Mercurial > octave
changeset 21279:eb1524b07fe3
better use of templates for qr classes
* liboctave/numeric/qr.h, liboctave/numeric/qr.cc: New files for qr
classes generated from CmplxQR.cc, CmplxQR.h, base-qr.cc, base-qr.h,
dbleQR.cc, dbleQR.h, fCmplxQR.cc, fCmplxQR.h, floatQR.cc, and
floatQR.h with classes converted to templates.
* liboctave/numeric/module.mk: Update.
* qz.cc, qr.cc, CmplxQRP.cc, CmplxQRP.h, dbleQRP.cc, dbleQRP.h,
fCmplxQRP.cc fCmplxQRP.h, floatQRP.cc, floatQRP.h, mx-defs.h,
mx-ext.h: Use new classes.
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Wed, 17 Feb 2016 02:57:21 -0500 |
| parents | 48d82f74243e |
| children | ebdf74c15722 |
| files | libinterp/corefcn/qz.cc libinterp/dldfcn/qr.cc liboctave/numeric/CmplxQR.cc liboctave/numeric/CmplxQR.h liboctave/numeric/CmplxQRP.cc liboctave/numeric/CmplxQRP.h liboctave/numeric/base-qr.cc liboctave/numeric/base-qr.h liboctave/numeric/dbleQR.cc liboctave/numeric/dbleQR.h liboctave/numeric/dbleQRP.cc liboctave/numeric/dbleQRP.h liboctave/numeric/fCmplxQR.cc liboctave/numeric/fCmplxQR.h liboctave/numeric/fCmplxQRP.cc liboctave/numeric/fCmplxQRP.h liboctave/numeric/floatQR.cc liboctave/numeric/floatQR.h liboctave/numeric/floatQRP.cc liboctave/numeric/floatQRP.h liboctave/numeric/module.mk liboctave/numeric/qr.cc liboctave/numeric/qr.h liboctave/operators/mx-defs.h liboctave/operators/mx-ext.h |
| diffstat | 25 files changed, 2287 insertions(+), 3349 deletions(-) [+] |
line wrap: on
line diff
--- a/libinterp/corefcn/qz.cc Tue Feb 16 23:34:44 2016 -0500 +++ b/libinterp/corefcn/qz.cc Wed Feb 17 02:57:21 2016 -0500 @@ -37,11 +37,9 @@ #include <iostream> #include <iomanip> -#include "CmplxQRP.h" -#include "CmplxQR.h" -#include "dbleQR.h" #include "f77-fcn.h" #include "lo-math.h" +#include "qr.h" #include "quit.h" #include "defun.h" @@ -616,7 +614,7 @@ // Complex case. // The QR decomposition of cbb. - ComplexQR cbqr (cbb); + qr<ComplexMatrix> cbqr (cbb); // The R matrix of QR decomposition for cbb. cbb = cbqr.R (); // (Q*)caa for following work. @@ -681,7 +679,7 @@ #endif // Compute the QR factorization of bb. - QR bqr (bb); + qr<Matrix> bqr (bb); #ifdef DEBUG std::cout << "qz: qr (bb) done; now peforming qz decomposition"
--- a/libinterp/dldfcn/qr.cc Tue Feb 16 23:34:44 2016 -0500 +++ b/libinterp/dldfcn/qr.cc Wed Feb 17 02:57:21 2016 -0500 @@ -26,14 +26,11 @@ # include <config.h> #endif -#include "CmplxQR.h" #include "CmplxQRP.h" -#include "dbleQR.h" #include "dbleQRP.h" -#include "fCmplxQR.h" #include "fCmplxQRP.h" -#include "floatQR.h" #include "floatQRP.h" +#include "qr.h" #include "sparse-qr.h" @@ -45,7 +42,7 @@ template <typename MT> static octave_value -get_qr_r (const base_qr<MT>& fact) +get_qr_r (const qr<MT>& fact) { MT R = fact.R (); if (R.is_square () && fact.regular ()) @@ -54,6 +51,15 @@ return R; } +template <typename T> +static typename qr<T>::type +qr_type (int nargin, int nargout) +{ + return ((nargout == 0 || nargout == 1) + ? qr<T>::raw + : (nargin == 2) ? qr<T>::economy : qr<T>::std); +} + // [Q, R] = qr (X): form Q unitary and R upper triangular such // that Q * R = X // @@ -270,14 +276,13 @@ } else { - QR::type type = (nargout == 0 || nargout == 1) ? QR::raw - : nargin == 2 - ? QR::economy : QR::std; - if (arg.is_single_type ()) { if (arg.is_real_type ()) { + qr<FloatMatrix>::type type + = qr_type<FloatMatrix> (nargin, nargout); + FloatMatrix m = arg.float_matrix_value (); switch (nargout) @@ -285,14 +290,14 @@ case 0: case 1: { - FloatQR fact (m, type); + qr<FloatMatrix> fact (m, type); retval = ovl (fact.R ()); } break; case 2: { - FloatQR fact (m, type); + qr<FloatMatrix> fact (m, type); retval = ovl (fact.Q (), get_qr_r (fact)); } break; @@ -301,7 +306,7 @@ { FloatQRP fact (m, type); - if (type == QR::economy) + if (type == qr<FloatMatrix>::economy) retval = ovl (fact.Q (), get_qr_r (fact), fact.Pvec ()); else retval = ovl (fact.Q (), get_qr_r (fact), fact.P ()); @@ -311,6 +316,9 @@ } else if (arg.is_complex_type ()) { + qr<FloatComplexMatrix>::type type + = qr_type<FloatComplexMatrix> (nargin, nargout); + FloatComplexMatrix m = arg.float_complex_matrix_value (); switch (nargout) @@ -318,14 +326,14 @@ case 0: case 1: { - FloatComplexQR fact (m, type); + qr<FloatComplexMatrix> fact (m, type); retval = ovl (fact.R ()); } break; case 2: { - FloatComplexQR fact (m, type); + qr<FloatComplexMatrix> fact (m, type); retval = ovl (fact.Q (), get_qr_r (fact)); } break; @@ -333,7 +341,7 @@ default: { FloatComplexQRP fact (m, type); - if (type == QR::economy) + if (type == qr<FloatComplexMatrix>::economy) retval = ovl (fact.Q (), get_qr_r (fact), fact.Pvec ()); else retval = ovl (fact.Q (), get_qr_r (fact), fact.P ()); @@ -346,6 +354,8 @@ { if (arg.is_real_type ()) { + qr<Matrix>::type type = qr_type<Matrix> (nargin, nargout); + Matrix m = arg.matrix_value (); switch (nargout) @@ -353,14 +363,14 @@ case 0: case 1: { - QR fact (m, type); + qr<Matrix> fact (m, type); retval = ovl (fact.R ()); } break; case 2: { - QR fact (m, type); + qr<Matrix> fact (m, type); retval = ovl (fact.Q (), get_qr_r (fact)); } break; @@ -368,7 +378,7 @@ default: { QRP fact (m, type); - if (type == QR::economy) + if (type == qr<Matrix>::economy) retval = ovl (fact.Q (), get_qr_r (fact), fact.Pvec ()); else retval = ovl (fact.Q (), get_qr_r (fact), fact.P ()); @@ -378,6 +388,9 @@ } else if (arg.is_complex_type ()) { + qr<ComplexMatrix>::type type + = qr_type<ComplexMatrix> (nargin, nargout); + ComplexMatrix m = arg.complex_matrix_value (); switch (nargout) @@ -385,14 +398,14 @@ case 0: case 1: { - ComplexQR fact (m, type); + qr<ComplexMatrix> fact (m, type); retval = ovl (fact.R ()); } break; case 2: { - ComplexQR fact (m, type); + qr<ComplexMatrix> fact (m, type); retval = ovl (fact.Q (), get_qr_r (fact)); } break; @@ -400,7 +413,7 @@ default: { ComplexQRP fact (m, type); - if (type == QR::economy) + if (type == qr<ComplexMatrix>::economy) retval = ovl (fact.Q (), get_qr_r (fact), fact.Pvec ()); else retval = ovl (fact.Q (), get_qr_r (fact), fact.P ()); @@ -763,7 +776,7 @@ FloatMatrix u = argu.float_matrix_value (); FloatMatrix v = argv.float_matrix_value (); - FloatQR fact (Q, R); + qr<FloatMatrix> fact (Q, R); fact.update (u, v); retval = ovl (fact.Q (), get_qr_r (fact)); @@ -775,7 +788,7 @@ Matrix u = argu.matrix_value (); Matrix v = argv.matrix_value (); - QR fact (Q, R); + qr<Matrix> fact (Q, R); fact.update (u, v); retval = ovl (fact.Q (), get_qr_r (fact)); @@ -792,7 +805,7 @@ FloatComplexMatrix u = argu.float_complex_matrix_value (); FloatComplexMatrix v = argv.float_complex_matrix_value (); - FloatComplexQR fact (Q, R); + qr<FloatComplexMatrix> fact (Q, R); fact.update (u, v); retval = ovl (fact.Q (), get_qr_r (fact)); @@ -804,7 +817,7 @@ ComplexMatrix u = argu.complex_matrix_value (); ComplexMatrix v = argv.complex_matrix_value (); - ComplexQR fact (Q, R); + qr<ComplexMatrix> fact (Q, R); fact.update (u, v); retval = ovl (fact.Q (), get_qr_r (fact)); @@ -947,7 +960,7 @@ FloatMatrix R = argr.float_matrix_value (); FloatMatrix x = argx.float_matrix_value (); - FloatQR fact (Q, R); + qr<FloatMatrix> fact (Q, R); if (col) fact.insert_col (x, j-one); @@ -962,7 +975,7 @@ Matrix R = argr.matrix_value (); Matrix x = argx.matrix_value (); - QR fact (Q, R); + qr<Matrix> fact (Q, R); if (col) fact.insert_col (x, j-one); @@ -985,7 +998,7 @@ FloatComplexMatrix x = argx.float_complex_matrix_value (); - FloatComplexQR fact (Q, R); + qr<FloatComplexMatrix> fact (Q, R); if (col) fact.insert_col (x, j-one); @@ -1000,7 +1013,7 @@ ComplexMatrix R = argr.complex_matrix_value (); ComplexMatrix x = argx.complex_matrix_value (); - ComplexQR fact (Q, R); + qr<ComplexMatrix> fact (Q, R); if (col) fact.insert_col (x, j-one); @@ -1138,7 +1151,7 @@ FloatMatrix Q = argq.float_matrix_value (); FloatMatrix R = argr.float_matrix_value (); - FloatQR fact (Q, R); + qr<FloatMatrix> fact (Q, R); if (col) fact.delete_col (j-one); @@ -1152,7 +1165,7 @@ Matrix Q = argq.matrix_value (); Matrix R = argr.matrix_value (); - QR fact (Q, R); + qr<Matrix> fact (Q, R); if (col) fact.delete_col (j-one); @@ -1172,7 +1185,7 @@ FloatComplexMatrix R = argr.float_complex_matrix_value (); - FloatComplexQR fact (Q, R); + qr<FloatComplexMatrix> fact (Q, R); if (col) fact.delete_col (j-one); @@ -1186,7 +1199,7 @@ ComplexMatrix Q = argq.complex_matrix_value (); ComplexMatrix R = argr.complex_matrix_value (); - ComplexQR fact (Q, R); + qr<ComplexMatrix> fact (Q, R); if (col) fact.delete_col (j-one); @@ -1364,7 +1377,7 @@ FloatMatrix Q = argq.float_matrix_value (); FloatMatrix R = argr.float_matrix_value (); - FloatQR fact (Q, R); + qr<FloatMatrix> fact (Q, R); fact.shift_cols (i-1, j-1); retval = ovl (fact.Q (), get_qr_r (fact)); @@ -1374,7 +1387,7 @@ Matrix Q = argq.matrix_value (); Matrix R = argr.matrix_value (); - QR fact (Q, R); + qr<Matrix> fact (Q, R); fact.shift_cols (i-1, j-1); retval = ovl (fact.Q (), get_qr_r (fact)); @@ -1389,7 +1402,7 @@ FloatComplexMatrix Q = argq.float_complex_matrix_value (); FloatComplexMatrix R = argr.float_complex_matrix_value (); - FloatComplexQR fact (Q, R); + qr<FloatComplexMatrix> fact (Q, R); fact.shift_cols (i-1, j-1); retval = ovl (fact.Q (), get_qr_r (fact)); @@ -1399,7 +1412,7 @@ ComplexMatrix Q = argq.complex_matrix_value (); ComplexMatrix R = argr.complex_matrix_value (); - ComplexQR fact (Q, R); + qr<ComplexMatrix> fact (Q, R); fact.shift_cols (i-1, j-1); retval = ovl (fact.Q (), get_qr_r (fact));
