Mercurial > octave
view liboctave/numeric/sparse-qr.cc @ 21191:8e317ce26a24
unconditionally define warn_qrupdate_once
* base-qr.h (warn_qrupdate_once): Declare unconditionally.
* dbleQR.cc (warn_qrupdate_once): Define unconditionally.
author | John W. Eaton <jwe@octave.org> |
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date | Thu, 04 Feb 2016 03:04:07 -0500 |
parents | 7f35125714b4 |
children | f7121e111991 |
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/* Copyright (C) 2016 John W. Eaton 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 "lo-error.h" #include "oct-locbuf.h" #include "oct-sparse.h" #include "sparse-qr.h" template <typename SPARSE_T> class cxsparse_types { public: typedef void symbolic_type; typedef void numeric_type; }; template <> class cxsparse_types<SparseMatrix> { public: #if defined (HAVE_CXSPARSE) typedef CXSPARSE_DNAME (s) symbolic_type; typedef CXSPARSE_DNAME (n) numeric_type; #endif }; template <> class cxsparse_types<SparseComplexMatrix> { public: #if defined (HAVE_CXSPARSE) typedef CXSPARSE_ZNAME (s) symbolic_type; typedef CXSPARSE_ZNAME (n) numeric_type; #endif }; template <typename SPARSE_T> class sparse_qr<SPARSE_T>::sparse_qr_rep { public: sparse_qr_rep (const SPARSE_T& a, int order); ~sparse_qr_rep (void); bool ok (void) const { #if defined (HAVE_CXSPARSE) return (N && S); #else return false; #endif } SPARSE_T V (void) const; ColumnVector Pinv (void) const; ColumnVector P (void) const; SPARSE_T R (bool econ) const; typename SPARSE_T::dense_matrix_type C (const typename SPARSE_T::dense_matrix_type& b) const; typename SPARSE_T::dense_matrix_type Q (void) const; octave_refcount<int> count; octave_idx_type nrows; octave_idx_type ncols; typename cxsparse_types<SPARSE_T>::symbolic_type *S; typename cxsparse_types<SPARSE_T>::numeric_type *N; template <typename RHS_T, typename RET_T> RET_T tall_solve (const RHS_T& b, octave_idx_type& info) const; template <typename RHS_T, typename RET_T> RET_T wide_solve (const RHS_T& b, octave_idx_type& info) const; private: // No copying! sparse_qr_rep (const sparse_qr_rep&); sparse_qr_rep& operator = (const sparse_qr_rep&); }; template <typename SPARSE_T> ColumnVector sparse_qr<SPARSE_T>::sparse_qr_rep::Pinv (void) const { #if defined (HAVE_CXSPARSE) ColumnVector ret (N->L->m); for (octave_idx_type i = 0; i < N->L->m; i++) ret.xelem (i) = S->pinv[i]; return ret; #else return ColumnVector (); #endif } template <typename SPARSE_T> ColumnVector sparse_qr<SPARSE_T>::sparse_qr_rep::P (void) const { #if defined (HAVE_CXSPARSE) ColumnVector ret (N->L->m); for (octave_idx_type i = 0; i < N->L->m; i++) ret.xelem (S->pinv[i]) = i; return ret; #else return ColumnVector (); #endif } // Specializations. // Real-valued matrices. template <> sparse_qr<SparseMatrix>::sparse_qr_rep::sparse_qr_rep (const SparseMatrix& a, int order) : count (1), nrows (a.rows ()), ncols (a.columns ()) #if defined (HAVE_CXSPARSE) , S (0), N (0) #endif { #if defined (HAVE_CXSPARSE) CXSPARSE_DNAME () A; A.nzmax = a.nnz (); A.m = nrows; A.n = ncols; // 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; S = CXSPARSE_DNAME (_sqr) (order, &A, 1); N = CXSPARSE_DNAME (_qr) (&A, S); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; if (! N) (*current_liboctave_error_handler) ("sparse_qr: sparse matrix QR factorization filled"); count = 1; #else (*current_liboctave_error_handler) ("sparse_qr: support for CXSparse was unavailable or disabled when liboctave was built"); #endif } template <> sparse_qr<SparseMatrix>::sparse_qr_rep::~sparse_qr_rep (void) { #if defined (HAVE_CXSPARSE) CXSPARSE_DNAME (_sfree) (S); CXSPARSE_DNAME (_nfree) (N); #endif } template <> SparseMatrix sparse_qr<SparseMatrix>::sparse_qr_rep::V (void) const { #if defined (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 } template <> SparseMatrix sparse_qr<SparseMatrix>::sparse_qr_rep::R (bool econ) const { #if defined (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 } template <> Matrix sparse_qr<SparseMatrix>::sparse_qr_rep::C (const Matrix& b) const { #if defined (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; CXSPARSE_DNAME (_ipvec) (S->pinv, bvec + idx, buf, b_nr); 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 } template <> Matrix sparse_qr<SparseMatrix>::sparse_qr_rep::Q (void) const { #if defined (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; CXSPARSE_DNAME (_ipvec) (S->pinv, bvec, buf, nr); 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 } template <> template <> Matrix sparse_qr<SparseMatrix>::sparse_qr_rep::tall_solve<MArray<double>, Matrix> (const MArray<double>& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) octave_idx_type nr = nrows; octave_idx_type nc = ncols; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); const double *bvec = b.data (); Matrix x (nc, b_nc); double *vec = x.fortran_vec (); OCTAVE_LOCAL_BUFFER (double, buf, 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 < S->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_ipvec) (S->pinv, bvec + bidx, buf, nr); 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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (N->U, buf); CXSPARSE_DNAME (_ipvec) (S->q, buf, vec + idx, nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; return x; #else return Matrix (); #endif } template <> template <> Matrix sparse_qr<SparseMatrix>::sparse_qr_rep::wide_solve<MArray<double>, Matrix> (const MArray<double>& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) // These are swapped because the original matrix was transposed in // sparse_qr<SparseMatrix>::solve. octave_idx_type nr = ncols; octave_idx_type nc = nrows; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); const double *bvec = b.data (); Matrix x (nc, b_nc); double *vec = x.fortran_vec (); volatile octave_idx_type nbuf = (nc > S->m2 ? nc : 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; CXSPARSE_DNAME (_pvec) (S->q, bvec + bidx, buf, nr); CXSPARSE_DNAME (_utsolve) (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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_pvec) (S->pinv, buf, vec + idx, nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; return x; #else return Matrix (); #endif } template <> template <> SparseMatrix sparse_qr<SparseMatrix>::sparse_qr_rep::tall_solve<SparseMatrix, SparseMatrix> (const SparseMatrix& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) octave_idx_type nr = nrows; octave_idx_type nc = ncols; octave_idx_type b_nr = b.rows (); octave_idx_type b_nc = b.cols (); SparseMatrix x (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; volatile octave_idx_type x_nz = b.nnz (); volatile octave_idx_type ii = 0; OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, 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 < S->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_ipvec) (S->pinv, Xx, buf, nr); 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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (N->U, buf); CXSPARSE_DNAME (_ipvec) (S->q, buf, Xx, nc); 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; return x; #else return SparseMatrix (); #endif } template <> template <> SparseMatrix sparse_qr<SparseMatrix>::sparse_qr_rep::wide_solve<SparseMatrix, SparseMatrix> (const SparseMatrix& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) // These are swapped because the original matrix was transposed in // sparse_qr<SparseMatrix>::solve. octave_idx_type nr = ncols; octave_idx_type nc = nrows; octave_idx_type b_nr = b.rows (); octave_idx_type b_nc = b.cols (); SparseMatrix x (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; volatile octave_idx_type x_nz = b.nnz (); volatile octave_idx_type ii = 0; volatile octave_idx_type nbuf = (nc > S->m2 ? nc : 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; CXSPARSE_DNAME (_pvec) (S->q, Xx, buf, nr); CXSPARSE_DNAME (_utsolve) (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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xx, nc); 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 } template <> template <> ComplexMatrix sparse_qr<SparseMatrix>::sparse_qr_rep::tall_solve<MArray<Complex>, ComplexMatrix> (const MArray<Complex>& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) octave_idx_type nr = nrows; octave_idx_type nc = ncols; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); ComplexMatrix x (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, 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 < S->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_ipvec) (S->pinv, Xx, buf, nr); 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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (N->U, buf); CXSPARSE_DNAME (_ipvec) (S->q, buf, Xx, nc); for (octave_idx_type j = nr; j < S->m2; j++) buf[j] = 0.; CXSPARSE_DNAME (_ipvec) (S->pinv, Xz, buf, nr); 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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (N->U, buf); CXSPARSE_DNAME (_ipvec) (S->q, buf, Xz, nc); 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 } template <> template <> ComplexMatrix sparse_qr<SparseMatrix>::sparse_qr_rep::wide_solve<MArray<Complex>, ComplexMatrix> (const MArray<Complex>& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) // These are swapped because the original matrix was transposed in // sparse_qr<SparseMatrix>::solve. octave_idx_type nr = ncols; octave_idx_type nc = nrows; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); ComplexMatrix x (nc, b_nc); Complex *vec = x.fortran_vec (); volatile octave_idx_type nbuf = (nc > S->m2 ? nc : 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; CXSPARSE_DNAME (_pvec) (S->q, Xx, buf, nr); CXSPARSE_DNAME (_utsolve) (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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xx, nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_pvec) (S->q, Xz, buf, nr); CXSPARSE_DNAME (_utsolve) (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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xz, nc); 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 } // Complex-valued matrices. template <> sparse_qr<SparseComplexMatrix>::sparse_qr_rep::sparse_qr_rep (const SparseComplexMatrix& a, int order) : count (1), nrows (a.rows ()), ncols (a.columns ()) #if defined (HAVE_CXSPARSE) , S (0), N (0) #endif { #if defined (HAVE_CXSPARSE) CXSPARSE_ZNAME () A; A.nzmax = a.nnz (); A.m = nrows; A.n = ncols; // 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<cs_complex_t *>(reinterpret_cast<const cs_complex_t *> (a.data ())); A.nz = -1; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; S = CXSPARSE_ZNAME (_sqr) (order, &A, 1); N = CXSPARSE_ZNAME (_qr) (&A, S); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; if (! N) (*current_liboctave_error_handler) ("sparse_qr: sparse matrix QR factorization filled"); count = 1; #else (*current_liboctave_error_handler) ("sparse_qr: support for CXSparse was unavailable or disabled when liboctave was built"); #endif } template <> sparse_qr<SparseComplexMatrix>::sparse_qr_rep::~sparse_qr_rep (void) { #if defined (HAVE_CXSPARSE) CXSPARSE_ZNAME (_sfree) (S); CXSPARSE_ZNAME (_nfree) (N); #endif } template <> SparseComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::V (void) const { #if defined (HAVE_CXSPARSE) // Drop zeros from V and sort // FIXME: Is the double transpose to sort necessary? BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_dropzeros) (N->L); CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->L, 1); CXSPARSE_ZNAME (_spfree) (N->L); N->L = CXSPARSE_ZNAME (_transpose) (D, 1); CXSPARSE_ZNAME (_spfree) (D); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; octave_idx_type nc = N->L->n; octave_idx_type nz = N->L->nzmax; SparseComplexMatrix 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) = reinterpret_cast<Complex *>(N->L->x)[j]; } return ret; #else return SparseComplexMatrix (); #endif } template <> SparseComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::R (bool econ) const { #if defined (HAVE_CXSPARSE) // Drop zeros from R and sort // FIXME: Is the double transpose to sort necessary? BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_dropzeros) (N->U); CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->U, 1); CXSPARSE_ZNAME (_spfree) (N->U); N->U = CXSPARSE_ZNAME (_transpose) (D, 1); CXSPARSE_ZNAME (_spfree) (D); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; octave_idx_type nc = N->U->n; octave_idx_type nz = N->U->nzmax; SparseComplexMatrix 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) = reinterpret_cast<Complex *>(N->U->x)[j]; } return ret; #else return SparseComplexMatrix (); #endif } template <> ComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::C (const ComplexMatrix& b) const { #if defined (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 cs_complex_t *bvec = reinterpret_cast<const cs_complex_t *>(b.fortran_vec ()); ComplexMatrix ret (b_nr, b_nc); Complex *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 = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0)); else { OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2); for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr) { octave_quit (); volatile octave_idx_type nm = (nr < nc ? nr : nc); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_ipvec) (S->pinv, bvec + idx, reinterpret_cast<cs_complex_t *>(buf), b_nr); 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_ZNAME (_happly) (N->L, i, N->B[i], reinterpret_cast<cs_complex_t *>(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 ComplexMatrix (); #endif } template <> ComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::Q (void) const { #if defined (HAVE_CXSPARSE) octave_idx_type nc = N->L->n; octave_idx_type nr = nrows; ComplexMatrix ret (nr, nr); Complex *vec = ret.fortran_vec (); if (nr < 0 || nc < 0) (*current_liboctave_error_handler) ("matrix dimension mismatch"); if (nr == 0 || nc == 0) ret = ComplexMatrix (nc, nr, Complex (0.0, 0.0)); else { OCTAVE_LOCAL_BUFFER (cs_complex_t, bvec, nr); for (octave_idx_type i = 0; i < nr; i++) bvec[i] = cs_complex_t (0.0, 0.0); OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2); for (volatile octave_idx_type j = 0, idx = 0; j < nr; j++, idx+=nr) { octave_quit (); bvec[j] = cs_complex_t (1.0, 0.0); volatile octave_idx_type nm = (nr < nc ? nr : nc); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_ipvec) (S->pinv, bvec, reinterpret_cast<cs_complex_t *>(buf), nr); 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_ZNAME (_happly) (N->L, i, N->B[i], reinterpret_cast<cs_complex_t *>(buf)); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } for (octave_idx_type i = 0; i < nr; i++) vec[i+idx] = buf[i]; bvec[j] = cs_complex_t (0.0, 0.0); } } return ret.hermitian (); #else return ComplexMatrix (); #endif } template <> template <> SparseComplexMatrix sparse_qr<SparseMatrix>::sparse_qr_rep::tall_solve<SparseComplexMatrix, SparseComplexMatrix> (const SparseComplexMatrix& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) octave_idx_type nr = nrows; octave_idx_type nc = ncols; octave_idx_type b_nr = b.rows (); octave_idx_type b_nc = b.cols (); SparseComplexMatrix x (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; volatile octave_idx_type x_nz = b.nnz (); volatile octave_idx_type 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, 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 < S->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_ipvec) (S->pinv, Xx, buf, nr); 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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (N->U, buf); CXSPARSE_DNAME (_ipvec) (S->q, buf, Xx, nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = nr; j < S->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_ipvec) (S->pinv, Xz, buf, nr); 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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (N->U, buf); CXSPARSE_DNAME (_ipvec) (S->q, buf, Xz, nc); 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; return x; #else return SparseComplexMatrix (); #endif } template <> template <> SparseComplexMatrix sparse_qr<SparseMatrix>::sparse_qr_rep::wide_solve<SparseComplexMatrix, SparseComplexMatrix> (const SparseComplexMatrix& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) // These are swapped because the original matrix was transposed in // sparse_qr<SparseMatrix>::solve. octave_idx_type nr = ncols; octave_idx_type nc = nrows; octave_idx_type b_nr = b.rows (); octave_idx_type b_nc = b.cols (); SparseComplexMatrix x (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; volatile octave_idx_type x_nz = b.nnz (); volatile octave_idx_type ii = 0; volatile octave_idx_type nbuf = (nc > S->m2 ? nc : 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; CXSPARSE_DNAME (_pvec) (S->q, Xx, buf, nr); CXSPARSE_DNAME (_utsolve) (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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xx, nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_pvec) (S->q, Xz, buf, nr); CXSPARSE_DNAME (_utsolve) (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) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_pvec) (S->pinv, buf, Xz, nc); 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 } template <> template <> ComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::tall_solve<MArray<double>, ComplexMatrix> (const MArray<double>& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) octave_idx_type nr = nrows; octave_idx_type nc = ncols; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); ComplexMatrix x (nc, b_nc); cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ()); OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, S->m2); OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr); 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 < S->m2; j++) buf[j] = cs_complex_t (0.0, 