view libinterp/corefcn/lu.cc @ 21200:fcac5dbbf9ed

maint: Indent #ifdef blocks in libinterp. * builtins.h, Cell.cc, __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, cellfun.cc, colloc.cc, comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, defaults.in.h, defun-dld.h, defun.cc, defun.h, det.cc, dirfns.cc, display.cc, dlmread.cc, dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc, errwarn.cc, event-queue.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, gl-render.cc, gl2ps-print.cc, graphics.cc, graphics.in.h, gripes.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-ir.cc, jit-typeinfo.cc, jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc, ls-utils.h, lsode.cc, lu.cc, luinc.cc, mappers.cc, matrix_type.cc, max.cc, mex.h, mexproto.h, mgorth.cc, nproc.cc, oct-errno.in.cc, oct-fstrm.cc, oct-hdf5-types.cc, oct-hdf5.h, oct-hist.cc, oct-iostrm.cc, oct-lvalue.cc, oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stream.cc, oct-strstrm.cc, octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc, profiler.cc, psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, sysdep.h, time.cc, toplev.cc, tril.cc, tsearch.cc, txt-eng-ft.cc, txt-eng.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, xdiv.cc, xnorm.cc, xpow.cc, zfstream.cc, __delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __magick_read__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, oct-qhull.h, qr.cc, symbfact.cc, symrcm.cc, oct-conf.in.cc, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc, ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc, ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc, ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc, ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc, ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov.cc, ovl.cc, octave.cc, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc, op-dm-template.cc, op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-float-conv.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int-conv.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc, pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc, pt-colon.h, pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc, pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-mat.cc, pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc, token.cc, Array-jit.cc, Array-os.cc, Array-sym.cc, Array-tc.cc, version.cc: Indent #ifdef blocks in libinterp.
author Rik <rik@octave.org>
date Fri, 05 Feb 2016 16:29:08 -0800
parents ea9c05014809
children 7e67c7f82fc1
line wrap: on
line source

/*

Copyright (C) 1996-2015 John W. Eaton

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 "CmplxLU.h"
#include "dbleLU.h"
#include "fCmplxLU.h"
#include "floatLU.h"
#include "sparse-lu.h"

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"
#include "utils.h"
#include "ov-re-sparse.h"
#include "ov-cx-sparse.h"

template <typename MT>
static octave_value
get_lu_l (const base_lu<MT>& fact)
{
  MT L = fact.L ();
  if (L.is_square ())
    return octave_value (L, MatrixType (MatrixType::Lower));
  else
    return L;
}

template <typename MT>
static octave_value
get_lu_u (const base_lu<MT>& fact)
{
  MT U = fact.U ();
  if (U.is_square () && fact.regular ())
    return octave_value (U, MatrixType (MatrixType::Upper));
  else
    return U;
}

