Mercurial > octave
view liboctave/numeric/qr.cc @ 31249:de6fc38c78c6
Make Jacobian types offered by dlsode.f accessible by lsode (bug #31626).
* liboctave/numeric/LSODE-opts.in: Add options "jacobian type", "lower jacobian
subdiagonals", and "upper jacobian subdiagonals".
* liboctave/numeric/LSODE.cc (file scope, lsode_j,
LSODE::do_integrate (double)): Handle new configurable Jacobian types.
* build-aux/mk-opts.pl: Don't implicitly convert to integer in condition.
| author | Olaf Till <olaf.till@uni-jena.de> |
|---|---|
| date | Fri, 12 Nov 2010 08:53:05 +0100 |
| 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 <algorithm> #include "Array.h" #include "CColVector.h" #include "CMatrix.h" #include "CRowVector.h" #include "dColVector.h" #include "dMatrix.h" #include "dRowVector.h" #include "fCColVector.h" #include "fCMatrix.h" #include "fCRowVector.h" #include "fColVector.h" #include "fMatrix.h" #include "fRowVector.h" #include "lo-error.h" #include "lo-lapack-proto.h" #include "lo-qrupdate-proto.h" #include "oct-cmplx.h" #include "oct-locbuf.h" #include "oct-sort.h" #include "qr.h" namespace octave { namespace math { template <typename T> qr<T>::qr (const T& q_arg, const T& r_arg) : m_q (q_arg), m_r (r_arg) { octave_idx_type q_nr = m_q.rows (); octave_idx_type q_nc = m_q.cols (); octave_idx_type r_nr = m_r.rows (); octave_idx_type r_nc = m_r.cols (); if (! (q_nc == r_nr && (q_nr == q_nc || (q_nr > q_nc && r_nr == r_nc)))) (*current_liboctave_error_handler) ("QR dimensions mismatch"); } template <typename T> typename qr<T>::type qr<T>::get_type (void) const { type retval; if (! m_q.isempty () && m_q.issquare ()) retval = qr<T>::std; else if (m_q.rows () > m_q.cols () && m_r.issquare ()) retval = qr<T>::economy; else retval = qr<T>::raw; return retval; } template <typename T> bool qr<T>::regular (void) const { bool retval = true; octave_idx_type k = std::min (m_r.rows (), m_r.cols ()); for (octave_idx_type i = 0; i < k; i++) { if (m_r(i, i) == ELT_T ()) { retval = false; break; } } return retval; } #if ! defined (HAVE_QRUPDATE) // Replacement update methods. void warn_qrupdate_once (void) { static bool warned = false; if (! warned) { (*current_liboctave_warning_with_id_handler) ("Octave:missing-dependency", "In this version of Octave, QR & Cholesky updating routines " "simply update the matrix and recalculate factorizations. " "To use fast algorithms, link Octave with the qrupdate library. " "See <http://sourceforge.net/projects/qrupdate>."); warned = true; } } template <typename T> void qr<T>::update (const CV_T& u, const CV_T& v) { warn_qrupdate_once (); octave_idx_type m = m_q.rows (); octave_idx_type n = m_r.cols (); if (u.numel () != m || v.numel () != n) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); init (m_q*m_r + T (u) * T (v).hermitian (), get_type ()); } template <typename T> void qr<T>::update (const T& u, const T& v) { warn_qrupdate_once (); octave_idx_type m = m_q.rows (); octave_idx_type n = m_r.cols (); if (u.rows () != m || v.rows () != n || u.cols () != v.cols ()) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); init (m_q*m_r + u * v.hermitian (), get_type ()); } template <typename T, typename CV_T> static T insert_col (const T& a, octave_idx_type i, const CV_T& x) { T retval (a.rows (), a.cols () + 1); retval.assign (idx_vector::colon, idx_vector (0, i), a.index (idx_vector::colon, idx_vector (0, i))); retval.assign (idx_vector::colon, idx_vector (i), x); retval.assign (idx_vector::colon, idx_vector (i+1, retval.cols ()), a.index (idx_vector::colon, idx_vector (i, a.cols ()))); return retval; } template <typename T, typename RV_T> static T insert_row (const T& a, octave_idx_type i, const RV_T& x) { T retval (a.rows () + 1, a.cols ()); retval.assign (idx_vector (0, i), idx_vector::colon, a.index (idx_vector (0, i), idx_vector::colon)); retval.assign (idx_vector (i), idx_vector::colon, x); retval.assign (idx_vector (i+1, retval.rows ()), idx_vector::colon, a.index (idx_vector (i, a.rows ()), idx_vector::colon)); return retval; } template <typename T> static T delete_col (const T& a, octave_idx_type i) { T retval = a; retval.delete_elements (1, idx_vector (i)); return retval; } template <typename T> static T delete_row (const T& a, octave_idx_type i) { T retval = a; retval.delete_elements (0, idx_vector (i)); return retval; } template <typename T> static T shift_cols (const T& a, octave_idx_type i, octave_idx_type j) { octave_idx_type n = a.cols (); 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; } return a.index (idx_vector::colon, idx_vector (p)); } template <typename T> void qr<T>::insert_col (const CV_T& u, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type m = m_q.rows (); octave_idx_type n = m_r.cols (); if (u.numel () != m) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("qrinsert: index out of range"); init (math::insert_col (m_q*m_r, j, u), get_type ()); } template <typename T> void qr<T>::insert_col (const T& u, const