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (), tau, &rlwork, -1, info)); // allocate buffer and do the job. octave_idx_type lwork = rlwork; lwork = std::max (lwork, static_cast<octave_idx_type> (1)); OCTAVE_LOCAL_BUFFER (double, work, lwork); F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (), tau, work, lwork, info)); } else for (octave_idx_type i = 0; i < n; i++) jpvt(i) = i+1; // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= static_cast<octave_idx_type> (1); p = PermMatrix (jpvt, true); form (n, afact, tau, qr_type); } template <> qrp<Matrix>::qrp (const Matrix& a, type qr_type) : qr<Matrix> (), p () { init (a, qr_type); } template <> RowVector qrp<Matrix>::Pvec (void) const { Array<double> pa (p.col_perm_vec ()); RowVector pv (MArray<double> (pa) + 1.0); return pv; } template <> void qrp<FloatMatrix>::init (const FloatMatrix& a, type qr_type) { assert (qr_type != qr<FloatMatrix>::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); octave_idx_type min_mn = m < n ? m : n; OCTAVE_LOCAL_BUFFER (float, tau, min_mn); octave_idx_type info = 0; FloatMatrix afact = a; if (m > n && qr_type == qr<FloatMatrix>::std) afact.resize (m, m); MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0); if (m > 0) { // workspace query. float rlwork; F77_XFCN (sgeqp3, SGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (), tau, &rlwork, -1, info)); // allocate buffer and do the job. octave_idx_type lwork = rlwork; lwork = std::max (lwork, static_cast<octave_idx_type> (1)); OCTAVE_LOCAL_BUFFER (float, work, lwork); F77_XFCN (sgeqp3, SGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (), tau, work, lwork, info)); } else for (octave_idx_type i = 0; i < n; i++) jpvt(i) = i+1; // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= static_cast<octave_idx_type> (1); p = PermMatrix (jpvt, true); form (n, afact, tau, qr_type); } template <> qrp<FloatMatrix>::qrp (const FloatMatrix& a, type qr_type) : qr<FloatMatrix> (), p () { init (a, qr_type); } template <> FloatRowVector qrp<FloatMatrix>::Pvec (void) const { Array<float> pa (p.col_perm_vec ()); FloatRowVector pv (MArray<float> (pa) + 1.0f); return pv; } template <> void qrp<ComplexMatrix>::init (const ComplexMatrix& a, type qr_type) { assert (qr_type != qr<ComplexMatrix>::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); octave_idx_type min_mn = m < n ? m : n; OCTAVE_LOCAL_BUFFER (Complex, tau, min_mn); octave_idx_type info = 0; ComplexMatrix afact = a; if (m > n && qr_type == qr<ComplexMatrix>::std) afact.resize (m, m); MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0); if (m > 0) { OCTAVE_LOCAL_BUFFER (double, rwork, 2*n); // workspace query. Complex clwork; F77_XFCN (zgeqp3, ZGEQP3, (m, n, F77_DBLE_CMPLX_ARG (afact.fortran_vec ()), m, jpvt.fortran_vec (), F77_DBLE_CMPLX_ARG (tau), F77_DBLE_CMPLX_ARG (&clwork), -1, rwork, info)); // allocate buffer and do the job. octave_idx_type lwork = clwork.real (); lwork = std::max (lwork, static_cast<octave_idx_type> (1)); OCTAVE_LOCAL_BUFFER (Complex, work, lwork); F77_XFCN (zgeqp3, ZGEQP3, (m, n, F77_DBLE_CMPLX_ARG (afact.fortran_vec ()), m, jpvt.fortran_vec (), F77_DBLE_CMPLX_ARG (tau), F77_DBLE_CMPLX_ARG (work), lwork, rwork, info)); } else for (octave_idx_type i = 0; i < n; i++) jpvt(i) = i+1; // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= static_cast<octave_idx_type> (1); p = PermMatrix (jpvt, true); form (n, afact, tau, qr_type); } template <> qrp<ComplexMatrix>::qrp (const ComplexMatrix& a, type qr_type) : qr<ComplexMatrix> (), p () { init (a, qr_type); } template <> RowVector qrp<ComplexMatrix>::Pvec (void) const { Array<double> pa (p.col_perm_vec ()); RowVector pv (MArray<double> (pa) + 1.0); return pv; } template <> void qrp<FloatComplexMatrix>::init (const FloatComplexMatrix& a, type qr_type) { assert (qr_type != qr<FloatComplexMatrix>::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); octave_idx_type min_mn = m < n ? m : n; OCTAVE_LOCAL_BUFFER (FloatComplex, tau, min_mn); octave_idx_type info = 0; FloatComplexMatrix afact = a; if (m > n && qr_type == qr<FloatComplexMatrix>::std) afact.resize (m, m); MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0); if (m > 0) { OCTAVE_LOCAL_BUFFER (float, rwork, 2*n); // workspace query. FloatComplex clwork; F77_XFCN (cgeqp3, CGEQP3, (m, n, F77_CMPLX_ARG (afact.fortran_vec ()), m, jpvt.fortran_vec (), F77_CMPLX_ARG (tau), F77_CMPLX_ARG (&clwork), -1, rwork, info)); // allocate buffer and do the job. octave_idx_type lwork = clwork.real (); lwork = std::max (lwork, static_cast<octave_idx_type> (1)); OCTAVE_LOCAL_BUFFER (FloatComplex, work, lwork); F77_XFCN (cgeqp3, CGEQP3, (m, n, F77_CMPLX_ARG (afact.fortran_vec ()), m, jpvt.fortran_vec (), F77_CMPLX_ARG (tau), F77_CMPLX_ARG (work), lwork, rwork, info)); } else for (octave_idx_type i = 0; i < n; i++) jpvt(i) = i+1; // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= static_cast<octave_idx_type> (1); p = PermMatrix (jpvt, true); form (n, afact, tau, qr_type); } template <> qrp<FloatComplexMatrix>::qrp (const FloatComplexMatrix& a, type qr_type) : qr<FloatComplexMatrix> (), p () { init (a, qr_type); } template <> FloatRowVector qrp<FloatComplexMatrix>::Pvec (void) const { Array<float> pa (p.col_perm_vec ()); FloatRowVector pv (MArray<float> (pa) + 1.0f); return pv; } } }