DEFUN (lu, args, nargout,
       "-*- texinfo -*-\n\
@deftypefn  {} {[@var{L}, @var{U}] =} lu (@var{A})\n\
@deftypefnx {} {[@var{L}, @var{U}, @var{P}] =} lu (@var{A})\n\
@deftypefnx {} {[@var{L}, @var{U}, @var{P}, @var{Q}] =} lu (@var{S})\n\
@deftypefnx {} {[@var{L}, @var{U}, @var{P}, @var{Q}, @var{R}] =} lu (@var{S})\n\
@deftypefnx {} {[@dots{}] =} lu (@var{S}, @var{thres})\n\
@deftypefnx {} {@var{y} =} lu (@dots{})\n\
@deftypefnx {} {[@dots{}] =} lu (@dots{}, \"vector\")\n\
@cindex LU decomposition\n\
Compute the LU@tie{}decomposition of @var{A}.\n\
\n\
If @var{A} is full subroutines from @sc{lapack} are used and if @var{A} is\n\
sparse then @sc{umfpack} is used.\n\
\n\
The result is returned in a permuted form, according to the optional return\n\
value @var{P}.  For example, given the matrix @code{a = [1, 2; 3, 4]},\n\
\n\
@example\n\
[l, u, p] = lu (@var{a})\n\
@end example\n\
\n\
@noindent\n\
returns\n\
\n\
@example\n\
@group\n\
l =\n\
\n\
  1.00000  0.00000\n\
  0.33333  1.00000\n\
\n\
u =\n\
\n\
  3.00000  4.00000\n\
  0.00000  0.66667\n\
\n\
p =\n\
\n\
  0  1\n\
  1  0\n\
@end group\n\
@end example\n\
\n\
The matrix is not required to be square.\n\
\n\
When called with two or three output arguments and a spare input matrix,\n\
@code{lu} does not attempt to perform sparsity preserving column\n\
permutations.  Called with a fourth output argument, the sparsity\n\
preserving column transformation @var{Q} is returned, such that\n\
@code{@var{P} * @var{A} * @var{Q} = @var{L} * @var{U}}.\n\
\n\
Called with a fifth output argument and a sparse input matrix,\n\
@code{lu} attempts to use a scaling factor @var{R} on the input matrix\n\
such that\n\
@code{@var{P} * (@var{R} \\ @var{A}) * @var{Q} = @var{L} * @var{U}}.\n\
This typically leads to a sparser and more stable factorization.\n\
\n\
An additional input argument @var{thres}, that defines the pivoting\n\
threshold can be given.  @var{thres} can be a scalar, in which case\n\
it defines the @sc{umfpack} pivoting tolerance for both symmetric and\n\
unsymmetric cases.  If @var{thres} is a 2-element vector, then the first\n\
element defines the pivoting tolerance for the unsymmetric @sc{umfpack}\n\
pivoting strategy and the second for the symmetric strategy.  By default,\n\
the values defined by @code{spparms} are used ([0.1, 0.001]).\n\
\n\
Given the string argument @qcode{\"vector\"}, @code{lu} returns the values\n\
of @var{P} and @var{Q} as vector values, such that for full matrix,\n\
@code{@var{A} (@var{P},:) = @var{L} * @var{U}}, and @code{@var{R}(@var{P},:)\n\
* @var{A} (:, @var{Q}) = @var{L} * @var{U}}.\n\
\n\
With two output arguments, returns the permuted forms of the upper and\n\
lower triangular matrices, such that @code{@var{A} = @var{L} * @var{U}}.\n\
With one output argument @var{y}, then the matrix returned by the @sc{lapack}\n\
routines is returned.  If the input matrix is sparse then the matrix @var{L}\n\
is embedded into @var{U} to give a return value similar to the full case.\n\
For both full and sparse matrices, @code{lu} loses the permutation\n\
information.\n\
@seealso{luupdate, ilu, chol, hess, qr, qz, schur, svd}\n\
@end deftypefn")
{
  int nargin = args.length ();
  bool issparse = (nargin > 0 && args(0).is_sparse_type ());

  if (nargin < 1 || (issparse && nargin > 3) || (! issparse && nargin > 2))
    print_usage ();

  bool vecout = false;
  Matrix thres;
  int n = 1;

  while (n < nargin)
    {
      if (args(n).is_string ())
        {
          std::string tmp = args(n++).string_value ();

          if (tmp == "vector")
            vecout = true;
          else
            error ("lu: unrecognized string argument");
        }
      else
        {
          if (! issparse)
            error ("lu: can not define pivoting threshold THRES for full matrices");