Array<octave_idx_type>& j) { warn_qrupdate_once (); octave_idx_type m = m_q.rows (); octave_idx_type n = m_r.cols (); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, ASCENDING); octave_idx_type nj = js.numel (); bool dups = false; for (octave_idx_type i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); if (u.numel () != m || u.cols () != nj) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (nj > 0 && (js(0) < 0 || js(nj-1) > n)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { T a = m_q*m_r; for (octave_idx_type i = 0; i < nj; i++) a = math::insert_col (a, js(i), u.column (i)); init (a, get_type ()); } } template <typename T> void qr<T>::delete_col (octave_idx_type j) { warn_qrupdate_once (); octave_idx_type n = m_r.cols (); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); init (math::delete_col (m_q*m_r, j), get_type ()); } template <typename T> void qr<T>::delete_col (const Array<octave_idx_type>& j) { warn_qrupdate_once (); octave_idx_type n = m_r.cols (); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, DESCENDING); octave_idx_type nj = js.numel (); bool dups = false; for (octave_idx_type i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); if (nj > 0 && (js(0) > n-1 || js(nj-1) < 0)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { T a = m_q*m_r; for (octave_idx_type i = 0; i < nj; i++) a = math::delete_col (a, js(i)); init (a, get_type ()); } } template <typename T> void qr<T>::insert_row (const RV_T& u, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type m = m_r.rows (); octave_idx_type n = m_r.cols (); if (! m_q.issquare () || u.numel () != n) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > m) (*current_liboctave_error_handler) ("qrinsert: index out of range"); init (math::insert_row (m_q*m_r, j, u), get_type ()); } template <typename T> void qr<T>::delete_row (octave_idx_type j) { warn_qrupdate_once (); octave_idx_type m = m_r.rows (); if (! m_q.issquare ()) (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); if (j < 0 || j > m-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); init (math::delete_row (m_q*m_r, j), get_type ()); } template <typename T> void qr<T>::shift_cols (octave_idx_type i, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type n = m_r.cols (); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrshift: index out of range"); init (math::shift_cols (m_q*m_r, i, j), get_type ()); } #endif // Specializations. template <> OCTAVE_API void qr<Matrix>::form (octave_idx_type n_arg, Matrix& afact, double *tau, type qr_type) { F77_INT n = to_f77_int (n_arg); F77_INT m = to_f77_int (afact.rows ()); F77_INT min_mn = std::min (m, n); F77_INT info; if (qr_type == qr<Matrix>::raw) { for (F77_INT j = 0; j < min_mn; j++) { F77_INT limit = (j < min_mn - 1 ? j : min_mn - 1); for (F77_INT i = limit + 1; i < m; i++) afact.elem (i, j) *= tau[j]; } m_r = afact; } else { // Attempt to minimize copying. if (m >= n) { // afact will become m_q. m_q = afact; F77_INT k = (qr_type == qr<Matrix>::economy ? n : m); m_r = Matrix (k, n); for (F77_INT j = 0; j < n; j++) { F77_INT i = 0; for (; i <= j; i++) m_r.xelem (i, j) = afact.xelem (i, j); for (; i < k; i++) m_r.xelem (i, j) = 0; } afact = Matrix (); // optimize memory } else { // afact will become m_r. m_q = Matrix (m, m); for (F77_INT j = 0; j < m; j++) for (F77_INT i = j + 1; i < m; i++) { m_q.xelem (i, j) = afact.xelem (i, j); afact.xelem (i, j) = 0; } m_r = afact; } if (m > 0) { F77_INT k = to_f77_int (m_q.cols ()); // workspace query. double rlwork; F77_XFCN (dorgqr, DORGQR, (m, k, min_mn, m_q.fortran_vec (), m, 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 (dorgqr, DORGQR, (m, k, min_mn, m_q.fortran_vec (), m, tau, work, lwork, info)); } } } template <> OCTAVE_API void qr<Matrix>::init (const Matrix& a, type qr_type) { 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); if (m > 0) { // workspace query. double rlwork; F77_XFCN (dgeqrf, DGEQRF, (m, n, afact.fortran_vec (), m, 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 (dgeqrf, DGEQRF, (m, n, afact.fortran_vec (), m, tau, work, lwork, info)); } form (n, afact, tau, qr_type); } #if defined (HAVE_QRUPDATE) template <> OCTAVE_API void qr<Matrix>::update (const ColumnVector& u, const ColumnVector& v) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_nel = to_f77_int (u.numel ()); F77_INT v_nel = to_f77_int (v.numel ()); if (u_nel != m || v_nel != n) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); ColumnVector utmp = u; ColumnVector vtmp = v; OCTAVE_LOCAL_BUFFER (double, w, 2*k); F77_XFCN (dqr1up, DQR1UP, (m, n, k, m_q.fortran_vec (), m, m_r.fortran_vec (), k, utmp.fortran_vec (), vtmp.fortran_vec (), w)); } template <> OCTAVE_API void qr<Matrix>::update (const Matrix& u, const Matrix& v) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_rows = to_f77_int (u.rows ()); F77_INT u_cols = to_f77_int (u.cols ()); F77_INT v_rows = to_f77_int (v.rows ()); F77_INT v_cols = to_f77_int (v.cols ()); if (u_rows != m || v_rows != n || u_cols != v_cols) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); OCTAVE_LOCAL_BUFFER (double, w, 2*k); for (volatile F77_INT i = 0; i < u_cols; i++) { ColumnVector utmp = u.column (i); ColumnVector vtmp = v.column (i); F77_XFCN (dqr1up, DQR1UP, (m, n, k, m_q.fortran_vec (), m, m_r.fortran_vec (), k, utmp.fortran_vec (), vtmp.fortran_vec (), w)); } } template <> OCTAVE_API void qr<Matrix>::insert_col (const ColumnVector& u, octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_nel = to_f77_int (u.numel ()); if (u_nel != m) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (k < m) { m_q.resize (m, k+1); m_r.resize (k+1, n+1); } else m_r.resize (k, n+1); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); ColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, w, k); F77_XFCN (dqrinc, DQRINC, (m, n, k, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, j + 1, utmp.data (), w)); } template <> OCTAVE_API void qr<Matrix>::insert_col (const Matrix& u, const Array<octave_idx_type>& j) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, ASCENDING); F77_INT nj = to_f77_int (js.numel ()); bool dups = false; for (F77_INT i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); F77_INT u_nel = to_f77_int (u.numel ()); F77_INT u_cols = to_f77_int (u.cols ()); if (u_nel != m || u_cols != nj) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); F77_INT js_beg = to_f77_int (js(0)); F77_INT js_end = to_f77_int (js(nj-1)); if (nj > 0 && (js_beg < 0 || js_end > n)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { F77_INT kmax = std::min (k + nj, m); if (k < m) { m_q.resize (m, kmax); m_r.resize (kmax, n + nj); } else m_r.resize (k, n + nj); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (double, w, kmax); for (volatile F77_INT i = 0; i < nj; i++) { F77_INT ii = i; ColumnVector utmp = u.column (jsi(i)); F77_INT js_elt = to_f77_int (js(ii)); F77_XFCN (dqrinc, DQRINC, (m, n + ii, std::min (kmax, k + ii), m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, js_elt + 1, utmp.data (), w)); } } } template <> OCTAVE_API void qr<Matrix>::delete_col (octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT k = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (double, w, k); F77_XFCN (dqrdec, DQRDEC, (m, n, k, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, j + 1, w)); if (k < m) { m_q.resize (m, k-1); m_r.resize (k-1, n-1); } else m_r.resize (k, n-1); } template <> OCTAVE_API void qr<Matrix>::delete_col (const Array<octave_idx_type>& j) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, DESCENDING); F77_INT nj = to_f77_int (js.numel ()); bool dups = false; for (F77_INT i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); F77_INT js_beg = to_f77_int (js(0)); F77_INT js_end = to_f77_int (js(nj-1)); if (nj > 0 && (js_beg > n-1 || js_end < 0)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (double, w, k); for (volatile F77_INT i = 0; i < nj; i++) { F77_INT ii = i; F77_INT js_elt = to_f77_int (js(ii)); F77_XFCN (dqrdec, DQRDEC, (m, n - ii, (k == m ? k : k - ii), m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, js_elt + 1, w)); } if (k < m) { m_q.resize (m, k - nj); m_r.resize (k - nj, n - nj); } else m_r.resize (k, n - nj); } } template <> OCTAVE_API void qr<Matrix>::insert_row (const RowVector& u, octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = std::min (m, n); F77_INT u_nel = to_f77_int (u.numel ()); if (! m_q.issquare () || u_nel != n) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > m) (*current_liboctave_error_handler) ("qrinsert: index out of range"); m_q.resize (m + 1, m + 1); m_r.resize (m + 1, n); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); RowVector utmp = u; OCTAVE_LOCAL_BUFFER (double, w, k); F77_XFCN (dqrinr, DQRINR, (m, n, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, j + 1, utmp.fortran_vec (), w)); } template <> OCTAVE_API void qr<Matrix>::delete_row (octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (! m_q.issquare ()) (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); if (j < 0 || j > m-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (double, w, 2*m); F77_XFCN (dqrder, DQRDER, (m, n, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, j + 1, w)); m_q.resize (m - 1, m - 1); m_r.resize (m - 1, n); } template <> OCTAVE_API void qr<Matrix>::shift_cols (octave_idx_type i_arg, octave_idx_type j_arg) { F77_INT i = to_f77_int (i_arg); F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT k = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrshift: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (double, w, 2*k); F77_XFCN (dqrshc, DQRSHC, (m, n, k, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, i + 1, j + 1, w)); } #endif template <> OCTAVE_API void qr<FloatMatrix>::form (octave_idx_type n_arg, FloatMatrix& afact, float *tau, type qr_type) { F77_INT n = to_f77_int (n_arg); F77_INT m = to_f77_int (afact.rows ()); F77_INT min_mn = std::min (m, n); F77_INT