Mercurial > octave
view liboctave/numeric/SparseQR.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 | bd1752782e56 |
| children | 8ad3907b8fad |
line wrap: on
line source
/* Copyright (C) 2005-2015 David Bateman 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 "lo-error.h" #include "SparseQR.h" #include "oct-locbuf.h" SparseQR::SparseQR_rep::SparseQR_rep (const SparseMatrix& a, int order) : count (1), nrows (0) #ifdef HAVE_CXSPARSE , S (0), N (0) #endif { #ifdef HAVE_CXSPARSE CXSPARSE_DNAME () A; A.nzmax = a.nnz (); A.m = a.rows (); A.n = a.cols (); nrows = A.m; // Cast away const on A, with full knowledge that CSparse won't touch it // Prevents the methods below making a copy of the data. A.p = const_cast<octave_idx_type *>(a.cidx ()); A.i = const_cast<octave_idx_type *>(a.ridx ()); A.x = const_cast<double *>(a.data ()); A.nz = -1; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) S = CXSPARSE_DNAME (_sqr) (order, &A, 1); #else S = CXSPARSE_DNAME (_sqr) (&A, order - 1, 1); #endif N = CXSPARSE_DNAME (_qr) (&A, S); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; if (! N) (*current_liboctave_error_handler) ("SparseQR: sparse matrix QR factorization filled"); count = 1; #else (*current_liboctave_error_handler) ("SparseQR: support for CXSparse was unavailable or disabled when liboctave was built"); #endif } SparseQR::SparseQR_rep::~SparseQR_rep (void) { #ifdef HAVE_CXSPARSE CXSPARSE_DNAME (_sfree) (S); CXSPARSE_DNAME (_nfree) (N); #endif } SparseMatrix SparseQR::SparseQR_rep::V (void) const { #ifdef HAVE_CXSPARSE // Drop zeros from V and sort // FIXME: Is the double transpose to sort necessary? BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_dropzeros) (N->L); CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->L, 1); CXSPARSE_DNAME (_spfree) (N->L); N->L = CXSPARSE_DNAME (_transpose) (D, 1); CXSPARSE_DNAME (_spfree) (D); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; octave_idx_type nc = N->L->n; octave_idx_type nz = N->L->nzmax; SparseMatrix ret (N->L->m, nc, nz); for (octave_idx_type j = 0; j < nc+1; j++) ret.xcidx (j) = N->L->p[j]; for (octave_idx_type j = 0; j < nz; j++) { ret.xridx (j) = N->L->i[j]; ret.xdata (j) = N->L->x[j]; } return ret; #else return SparseMatrix (); #endif } ColumnVector SparseQR::SparseQR_rep::Pinv (void) const { #ifdef HAVE_CXSPARSE ColumnVector ret(N->L->m); for (octave_idx_type i = 0; i < N->L->m; i++) #if defined (CS_VER) && (CS_VER >= 2) ret.xelem (i) = S->pinv[i]; #else ret.xelem (i) = S->Pinv[i]; #endif return ret; #else return ColumnVector (); #endif } ColumnVector SparseQR::SparseQR_rep::P (void) const { #ifdef HAVE_CXSPARSE ColumnVector ret(N->L->m); for (octave_idx_type i = 0; i < N->L->m; i++) #if defined (CS_VER) && (CS_VER >= 2) ret.xelem (S->pinv[i]) = i; #else ret.xelem (S->Pinv[i]) = i; #endif return ret; #else return ColumnVector (); #endif } SparseMatrix SparseQR::SparseQR_rep::R (const bool econ) const { #ifdef HAVE_CXSPARSE // Drop zeros from R and sort // FIXME: Is the double transpose to sort necessary? BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_dropzeros) (N->U); CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->U, 1); CXSPARSE_DNAME (_spfree) (N->U); N->U = CXSPARSE_DNAME (_transpose) (D, 1); CXSPARSE_DNAME (_spfree) (D); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; octave_idx_type nc = N->U->n; octave_idx_type nz = N->U->nzmax; SparseMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz); for (octave_idx_type j = 0; j < nc+1; j++) ret.xcidx (j) = N->U->p[j]; for (octave_idx_type j = 0; j < nz; j++) { ret.xridx (j) = N->U->i[j]; ret.xdata (j) = N->U->x[j]; } return ret; #else return SparseMatrix (); #endif } Matrix SparseQR::SparseQR_rep::C (const Matrix &b) const { #ifdef HAVE_CXSPARSE octave_idx_type b_nr = b.rows (); octave_idx_type b_nc = b.cols (); octave_idx_type nc = N->L->n; octave_idx_type nr = nrows; const double *bvec = b.fortran_vec (); Matrix ret (b_nr, b_nc); double *vec = ret.fortran_vec (); if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch"); if (nr == 0 || nc == 0 || b_nc == 0) ret = Matrix (nc, b_nc, 0.0); else { OCTAVE_LOCAL_BUFFER (double, buf, S->m2); for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr) { octave_quit (); for (octave_idx_type i = nr; i < S->m2; i++) buf[i] = 0.; volatile octave_idx_type nm = (nr < nc ? nr : nc); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (S->pinv, bvec + idx, buf, b_nr); #else CXSPARSE_DNAME (_ipvec) (b_nr, S->Pinv, bvec + idx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type i = 0; i < nm; i++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (N->L, i, N->B[i], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } for (octave_idx_type i = 0; i < b_nr; i++) vec[i+idx] = buf[i]; } } return ret; #else return Matrix (); #endif } Matrix SparseQR::SparseQR_rep::Q (void) const { #ifdef HAVE_CXSPARSE octave_idx_type nc = N->L->n; octave_idx_type nr = nrows; Matrix ret (nr, nr); double *vec = ret.fortran_vec (); if (nr < 0 || nc < 0) (*current_liboctave_error_handler) ("matrix dimension mismatch"); if (nr == 0 || nc == 0) ret = Matrix (nc, nr, 0.0); else { OCTAVE_LOCAL_BUFFER (double, bvec, nr + 1); for (octave_idx_type i = 0; i < nr; i++) bvec[i] = 0.; OCTAVE_LOCAL_BUFFER (double, buf, S->m2); for (volatile octave_idx_type j = 0, idx = 0; j < nr; j++, idx+=nr) { octave_quit (); bvec[j] = 1.0; for (octave_idx_type i = nr; i < S->m2; i++) buf[i] = 0.; volatile octave_idx_type nm = (nr < nc ? nr : nc); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (S->pinv, bvec, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, S->Pinv, bvec, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type i = 0; i < nm; i++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (N->L, i, N->B[i], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } for (octave_idx_type i = 0; i < nr; i++) vec[i+idx] = buf[i]; bvec[j] = 0.0; } } return ret.transpose (); #else return Matrix (); #endif } Matrix qrsolve (const SparseMatrix&a, const Matrix &b, octave_idx_type& info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); const double *bvec = b.fortran_vec (); Matrix x; if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); if (nr == 0 || nc == 0 || b_nc == 0) x = Matrix (nc, b_nc, 0.0); else if (nr >= nc) { SparseQR q (a, 3); if (! q.ok ()) return Matrix (); x.resize (nc, b_nc); double *vec = x.fortran_vec (); OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2); for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; i++, idx+=nc, bidx+=b_nr) { octave_quit (); for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, bvec + bidx, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, bvec + bidx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, vec + idx, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, vec + idx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; } else { SparseMatrix at = a.hermitian (); SparseQR q (at, 3); if (! q.ok ()) return Matrix (); x.resize (nc, b_nc); double *vec = x.fortran_vec (); volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); OCTAVE_LOCAL_BUFFER (double, buf, nbuf); for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; i++, idx+=nc, bidx+=b_nr) { octave_quit (); for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->q, bvec + bidx, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, bvec + bidx, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, vec + idx, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, vec + idx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; } return x; #else return Matrix (); #endif } SparseMatrix qrsolve (const SparseMatrix&a, const SparseMatrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); octave_idx_type b_nr = b.rows (); octave_idx_type b_nc = b.cols (); SparseMatrix x; volatile octave_idx_type ii, x_nz; if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); if (nr == 0 || nc == 0 || b_nc == 0) x = SparseMatrix (nc, b_nc); else if (nr >= nc) { SparseQR q (a, 3); if (! q.ok ()) return SparseMatrix (); x = SparseMatrix (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; x_nz = b.nnz (); ii = 0; OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem (j,i); for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xx, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xx, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { double tmp = Xx[j]; if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata (ii) = tmp; x.xridx (ii++) = j; } } x.xcidx (i+1) = ii; } info = 0; } else { SparseMatrix at = a.hermitian (); SparseQR q (at, 3); if (! q.ok ()) return SparseMatrix (); x = SparseMatrix (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; x_nz = b.nnz (); ii = 0; volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, nbuf); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem (j,i); for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->q, Xx, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xx, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xx, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { double tmp = Xx[j]; if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata (ii) = tmp; x.xridx (ii++) = j; } } x.xcidx (i+1) = ii; } info = 0; } x.maybe_compress (); return x; #else return SparseMatrix (); #endif } ComplexMatrix qrsolve (const