          Matrix tmp = args(n++).matrix_value ();
          if (tmp.numel () == 1)
            {
              thres.resize (1,2);
              thres(0) = tmp(0);
              thres(1) = tmp(0);
            }
          else if (tmp.numel () == 2)
            thres = tmp;
          else
            error ("lu: THRES must be a 1 or 2-element vector");
        }
    }

  octave_value_list retval;
  bool scale = (nargout == 5);

  octave_value arg = args(0);

  octave_idx_type nr = arg.rows ();
  octave_idx_type nc = arg.columns ();

  int arg_is_empty = empty_arg ("lu", nr, nc);

  if (issparse)
    {
      if (arg_is_empty < 0)
        return ovl ();
      else if (arg_is_empty > 0)
        return octave_value_list (5, SparseMatrix ());

      if (arg.is_real_type ())
        {
          SparseMatrix m = arg.sparse_matrix_value ();

          if (nargout < 4)
            {
              ColumnVector Qinit (nc);
              for (octave_idx_type i = 0; i < nc; i++)
                Qinit(i) = i;
              sparse_lu<SparseMatrix> fact (m, Qinit, thres, false, true);

              if (nargout < 2)
                retval(0) = fact.Y ();
              else
                {
                  retval.resize (nargout == 3 ? 3 : 2);
                  retval(1)
                    = octave_value (
                        fact.U () * fact.Pc_mat ().transpose (),
                        MatrixType (MatrixType::Permuted_Upper,
                                    nc, fact.col_perm ()));

                  PermMatrix P = fact.Pr_mat ();
                  SparseMatrix L = fact.L ();

                  if (nargout == 2)
                      retval(0)
                        = octave_value (P.transpose () * L,
                            MatrixType (MatrixType::Permuted_Lower,
                                        nr, fact.row_perm ()));
                  else
                    {
                      retval(0) = L;
                      if (vecout)
                        retval(2) = fact.Pr_vec();
                      else
                        retval(2) = P;
                    }
                }
            }
          else
            {
              retval.resize (scale ? 5 : 4);
              sparse_lu<SparseMatrix> fact (m, thres, scale);

              retval(0) = octave_value (fact.L (),
                                        MatrixType (MatrixType::Lower));
              retval(1) = octave_value (fact.U (),
                                        MatrixType (MatrixType::Upper));

              if (vecout)
                {
                  retval(2) = fact.Pr_vec ();
                  retval(3) = fact.Pc_vec ();
                }
              else
                {
                  retval(2) = fact.Pr_mat ();
                  retval(3) = fact.Pc_mat ();
                }

              if (scale)
                retval(4) = fact.R ();
            }
        }
      else if (arg.is_complex_type ())
        {
          SparseComplexMatrix m = arg.sparse_complex_matrix_value ();

          if (nargout < 4)
            {
              ColumnVector Qinit (nc);
              for (octave_idx_type i = 0; i < nc; i++)
                Qinit(i) = i;
              sparse_lu<SparseComplexMatrix> fact (m, Qinit, thres, false, true);

              if (nargout < 2)
                retval(0) = fact.Y ();
              else
                {
                  retval.resize (nargout == 3 ? 3 : 2);
                  retval(1)
                    = octave_value (
                        fact.U () * fact.Pc_mat ().transpose (),
                        MatrixType (MatrixType::Permuted_Upper,
                                    nc, fact.col_perm ()));

                  PermMatrix P = fact.Pr_mat ();
                  SparseComplexMatrix L = fact.L ();
                  if (nargout == 2)
                    retval(0)
                      = octave_value (P.transpose () * L,
                                      MatrixType (MatrixType::Permuted_Lower,
                                                  nr, fact.row_perm ()));
                  else
                    {
                      retval(0) = L;
                      if (vecout)
                        retval(2) = fact.Pr_vec();
                      else
                        retval(2) = P;
                    }
                }
            }
          else
            {
              retval.resize (scale ? 5 : 4);
              sparse_lu<SparseComplexMatrix> fact (m, thres, scale);

              retval(0) = octave_value (fact.L (),
                                        MatrixType (MatrixType::Lower));
              retval(1) = octave_value (fact.U (),
                                        MatrixType (MatrixType::Upper));