--- a/liboctave/numeric/CmplxQR.cc Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,684 +0,0 @@ -/* - -Copyright (C) 1994-2015 John W. Eaton -Copyright (C) 2008-2009 Jaroslav Hajek -Copyright (C) 2009 VZLU Prague - -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 "CmplxQR.h" -#include "f77-fcn.h" -#include "lo-error.h" -#include "Range.h" -#include "idx-vector.h" -#include "oct-locbuf.h" - -#include "base-qr.cc" - -template class base_qr<ComplexMatrix>; - -extern "C" -{ - F77_RET_T - F77_FUNC (zgeqrf, ZGEQRF) (const octave_idx_type&, const octave_idx_type&, - Complex*, const octave_idx_type&, Complex*, - Complex*, const octave_idx_type&, - octave_idx_type&); - - F77_RET_T - F77_FUNC (zungqr, ZUNGQR) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, Complex*, - const octave_idx_type&, Complex*, Complex*, - const octave_idx_type&, octave_idx_type&); - -#ifdef HAVE_QRUPDATE - - F77_RET_T - F77_FUNC (zqr1up, ZQR1UP) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, Complex*, - const octave_idx_type&, Complex*, - const octave_idx_type&, Complex*, - Complex*, Complex*, double*); - - F77_RET_T - F77_FUNC (zqrinc, ZQRINC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, Complex*, - const octave_idx_type&, Complex*, - const octave_idx_type&, const octave_idx_type&, - const Complex*, double*); - - F77_RET_T - F77_FUNC (zqrdec, ZQRDEC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, Complex*, - const octave_idx_type&, Complex*, - const octave_idx_type&, const octave_idx_type&, - double*); - - F77_RET_T - F77_FUNC (zqrinr, ZQRINR) (const octave_idx_type&, const octave_idx_type&, - Complex*, const octave_idx_type&, Complex*, - const octave_idx_type&, const octave_idx_type&, - const Complex*, double*); - - F77_RET_T - F77_FUNC (zqrder, ZQRDER) (const octave_idx_type&, const octave_idx_type&, - Complex*, const octave_idx_type&, Complex*, - const octave_idx_type&, const octave_idx_type&, - Complex*, double*); - - F77_RET_T - F77_FUNC (zqrshc, ZQRSHC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, Complex*, - const octave_idx_type&, Complex*, - const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, Complex*, double*); - -#endif -} - -ComplexQR::ComplexQR (const ComplexMatrix& a, qr_type_t qr_type) -{ - init (a, qr_type); -} - -void -ComplexQR::init (const ComplexMatrix& a, qr_type_t qr_type) -{ - octave_idx_type m = a.rows (); - octave_idx_type n = a.cols (); - - octave_idx_type min_mn = m < n ? m : n; - OCTAVE_LOCAL_BUFFER (Complex, tau, min_mn); - - octave_idx_type info = 0; - - ComplexMatrix afact = a; - if (m > n && qr_type == qr_type_std) - afact.resize (m, m); - - if (m > 0) - { - // workspace query. - Complex clwork; - F77_XFCN (zgeqrf, ZGEQRF, (m, n, afact.fortran_vec (), m, tau, - &clwork, -1, info)); - - // allocate buffer and do the job. - octave_idx_type lwork = clwork.real (); - lwork = std::max (lwork, static_cast<octave_idx_type> (1)); - OCTAVE_LOCAL_BUFFER (Complex, work, lwork); - F77_XFCN (zgeqrf, ZGEQRF, (m, n, afact.fortran_vec (), m, tau, - work, lwork, info)); - } - - form (n, afact, tau, qr_type); -} - -void ComplexQR::form (octave_idx_type n, ComplexMatrix& afact, - Complex *tau, qr_type_t qr_type) -{ - octave_idx_type m = afact.rows (); - octave_idx_type min_mn = std::min (m, n); - octave_idx_type info; - - if (qr_type == qr_type_raw) - { - for (octave_idx_type j = 0; j < min_mn; j++) - { - octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; - for (octave_idx_type i = limit + 1; i < m; i++) - afact.elem (i, j) *= tau[j]; - } - - r = afact; - } - else - { - // Attempt to minimize copying. - if (m >= n) - { - // afact will become q. - q = afact; - octave_idx_type k = qr_type == qr_type_economy ? n : m; - r = ComplexMatrix (k, n); - for (octave_idx_type j = 0; j < n; j++) - { - octave_idx_type i = 0; - for (; i <= j; i++) - r.xelem (i, j) = afact.xelem (i, j); - for (; i < k; i++) - r.xelem (i, j) = 0; - } - afact = ComplexMatrix (); // optimize memory - } - else - { - // afact will become r. - q = ComplexMatrix (m, m); - for (octave_idx_type j = 0; j < m; j++) - for (octave_idx_type i = j + 1; i < m; i++) - { - q.xelem (i, j) = afact.xelem (i, j); - afact.xelem (i, j) = 0; - } - r = afact; - } - - - if (m > 0) - { - octave_idx_type k = q.columns (); - // workspace query. - Complex clwork; - F77_XFCN (zungqr, ZUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, - &clwork, -1, info)); - - // allocate buffer and do the job. - octave_idx_type lwork = clwork.real (); - lwork = std::max (lwork, static_cast<octave_idx_type> (1)); - OCTAVE_LOCAL_BUFFER (Complex, work, lwork); - F77_XFCN (zungqr, ZUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, - work, lwork, info)); - } - } -} - -#ifdef HAVE_QRUPDATE - -void -ComplexQR::update (const ComplexColumnVector& u, const ComplexColumnVector& v) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - if (u.numel () != m || v.numel () != 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, q.fortran_vec (), - m, r.fortran_vec (), k, - utmp.fortran_vec (), vtmp.fortran_vec (), - w, rw)); -} - -void -ComplexQR::update (const ComplexMatrix& u, const ComplexMatrix& v) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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 octave_idx_type i = 0; i < u.cols (); i++) - { - ComplexColumnVector utmp = u.column (i); - ComplexColumnVector vtmp = v.column (i); - F77_XFCN (zqr1up, ZQR1UP, (m, n, k, q.fortran_vec (), - m, r.fortran_vec (), k, - utmp.fortran_vec (), vtmp.fortran_vec (), - w, rw)); - } -} - -void -ComplexQR::insert_col (const ComplexColumnVector& u, octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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"); - - if (k < m) - { - q.resize (m, k+1); - r.resize (k+1, n+1); - } - else - { - r.resize (k, n+1); - } - - ComplexColumnVector utmp = u; - OCTAVE_LOCAL_BUFFER (double, rw, k); - F77_XFCN (zqrinc, ZQRINC, (m, n, k, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, - utmp.data (), rw)); -} - -void -ComplexQR::insert_col (const ComplexMatrix& u, const Array<octave_idx_type>& j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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.columns () != 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) - { - octave_idx_type kmax = std::min (k + nj, m); - if (k < m) - { - q.resize (m, kmax); - r.resize (kmax, n + nj); - } - else - { - r.resize (k, n + nj); - } - - OCTAVE_LOCAL_BUFFER (double, rw, kmax); - for (volatile octave_idx_type i = 0; i < js.numel (); i++) - { - octave_idx_type ii = i; - ComplexColumnVector utmp = u.column (jsi(i)); - F77_XFCN (zqrinc, ZQRINC, (m, n + ii, std::min (kmax, k + ii), - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), js(ii) + 1, - utmp.data (), rw)); - } - } -} - -void -ComplexQR::delete_col (octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type k = r.rows (); - octave_idx_type n = r.columns (); - - if (j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - OCTAVE_LOCAL_BUFFER (double, rw, k); - F77_XFCN (zqrdec, ZQRDEC, (m, n, k, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, rw)); - - if (k < m) - { - q.resize (m, k-1); - r.resize (k-1, n-1); - } - else - { - r.resize (k, n-1); - } -} - -void -ComplexQR::delete_col (const Array<octave_idx_type>& j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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) - { - OCTAVE_LOCAL_BUFFER (double, rw, k); - for (volatile