SparseMatrix&a, const ComplexMatrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); ComplexMatrix x; if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); if (nr == 0 || nc == 0 || b_nc == 0) x = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0)); else if (nr >= nc) { SparseQR q (a, 3); if (! q.ok ()) return ComplexMatrix (); x.resize (nc, b_nc); Complex *vec = x.fortran_vec (); OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) { Complex c = b.xelem (j,i); Xx[j] = std::real (c); Xz[j] = std::imag (c); } for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xx, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xx, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xx); #endif for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = 0.; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xz, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xz, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xz, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xz); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) vec[j+idx] = Complex (Xx[j], Xz[j]); } info = 0; } else { SparseMatrix at = a.hermitian (); SparseQR q (at, 3); if (! q.ok ()) return ComplexMatrix (); x.resize (nc, b_nc); Complex *vec = x.fortran_vec (); volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, nbuf); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) { Complex c = b.xelem (j,i); Xx[j] = std::real (c); Xz[j] = std::imag (c); } for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->q, Xx, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xx, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xx, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->q, Xz, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xz, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xz, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xz); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) vec[j+idx] = Complex (Xx[j], Xz[j]); } info = 0; } return x; #else return ComplexMatrix (); #endif } SparseComplexMatrix qrsolve (const SparseMatrix&a, const SparseComplexMatrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); octave_idx_type b_nr = b.rows (); octave_idx_type b_nc = b.cols (); SparseComplexMatrix x; volatile octave_idx_type ii, x_nz; if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); if (nr == 0 || nc == 0 || b_nc == 0) x = SparseComplexMatrix (nc, b_nc); else if (nr >= nc) { SparseQR q (a, 3); if (! q.ok ()) return SparseComplexMatrix (); x = SparseComplexMatrix (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; x_nz = b.nnz (); ii = 0; OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) { Complex c = b.xelem (j,i); Xx[j] = std::real (c); Xz[j] = std::imag (c); } for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xx, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xx, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xz, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xz, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xz, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xz); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex tmp = Complex (Xx[j], Xz[j]); if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata (ii) = tmp; x.xridx (ii++) = j; } } x.xcidx (i+1) = ii; } info = 0; } else { SparseMatrix at = a.hermitian (); SparseQR q (at, 3); if (! q.ok ()) return SparseComplexMatrix (); x = SparseComplexMatrix (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; x_nz = b.nnz (); ii = 0; volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, nbuf); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) { Complex c = b.xelem (j,i); Xx[j] = std::real (c); Xz[j] = std::imag (c); } for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->q, Xx, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xx, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xx, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->q, Xz, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xz, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xz, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xz); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex tmp = Complex (Xx[j], Xz[j]); if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata (ii) = tmp; x.xridx (ii++) = j; } } x.xcidx (i+1) = ii; } info = 0; } x.maybe_compress (); return x; #else return SparseComplexMatrix (); #endif } Matrix qrsolve (const SparseMatrix &a, const MArray<double> &b, octave_idx_type &info) { return qrsolve (a, Matrix (b), info); } ComplexMatrix qrsolve (const SparseMatrix &a, const MArray<Complex> &b, octave_idx_type &info) { return qrsolve (a, ComplexMatrix (b), info); }