              if (vecout)
                {
                  retval(2) = fact.Pr_vec ();
                  retval(3) = fact.Pc_vec ();
                }
              else
                {
                  retval(2) = fact.Pr_mat ();
                  retval(3) = fact.Pc_mat ();
                }

              if (scale)
                retval(4) = fact.R ();
            }

        }
      else
        err_wrong_type_arg ("lu", arg);
    }
  else
    {
      if (arg_is_empty < 0)
        return ovl ();
      else if (arg_is_empty > 0)
        return octave_value_list (3, Matrix ());

      if (arg.is_real_type ())
        {
          if (arg.is_single_type ())
            {
              FloatMatrix m = arg.float_matrix_value ();

              FloatLU fact (m);

              switch (nargout)
                {
                case 0:
                case 1:
                  retval = ovl (fact.Y ());
                  break;

                case 2:
                  {
                    PermMatrix P = fact.P ();
                    FloatMatrix L = P.transpose () * fact.L ();
                    retval = ovl (L, get_lu_u (fact));
                  }
                  break;

                case 3:
                default:
                  {
                    if (vecout)
                      retval = ovl (get_lu_l (fact), get_lu_u (fact),
                                    fact.P_vec ());
                    else
                      retval = ovl (get_lu_l (fact), get_lu_u (fact),
                                    fact.P ());
                  }
                  break;
                }
            }
          else
            {
              Matrix m = arg.matrix_value ();

              LU fact (m);

              switch (nargout)
                {
                case 0:
                case 1:
                  retval = ovl (fact.Y ());
                  break;

                case 2:
                  {
                    PermMatrix P = fact.P ();
                    Matrix L = P.transpose () * fact.L ();
                    retval = ovl (L, get_lu_u (fact));
                  }
                  break;

                case 3:
                default:
                  {
                    if (vecout)
                      retval = ovl (get_lu_l (fact), get_lu_u (fact),
                                    fact.P_vec ());
                    else
                      retval = ovl (get_lu_l (fact), get_lu_u (fact),
                                    fact.P ());
                  }
                  break;
                }
            }
        }
      else if (arg.is_complex_type ())
        {
          if (arg.is_single_type ())
            {
              FloatComplexMatrix m = arg.float_complex_matrix_value ();

              FloatComplexLU fact (m);

              switch (nargout)
                {
                case 0:
                case 1:
                  retval = ovl (fact.Y ());
                  break;

                case 2:
                  {
                    PermMatrix P = fact.P ();
                    FloatComplexMatrix L = P.transpose () * fact.L ();
                    retval = ovl (L, get_lu_u (fact));
                  }
                  break;

                case 3:
                default:
                  {
                    if (vecout)
                      retval = ovl (get_lu_l (fact), get_lu_u (fact),
                                    fact.P_vec ());
                    else
                      retval = ovl (get_lu_l (fact), get_lu_u (fact),
                                    fact.P ());
                  }
                  break;
                }
            }
          else
            {
              ComplexMatrix m = arg.complex_matrix_value ();

              ComplexLU fact (m);

              switch (nargout)
                {
                case 0:
                case 1:
                  retval = ovl (fact.Y ());
                  break;

                case 2:
                  {
                    PermMatrix P = fact.P ();
                    ComplexMatrix L = P.transpose () * fact.L ();
                    retval = ovl (L, get_lu_u (fact));
                  }
                  break;

                case 3:
                default:
                  {
                    if (vecout)
                      retval = ovl (get_lu_l (fact), get_lu_u (fact),
                                    fact.P_vec ());
                    else
                      retval = ovl (get_lu_l (fact), get_lu_u (fact),
                                    fact.P ());
                  }
                  break;
                }
            }
        }
      else
        err_wrong_type_arg ("lu", arg);
    }

  return retval;
}

/*
%!assert(lu ([1, 2; 3, 4]), [3, 4; 1/3, 2/3], eps);