octave_idx_type i = 0; i < js.numel (); i++) - { - octave_idx_type ii = i; - F77_XFCN (zqrdec, ZQRDEC, (m, n - ii, k == m ? k : k - ii, - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - js(ii) + 1, rw)); - } - if (k < m) - { - q.resize (m, k - nj); - r.resize (k - nj, n - nj); - } - else - { - r.resize (k, n - nj); - } - - } -} - -void -ComplexQR::insert_row (const ComplexRowVector& u, octave_idx_type j) -{ - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = std::min (m, n); - - if (! q.is_square () || u.numel () != n) - (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); - if (j < 0 || j > m) - (*current_liboctave_error_handler) ("qrinsert: index out of range"); - - q.resize (m + 1, m + 1); - r.resize (m + 1, n); - ComplexRowVector utmp = u; - OCTAVE_LOCAL_BUFFER (double, rw, k); - F77_XFCN (zqrinr, ZQRINR, (m, n, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - j + 1, utmp.fortran_vec (), rw)); - -} - -void -ComplexQR::delete_row (octave_idx_type j) -{ - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - - if (! q.is_square ()) - (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); - if (j < 0 || j > m-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - OCTAVE_LOCAL_BUFFER (Complex, w, m); - OCTAVE_LOCAL_BUFFER (double, rw, m); - F77_XFCN (zqrder, ZQRDER, (m, n, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, - w, rw)); - - q.resize (m - 1, m - 1); - r.resize (m - 1, n); -} - -void -ComplexQR::shift_cols (octave_idx_type i, octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type k = r.rows (); - octave_idx_type n = r.columns (); - - if (i < 0 || i > n-1 || j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrshift: index out of range"); - - OCTAVE_LOCAL_BUFFER (Complex, w, k); - OCTAVE_LOCAL_BUFFER (double, rw, k); - F77_XFCN (zqrshc, ZQRSHC, (m, n, k, - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - i + 1, j + 1, w, rw)); -} - -#else - -// Replacement update methods. - -void -ComplexQR::update (const ComplexColumnVector& u, const ComplexColumnVector& v) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - if (u.numel () != m || v.numel () != n) - (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); - - init (q*r + ComplexMatrix (u) * ComplexMatrix (v).hermitian (), - get_type ()); -} - -void -ComplexQR::update (const ComplexMatrix& u, const ComplexMatrix& v) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - if (u.rows () != m || v.rows () != n || u.cols () != v.cols ()) - (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); - - init (q*r + u * v.hermitian (), get_type ()); -} - -static -ComplexMatrix insert_col (const ComplexMatrix& a, octave_idx_type i, - const ComplexColumnVector& x) -{ - ComplexMatrix retval (a.rows (), a.columns () + 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.columns ()), - a.index (idx_vector::colon, idx_vector (i, a.columns ()))); - return retval; -} - -static -ComplexMatrix insert_row (const ComplexMatrix& a, octave_idx_type i, - const ComplexRowVector& x) -{ - ComplexMatrix retval (a.rows () + 1, a.columns ()); - 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; -} - -static -ComplexMatrix delete_col (const ComplexMatrix& a, octave_idx_type i) -{ - ComplexMatrix retval = a; - retval.delete_elements (1, idx_vector (i)); - return retval; -} - -static -ComplexMatrix delete_row (const ComplexMatrix& a, octave_idx_type i) -{ - ComplexMatrix retval = a; - retval.delete_elements (0, idx_vector (i)); - return retval; -} - -static -ComplexMatrix shift_cols (const ComplexMatrix& a, - octave_idx_type i, octave_idx_type j) -{ - octave_idx_type n = a.columns (); - 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)); -} - -void -ComplexQR::insert_col (const ComplexColumnVector& u, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - 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 (::insert_col (q*r, j, u), get_type ()); -} - -void -ComplexQR::insert_col (const ComplexMatrix& u, const Array<octave_idx_type>& j) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - 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.columns () != 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) - { - ComplexMatrix a = q*r; - for (octave_idx_type i = 0; i < js.numel (); i++) - a = ::insert_col (a, js(i), u.column (i)); - init (a, get_type ()); - } -} - -void -ComplexQR::delete_col (octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - if (j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - init (::delete_col (q*r, j), get_type ()); -} - -void -ComplexQR::delete_col (const Array<octave_idx_type>& j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - 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) - { - ComplexMatrix a = q*r; - for (octave_idx_type i = 0; i < js.numel (); i++) - a = ::delete_col (a, js(i)); - init (a, get_type ()); - } -} - -void -ComplexQR::insert_row (const ComplexRowVector& u, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - - if (! q.is_square () || 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 (::insert_row (q*r, j, u), get_type ()); -} - -void -ComplexQR::delete_row (octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = r.rows (); - - if (! q.is_square ()) - (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); - if (j < 0 || j > m-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - init (::delete_row (q*r, j), get_type ()); -} - -void -ComplexQR::shift_cols (octave_idx_type i, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - if (i < 0 || i > n-1 || j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrshift: index out of range"); - - init (::shift_cols (q*r, i, j), get_type ()); -} - -#endif
--- a/liboctave/numeric/CmplxQR.h Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,78 +0,0 @@ -/* - -Copyright (C) 1994-2015 John W. Eaton -Copyright (C) 2008-2009 Jaroslav Hajek - -This file is part of Octave. - -Octave is free software; you can redistribute it and/or modify it -under the terms of the GNU General Public License as published by the -Free Software Foundation; either version 3 of the License, or (at your -option) any later version. - -Octave is distributed in the hope that it will be useful, but WITHOUT -ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or -FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License -for more details. - -You should have received a copy of the GNU General Public License -along with Octave; see the file COPYING. If not, see -<http://www.gnu.org/licenses/>. - -*/ - -#if ! defined (octave_CmplxQR_h) -#define octave_CmplxQR_h 1 - -#include "octave-config.h" - -#include <iosfwd> - -#include "CMatrix.h" -#include "CColVector.h" -#include "CRowVector.h" -#include "base-qr.h" - - -class -OCTAVE_API -ComplexQR : public base_qr<ComplexMatrix> -{ -public: - - ComplexQR (void) : base_qr<ComplexMatrix> () { } - - ComplexQR (const ComplexMatrix&, qr_type_t = qr_type_std); - - ComplexQR (const ComplexMatrix& qx, const ComplexMatrix& rx) - : base_qr<ComplexMatrix> (qx, rx) { } - - ComplexQR (const ComplexQR& a) : base_qr<ComplexMatrix> (a) { } - - void init (const ComplexMatrix&, qr_type_t = qr_type_std); - - void update (const ComplexColumnVector& u, const ComplexColumnVector& v); - - void update (const ComplexMatrix& u, const ComplexMatrix& v); - - void insert_col (const ComplexColumnVector& u, octave_idx_type j); - - void insert_col (const ComplexMatrix& u, const Array<octave_idx_type>& j); - - void delete_col (octave_idx_type j); - - void delete_col (const Array<octave_idx_type>& j); - - void insert_row (const ComplexRowVector& u, octave_idx_type j); - - void delete_row (octave_idx_type j); - - void shift_cols (octave_idx_type i, octave_idx_type j); - -protected: - - void form (octave_idx_type n, ComplexMatrix& afact, - Complex *tau, qr_type_t qr_type); -}; - -#endif
--- a/liboctave/numeric/CmplxQRP.cc Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/numeric/CmplxQRP.cc Wed Feb 17 02:57:21 2016 -0500 @@ -42,18 +42,18 @@ octave_idx_type&); } -// It would be best to share some of this code with ComplexQR class... +// It would be best to share some of this code with qr<ComplexMatrix> class... -ComplexQRP::ComplexQRP (const ComplexMatrix& a, qr_type_t qr_type) - : ComplexQR (), p () +ComplexQRP::ComplexQRP (const ComplexMatrix& a, type qr_type) + : qr<ComplexMatrix> (), p () { init (a, qr_type); } void -ComplexQRP::init (const ComplexMatrix& a, qr_type_t qr_type) +ComplexQRP::init (const ComplexMatrix& a, type qr_type) { - assert (qr_type != qr_type_raw); + assert (qr_type != qr<ComplexMatrix>::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); @@ -64,7 +64,7 @@ octave_idx_type info = 0; ComplexMatrix afact = a; - if (m > n && qr_type == qr_type_std) + if (m > n && qr_type == qr<ComplexMatrix>::std) afact.resize (m, m); MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0);
