Mercurial > octave
view liboctave/numeric/qrp.cc @ 31206:7ae0a0772e9d
maint: merge stable to default
author | Arun Giridhar <arungiridhar@gmail.com> |
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date | Sun, 28 Aug 2022 12:21:36 -0400 |
parents | 796f54d4ddbf |
children | e88a07dec498 |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 1994-2022 The Octave Project Developers // // See the file COPYRIGHT.md in the top-level directory of this // distribution or <https://octave.org/copyright/>. // // 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 // <https://www.gnu.org/licenses/>. // //////////////////////////////////////////////////////////////////////// #if defined (HAVE_CONFIG_H) # include "config.h" #endif #include <cassert> #include <algorithm> #include "Array.h" #include "CMatrix.h" #include "MArray.h" #include "dMatrix.h" #include "dRowVector.h" #include "fCMatrix.h" #include "fMatrix.h" #include "fRowVector.h" #include "lo-lapack-proto.h" #include "oct-locbuf.h" #include "qrp.h" namespace octave { namespace math { // Specialization. template <> OCTAVE_API void qrp<Matrix>::init (const Matrix& a, type qr_type) { assert (qr_type != qr<Matrix>::raw); F77_INT m = to_f77_int (a.rows ()); F77_INT n = to_f77_int (a.cols ()); F77_INT min_mn = (m < n ? m : n); OCTAVE_LOCAL_BUFFER (double, tau, min_mn); F77_INT info = 0; Matrix afact = a; if (m > n && qr_type == qr<Matrix>::std) afact.resize (m, m); MArray<F77_INT> 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. F77_INT lwork = static_cast<F77_INT> (rlwork); lwork = std::max (lwork, static_cast<F77_INT> (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 (F77_INT i = 0; i < n; i++) jpvt(i) = i+1; } // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= static_cast<F77_INT> (1); m_p = PermMatrix (jpvt, true); form (n, afact, tau, qr_type); } template <> OCTAVE_API qrp<Matrix>::qrp (const Matrix& a, type qr_type) : qr<Matrix> (), m_p () { init (a, qr_type); } template <> OCTAVE_API RowVector qrp<Matrix>::Pvec (void) const { Array<double> pa (m_p.col_perm_vec ()); RowVector pv (MArray<double> (pa) + 1.0); return pv; } template <> OCTAVE_API void qrp<FloatMatrix>::init (const FloatMatrix& a, type qr_type) { assert (qr_type != qr<FloatMatrix>::raw); F77_INT m = to_f77_int (a.rows ()); F77_INT n = to_f77_int (a.cols ()); F77_INT min_mn = (m < n ? m : n); OCTAVE_LOCAL_BUFFER (float, tau, min_mn); F77_INT info = 0; FloatMatrix afact = a; if (m > n && qr_type == qr<FloatMatrix>::std) afact.resize (m, m); MArray<F77_INT> 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. F77_INT lwork = static_cast<F77_INT> (rlwork); lwork = std::max (lwork, static_cast<F77_INT> (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 (F77_INT i = 0; i < n; i++) jpvt(i) = i+1; } // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= static_cast<F77_INT> (1); m_p = PermMatrix (jpvt, true); form (n, afact, tau, qr_type); } template <> OCTAVE_API qrp<FloatMatrix>::qrp (const FloatMatrix& a, type qr_type) : qr<FloatMatrix> (), m_p () { init (a, qr_type); } template <> OCTAVE_API FloatRowVector qrp<FloatMatrix>::Pvec (void) const { Array<float> pa (m_p.col_perm_vec ()); FloatRowVector pv (MArray<float> (pa) + 1.0f); return pv; } template <> OCTAVE_API void qrp<ComplexMatrix>::init (const ComplexMatrix& a, type qr_type) { assert (qr_type != qr<ComplexMatrix>::raw); F77_INT m = to_f77_int (a.rows ()); F77_INT n = to_f77_int (a.cols ()); F77_INT min_mn = (m < n ? m : n); OCTAVE_LOCAL_BUFFER (Complex, tau, min_mn); F77_INT info = 0; ComplexMatrix afact = a; if (m > n && qr_type == qr<ComplexMatrix>::std) afact.resize (m, m); MArray<F77_INT> 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. F77_INT lwork = static_cast<F77_INT> (clwork.real ()); lwork = std::max (lwork, static_cast<F77_INT> (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 (F77_INT i = 0; i < n; i++) jpvt(i) = i+1; } // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= static_cast<F77_INT> (1); m_p = PermMatrix (jpvt, true); form (n, afact, tau, qr_type); } template <> OCTAVE_API qrp<ComplexMatrix>::qrp (const ComplexMatrix& a, type qr_type) : qr<ComplexMatrix> (), m_p () { init (a, qr_type); } template <> OCTAVE_API RowVector qrp<ComplexMatrix>::Pvec (void) const { Array<double> pa (m_p.col_perm_vec ()); RowVector pv (MArray<double> (pa) + 1.0); return pv; } template <> OCTAVE_API void qrp<FloatComplexMatrix>::init (const FloatComplexMatrix& a, type qr_type) { assert (qr_type != qr<FloatComplexMatrix>::raw); F77_INT m = to_f77_int (a.rows ()); F77_INT n = to_f77_int (a.cols ()); F77_INT min_mn = (m < n ? m : n); OCTAVE_LOCAL_BUFFER (FloatComplex, tau, min_mn); F77_INT info = 0; FloatComplexMatrix afact = a; if (m > n && qr_type == qr<FloatComplexMatrix>::std) afact.resize (m, m); MArray<F77_INT> 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. F77_INT lwork = static_cast<F77_INT> (clwork.real ()); lwork = std::max (lwork, static_cast<F77_INT> (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 (F77_INT i = 0; i < n; i++) jpvt(i) = i+1; } // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= static_cast<F77_INT> (1); m_p = PermMatrix (jpvt, true); form (n, afact, tau, qr_type); } template <> OCTAVE_API qrp<FloatComplexMatrix>::qrp (const FloatComplexMatrix& a, type qr_type) : qr<FloatComplexMatrix> (), m_p () { init (a, qr_type); } template <> OCTAVE_API FloatRowVector qrp<FloatComplexMatrix>::Pvec (void) const { Array<float> pa (m_p.col_perm_vec ()); FloatRowVector pv (MArray<float> (pa) + 1.0f); return pv; } } }