%!test
%! [l, u] = lu ([1, 2; 3, 4]);
%! assert (l, [1/3, 1; 1, 0], sqrt (eps));
%! assert (u, [3, 4; 0, 2/3], sqrt (eps));

%!test
%! [l, u, p] = lu ([1, 2; 3, 4]);
%! assert (l, [1, 0; 1/3, 1], sqrt (eps));
%! assert (u, [3, 4; 0, 2/3], sqrt (eps));
%! assert (p(:,:), [0, 1; 1, 0], sqrt (eps));

%!test
%! [l, u, p] = lu ([1, 2; 3, 4], "vector");
%! assert (l, [1, 0; 1/3, 1], sqrt (eps));
%! assert (u, [3, 4; 0, 2/3], sqrt (eps));
%! assert (p, [2;1], sqrt (eps));

%!test
%! [l, u, p] = lu ([1, 2; 3, 4; 5, 6]);
%! assert (l, [1, 0; 1/5, 1; 3/5, 1/2], sqrt (eps));
%! assert (u, [5, 6; 0, 4/5], sqrt (eps));
%! assert (p(:,:), [0, 0, 1; 1, 0, 0; 0 1 0], sqrt (eps));

%!assert (lu (single ([1, 2; 3, 4])), single ([3, 4; 1/3, 2/3]), eps ("single"))

%!test
%! [l, u] = lu (single ([1, 2; 3, 4]));
%! assert (l, single ([1/3, 1; 1, 0]), sqrt (eps ("single")));
%! assert (u, single ([3, 4; 0, 2/3]), sqrt (eps ("single")));

%!test
%! [l, u, p] = lu (single ([1, 2; 3, 4]));
%! assert (l, single ([1, 0; 1/3, 1]), sqrt (eps ("single")));
%! assert (u, single ([3, 4; 0, 2/3]), sqrt (eps ("single")));
%! assert (p(:,:), single ([0, 1; 1, 0]), sqrt (eps ("single")));

%!test
%! [l, u, p] = lu (single ([1, 2; 3, 4]), "vector");
%! assert (l, single ([1, 0; 1/3, 1]), sqrt (eps ("single")));
%! assert (u, single ([3, 4; 0, 2/3]), sqrt (eps ("single")));
%! assert (p, single ([2;1]), sqrt (eps ("single")));

%!test
%! [l u p] = lu (single ([1, 2; 3, 4; 5, 6]));
%! assert (l, single ([1, 0; 1/5, 1; 3/5, 1/2]), sqrt (eps ("single")));
%! assert (u, single ([5, 6; 0, 4/5]), sqrt (eps ("single")));
%! assert (p(:,:), single ([0, 0, 1; 1, 0, 0; 0 1 0]), sqrt (eps ("single")));

%!error lu ()
%!error <can not define pivoting threshold> lu ([1, 2; 3, 4], 2)

%!testif HAVE_UMFPACK
%! Bi = [1 2 3 4 5 2 3 6 7 8 4 5 7 8 9];
%! Bj = [1 3 4 5 6 7 8 9 11 12 13 14 15 16 17];
%! Bv = [1 1 1 1 1 1 -1 1 1 1 1 -1 1 -1 1];
%! B = sparse (Bi, Bj, Bv);
%! [L, U] = lu (B);
%! assert (L*U, B);
%! [L, U, P] = lu(B);
%! assert (P'*L*U, B);
%! [L, U, P, Q] = lu (B);
%! assert (P'*L*U*Q', B);

*/

static
bool check_lu_dims (const octave_value& l, const octave_value& u,
                    const octave_value& p)
{
  octave_idx_type m = l.rows ();
  octave_idx_type k = u.rows ();
  octave_idx_type n = u.columns ();

  return ((l.ndims () == 2 && u.ndims () == 2 && k == l.columns ())
          && k == std::min (m, n)
          && (p.is_undefined () || p.rows () == m));
}