--- a/liboctave/numeric/CmplxQRP.h Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/numeric/CmplxQRP.h Wed Feb 17 02:57:21 2016 -0500 @@ -27,27 +27,31 @@ #include <iosfwd> -#include "CmplxQR.h" #include "PermMatrix.h" -#include "dColVector.h" +#include "CColVector.h" +#include "CMatrix.h" +#include "CRowVector.h" +#include "qr.h" class OCTAVE_API -ComplexQRP : public ComplexQR +ComplexQRP : public qr<ComplexMatrix> { public: - ComplexQRP (void) : ComplexQR (), p () { } + typedef qr<ComplexMatrix>::type type; + + ComplexQRP (void) : qr<ComplexMatrix> (), p () { } - ComplexQRP (const ComplexMatrix&, qr_type_t = qr_type_std); + ComplexQRP (const ComplexMatrix&, type = qr<ComplexMatrix>::std); - ComplexQRP (const ComplexQRP& a) : ComplexQR (a), p (a.p) { } + ComplexQRP (const ComplexQRP& a) : qr<ComplexMatrix> (a), p (a.p) { } ComplexQRP& operator = (const ComplexQRP& a) { if (this != &a) { - ComplexQR::operator = (a); + qr<ComplexMatrix>::operator = (a); p = a.p; } return *this; @@ -55,7 +59,7 @@ ~ComplexQRP (void) { } - void init (const ComplexMatrix&, qr_type_t = qr_type_std); + void init (const ComplexMatrix&, type = qr<ComplexMatrix>::std); PermMatrix P (void) const { return p; }
--- a/liboctave/numeric/base-qr.cc Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,82 +0,0 @@ -/* - -Copyright (C) 2009-2015 Jaroslav Hajek - -This file is part of Octave. - -Octave is free software; you can redistribute it and/or modify it -under the terms of the GNU General Public License as published by the -Free Software Foundation; either version 3 of the License, or (at your -option) any later version. - -Octave is distributed in the hope that it will be useful, but WITHOUT -ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or -FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License -for more details. - -You should have received a copy of the GNU General Public License -along with Octave; see the file COPYING. If not, see -<http://www.gnu.org/licenses/>. - -*/ - -#ifdef HAVE_CONFIG_H -# include <config.h> -#endif - -#include "base-qr.h" - -template <typename qr_type> -base_qr<qr_type>::base_qr (const qr_type& q_arg, const qr_type& r_arg) - : q (q_arg), r (r_arg) -{ - octave_idx_type q_nr = q.rows (); - octave_idx_type q_nc = q.columns (); - octave_idx_type r_nr = r.rows (); - octave_idx_type r_nc = r.columns (); - - if (! (q_nc == r_nr && (q_nr == q_nc || (q_nr > q_nc && r_nr == r_nc)))) - { - q = qr_type (); - r = qr_type (); - - (*current_liboctave_error_handler) ("QR dimensions mismatch"); - } -} - -template <typename qr_type> -qr_type_t -base_qr<qr_type>::get_type (void) const -{ - qr_type_t retval; - - if (! q.is_empty () && q.is_square ()) - retval = qr_type_std; - else if (q.rows () > q.columns () && r.is_square ()) - retval = qr_type_economy; - else - retval = qr_type_raw; - - return retval; -} - -template <typename qr_type> -bool -base_qr<qr_type>::regular (void) const -{ - bool retval = true; - - octave_idx_type k = std::min (r.rows (), r.columns ()); - - for (octave_idx_type i = 0; i < k; i++) - { - if (r(i, i) == qr_elt_type ()) - { - retval = false; - break; - } - } - - return retval; -} -
--- a/liboctave/numeric/base-qr.h Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,82 +0,0 @@ -/* - -Copyright (C) 2009-2015 Jaroslav Hajek - -This file is part of Octave. - -Octave is free software; you can redistribute it and/or modify it -under the terms of the GNU General Public License as published by the -Free Software Foundation; either version 3 of the License, or (at your -option) any later version. - -Octave is distributed in the hope that it will be useful, but WITHOUT -ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or -FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License -for more details. - -You should have received a copy of the GNU General Public License -along with Octave; see the file COPYING. If not, see -<http://www.gnu.org/licenses/>. - -*/ - -#if ! defined (octave_base_qr_h) -#define octave_base_qr_h 1 - -#include "octave-config.h" - -#include "MArray.h" -#include "dColVector.h" -#include "PermMatrix.h" - -enum qr_type_t -{ - qr_type_std, - qr_type_raw, - qr_type_economy -}; - -template <typename qr_type> -class -base_qr -{ -public: - - typedef typename qr_type::element_type qr_elt_type; - - base_qr (void) : q (), r () { } - - base_qr (const qr_type& q, const qr_type& r); - - base_qr (const base_qr& a) : q (a.q), r (a.r) { } - - base_qr& operator = (const base_qr& a) - { - if (this != &a) - { - q = a.q; - r = a.r; - } - - return *this; - } - - virtual ~base_qr (void) { } - - qr_type Q (void) const { return q; } - - qr_type R (void) const { return r; } - - qr_type_t get_type (void) const; - - bool regular (void) const; - -protected: - - qr_type q; - qr_type r; -}; - -extern void warn_qrupdate_once (void); - -#endif
--- a/liboctave/numeric/dbleQR.cc Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,695 +0,0 @@ -/* - -Copyright (C) 1994-2015 John W. Eaton -Copyright (C) 2008-2009 Jaroslav Hajek -Copyright (C) 2009 VZLU Prague - -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 "dbleQR.h" -#include "f77-fcn.h" -#include "lo-error.h" -#include "Range.h" -#include "idx-vector.h" -#include "oct-locbuf.h" - -#include "base-qr.cc" - -template class base_qr<Matrix>; - -extern "C" -{ - F77_RET_T - F77_FUNC (dgeqrf, DGEQRF) (const octave_idx_type&, const octave_idx_type&, - double*, const octave_idx_type&, double*, - double*, const octave_idx_type&, - octave_idx_type&); - - F77_RET_T - F77_FUNC (dorgqr, DORGQR) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, double*, - const octave_idx_type&, double*, double*, - const octave_idx_type&, octave_idx_type&); - -#ifdef HAVE_QRUPDATE - - F77_RET_T - F77_FUNC (dqr1up, DQR1UP) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, double*, - const octave_idx_type&, double*, - const octave_idx_type&, double*, double*, double*); - - F77_RET_T - F77_FUNC (dqrinc, DQRINC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, double*, - const octave_idx_type&, double*, - const octave_idx_type&, const octave_idx_type&, - const double*, double*); - - F77_RET_T - F77_FUNC (dqrdec, DQRDEC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, double*, - const octave_idx_type&, double*, - const octave_idx_type&, const octave_idx_type&, - double*); - - F77_RET_T - F77_FUNC (dqrinr, DQRINR) (const octave_idx_type&, const octave_idx_type&, - double*, const octave_idx_type&, double*, - const octave_idx_type&, const octave_idx_type&, - const double*, double*); - - F77_RET_T - F77_FUNC (dqrder, DQRDER) (const octave_idx_type&, const octave_idx_type&, - double*, const octave_idx_type&, double*, - const octave_idx_type&, const octave_idx_type&, - double*); - - F77_RET_T - F77_FUNC (dqrshc, DQRSHC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, double*, - const octave_idx_type&, double*, - const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, double*); - -#endif -} - -const QR::type QR::raw, QR::std, QR::economy; - -QR::QR (const Matrix& a, qr_type_t qr_type) -{ - init (a, qr_type); -} - -void -QR::init (const Matrix& a, qr_type_t qr_type) -{ - octave_idx_type m = a.rows (); - octave_idx_type n = a.cols (); - - octave_idx_type min_mn = m < n ? m : n; - OCTAVE_LOCAL_BUFFER (double, tau, min_mn); - - octave_idx_type info = 0; - - Matrix afact = a; - if (m > n && qr_type == qr_type_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. - octave_idx_type lwork = rlwork; - lwork = std::max (lwork, static_cast<octave_idx_type> (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); -} - -void QR::form (octave_idx_type n, Matrix& afact, - double *tau, qr_type_t qr_type) -{ - octave_idx_type m = afact.rows (); - octave_idx_type min_mn = std::min (m, n); - octave_idx_type info; - - if (qr_type == qr_type_raw) - { - for (octave_idx_type j = 0; j < min_mn; j++) - { - octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; - for (octave_idx_type i = limit + 1; i < m; i++) - afact.elem (i, j) *= tau[j]; - } - - r = afact; - } - else - { - // Attempt to minimize copying. - if (m >= n) - { - // afact will become q. - q = afact; - octave_idx_type k = qr_type == qr_type_economy ? n : m; - r = Matrix (k, n); - for (octave_idx_type j = 0; j < n; j++) - { - octave_idx_type i = 0; - for (; i <= j; i++) - r.xelem (i, j) = afact.xelem (i, j); - for (; i < k; i++) - r.xelem (i, j) = 0; - } - afact = Matrix (); // optimize memory - } - else - { - // afact will become r. - q = Matrix (m, m); - for (octave_idx_type j = 0; j < m; j++) - for (octave_idx_type i = j + 1; i < m; i++) - { - q.xelem (i, j) = afact.xelem (i, j); - afact.xelem (i, j) = 0; - } - r = afact; - } - - - if (m > 0) - { - octave_idx_type k = q.columns (); - // workspace query. - double rlwork; - F77_XFCN (dorgqr, DORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, - &rlwork, -1, info)); - - // allocate buffer and do the job. - octave_idx_type lwork = rlwork; - lwork = std::max (lwork, static_cast<octave_idx_type> (1)); - OCTAVE_LOCAL_BUFFER (double, work, lwork); - F77_XFCN (dorgqr, DORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, - work, lwork, info)); - } - } -} - -#ifdef HAVE_QRUPDATE - -void -QR::update (const ColumnVector& u, const ColumnVector& v) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - if (u.numel () != m || v.numel () != 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, q.fortran_vec (), - m, r.fortran_vec (), k, - utmp.fortran_vec (), vtmp.fortran_vec (), w)); -} - -void -QR::update (const Matrix& u, const Matrix& v) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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 octave_idx_type i = 0; i < u.cols (); i++) - { - ColumnVector utmp = u.column (i); - ColumnVector vtmp = v.column (i); - F77_XFCN (dqr1up, DQR1UP, (m, n, k, q.fortran_vec (), - m, r.fortran_vec (), k, - utmp.fortran_vec (), vtmp.fortran_vec (), - w)); - } -} - -void -QR::insert_col (const ColumnVector& u, octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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"); - - if (k < m) - { - q.resize (m, k+1); - r.resize (k+1, n+1); - } - else - { - r.resize (k, n+1); - } - - ColumnVector utmp = u; - OCTAVE_LOCAL_BUFFER (double, w, k); - F77_XFCN (dqrinc, DQRINC, (m, n, k, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, - utmp.data (), w)); -} - -void -QR::insert_col (const Matrix& u, const Array<octave_idx_type>& j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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.columns () != 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) - { - octave_idx_type kmax = std::min (k + nj, m); - if (k < m) - { - q.resize (m, kmax); - r.resize (kmax, n + nj); - } - else - { - r.resize (k, n + nj); - } - - OCTAVE_LOCAL_BUFFER (double, w, kmax); - for (volatile octave_idx_type i = 0; i < js.numel (); i++) - { - octave_idx_type ii = i; - ColumnVector utmp = u.column (jsi(i)); - F77_XFCN (dqrinc, DQRINC, (m, n + ii, std::min (kmax, k + ii), - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), js(ii) + 1, - utmp.data (), w)); - } - } -} - -void -QR::delete_col (octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type k = r.rows (); - octave_idx_type n = r.columns (); - - if (j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - OCTAVE_LOCAL_BUFFER (double, w, k); - F77_XFCN (dqrdec, DQRDEC, (m, n, k, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, w)); - - if (k < m) - { - q.resize (m, k-1); - r.resize (k-1, n-1); - } - else - { - r.resize (k, n-1); - } -} - -void -QR::delete_col (const Array<octave_idx_type>& j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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) - { - OCTAVE_LOCAL_BUFFER (double, w, k); - for (volatile octave_idx_type i = 0; i < js.numel (); i++) - { - octave_idx_type ii = i; - F77_XFCN (dqrdec, DQRDEC, (m, n - ii, k == m ? k : k - ii, - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - js(ii) + 1, w)); - } - if (k < m) - { - q.resize (m, k - nj); - r.resize (k - nj, n - nj); - } - else - { - r.resize (k, n - nj); - } - - } -} - -void -QR::insert_row (const RowVector& u, octave_idx_type j) -{ - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = std::min (m, n); - - if (! q.is_square () || u.numel () != n) - (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); - if (j < 0 || j > m) - (*current_liboctave_error_handler) ("qrinsert: index out of range"); - - q.resize (m + 1, m + 1); - r.resize (m + 1, n); - RowVector utmp = u; - OCTAVE_LOCAL_BUFFER (double, w, k); - F77_XFCN (dqrinr, DQRINR, (m, n, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - j + 1, utmp.fortran_vec (), w)); - -} - -void -QR::delete_row (octave_idx_type j) -{ - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - - if (! q.is_square ()) - (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); - if (j < 0 || j > m-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - OCTAVE_LOCAL_BUFFER (double, w, 2*m); - F77_XFCN (dqrder, DQRDER, (m, n, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, - w)); - - q.resize (m - 1, m - 1); - r.resize (m - 1, n); -} - -void -QR::shift_cols (octave_idx_type i, octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type k = r.rows (); - octave_idx_type n = r.columns (); - - if (i < 0 || i > n-1 || j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrshift: index out of range"); - - OCTAVE_LOCAL_BUFFER (double, w, 2*k); - F77_XFCN (dqrshc, DQRSHC, (m, n, k, - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - i + 1, j + 1, w)); -} - -#else - -// Replacement update methods. - -void -QR::update (const ColumnVector& u, const ColumnVector& v) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - if (u.numel () != m || v.numel () != n) - (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); - - init (q*r + Matrix (u) * Matrix (v).transpose (), get_type ()); -} - -void -QR::update (const Matrix& u, const Matrix& v) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - if (u.rows () != m || v.rows () != n || u.cols () != v.cols ()) - (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); - - init (q*r + u * v.transpose (), get_type ()); -} - -static -Matrix insert_col (const Matrix& a, octave_idx_type i, - const ColumnVector& x) -{ - Matrix retval (a.rows (), a.columns () + 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.columns ()), - a.index (idx_vector::colon, idx_vector (i, a.columns ()))); - return retval; -} - -static -Matrix insert_row (const Matrix& a, octave_idx_type i, - const RowVector& x) -{ - Matrix retval (a.rows () + 1, a.columns ()); - 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; -} - -static -Matrix delete_col (const Matrix& a, octave_idx_type i) -{ - Matrix retval = a; - retval.delete_elements (1, idx_vector (i)); - return retval; -} - -static -Matrix delete_row (const Matrix& a, octave_idx_type i) -{ - Matrix retval = a; - retval.delete_elements (0, idx_vector (i)); - return retval; -} - -static -Matrix shift_cols (const Matrix& a, - octave_idx_type i, octave_idx_type j) -{ - octave_idx_type n = a.columns (); - 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)); -} - -void -QR::insert_col (const ColumnVector& u, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - 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 (::insert_col (q*r, j, u), get_type ()); -} - -void -QR::insert_col (const Matrix& u, const Array<octave_idx_type>& j) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - 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.columns () != 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) - { - Matrix a = q*r; - for (octave_idx_type i = 0; i < js.numel (); i++) - a = ::insert_col (a, js(i), u.column (i)); - init (a, get_type ()); - } -} - -void -QR::delete_col (octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - if (j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - init (::delete_col (q*r, j), get_type ()); -} - -void -QR::delete_col (const Array<octave_idx_type>& j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - 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) - { - Matrix a = q*r; - for (octave_idx_type i = 0; i < js.numel (); i++) - a = ::delete_col (a, js(i)); - init (a, get_type ()); - } -} - -void -QR::insert_row (const RowVector& u, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - - if (! q.is_square () || 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 (::insert_row (q*r, j, u), get_type ()); -} - -void -QR::delete_row (octave_idx_type j) -{ - octave_idx_type m = r.rows (); - - if (! q.is_square ()) - (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); - if (j < 0 || j > m-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - init (::delete_row (q*r, j), get_type ()); -} - -void -QR::shift_cols (octave_idx_type i, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - if (i < 0 || i > n-1 || j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrshift: index out of range"); - - init (::shift_cols (q*r, i, j), get_type ()); -} - -#endif - -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; - } -}
