Mercurial > octave
view liboctave/numeric/CmplxCHOL.cc @ 21136:7cac4e7458f2
maint: clean up code around calls to current_liboctave_error_handler.
Remove statements after call to handler that are no longer reachable.
Place input validation first and immediately call handler if necessary.
Change if/error_handler/else to if/error_handler and re-indent code.
* Array-util.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc,
CNDArray.cc, CRowVector.cc, CSparse.cc, DiagArray2.cc, MArray.cc,
PermMatrix.cc, Sparse.cc, Sparse.h, chMatrix.cc, chNDArray.cc, dColVector.cc,
dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc,
fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc,
fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc,
idx-vector.cc, CmplxAEPBAL.cc, CmplxCHOL.cc, CmplxGEPBAL.cc, CmplxHESS.cc,
CmplxLU.cc, CmplxQR.cc, CmplxSCHUR.cc, CmplxSVD.cc, DASPK.cc, EIG.cc, LSODE.cc,
Quad.cc, SparseCmplxCHOL.cc, SparseCmplxLU.cc, SparseCmplxQR.cc, SparseQR.cc,
SparsedbleCHOL.cc, SparsedbleLU.cc, base-lu.cc, bsxfun-defs.cc, dbleAEPBAL.cc,
dbleCHOL.cc, dbleGEPBAL.cc, dbleHESS.cc, dbleLU.cc, dbleQR.cc, dbleSCHUR.cc,
dbleSVD.cc, eigs-base.cc, fCmplxAEPBAL.cc, fCmplxCHOL.cc, fCmplxLU.cc,
fCmplxQR.cc, fCmplxSCHUR.cc, fEIG.cc, floatAEPBAL.cc, floatCHOL.cc,
floatGEPBAL.cc, floatHESS.cc, floatLU.cc, floatQR.cc, floatSCHUR.cc,
floatSVD.cc, lo-specfun.cc, oct-fftw.cc, oct-rand.cc, oct-spparms.cc,
sparse-base-chol.cc, sparse-dmsolve.cc, file-ops.cc, lo-sysdep.cc,
mach-info.cc, oct-env.cc, oct-syscalls.cc, cmd-edit.cc, cmd-hist.cc,
data-conv.cc, lo-ieee.cc, lo-regexp.cc, oct-base64.cc, oct-shlib.cc,
pathsearch.cc, singleton-cleanup.cc, sparse-util.cc, unwind-prot.cc:
Remove statements after call to handler that are no longer reachable.
Place input validation first and immediately call handler if necessary.
Change if/error_handler/else to if/error_handler and re-indent code.
author | Rik <rik@octave.org> |
---|---|
date | Sat, 23 Jan 2016 13:52:03 -0800 |
parents | ab705b42cfd8 |
children | a223cce1daa4 |
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/* Copyright (C) 1994-2015 John W. Eaton Copyright (C) 2008-2009 Jaroslav Hajek 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/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <vector> #include "dMatrix.h" #include "dRowVector.h" #include "CmplxCHOL.h" #include "f77-fcn.h" #include "lo-error.h" #include "oct-locbuf.h" #include "oct-norm.h" #ifndef HAVE_QRUPDATE #include "dbleQR.h" #endif extern "C" { F77_RET_T F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zpotri, ZPOTRI) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zpocon, ZPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, const double&, double&, Complex*, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL); #ifdef HAVE_QRUPDATE F77_RET_T F77_FUNC (zch1up, ZCH1UP) (const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, double*); F77_RET_T F77_FUNC (zch1dn, ZCH1DN) (const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, double*, octave_idx_type&); F77_RET_T F77_FUNC (zchinx, ZCHINX) (const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type&, Complex*, double*, octave_idx_type&); F77_RET_T F77_FUNC (zchdex, ZCHDEX) (const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type&, double*); F77_RET_T F77_FUNC (zchshx, ZCHSHX) (const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, Complex*, double*); #endif } octave_idx_type ComplexCHOL::init (const ComplexMatrix& a, bool upper, bool calc_cond) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("ComplexCHOL requires square matrix"); octave_idx_type n = a_nc; octave_idx_type info; is_upper = upper; chol_mat.clear (n, n); if (is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) chol_mat.xelem (i, j) = 0.0; } else for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i < j; i++) chol_mat.xelem (i, j) = 0.0; for (octave_idx_type i = j; i < n; i++) chol_mat.xelem (i, j) = a(i, j); } Complex *h = chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. double anorm = 0; if (calc_cond) anorm = xnorm (a, 1); if (is_upper) F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); xrcond = 0.0; if (info > 0) chol_mat.resize (info - 1, info - 1); else if (calc_cond) { octave_idx_type zpocon_info = 0; // Now calculate the condition number for non-singular matrix. Array<Complex> z (dim_vector (2*n, 1)); Complex *pz = z.fortran_vec (); Array<double> rz (dim_vector (n, 1)); double *prz = rz.fortran_vec (); F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, anorm, xrcond, pz, prz, zpocon_info F77_CHAR_ARG_LEN (1))); if (zpocon_info != 0) info = -1; } return info; } static ComplexMatrix chol2inv_internal (const ComplexMatrix& r, bool is_upper = true) { ComplexMatrix retval; octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); if (r_nr != r_nc) (*current_liboctave_error_handler) ("chol2inv requires square matrix"); octave_idx_type n = r_nc; octave_idx_type info; ComplexMatrix tmp = r; if (is_upper) F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n, tmp.fortran_vec (), n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n, tmp.fortran_vec (), n, info F77_CHAR_ARG_LEN (1))); // If someone