DEFUN (luupdate, args, ,
       "-*- texinfo -*-\n\
@deftypefn  {} {[@var{L}, @var{U}] =} luupdate (@var{L}, @var{U}, @var{x}, @var{y})\n\
@deftypefnx {} {[@var{L}, @var{U}, @var{P}] =} luupdate (@var{L}, @var{U}, @var{P}, @var{x}, @var{y})\n\
Given an LU@tie{}factorization of a real or complex matrix\n\
@w{@var{A} = @var{L}*@var{U}}, @var{L}@tie{}lower unit trapezoidal and\n\
@var{U}@tie{}upper trapezoidal, return the LU@tie{}factorization\n\
of @w{@var{A} + @var{x}*@var{y}.'}, where @var{x} and @var{y} are\n\
column vectors (rank-1 update) or matrices with equal number of columns\n\
(rank-k update).\n\
\n\
Optionally, row-pivoted updating can be used by supplying a row permutation\n\
(pivoting) matrix @var{P}; in that case, an updated permutation matrix is\n\
returned.  Note that if @var{L}, @var{U}, @var{P} is a pivoted\n\
LU@tie{}factorization as obtained by @code{lu}:\n\
\n\
@example\n\
[@var{L}, @var{U}, @var{P}] = lu (@var{A});\n\
@end example\n\
\n\
@noindent\n\
then a factorization of @tcode{@var{A}+@var{x}*@var{y}.'} can be obtained\n\
either as\n\
\n\
@example\n\
[@var{L1}, @var{U1}] = lu (@var{L}, @var{U}, @var{P}*@var{x}, @var{y})\n\
@end example\n\
\n\
@noindent\n\
or\n\
\n\
@example\n\
[@var{L1}, @var{U1}, @var{P1}] = lu (@var{L}, @var{U}, @var{P}, @var{x}, @var{y})\n\
@end example\n\
\n\
The first form uses the unpivoted algorithm, which is faster, but less\n\
stable.  The second form uses a slower pivoted algorithm, which is more\n\
stable.\n\
\n\
The matrix case is done as a sequence of rank-1 updates; thus, for large\n\
enough k, it will be both faster and more accurate to recompute the\n\
factorization from scratch.\n\
@seealso{lu, cholupdate, qrupdate}\n\
@end deftypefn")
{
  int nargin = args.length ();

  if (nargin != 4 && nargin != 5)
    print_usage ();

  bool pivoted = (nargin == 5);

  octave_value argl = args(0);
  octave_value argu = args(1);
  octave_value argp = pivoted ? args(2) : octave_value ();
  octave_value argx = args(2 + pivoted);
  octave_value argy = args(3 + pivoted);

  if (! (argl.is_numeric_type () && argu.is_numeric_type ()
         && argx.is_numeric_type () && argy.is_numeric_type ()
         && (! pivoted || argp.is_perm_matrix ())))
    error ("luupdate: L, U, X, and Y must be numeric");

  if (! check_lu_dims (argl, argu, argp))
    error ("luupdate: dimension mismatch");

  PermMatrix P = (pivoted
                  ? argp.perm_matrix_value ()
                  : PermMatrix::eye (argl.rows ()));

  if (argl.is_real_type () && argu.is_real_type ()
      && argx.is_real_type () && argy.is_real_type ())
    {
      // all real case
      if (argl.is_single_type () || argu.is_single_type ()
          || argx.is_single_type () || argy.is_single_type ())
        {
          FloatMatrix L = argl.float_matrix_value ();
          FloatMatrix U = argu.float_matrix_value ();
          FloatMatrix x = argx.float_matrix_value ();
          FloatMatrix y = argy.float_matrix_value ();