info; if (qr_type == qr<FloatMatrix>::raw) { for (F77_INT j = 0; j < min_mn; j++) { F77_INT limit = (j < min_mn - 1 ? j : min_mn - 1); for (F77_INT i = limit + 1; i < m; i++) afact.elem (i, j) *= tau[j]; } m_r = afact; } else { // Attempt to minimize copying. if (m >= n) { // afact will become m_q. m_q = afact; F77_INT k = (qr_type == qr<FloatMatrix>::economy ? n : m); m_r = FloatMatrix (k, n); for (F77_INT j = 0; j < n; j++) { F77_INT i = 0; for (; i <= j; i++) m_r.xelem (i, j) = afact.xelem (i, j); for (; i < k; i++) m_r.xelem (i, j) = 0; } afact = FloatMatrix (); // optimize memory } else { // afact will become m_r. m_q = FloatMatrix (m, m); for (F77_INT j = 0; j < m; j++) for (F77_INT i = j + 1; i < m; i++) { m_q.xelem (i, j) = afact.xelem (i, j); afact.xelem (i, j) = 0; } m_r = afact; } if (m > 0) { F77_INT k = to_f77_int (m_q.cols ()); // workspace query. float rlwork; F77_XFCN (sorgqr, SORGQR, (m, k, min_mn, m_q.fortran_vec (), m, 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 (sorgqr, SORGQR, (m, k, min_mn, m_q.fortran_vec (), m, tau, work, lwork, info)); } } } template <> OCTAVE_API void qr<FloatMatrix>::init (const FloatMatrix& a, type qr_type) { 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); if (m > 0) { // workspace query. float rlwork; F77_XFCN (sgeqrf, SGEQRF, (m, n, afact.fortran_vec (), m, 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 (sgeqrf, SGEQRF, (m, n, afact.fortran_vec (), m, tau, work, lwork, info)); } form (n, afact, tau, qr_type); } #if defined (HAVE_QRUPDATE) template <> OCTAVE_API void qr<FloatMatrix>::update (const FloatColumnVector& u, const FloatColumnVector& v) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_nel = to_f77_int (u.numel ()); F77_INT v_nel = to_f77_int (v.numel ()); if (u_nel != m || v_nel != n) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); FloatColumnVector utmp = u; FloatColumnVector vtmp = v; OCTAVE_LOCAL_BUFFER (float, w, 2*k); F77_XFCN (sqr1up, SQR1UP, (m, n, k, m_q.fortran_vec (), m, m_r.fortran_vec (), k, utmp.fortran_vec (), vtmp.fortran_vec (), w)); } template <> OCTAVE_API void qr<FloatMatrix>::update (const FloatMatrix& u, const FloatMatrix& v) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_rows = to_f77_int (u.rows ()); F77_INT u_cols = to_f77_int (u.cols ()); F77_INT v_rows = to_f77_int (v.rows ()); F77_INT v_cols = to_f77_int (v.cols ()); if (u_rows != m || v_rows != n || u_cols != v_cols) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); OCTAVE_LOCAL_BUFFER (float, w, 2*k); for (volatile F77_INT i = 0; i < u_cols; i++) { FloatColumnVector utmp = u.column (i); FloatColumnVector vtmp = v.column (i); F77_XFCN (sqr1up, SQR1UP, (m, n, k, m_q.fortran_vec (), m, m_r.fortran_vec (), k, utmp.fortran_vec (), vtmp.fortran_vec (), w)); } } template <> OCTAVE_API void qr<FloatMatrix>::insert_col (const FloatColumnVector& u, octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_nel = to_f77_int (u.numel ()); if (u_nel != m) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (k < m) { m_q.resize (m, k+1); m_r.resize (k+1, n+1); } else m_r.resize (k, n+1); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); FloatColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, w, k); F77_XFCN (sqrinc, SQRINC, (m, n, k, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, j + 1, utmp.data (), w)); } template <> OCTAVE_API void qr<FloatMatrix>::insert_col (const FloatMatrix& u, const Array<octave_idx_type>& j) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, ASCENDING); F77_INT nj = to_f77_int (js.numel ()); bool dups = false; for (F77_INT i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); F77_INT u_nel = to_f77_int (u.numel ()); F77_INT u_cols = to_f77_int (u.cols ()); if (u_nel != m || u_cols != nj) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); F77_INT js_beg = to_f77_int (js(0)); F77_INT js_end = to_f77_int (js(nj-1)); if (nj > 0 && (js_beg < 0 || js_end > n)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { F77_INT kmax = std::min (k + nj, m); if (k < m) { m_q.resize (m, kmax); m_r.resize (kmax, n + nj); } else m_r.resize (k, n + nj); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (float, w, kmax); for (volatile F77_INT i = 0; i < nj; i++) { F77_INT ii = i; FloatColumnVector utmp = u.column (jsi(i)); F77_INT js_elt = to_f77_int (js(ii)); F77_XFCN (sqrinc, SQRINC, (m, n + ii, std::min (kmax, k + ii), m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, js_elt + 1, utmp.data (), w)); } } } template <> OCTAVE_API void qr<FloatMatrix>::delete_col (octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT k = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (float, w, k); F77_XFCN (sqrdec, SQRDEC, (m, n, k, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, j + 1, w)); if (k < m) { m_q.resize (m, k-1); m_r.resize (k-1, n-1); } else m_r.resize (k, n-1); } template <> OCTAVE_API void qr<FloatMatrix>::delete_col (const