0.0); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_ipvec) (S->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); 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_ZNAME (_happly) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_usolve) (N->U, buf); CXSPARSE_ZNAME (_ipvec) (S->q, buf, vec + idx, nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; return x; #else return ComplexMatrix (); #endif } template <> template <> ComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::wide_solve<MArray<double>, ComplexMatrix> (const MArray<double>& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) // These are swapped because the original matrix was transposed in // sparse_qr<SparseComplexMatrix>::solve. octave_idx_type nr = ncols; octave_idx_type nc = nrows; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); ComplexMatrix x (nc, b_nc); cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ()); volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2); OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, nbuf); OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr); OCTAVE_LOCAL_BUFFER (double, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = N->B[i]; 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] = cs_complex_t (0.0, 0.0); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_pvec) (S->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); CXSPARSE_ZNAME (_utsolve) (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_ZNAME (_happly) (N->L, j, B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_pvec) (S->pinv, buf, vec + idx, nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; return x; #else return ComplexMatrix (); #endif } template <> template <> SparseComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::tall_solve<SparseMatrix, SparseComplexMatrix> (const SparseMatrix& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) octave_idx_type nr = nrows; octave_idx_type nc = ncols; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); SparseComplexMatrix x (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; volatile octave_idx_type x_nz = b.nnz (); volatile octave_idx_type ii = 0; OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, 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 < S->m2; j++) buf[j] = cs_complex_t (0.0, 0.0); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_ipvec) (S->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); 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_ZNAME (_happly) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_usolve) (N->U, buf); CXSPARSE_ZNAME (_ipvec) (S->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex 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 SparseComplexMatrix (); #endif } template <> template <> SparseComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::wide_solve<SparseMatrix, SparseComplexMatrix> (const SparseMatrix& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) // These are swapped because the original matrix was transposed in // sparse_qr<SparseComplexMatrix>::solve. octave_idx_type nr = ncols; octave_idx_type nc = nrows; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); SparseComplexMatrix x (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; volatile octave_idx_type x_nz = b.nnz (); volatile octave_idx_type ii = 0; volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2); OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, nbuf); OCTAVE_LOCAL_BUFFER (double, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = N->B[i]; 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] = cs_complex_t (0.0, 0.0); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_pvec) (S->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); CXSPARSE_ZNAME (_utsolve) (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_ZNAME (_happly) (N->L, j, B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_pvec) (S->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex 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 SparseComplexMatrix (); #endif } template <> template <> ComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::tall_solve<MArray<Complex>, ComplexMatrix> (const MArray<Complex>& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) octave_idx_type nr = nrows; octave_idx_type nc = ncols; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); const cs_complex_t *bvec = reinterpret_cast<const cs_complex_t *>(b.fortran_vec ()); ComplexMatrix x (nc, b_nc); cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ()); OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, 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 < S->m2; j++) buf[j] = cs_complex_t (0.0, 0.0); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_ipvec) (S->pinv, bvec + bidx, buf, nr); 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_ZNAME (_happly) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_usolve) (N->U, buf); CXSPARSE_ZNAME (_ipvec) (S->q, buf, vec + idx, nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; return x; #else return ComplexMatrix (); #endif } template <> template <> ComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::wide_solve<MArray<Complex>, ComplexMatrix> (const MArray<Complex>& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) // These are swapped because the original matrix was transposed in // sparse_qr<SparseComplexMatrix>::solve. octave_idx_type nr = ncols; octave_idx_type nc = nrows; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); const cs_complex_t *bvec = reinterpret_cast<const cs_complex_t *>(b.fortran_vec ()); ComplexMatrix x (nc, b_nc); cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ()); volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2); OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, nbuf); OCTAVE_LOCAL_BUFFER (double, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = N->B[i]; 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] = cs_complex_t (0.0, 0.0); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_pvec) (S->q, bvec + bidx, buf, nr); CXSPARSE_ZNAME (_utsolve) (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_ZNAME (_happly) (N->L, j, B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_pvec) (S->pinv, buf, vec + idx, nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; return x; #else return ComplexMatrix (); #endif } template <> template <> SparseComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::tall_solve<SparseComplexMatrix, SparseComplexMatrix> (const SparseComplexMatrix& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) octave_idx_type nr = nrows; octave_idx_type nc = ncols; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); SparseComplexMatrix x (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; volatile octave_idx_type x_nz = b.nnz (); volatile octave_idx_type ii = 0; OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, 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 < S->m2; j++) buf[j] = cs_complex_t (0.0, 0.0); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_ipvec) (S->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); 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_ZNAME (_happly) (N->L, j, N->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_usolve) (N->U, buf); CXSPARSE_ZNAME (_ipvec) (S->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex 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 SparseComplexMatrix (); #endif } template <> template <> SparseComplexMatrix sparse_qr<SparseComplexMatrix>::sparse_qr_rep::wide_solve<SparseComplexMatrix, SparseComplexMatrix> (const SparseComplexMatrix& b, octave_idx_type& info) const { info = -1; #if defined (HAVE_CXSPARSE) // These are swapped because the original matrix was transposed in // sparse_qr<SparseComplexMatrix>::solve. octave_idx_type nr = ncols; octave_idx_type nc = nrows; octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); SparseComplexMatrix x (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; volatile octave_idx_type x_nz = b.nnz (); volatile octave_idx_type ii = 0; volatile octave_idx_type nbuf = (nc > S->m2 ? nc : S->m2); OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, nbuf); OCTAVE_LOCAL_BUFFER (double, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = N->B[i]; 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] = cs_complex_t (0.0, 0.0); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_pvec) (S->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); CXSPARSE_ZNAME (_utsolve) (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_ZNAME (_happly) (N->L, j, B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_pvec) (S->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex 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 SparseComplexMatrix (); #endif } template <typename SPARSE_T> sparse_qr<SPARSE_T>::sparse_qr (void) : rep (new sparse_qr_rep (SPARSE_T (), 0)) { } template <typename SPARSE_T> sparse_qr<SPARSE_T>::sparse_qr (const SPARSE_T& a, int order) : rep (new sparse_qr_rep (a, order)) { } template <typename SPARSE_T> sparse_qr<SPARSE_T>::sparse_qr (const sparse_qr<SPARSE_T>& a) : rep (a.rep) { rep->count++; } template <typename SPARSE_T> sparse_qr<SPARSE_T>::~sparse_qr (void) { if (--rep->count == 0) delete rep; } template <typename SPARSE_T> sparse_qr<SPARSE_T>& sparse_qr<SPARSE_T>::operator = (const sparse_qr<SPARSE_T>& a) { if (this != &a) { if (--rep->count == 0) delete rep; rep = a.rep; rep->count++; } return *this; } template <typename SPARSE_T> bool sparse_qr<SPARSE_T>::ok (void) const { return rep->ok (); } template <typename SPARSE_T> SPARSE_T sparse_qr<SPARSE_T>::V (void) const { return rep->V (); } template <typename SPARSE_T> ColumnVector sparse_qr<SPARSE_T>::Pinv (void) const { return rep->P (); } template <typename SPARSE_T> ColumnVector sparse_qr<SPARSE_T>::P (void) const { return rep->P (); } template <typename SPARSE_T> SPARSE_T sparse_qr<SPARSE_T>::R (bool econ) const { return rep->R (econ); } template <typename SPARSE_T> typename SPARSE_T::dense_matrix_type sparse_qr<SPARSE_T>::C (const typename SPARSE_T::dense_matrix_type& b) const { return rep->C (b); } template <typename SPARSE_T> typename SPARSE_T::dense_matrix_type sparse_qr<SPARSE_T>::Q (void) const { return rep->Q (); } // FIXME: Why is the "order" of the QR calculation as used in the // CXSparse function sqr 3 for real matrices and 2 for complex? These // values seem to be required but there was no explanation in David // Bateman's original code. template <typename SPARSE_T> class cxsparse_defaults { public: enum { order = -1 }; }; template <> class cxsparse_defaults<SparseMatrix> { public: enum { order = 3 }; }; template <> class cxsparse_defaults<SparseComplexMatrix> { public: enum { order = 2 }; }; template <typename SPARSE_T> template <typename RHS_T, typename RET_T> RET_T sparse_qr<SPARSE_T>::solve (const SPARSE_T& a, const RHS_T& b, octave_idx_type& info) { info = -1; 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 (); int order = cxsparse_defaults<SPARSE_T>::order; 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) { info = 0; return RET_T (nc, b_nc, 0.0); } else if (nr >= nc) { sparse_qr<SPARSE_T> q (a, order); return q.ok () ? q.tall_solve<RHS_T, RET_T> (b, info) : RET_T (); } else { sparse_qr<SPARSE_T> q (a.hermitian (), order); return q.ok () ? q.wide_solve<RHS_T, RET_T> (b, info) : RET_T (); } } template <typename SPARSE_T> template <typename RHS_T, typename RET_T> RET_T sparse_qr<SPARSE_T>::tall_solve (const RHS_T& b, octave_idx_type& info) const { return rep->tall_solve<RHS_T, RET_T> (b, info); } template <typename SPARSE_T> template <typename RHS_T, typename RET_T> RET_T sparse_qr<SPARSE_T>::wide_solve (const RHS_T& b, octave_idx_type& info) const { return rep->wide_solve<RHS_T, RET_T> (b, info); } Matrix qrsolve (const SparseMatrix& a, const MArray<double>& b, octave_idx_type& info) { return sparse_qr<SparseMatrix>::solve<MArray<double>, Matrix> (a, b, info); } SparseMatrix qrsolve (const SparseMatrix& a, const SparseMatrix& b, octave_idx_type& info) { return sparse_qr<SparseMatrix>::solve<SparseMatrix, SparseMatrix> (a, b, info); } ComplexMatrix qrsolve (const SparseMatrix& a, const MArray<Complex>& b, octave_idx_type& info) { return sparse_qr<SparseMatrix>::solve<MArray<Complex>, ComplexMatrix> (a, b, info); } SparseComplexMatrix qrsolve (const SparseMatrix& a, const SparseComplexMatrix& b, octave_idx_type& info) { return sparse_qr<SparseMatrix>::solve<SparseComplexMatrix, SparseComplexMatrix> (a, b, info); } ComplexMatrix qrsolve (const SparseComplexMatrix& a, const MArray<double>& b, octave_idx_type& info) { return sparse_qr<SparseComplexMatrix>::solve<MArray<double>, ComplexMatrix> (a, b, info); } SparseComplexMatrix qrsolve (const SparseComplexMatrix& a, const SparseMatrix& b, octave_idx_type& info) { return sparse_qr<SparseComplexMatrix>::solve<SparseMatrix, SparseComplexMatrix> (a, b, info); } ComplexMatrix qrsolve (const SparseComplexMatrix& a, const MArray<Complex>& b, octave_idx_type& info) { return sparse_qr<SparseComplexMatrix>::solve<MArray<Complex>, ComplexMatrix> (a, b, info); } SparseComplexMatrix qrsolve (const SparseComplexMatrix& a, const SparseComplexMatrix& b, octave_idx_type& info) { return sparse_qr<SparseComplexMatrix>::solve<SparseComplexMatrix, SparseComplexMatrix> (a, b, info); } // Instantiations we need. template class sparse_qr<SparseMatrix>; template class sparse_qr<SparseComplexMatrix>;