          FloatLU fact (L, U, P);
          if (pivoted)
            fact.update_piv (x, y);
          else
            fact.update (x, y);

          if (pivoted)
            return ovl (get_lu_l (fact), get_lu_u (fact), fact.P ());
          else
            return ovl (get_lu_l (fact), get_lu_u (fact));
        }
      else
        {
          Matrix L = argl.matrix_value ();
          Matrix U = argu.matrix_value ();
          Matrix x = argx.matrix_value ();
          Matrix y = argy.matrix_value ();

          LU fact (L, U, P);
          if (pivoted)
            fact.update_piv (x, y);
          else
            fact.update (x, y);

          if (pivoted)
            return ovl (get_lu_l (fact), get_lu_u (fact), fact.P ());
          else
            return ovl (get_lu_l (fact), get_lu_u (fact));
        }
    }
  else
    {
      // complex case
      if (argl.is_single_type () || argu.is_single_type ()
          || argx.is_single_type () || argy.is_single_type ())
        {
          FloatComplexMatrix L = argl.float_complex_matrix_value ();
          FloatComplexMatrix U = argu.float_complex_matrix_value ();
          FloatComplexMatrix x = argx.float_complex_matrix_value ();
          FloatComplexMatrix y = argy.float_complex_matrix_value ();

          FloatComplexLU fact (L, U, P);
          if (pivoted)
            fact.update_piv (x, y);
          else
            fact.update (x, y);

          if (pivoted)
            return ovl (get_lu_l (fact), get_lu_u (fact), fact.P ());
          else
            return ovl (get_lu_l (fact), get_lu_u (fact));
        }
      else
        {
          ComplexMatrix L = argl.complex_matrix_value ();
          ComplexMatrix U = argu.complex_matrix_value ();
          ComplexMatrix x = argx.complex_matrix_value ();
          ComplexMatrix y = argy.complex_matrix_value ();

          ComplexLU fact (L, U, P);
          if (pivoted)
            fact.update_piv (x, y);
          else
            fact.update (x, y);

          if (pivoted)
            return ovl (get_lu_l (fact), get_lu_u (fact), fact.P ());
          else
            return ovl (get_lu_l (fact), get_lu_u (fact));
        }
    }
}

/*
%!shared A, u, v, Ac, uc, vc
%! A = [0.091364  0.613038  0.999083;
%!      0.594638  0.425302  0.603537;
%!      0.383594  0.291238  0.085574;
%!      0.265712  0.268003  0.238409;
%!      0.669966  0.743851  0.445057 ];
%!
%! u = [0.85082;
%!      0.76426;
%!      0.42883;
%!      0.53010;
%!      0.80683 ];
%!
%! v = [0.98810;
%!      0.24295;
%!      0.43167 ];
%!
%! Ac = [0.620405 + 0.956953i  0.480013 + 0.048806i  0.402627 + 0.338171i;
%!       0.589077 + 0.658457i  0.013205 + 0.279323i  0.229284 + 0.721929i;
%!       0.092758 + 0.345687i  0.928679 + 0.241052i  0.764536 + 0.832406i;
%!       0.912098 + 0.721024i  0.049018 + 0.269452i  0.730029 + 0.796517i;
%!       0.112849 + 0.603871i  0.486352 + 0.142337i  0.355646 + 0.151496i ];
%!
%! uc = [0.20351 + 0.05401i;
%!       0.13141 + 0.43708i;
%!       0.29808 + 0.08789i;
%!       0.69821 + 0.38844i;
%!       0.74871 + 0.25821i ];
%!
%! vc = [0.85839 + 0.29468i;
%!       0.20820 + 0.93090i;
%!       0.86184 + 0.34689i ];
%!