Array<octave_idx_type>& j) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, DESCENDING); F77_INT nj = to_f77_int (js.numel ()); bool dups = false; for (F77_INT i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); F77_INT js_beg = to_f77_int (js(0)); F77_INT js_end = to_f77_int (js(nj-1)); if (nj > 0 && (js_beg > n-1 || js_end < 0)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (float, w, k); for (volatile F77_INT i = 0; i < nj; i++) { F77_INT ii = i; F77_INT js_elt = to_f77_int (js(ii)); F77_XFCN (sqrdec, SQRDEC, (m, n - ii, (k == m ? k : k - ii), m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, js_elt + 1, w)); } if (k < m) { m_q.resize (m, k - nj); m_r.resize (k - nj, n - nj); } else m_r.resize (k, n - nj); } } template <> OCTAVE_API void qr<FloatMatrix>::insert_row (const FloatRowVector& u, octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = std::min (m, n); F77_INT u_nel = to_f77_int (u.numel ()); if (! m_q.issquare () || u_nel != n) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > m) (*current_liboctave_error_handler) ("qrinsert: index out of range"); m_q.resize (m + 1, m + 1); m_r.resize (m + 1, n); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); FloatRowVector utmp = u; OCTAVE_LOCAL_BUFFER (float, w, k); F77_XFCN (sqrinr, SQRINR, (m, n, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, j + 1, utmp.fortran_vec (), w)); } template <> OCTAVE_API void qr<FloatMatrix>::delete_row (octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (! m_q.issquare ()) (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); if (j < 0 || j > m-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (float, w, 2*m); F77_XFCN (sqrder, SQRDER, (m, n, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, j + 1, w)); m_q.resize (m - 1, m - 1); m_r.resize (m - 1, n); } template <> OCTAVE_API void qr<FloatMatrix>::shift_cols (octave_idx_type i_arg, octave_idx_type j_arg) { F77_INT i = to_f77_int (i_arg); F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT k = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrshift: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (float, w, 2*k); F77_XFCN (sqrshc, SQRSHC, (m, n, k, m_q.fortran_vec (), ldq, m_r.fortran_vec (), ldr, i + 1, j + 1, w)); } #endif template <> OCTAVE_API void qr<ComplexMatrix>::form (octave_idx_type n_arg, ComplexMatrix& afact, Complex *tau, type qr_type) { F77_INT n = to_f77_int (n_arg); F77_INT m = to_f77_int (afact.rows ()); F77_INT min_mn = std::min (m, n); F77_INT info; if (qr_type == qr<ComplexMatrix>::raw) { for (F77_INT j = 0; j < min_mn; j++) { F77_INT limit = (j < min_mn - 1 ? j : min_mn - 1); for (F77_INT i = limit + 1; i < m; i++) afact.elem (i, j) *= tau[j]; } m_r = afact; } else { // Attempt to minimize copying. if (m >= n) { // afact will become m_q. m_q = afact; F77_INT k = (qr_type == qr<ComplexMatrix>::economy ? n : m); m_r = ComplexMatrix (k, n); for (F77_INT j = 0; j < n; j++) { F77_INT i = 0; for (; i <= j; i++) m_r.xelem (i, j) = afact.xelem (i, j); for (; i < k; i++) m_r.xelem (i, j) = 0; } afact = ComplexMatrix (); // optimize memory } else { // afact will become m_r. m_q = ComplexMatrix (m, m); for (F77_INT j = 0; j < m; j++) for (F77_INT i = j + 1; i < m; i++) { m_q.xelem (i, j) = afact.xelem (i, j); afact.xelem (i, j) = 0; } m_r = afact; } if (m > 0) { F77_INT k = to_f77_int (m_q.cols ()); // workspace query. Complex clwork; F77_XFCN (zungqr, ZUNGQR, (m, k, min_mn, F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), m, F77_DBLE_CMPLX_ARG (tau), F77_DBLE_CMPLX_ARG (&clwork), -1, 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 (zungqr, ZUNGQR, (m, k, min_mn, F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), m, F77_DBLE_CMPLX_ARG (tau), F77_DBLE_CMPLX_ARG (work), lwork, info)); } } } template <> OCTAVE_API void qr<ComplexMatrix>::init (const ComplexMatrix& a, type qr_type) { 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); if (m > 0) { // workspace query. Complex clwork; F77_XFCN (zgeqrf, ZGEQRF, (m, n, F77_DBLE_CMPLX_ARG (afact.fortran_vec ()), m, F77_DBLE_CMPLX_ARG (tau), F77_DBLE_CMPLX_ARG (&clwork), -1, 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 (zgeqrf, ZGEQRF, (m, n, F77_DBLE_CMPLX_ARG (afact.fortran_vec ()), m, F77_DBLE_CMPLX_ARG (tau), F77_DBLE_CMPLX_ARG (work), lwork, info)); } form (n, afact, tau, qr_type); } #if defined (HAVE_QRUPDATE) template <> OCTAVE_API void qr<ComplexMatrix>::update (const ComplexColumnVector& u, const ComplexColumnVector& v) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_nel = to_f77_int (u.numel ()); F77_INT v_nel = to_f77_int (v.numel ()); if (u_nel != m || v_nel != n) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); ComplexColumnVector utmp = u; ComplexColumnVector vtmp = v; OCTAVE_LOCAL_BUFFER (Complex, w, k); OCTAVE_LOCAL_BUFFER (double, rw, k); F77_XFCN (zqr1up, ZQR1UP, (m, n, k, F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), m, F77_DBLE_CMPLX_ARG (m_r.fortran_vec ()), k, F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), F77_DBLE_CMPLX_ARG (vtmp.fortran_vec ()), F77_DBLE_CMPLX_ARG (w), rw)); } template <> OCTAVE_API void qr<ComplexMatrix>::update (const ComplexMatrix& u, const ComplexMatrix& v) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_rows = to_f77_int (u.rows ()); F77_INT u_cols = to_f77_int (u.cols ()); F77_INT v_rows = to_f77_int (v.rows ()); F77_INT v_cols = to_f77_int (v.cols ()); if (u_rows != m || v_rows != n || u_cols != v_cols) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); OCTAVE_LOCAL_BUFFER (Complex, w, k); OCTAVE_LOCAL_BUFFER (double, rw, k); for (volatile F77_INT i = 0; i < u_cols; i++) { ComplexColumnVector utmp = u.column (i); ComplexColumnVector vtmp = v.column (i); F77_XFCN (zqr1up, ZQR1UP, (m, n, k, F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), m, F77_DBLE_CMPLX_ARG (m_r.fortran_vec ()), k, F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), F77_DBLE_CMPLX_ARG (vtmp.fortran_vec ()), F77_DBLE_CMPLX_ARG (w), rw)); } } template <> OCTAVE_API void qr<ComplexMatrix>::insert_col (const ComplexColumnVector& u, octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_nel = to_f77_int (u.numel ()); if (u_nel != m) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (k < m) { m_q.resize (m, k+1); m_r.resize (k+1, n+1); } else m_r.resize (k, n+1); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); ComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, k); F77_XFCN (zqrinc, ZQRINC, (m, n, k, F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_DBLE_CMPLX_ARG (m_r.fortran_vec ()), ldr, j + 1, F77_CONST_DBLE_CMPLX_ARG (utmp.data ()), rw)); } template <> OCTAVE_API void qr<ComplexMatrix>::insert_col (const ComplexMatrix& u, const Array<octave_idx_type>& j) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, ASCENDING); F77_INT nj = to_f77_int (js.numel ()); bool dups = false; for (F77_INT i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); F77_INT u_nel = to_f77_int (u.numel ()); F77_INT u_cols = to_f77_int (u.cols ()); if (u_nel != m || u_cols != nj) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); F77_INT js_beg = to_f77_int (js(0)); F77_INT js_end = to_f77_int (js(nj-1)); if (nj > 0 && (js_beg < 0 || js_end > n)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { F77_INT kmax = std::min (k + nj, m); if (k < m) { m_q.resize (m, kmax); m_r.resize (kmax, n + nj); } else m_r.resize (k, n + nj); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (double, rw, kmax); for (volatile F77_INT i = 0; i < nj; i++) { F77_INT ii = i; ComplexColumnVector utmp = u.column (jsi(i)); F77_INT js_elt = to_f77_int (js(ii)); F77_XFCN (zqrinc, ZQRINC, (m, n + ii, std::min (kmax, k + ii), F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_DBLE_CMPLX_ARG (m_r.fortran_vec ()), ldr, js_elt + 1, F77_CONST_DBLE_CMPLX_ARG (utmp.data ()), rw)); } } } template <> OCTAVE_API void qr<ComplexMatrix>::delete_col (octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT k = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (double, rw, k); F77_XFCN (zqrdec, ZQRDEC, (m, n, k, F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_DBLE_CMPLX_ARG (m_r.fortran_vec ()), ldr, j + 1, rw)); if (k < m) { m_q.resize (m, k-1); m_r.resize (k-1, n-1); } else m_r.resize (k, n-1); } template <> OCTAVE_API void qr<ComplexMatrix>::delete_col (const Array<octave_idx_type>& j) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, DESCENDING); F77_INT nj = to_f77_int (js.numel ()); bool dups = false; for (F77_INT i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); F77_INT js_beg = to_f77_int (js(0)); F77_INT js_end = to_f77_int (js(nj-1)); if (nj > 0 && (js_beg > n-1 || js_end < 0)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (double, rw, k); for (volatile F77_INT i = 0; i < nj; i++) { F77_INT ii = i; F77_INT js_elt = to_f77_int (js(ii)); F77_XFCN (zqrdec, ZQRDEC, (m, n - ii, (k == m ? k : k - ii), F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_DBLE_CMPLX_ARG (m_r.fortran_vec ()), ldr, js_elt + 1, rw)); } if (k < m) { m_q.resize (m, k - nj); m_r.resize (k - nj, n - nj); } else m_r.resize (k, n - nj); } } template <> OCTAVE_API void qr<ComplexMatrix>::insert_row (const ComplexRowVector& u, octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = std::min (m, n); F77_INT u_nel = to_f77_int (u.numel ()); if (! m_q.issquare () || u_nel != n) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > m) (*current_liboctave_error_handler) ("qrinsert: index out of range"); m_q.resize (m + 1, m + 1); m_r.resize (m + 1, n); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); ComplexRowVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, k); F77_XFCN (zqrinr, ZQRINR, (m, n, F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_DBLE_CMPLX_ARG (m_r.fortran_vec ()), ldr, j + 1, F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw)); } template <> OCTAVE_API void qr<ComplexMatrix>::delete_row (octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (! m_q.issquare ()) (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); if (j < 0 || j > m-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (Complex, w, m); OCTAVE_LOCAL_BUFFER (double, rw, m); F77_XFCN (zqrder, ZQRDER, (m, n, F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_DBLE_CMPLX_ARG (m_r.fortran_vec ()), ldr, j + 1, F77_DBLE_CMPLX_ARG (w), rw)); m_q.resize (m - 1, m - 1); m_r.resize (m - 1, n); } template <> OCTAVE_API void qr<ComplexMatrix>::shift_cols (octave_idx_type i_arg, octave_idx_type j_arg) { F77_INT i = to_f77_int (i_arg); F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT k = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrshift: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (Complex, w, k); OCTAVE_LOCAL_BUFFER (double, rw, k); F77_XFCN (zqrshc, ZQRSHC, (m, n, k, F77_DBLE_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_DBLE_CMPLX_ARG (m_r.fortran_vec ()), ldr, i + 1, j + 1, F77_DBLE_CMPLX_ARG (w), rw)); } #endif template <> OCTAVE_API void qr<FloatComplexMatrix>::form (octave_idx_type n_arg, FloatComplexMatrix& afact, FloatComplex *tau, type qr_type) { F77_INT n = to_f77_int (n_arg); F77_INT m = to_f77_int (afact.rows ()); F77_INT min_mn = std::min (m, n); F77_INT info; if (qr_type == qr<FloatComplexMatrix>::raw) { for (F77_INT j = 0; j < min_mn; j++) { F77_INT limit = (j < min_mn - 1 ? j : min_mn - 1); for (F77_INT i = limit + 1; i < m; i++) afact.elem (i, j) *= tau[j]; } m_r = afact; } else { // Attempt to minimize copying. if (m >= n) { // afact will become m_q. m_q = afact; F77_INT k = (qr_type == qr<FloatComplexMatrix>::economy ? n : m); m_r = FloatComplexMatrix (k, n); for (F77_INT j = 0; j < n; j++) { F77_INT i = 0; for (; i <= j; i++) m_r.xelem (i, j) = afact.xelem (i, j); for (; i < k; i++) m_r.xelem (i, j) = 0; } afact = FloatComplexMatrix (); // optimize memory } else { // afact will become m_r. m_q = FloatComplexMatrix (m, m); for (F77_INT j = 0; j < m; j++) for (F77_INT i = j + 1; i < m; i++) { m_q.xelem (i, j) = afact.xelem (i, j); afact.xelem (i, j) = 0; } m_r = afact; } if (m > 0) { F77_INT k = to_f77_int (m_q.cols ()); // workspace query. FloatComplex clwork; F77_XFCN (cungqr, CUNGQR, (m, k, min_mn, F77_CMPLX_ARG (m_q.fortran_vec ()), m, F77_CMPLX_ARG (tau), F77_CMPLX_ARG (&clwork), -1, 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 (cungqr, CUNGQR, (m, k, min_mn, F77_CMPLX_ARG (m_q.fortran_vec ()), m, F77_CMPLX_ARG (tau), F77_CMPLX_ARG (work), lwork, info)); } } } template <> OCTAVE_API void qr<FloatComplexMatrix>::init (const FloatComplexMatrix& a, type qr_type) { 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); if (m > 0) { // workspace query. FloatComplex clwork; F77_XFCN (cgeqrf, CGEQRF, (m, n, F77_CMPLX_ARG (afact.fortran_vec ()), m, F77_CMPLX_ARG (tau), F77_CMPLX_ARG (&clwork), -1, 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 (cgeqrf, CGEQRF, (m, n, F77_CMPLX_ARG (afact.fortran_vec ()), m, F77_CMPLX_ARG (tau), F77_CMPLX_ARG (work), lwork, info)); } form (n, afact, tau, qr_type); } #if defined (HAVE_QRUPDATE) template <> OCTAVE_API void qr<FloatComplexMatrix>::update (const FloatComplexColumnVector& u, const FloatComplexColumnVector& v) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_nel = to_f77_int (u.numel ()); F77_INT v_nel = to_f77_int (v.numel ()); if (u_nel != m || v_nel != n) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); FloatComplexColumnVector utmp = u; FloatComplexColumnVector vtmp = v; OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqr1up, CQR1UP, (m, n, k, F77_CMPLX_ARG (m_q.fortran_vec ()), m, F77_CMPLX_ARG (m_r.fortran_vec ()), k, F77_CMPLX_ARG (utmp.fortran_vec ()), F77_CMPLX_ARG (vtmp.fortran_vec ()), F77_CMPLX_ARG (w), rw)); } template <> OCTAVE_API void qr<FloatComplexMatrix>::update (const FloatComplexMatrix& u, const FloatComplexMatrix& v) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_rows = to_f77_int (u.rows ()); F77_INT u_cols = to_f77_int (u.cols ()); F77_INT v_rows = to_f77_int (v.rows ()); F77_INT v_cols = to_f77_int (v.cols ()); if (u_rows != m || v_rows != n || u_cols != v_cols) (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); OCTAVE_LOCAL_BUFFER (float, rw, k); for (volatile F77_INT i = 0; i < u_cols; i++) { FloatComplexColumnVector utmp = u.column (i); FloatComplexColumnVector vtmp = v.column (i); F77_XFCN (cqr1up, CQR1UP, (m, n, k, F77_CMPLX_ARG (m_q.fortran_vec ()), m, F77_CMPLX_ARG (m_r.fortran_vec ()), k, F77_CMPLX_ARG (utmp.fortran_vec ()), F77_CMPLX_ARG (vtmp.fortran_vec ()), F77_CMPLX_ARG (w), rw)); } } template <> OCTAVE_API void qr<FloatComplexMatrix>::insert_col (const FloatComplexColumnVector& u, octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); F77_INT u_nel = to_f77_int (u.numel ()); if (u_nel != m) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (k < m) { m_q.resize (m, k+1); m_r.resize (k+1, n+1); } else m_r.resize (k, n+1); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); FloatComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqrinc, CQRINC, (m, n, k, F77_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_CMPLX_ARG (m_r.fortran_vec ()), ldr, j + 1, F77_CONST_CMPLX_ARG (utmp.data ()), rw)); } template <> OCTAVE_API void qr<FloatComplexMatrix>::insert_col (const FloatComplexMatrix& u, const Array<octave_idx_type>& j) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, ASCENDING); F77_INT nj = to_f77_int (js.numel ()); bool dups = false; for (F77_INT i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); F77_INT u_nel = to_f77_int (u.numel ()); F77_INT u_cols = to_f77_int (u.cols ()); if (u_nel != m || u_cols != nj) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); F77_INT js_beg = to_f77_int (js(0)); F77_INT js_end = to_f77_int (js(nj-1)); if (nj > 0 && (js_beg < 0 || js_end > n)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { F77_INT kmax = std::min (k + nj, m); if (k < m) { m_q.resize (m, kmax); m_r.resize (kmax, n + nj); } else m_r.resize (k, n + nj); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (float, rw, kmax); for (volatile F77_INT i = 0; i < nj; i++) { F77_INT ii = i; F77_INT js_elt = to_f77_int (js(ii)); F77_XFCN (cqrinc, CQRINC, (m, n + ii, std::min (kmax, k + ii), F77_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_CMPLX_ARG (m_r.fortran_vec ()), ldr, js_elt + 1, F77_CONST_CMPLX_ARG (u.column (jsi(i)).data ()), rw)); } } } template <> OCTAVE_API void qr<FloatComplexMatrix>::delete_col (octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT k = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqrdec, CQRDEC, (m, n, k, F77_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_CMPLX_ARG (m_r.fortran_vec ()), ldr, j + 1, rw)); if (k < m) { m_q.resize (m, k-1); m_r.resize (k-1, n-1); } else m_r.resize (k, n-1); } template <> OCTAVE_API void qr<FloatComplexMatrix>::delete_col (const Array<octave_idx_type>& j) { F77_INT m = to_f77_int (m_q.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = to_f77_int (m_q.cols ()); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, DESCENDING); F77_INT nj = to_f77_int (js.numel ()); bool dups = false; for (F77_INT i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); F77_INT js_beg = to_f77_int (js(0)); F77_INT js_end = to_f77_int (js(nj-1)); if (nj > 0 && (js_beg > n-1 || js_end < 0)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); if (nj > 0) { F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (float, rw, k); for (volatile F77_INT i = 0; i < nj; i++) { F77_INT ii = i; F77_INT js_elt = to_f77_int (js(ii)); F77_XFCN (cqrdec, CQRDEC, (m, n - ii, (k == m ? k : k - ii), F77_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_CMPLX_ARG (m_r.fortran_vec ()), ldr, js_elt + 1, rw)); } if (k < m) { m_q.resize (m, k - nj); m_r.resize (k - nj, n - nj); } else m_r.resize (k, n - nj); } } template <> OCTAVE_API void qr<FloatComplexMatrix>::insert_row (const FloatComplexRowVector& u, octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); F77_INT k = std::min (m, n); F77_INT u_nel = to_f77_int (u.numel ()); if (! m_q.issquare () || u_nel != n) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); if (j < 0 || j > m) (*current_liboctave_error_handler) ("qrinsert: index out of range"); m_q.resize (m + 1, m + 1); m_r.resize (m + 1, n); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); FloatComplexRowVector utmp = u; OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqrinr, CQRINR, (m, n, F77_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_CMPLX_ARG (m_r.fortran_vec ()), ldr, j + 1, F77_CMPLX_ARG (utmp.fortran_vec ()), rw)); } template <> OCTAVE_API void qr<FloatComplexMatrix>::delete_row (octave_idx_type j_arg) { F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (! m_q.issquare ()) (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); if (j < 0 || j > m-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (FloatComplex, w, m); OCTAVE_LOCAL_BUFFER (float, rw, m); F77_XFCN (cqrder, CQRDER, (m, n, F77_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_CMPLX_ARG (m_r.fortran_vec ()), ldr, j + 1, F77_CMPLX_ARG (w), rw)); m_q.resize (m - 1, m - 1); m_r.resize (m - 1, n); } template <> OCTAVE_API void qr<FloatComplexMatrix>::shift_cols (octave_idx_type i_arg, octave_idx_type j_arg) { F77_INT i = to_f77_int (i_arg); F77_INT j = to_f77_int (j_arg); F77_INT m = to_f77_int (m_q.rows ()); F77_INT k = to_f77_int (m_r.rows ()); F77_INT n = to_f77_int (m_r.cols ()); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrshift: index out of range"); F77_INT ldq = to_f77_int (m_q.rows ()); F77_INT ldr = to_f77_int (m_r.rows ()); OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqrshc, CQRSHC, (m, n, k, F77_CMPLX_ARG (m_q.fortran_vec ()), ldq, F77_CMPLX_ARG (m_r.fortran_vec ()), ldr, i + 1, j + 1, F77_CMPLX_ARG (w), rw)); } #endif // Instantiations we need. template class qr<Matrix>; template class qr<FloatMatrix>; template class qr<ComplexMatrix>; template class qr<FloatComplexMatrix>; } }