thinks of a more graceful way of doing this (or // faster for that matter :-)), please let me know! if (n > 1) { if (is_upper) for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (i, j) = tmp.xelem (j, i); else for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (j, i) = tmp.xelem (i, j); } retval = tmp; return retval; } // Compute the inverse of a matrix using the Cholesky factorization. ComplexMatrix ComplexCHOL::inverse (void) const { return chol2inv_internal (chol_mat, is_upper); } void ComplexCHOL::set (const ComplexMatrix& R) { if (R.is_square ()) chol_mat = R; else (*current_liboctave_error_handler) ("CHOL requires square matrix"); } #ifdef HAVE_QRUPDATE void ComplexCHOL::update (const ComplexColumnVector& u) { octave_idx_type n = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); ComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, n); F77_XFCN (zch1up, ZCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (), utmp.fortran_vec (), rw)); } octave_idx_type ComplexCHOL::downdate (const ComplexColumnVector& u) { octave_idx_type info = -1; octave_idx_type n = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); ComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, n); F77_XFCN (zch1dn, ZCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (), utmp.fortran_vec (), rw, info)); return info; } octave_idx_type ComplexCHOL::insert_sym (const ComplexColumnVector& u, octave_idx_type j) { octave_idx_type info = -1; octave_idx_type n = chol_mat.rows (); if (u.numel () != n + 1) (*current_liboctave_error_handler) ("cholinsert: dimension mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("cholinsert: index out of range"); ComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, n); chol_mat.resize (n+1, n+1); F77_XFCN (zchinx, ZCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (), j + 1, utmp.fortran_vec (), rw, info)); return info; } void ComplexCHOL::delete_sym (octave_idx_type j) { octave_idx_type n = chol_mat.rows (); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); OCTAVE_LOCAL_BUFFER (double, rw, n); F77_XFCN (zchdex, ZCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (), j + 1, rw)); chol_mat.resize (n-1, n-1); } void ComplexCHOL::shift_sym (octave_idx_type i, octave_idx_type j) { octave_idx_type n = chol_mat.rows (); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("cholshift: index out of range"); OCTAVE_LOCAL_BUFFER (Complex, w, n); OCTAVE_LOCAL_BUFFER (double, rw, n); F77_XFCN (zchshx, ZCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (), i + 1, j + 1, w, rw)); } #else void ComplexCHOL::update (const ComplexColumnVector& u) { warn_qrupdate_once (); octave_idx_type n = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); init (chol_mat.hermitian () * chol_mat + ComplexMatrix (u) * ComplexMatrix (u).hermitian (), true, false); } static bool singular (const ComplexMatrix& a) { for (octave_idx_type i = 0; i < a.rows (); i++) if (a(i,i) == 0.0) return true; return false; } octave_idx_type ComplexCHOL::downdate (const ComplexColumnVector& u) { warn_qrupdate_once (); octave_idx_type info = -1; octave_idx_type n = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); if (singular (chol_mat)) info = 2; else { info = init (chol_mat.hermitian () * chol_mat - ComplexMatrix (u) * ComplexMatrix (u).hermitian (), true, false); if (info) info = 1; } return info; } octave_idx_type ComplexCHOL::insert_sym (const ComplexColumnVector& u, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type info = -1; octave_idx_type n = chol_mat.rows (); if (u.numel () != n + 1) (*current_liboctave_error_handler) ("cholinsert: dimension mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("cholinsert: index out of range"); if (singular (chol_mat)) info = 2; else if (u(j).imag () != 0.0) info = 3; else { ComplexMatrix a = chol_mat.hermitian () * chol_mat; ComplexMatrix a1 (n+1, n+1); for (octave_idx_type k = 0; k < n+1; k++) for (octave_idx_type l = 0; l < n+1; l++) { if (l == j) a1(k, l) = u(k); else if (k == j) a1(k, l) = std::conj (u(l)); else a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1); } info = init (a1, true, false); if (info) info = 1; } return info; } void ComplexCHOL::delete_sym (octave_idx_type j) { warn_qrupdate_once (); octave_idx_type n = chol_mat.rows (); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); ComplexMatrix a = chol_mat.hermitian () * chol_mat; a.delete_elements (1, idx_vector (j)); a.delete_elements (0, idx_vector (j)); init (a, true, false); } void ComplexCHOL::shift_sym (octave_idx_type i, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type n = chol_mat.rows (); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("cholshift: index out of range"); ComplexMatrix a = chol_mat.hermitian () * chol_mat; Array<octave_idx_type> p (dim_vector (n, 1)); for (octave_idx_type k = 0; k < n; k++) p(k) = k; if (i < j) { for (octave_idx_type k = i; k < j; k++) p(k) = k+1; p(j) = i; } else if (j < i) { p(j) = i; for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1; } init (a.index (idx_vector (p), idx_vector (p)), true, false); } #endif ComplexMatrix chol2inv (const ComplexMatrix& r) { return chol2inv_internal (r); }