%!testif HAVE_QRUPDATE_LUU
%! [L,U,P] = lu (A);
%! [L,U] = luupdate (L,U,P*u,v);
%! assert (norm (vec (tril (L)-L), Inf) == 0);
%! assert (norm (vec (triu (U)-U), Inf) == 0);
%! assert (norm (vec (P'*L*U - A - u*v.'), Inf) < norm (A)*1e1*eps);
%!
%!testif HAVE_QRUPDATE_LUU
%! [L,U,P] = lu (Ac);
%! [L,U] = luupdate (L,U,P*uc,vc);
%! assert (norm (vec (tril (L)-L), Inf) == 0);
%! assert (norm (vec (triu (U)-U), Inf) == 0);
%! assert (norm (vec (P'*L*U - Ac - uc*vc.'), Inf) < norm (Ac)*1e1*eps);

%!testif HAVE_QRUPDATE_LUU
%! [L,U,P] = lu (single (A));
%! [L,U] = luupdate (L,U,P*single (u), single (v));
%! assert (norm (vec (tril (L)-L), Inf) == 0);
%! assert (norm (vec (triu (U)-U), Inf) == 0);
%! assert (norm (vec (P'*L*U - single (A) - single (u)*single (v).'), Inf) < norm (single (A))*1e1*eps ("single"));
%!
%!testif HAVE_QRUPDATE_LUU
%! [L,U,P] = lu (single (Ac));
%! [L,U] = luupdate (L,U,P*single (uc),single (vc));
%! assert (norm (vec (tril (L)-L), Inf) == 0);
%! assert (norm (vec (triu (U)-U), Inf) == 0);
%! assert (norm (vec (P'*L*U - single (Ac) - single (uc)*single (vc).'), Inf) < norm (single (Ac))*1e1*eps ("single"));

%!testif HAVE_QRUPDATE_LUU
%! [L,U,P] = lu (A);
%! [L,U,P] = luupdate (L,U,P,u,v);
%! assert (norm (vec (tril (L)-L), Inf) == 0);
%! assert (norm (vec (triu (U)-U), Inf) == 0);
%! assert (norm (vec (P'*L*U - A - u*v.'), Inf) < norm (A)*1e1*eps);
%!
%!testif HAVE_QRUPDATE_LUU
%! [L,U,P] = lu (A);
%! [~,ordcols] = max (P,[],1);
%! [~,ordrows] = max (P,[],2);
%! P1 = eye (size(P))(:,ordcols);
%! P2 = eye (size(P))(ordrows,:);
%! assert(P1 == P);
%! assert(P2 == P);
%! [L,U,P] = luupdate (L,U,P,u,v);
%! [L,U,P1] = luupdate (L,U,P1,u,v);
%! [L,U,P2] = luupdate (L,U,P2,u,v);
%! assert(P1 == P);
%! assert(P2 == P);
%!
%!testif HAVE_QRUPDATE_LUU
%! [L,U,P] = lu (Ac);
%! [L,U,P] = luupdate (L,U,P,uc,vc);
%! assert (norm (vec (tril (L)-L), Inf) == 0);
%! assert (norm (vec (triu (U)-U), Inf) == 0);
%! assert (norm (vec (P'*L*U - Ac - uc*vc.'), Inf) < norm (Ac)*1e1*eps);

%!testif HAVE_QRUPDATE_LUU
%! [L,U,P] = lu (single (A));
%! [L,U,P] = luupdate (L,U,P,single (u),single (v));
%! assert (norm (vec (tril (L)-L), Inf) == 0);
%! assert (norm (vec (triu (U)-U), Inf) == 0);
%! assert (norm (vec (P'*L*U - single (A) - single (u)*single (v).'), Inf) < norm (single (A))*1e1*eps ("single"));
%!
%!testif HAVE_QRUPDATE_LUU
%! [L,U,P] = lu (single (Ac));
%! [L,U,P] = luupdate (L,U,P,single (uc),single (vc));
%! assert (norm (vec (tril (L)-L), Inf) == 0);
%! assert (norm (vec (triu (U)-U), Inf) == 0);
%! assert (norm (vec (P'*L*U - single (Ac) - single (uc)*single (vc).'), Inf) < norm (single (Ac))*1e1*eps ("single"));
*/