--- a/liboctave/numeric/dbleQR.h Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,84 +0,0 @@ -/* - -Copyright (C) 1994-2015 John W. Eaton -Copyright (C) 2008-2009 Jaroslav Hajek - -This file is part of Octave. - -Octave is free software; you can redistribute it and/or modify it -under the terms of the GNU General Public License as published by the -Free Software Foundation; either version 3 of the License, or (at your -option) any later version. - -Octave is distributed in the hope that it will be useful, but WITHOUT -ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or -FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License -for more details. - -You should have received a copy of the GNU General Public License -along with Octave; see the file COPYING. If not, see -<http://www.gnu.org/licenses/>. - -*/ - -#if ! defined (octave_dbleQR_h) -#define octave_dbleQR_h 1 - -#include "octave-config.h" - -#include <iosfwd> - -#include "dMatrix.h" -#include "dColVector.h" -#include "dRowVector.h" -#include "base-qr.h" - -class -OCTAVE_API -QR : public base_qr<Matrix> -{ -public: - - // Import them here to allow the QR:: prefix. - typedef qr_type_t type; - - static const type std = qr_type_std; - static const type raw = qr_type_raw; - static const type economy = qr_type_economy; - - QR (void) : base_qr<Matrix> () { } - - QR (const Matrix&, qr_type_t = qr_type_std); - - QR (const Matrix& qx, const Matrix& rx) - : base_qr<Matrix> (qx, rx) { } - - QR (const QR& a) : base_qr<Matrix> (a) { } - - void init (const Matrix&, qr_type_t); - - void update (const ColumnVector& u, const ColumnVector& v); - - void update (const Matrix& u, const Matrix& v); - - void insert_col (const ColumnVector& u, octave_idx_type j); - - void insert_col (const Matrix& u, const Array<octave_idx_type>& j); - - void delete_col (octave_idx_type j); - - void delete_col (const Array<octave_idx_type>& j); - - void insert_row (const RowVector& u, octave_idx_type j); - - void delete_row (octave_idx_type j); - - void shift_cols (octave_idx_type i, octave_idx_type j); - -protected: - - void form (octave_idx_type n, Matrix& afact, - double *tau, qr_type_t qr_type); -}; - -#endif
--- a/liboctave/numeric/dbleQRP.cc Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/numeric/dbleQRP.cc Wed Feb 17 02:57:21 2016 -0500 @@ -41,18 +41,18 @@ const octave_idx_type&, octave_idx_type&); } -// It would be best to share some of this code with QR class... +// It would be best to share some of this code with qr<Matrix> class... -QRP::QRP (const Matrix& a, qr_type_t qr_type) - : QR (), p () +QRP::QRP (const Matrix& a, type qr_type) + : qr<Matrix> (), p () { init (a, qr_type); } void -QRP::init (const Matrix& a, qr_type_t qr_type) +QRP::init (const Matrix& a, type qr_type) { - assert (qr_type != qr_type_raw); + assert (qr_type != qr<Matrix>::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); @@ -63,7 +63,7 @@ octave_idx_type info = 0; Matrix afact = a; - if (m > n && qr_type == qr_type_std) + if (m > n && qr_type == qr<Matrix>::std) afact.resize (m, m); MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0);
--- a/liboctave/numeric/dbleQRP.h Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/numeric/dbleQRP.h Wed Feb 17 02:57:21 2016 -0500 @@ -27,27 +27,31 @@ #include <iosfwd> -#include "dbleQR.h" #include "PermMatrix.h" #include "dColVector.h" +#include "dMatrix.h" +#include "dRowVector.h" +#include "qr.h" class OCTAVE_API -QRP : public QR +QRP : public qr<Matrix> { public: - QRP (void) : QR (), p () { } + typedef qr<Matrix>::type type; + + QRP (void) : qr<Matrix> (), p () { } - QRP (const Matrix&, qr_type_t = qr_type_std); + QRP (const Matrix&, type = qr<Matrix>::std); - QRP (const QRP& a) : QR (a), p (a.p) { } + QRP (const QRP& a) : qr<Matrix> (a), p (a.p) { } QRP& operator = (const QRP& a) { if (this != &a) { - QR::operator = (a); + qr<Matrix>::operator = (a); p = a.p; } @@ -56,7 +60,7 @@ ~QRP (void) { } - void init (const Matrix&, qr_type_t = qr_type_std); + void init (const Matrix&, type = qr<Matrix>::std); PermMatrix P (void) const { return p; }
--- a/liboctave/numeric/fCmplxQR.cc Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,694 +0,0 @@ -/* - -Copyright (C) 1994-2015 John W. Eaton -Copyright (C) 2008-2009 Jaroslav Hajek -Copyright (C) 2009 VZLU Prague - -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 "fCmplxQR.h" -#include "f77-fcn.h" -#include "lo-error.h" -#include "Range.h" -#include "idx-vector.h" -#include "oct-locbuf.h" - -#include "base-qr.cc" - -template class base_qr<FloatComplexMatrix>; - -extern "C" -{ - F77_RET_T - F77_FUNC (cgeqrf, CGEQRF) (const octave_idx_type&, const octave_idx_type&, - FloatComplex*, const octave_idx_type&, - FloatComplex*, FloatComplex*, - const octave_idx_type&, octave_idx_type&); - - F77_RET_T - F77_FUNC (cungqr, CUNGQR) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, FloatComplex*, - const octave_idx_type&, FloatComplex*, - FloatComplex*, const octave_idx_type&, - octave_idx_type&); - -#ifdef HAVE_QRUPDATE - - F77_RET_T - F77_FUNC (cqr1up, CQR1UP) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, FloatComplex*, - const octave_idx_type&, FloatComplex*, - const octave_idx_type&, FloatComplex*, - FloatComplex*, FloatComplex*, float*); - - F77_RET_T - F77_FUNC (cqrinc, CQRINC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, FloatComplex*, - const octave_idx_type&, FloatComplex*, - const octave_idx_type&,const octave_idx_type&, - const FloatComplex*, float*); - - F77_RET_T - F77_FUNC (cqrdec, CQRDEC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, FloatComplex*, - const octave_idx_type&, FloatComplex*, - const octave_idx_type&, const octave_idx_type&, - float*); - - F77_RET_T - F77_FUNC (cqrinr, CQRINR) (const octave_idx_type&, const octave_idx_type&, - FloatComplex*, const octave_idx_type&, - FloatComplex*, const octave_idx_type&, - const octave_idx_type&, const FloatComplex*, - float*); - - F77_RET_T - F77_FUNC (cqrder, CQRDER) (const octave_idx_type&, const octave_idx_type&, - FloatComplex*, const octave_idx_type&, - FloatComplex*, const octave_idx_type&, - const octave_idx_type&, FloatComplex*, float*); - - F77_RET_T - F77_FUNC (cqrshc, CQRSHC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, FloatComplex*, - const octave_idx_type&, FloatComplex*, - const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, FloatComplex*, - float*); - -#endif -} - -FloatComplexQR::FloatComplexQR (const FloatComplexMatrix& a, qr_type_t qr_type) -{ - init (a, qr_type); -} - -void -FloatComplexQR::init (const FloatComplexMatrix& a, qr_type_t qr_type) -{ - octave_idx_type m = a.rows (); - octave_idx_type n = a.cols (); - - octave_idx_type min_mn = m < n ? m : n; - OCTAVE_LOCAL_BUFFER (FloatComplex, tau, min_mn); - - octave_idx_type info = 0; - - FloatComplexMatrix afact = a; - if (m > n && qr_type == qr_type_std) - afact.resize (m, m); - - if (m > 0) - { - // workspace query. - FloatComplex clwork; - F77_XFCN (cgeqrf, CGEQRF, (m, n, afact.fortran_vec (), m, tau, - &clwork, -1, info)); - - // allocate buffer and do the job. - octave_idx_type lwork = clwork.real (); - lwork = std::max (lwork, static_cast<octave_idx_type> (1)); - OCTAVE_LOCAL_BUFFER (FloatComplex, work, lwork); - F77_XFCN (cgeqrf, CGEQRF, (m, n, afact.fortran_vec (), m, tau, - work, lwork, info)); - } - - form (n, afact, tau, qr_type); -} - -void FloatComplexQR::form (octave_idx_type n, FloatComplexMatrix& afact, - FloatComplex *tau, qr_type_t qr_type) -{ - octave_idx_type m = afact.rows (); - octave_idx_type min_mn = std::min (m, n); - octave_idx_type info; - - if (qr_type == qr_type_raw) - { - for (octave_idx_type j = 0; j < min_mn; j++) - { - octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; - for (octave_idx_type i = limit + 1; i < m; i++) - afact.elem (i, j) *= tau[j]; - } - - r = afact; - } - else - { - // Attempt to minimize copying. - if (m >= n) - { - // afact will become q. - q = afact; - octave_idx_type k = qr_type == qr_type_economy ? n : m; - r = FloatComplexMatrix (k, n); - for (octave_idx_type j = 0; j < n; j++) - { - octave_idx_type i = 0; - for (; i <= j; i++) - r.xelem (i, j) = afact.xelem (i, j); - for (; i < k; i++) - r.xelem (i, j) = 0; - } - afact = FloatComplexMatrix (); // optimize memory - } - else - { - // afact will become r. - q = FloatComplexMatrix (m, m); - for (octave_idx_type j = 0; j < m; j++) - for (octave_idx_type i = j + 1; i < m; i++) - { - q.xelem (i, j) = afact.xelem (i, j); - afact.xelem (i, j) = 0; - } - r = afact; - } - - - if (m > 0) - { - octave_idx_type k = q.columns (); - // workspace query. - FloatComplex clwork; - F77_XFCN (cungqr, CUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, - &clwork, -1, info)); - - // allocate buffer and do the job. - octave_idx_type lwork = clwork.real (); - lwork = std::max (lwork, static_cast<octave_idx_type> (1)); - OCTAVE_LOCAL_BUFFER (FloatComplex, work, lwork); - F77_XFCN (cungqr, CUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, - work, lwork, info)); - } - } -} - -#ifdef HAVE_QRUPDATE - -void -FloatComplexQR::update (const FloatComplexColumnVector& u, - const FloatComplexColumnVector& v) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - if (u.numel () != m || v.numel () != 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, q.fortran_vec (), - m, r.fortran_vec (), k, - utmp.fortran_vec (), vtmp.fortran_vec (), - w, rw)); -} - -void -FloatComplexQR::update (const FloatComplexMatrix& u, - const FloatComplexMatrix& v) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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 octave_idx_type i = 0; i < u.cols (); i++) - { - FloatComplexColumnVector utmp = u.column (i); - FloatComplexColumnVector vtmp = v.column (i); - F77_XFCN (cqr1up, CQR1UP, (m, n, k, q.fortran_vec (), - m, r.fortran_vec (), k, - utmp.fortran_vec (), vtmp.fortran_vec (), - w, rw)); - } -} - -void -FloatComplexQR::insert_col (const FloatComplexColumnVector& u, - octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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"); - - if (k < m) - { - q.resize (m, k+1); - r.resize (k+1, n+1); - } - else - { - r.resize (k, n+1); - } - - FloatComplexColumnVector utmp = u; - OCTAVE_LOCAL_BUFFER (float, rw, k); - F77_XFCN (cqrinc, CQRINC, (m, n, k, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, - utmp.data (), rw)); -} - -void -FloatComplexQR::insert_col (const FloatComplexMatrix& u, - const Array<octave_idx_type>& j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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.columns () != 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) - { - octave_idx_type kmax = std::min (k + nj, m); - if (k < m) - { - q.resize (m, kmax); - r.resize (kmax, n + nj); - } - else - { - r.resize (k, n + nj); - } - - OCTAVE_LOCAL_BUFFER (float, rw, kmax); - for (volatile octave_idx_type i = 0; i < js.numel (); i++) - { - octave_idx_type ii = i; - F77_XFCN (cqrinc, CQRINC, (m, n + ii, std::min (kmax, k + ii), - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), js(ii) + 1, - u.column (jsi(i)).data (), rw)); - } - } -} - -void -FloatComplexQR::delete_col (octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type k = r.rows (); - octave_idx_type n = r.columns (); - - if (j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - OCTAVE_LOCAL_BUFFER (float, rw, k); - F77_XFCN (cqrdec, CQRDEC, (m, n, k, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, rw)); - - if (k < m) - { - q.resize (m, k-1); - r.resize (k-1, n-1); - } - else - { - r.resize (k, n-1); - } -} - -void -FloatComplexQR::delete_col (const Array<octave_idx_type>& j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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) - { - OCTAVE_LOCAL_BUFFER (float, rw, k); - for (volatile octave_idx_type i = 0; i < js.numel (); i++) - { - octave_idx_type ii = i; - F77_XFCN (cqrdec, CQRDEC, (m, n - ii, k == m ? k : k - ii, - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - js(ii) + 1, rw)); - } - if (k < m) - { - q.resize (m, k - nj); - r.resize (k - nj, n - nj); - } - else - { - r.resize (k, n - nj); - } - - } -} - -void -FloatComplexQR::insert_row (const FloatComplexRowVector& u, octave_idx_type j) -{ - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = std::min (m, n); - - if (! q.is_square () || u.numel () != n) - (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); - if (j < 0 || j > m) - (*current_liboctave_error_handler) ("qrinsert: index out of range"); - - q.resize (m + 1, m + 1); - r.resize (m + 1, n); - FloatComplexRowVector utmp = u; - OCTAVE_LOCAL_BUFFER (float, rw, k); - F77_XFCN (cqrinr, CQRINR, (m, n, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - j + 1, utmp.fortran_vec (), rw)); - -} - -void -FloatComplexQR::delete_row (octave_idx_type j) -{ - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - - if (! q.is_square ()) - (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); - if (j < 0 || j > m-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - OCTAVE_LOCAL_BUFFER (FloatComplex, w, m); - OCTAVE_LOCAL_BUFFER (float, rw, m); - F77_XFCN (cqrder, CQRDER, (m, n, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, - w, rw)); - - q.resize (m - 1, m - 1); - r.resize (m - 1, n); -} - -void -FloatComplexQR::shift_cols (octave_idx_type i, octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type k = r.rows (); - octave_idx_type n = r.columns (); - - if (i < 0 || i > n-1 || j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrshift: index out of range"); - - OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); - OCTAVE_LOCAL_BUFFER (float, rw, k); - F77_XFCN (cqrshc, CQRSHC, (m, n, k, - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - i + 1, j + 1, w, rw)); -} - -#else - -// Replacement update methods. - -void -FloatComplexQR::update (const FloatComplexColumnVector& u, - const FloatComplexColumnVector& v) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - if (u.numel () != m || v.numel () != n) - (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); - - init (q*r + FloatComplexMatrix (u) * FloatComplexMatrix (v).hermitian (), - get_type ()); -} - -void -FloatComplexQR::update (const FloatComplexMatrix& u, - const FloatComplexMatrix& v) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - if (u.rows () != m || v.rows () != n || u.cols () != v.cols ()) - (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); - - init (q*r + u * v.hermitian (), get_type ()); -} - -static -FloatComplexMatrix insert_col (const FloatComplexMatrix& a, octave_idx_type i, - const FloatComplexColumnVector& x) -{ - FloatComplexMatrix retval (a.rows (), a.columns () + 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.columns ()), - a.index (idx_vector::colon, idx_vector (i, a.columns ()))); - return retval; -} - -static -FloatComplexMatrix insert_row (const FloatComplexMatrix& a, octave_idx_type i, - const FloatComplexRowVector& x) -{ - FloatComplexMatrix retval (a.rows () + 1, a.columns ()); - 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; -} - -static -FloatComplexMatrix delete_col (const FloatComplexMatrix& a, octave_idx_type i) -{ - FloatComplexMatrix retval = a; - retval.delete_elements (1, idx_vector (i)); - return retval; -} - -static -FloatComplexMatrix delete_row (const FloatComplexMatrix& a, octave_idx_type i) -{ - FloatComplexMatrix retval = a; - retval.delete_elements (0, idx_vector (i)); - return retval; -} - -static -FloatComplexMatrix shift_cols (const FloatComplexMatrix& a, - octave_idx_type i, octave_idx_type j) -{ - octave_idx_type n = a.columns (); - 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)); -} - -void -FloatComplexQR::insert_col (const FloatComplexColumnVector& u, - octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - 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 (::insert_col (q*r, j, u), get_type ()); -} - -void -FloatComplexQR::insert_col (const FloatComplexMatrix& u, - const Array<octave_idx_type>& j) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - 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.columns () != 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) - { - FloatComplexMatrix a = q*r; - for (octave_idx_type i = 0; i < js.numel (); i++) - a = ::insert_col (a, js(i), u.column (i)); - init (a, get_type ()); - } -} - -void -FloatComplexQR::delete_col (octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - if (j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - init (::delete_col (q*r, j), get_type ()); -} - -void -FloatComplexQR::delete_col (const Array<octave_idx_type>& j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - 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) - { - FloatComplexMatrix a = q*r; - for (octave_idx_type i = 0; i < js.numel (); i++) - a = ::delete_col (a, js(i)); - init (a, get_type ()); - } -} - -void -FloatComplexQR::insert_row (const FloatComplexRowVector& u, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - - if (! q.is_square () || 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 (::insert_row (q*r, j, u), get_type ()); -} - -void -FloatComplexQR::delete_row (octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = r.rows (); - - if (! q.is_square ()) - (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); - if (j < 0 || j > m-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - init (::delete_row (q*r, j), get_type ()); -} - -void -FloatComplexQR::shift_cols (octave_idx_type i, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - if (i < 0 || i > n-1 || j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrshift: index out of range"); - - init (::shift_cols (q*r, i, j), get_type ()); -} - -#endif
--- a/liboctave/numeric/fCmplxQR.h Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,81 +0,0 @@ -/* - -Copyright (C) 1994-2015 John W. Eaton -Copyright (C) 2008-2009 Jaroslav Hajek - -This file is part of Octave. - -Octave is free software; you can redistribute it and/or modify it -under the terms of the GNU General Public License as published by the -Free Software Foundation; either version 3 of the License, or (at your -option) any later version. - -Octave is distributed in the hope that it will be useful, but WITHOUT -ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or -FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License -for more details. - -You should have received a copy of the GNU General Public License -along with Octave; see the file COPYING. If not, see -<http://www.gnu.org/licenses/>. - -*/ - -// updating/downdating by Jaroslav Hajek 2008 - -#if ! defined (octave_fCmplxQR_h) -#define octave_fCmplxQR_h 1 - -#include "octave-config.h" - -#include <iosfwd> - -#include "fCMatrix.h" -#include "fCColVector.h" -#include "fCRowVector.h" -#include "base-qr.h" - -class -OCTAVE_API -FloatComplexQR : public base_qr<FloatComplexMatrix> -{ -public: - - FloatComplexQR (void) : base_qr<FloatComplexMatrix> () { } - - FloatComplexQR (const FloatComplexMatrix&, qr_type_t = qr_type_std); - - FloatComplexQR (const FloatComplexMatrix& qx, const FloatComplexMatrix& rx) - : base_qr<FloatComplexMatrix> (qx, rx) { } - - FloatComplexQR (const FloatComplexQR& a) : base_qr<FloatComplexMatrix> (a) { } - - void init (const FloatComplexMatrix&, qr_type_t = qr_type_std); - - void update (const FloatComplexColumnVector& u, - const FloatComplexColumnVector& v); - - void update (const FloatComplexMatrix& u, const FloatComplexMatrix& v); - - void insert_col (const FloatComplexColumnVector& u, octave_idx_type j); - - void insert_col (const FloatComplexMatrix& u, - const Array<octave_idx_type>& j); - - void delete_col (octave_idx_type j); - - void delete_col (const Array<octave_idx_type>& j); - - void insert_row (const FloatComplexRowVector& u, octave_idx_type j); - - void delete_row (octave_idx_type j); - - void shift_cols (octave_idx_type i, octave_idx_type j); - -protected: - - void form (octave_idx_type n, FloatComplexMatrix& afact, - FloatComplex *tau, qr_type_t qr_type); -}; - -#endif
--- a/liboctave/numeric/fCmplxQRP.cc Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/numeric/fCmplxQRP.cc Wed Feb 17 02:57:21 2016 -0500 @@ -41,19 +41,18 @@ const octave_idx_type&, float*, octave_idx_type&); } -// It would be best to share some of this code with FloatComplexQR class... +// It would be best to share some of this code with qr<FloatComplexMatrix> class... -FloatComplexQRP::FloatComplexQRP (const FloatComplexMatrix& a, - qr_type_t qr_type) - : FloatComplexQR (), p () +FloatComplexQRP::FloatComplexQRP (const FloatComplexMatrix& a, type qr_type) + : qr<FloatComplexMatrix> (), p () { init (a, qr_type); } void -FloatComplexQRP::init (const FloatComplexMatrix& a, qr_type_t qr_type) +FloatComplexQRP::init (const FloatComplexMatrix& a, type qr_type) { - assert (qr_type != qr_type_raw); + assert (qr_type != qr<FloatComplexMatrix>::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); @@ -64,7 +63,7 @@ octave_idx_type info = 0; FloatComplexMatrix afact = a; - if (m > n && qr_type == qr_type_std) + if (m > n && qr_type == qr<FloatComplexMatrix>::std) afact.resize (m, m); MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0);
--- a/liboctave/numeric/fCmplxQRP.h Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/numeric/fCmplxQRP.h Wed Feb 17 02:57:21 2016 -0500 @@ -27,27 +27,31 @@ #include <iosfwd> -#include "fCmplxQR.h" #include "PermMatrix.h" -#include "fColVector.h" +#include "fCColVector.h" +#include "fCMatrix.h" +#include "fCRowVector.h" +#include "qr.h" class OCTAVE_API -FloatComplexQRP : public FloatComplexQR +FloatComplexQRP : public qr<FloatComplexMatrix> { public: - FloatComplexQRP (void) : FloatComplexQR (), p () { } + typedef qr<FloatComplexMatrix>::type type; + + FloatComplexQRP (void) : qr<FloatComplexMatrix> (), p () { } - FloatComplexQRP (const FloatComplexMatrix&, qr_type_t = qr_type_std); + FloatComplexQRP (const FloatComplexMatrix&, type = qr<FloatComplexMatrix>::std); - FloatComplexQRP (const FloatComplexQRP& a) : FloatComplexQR (a), p (a.p) { } + FloatComplexQRP (const FloatComplexQRP& a) : qr<FloatComplexMatrix> (a), p (a.p) { } FloatComplexQRP& operator = (const FloatComplexQRP& a) { if (this != &a) { - FloatComplexQR::operator = (a); + qr<FloatComplexMatrix>::operator = (a); p = a.p; } return *this; @@ -55,7 +59,7 @@ ~FloatComplexQRP (void) { } - void init (const FloatComplexMatrix&, qr_type_t = qr_type_std); + void init (const FloatComplexMatrix&, type = qr<FloatComplexMatrix>::std); PermMatrix P (void) const { return p; }
--- a/liboctave/numeric/floatQR.cc Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,677 +0,0 @@ -/* - -Copyright (C) 1994-2015 John W. Eaton -Copyright (C) 2008-2009 Jaroslav Hajek -Copyright (C) 2009 VZLU Prague - -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 "floatQR.h" -#include "f77-fcn.h" -#include "lo-error.h" -#include "Range.h" -#include "idx-vector.h" -#include "oct-locbuf.h" - -#include "base-qr.cc" - -template class base_qr<FloatMatrix>; - -extern "C" -{ - F77_RET_T - F77_FUNC (sgeqrf, SGEQRF) (const octave_idx_type&, const octave_idx_type&, - float*, const octave_idx_type&, float*, float*, - const octave_idx_type&, octave_idx_type&); - - F77_RET_T - F77_FUNC (sorgqr, SORGQR) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, float*, - const octave_idx_type&, float*, float*, - const octave_idx_type&, octave_idx_type&); - -#ifdef HAVE_QRUPDATE - - F77_RET_T - F77_FUNC (sqr1up, SQR1UP) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, float*, - const octave_idx_type&, float*, - const octave_idx_type&, float*, float*, float*); - - F77_RET_T - F77_FUNC (sqrinc, SQRINC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, float*, - const octave_idx_type&, float*, - const octave_idx_type&, - const octave_idx_type&, const float*, float*); - - F77_RET_T - F77_FUNC (sqrdec, SQRDEC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, float*, - const octave_idx_type&, float*, - const octave_idx_type&, - const octave_idx_type&, float*); - - F77_RET_T - F77_FUNC (sqrinr, SQRINR) (const octave_idx_type&, const octave_idx_type&, - float*, const octave_idx_type&, - float*, const octave_idx_type&, - const octave_idx_type&, const float*, float*); - - F77_RET_T - F77_FUNC (sqrder, SQRDER) (const octave_idx_type&, const octave_idx_type&, - float*, const octave_idx_type&, - float*, const octave_idx_type&, - const octave_idx_type&, float*); - - F77_RET_T - F77_FUNC (sqrshc, SQRSHC) (const octave_idx_type&, const octave_idx_type&, - const octave_idx_type&, float*, - const octave_idx_type&, float*, - const octave_idx_type&, - const octave_idx_type&, const octave_idx_type&, - float*); - -#endif -} - -FloatQR::FloatQR (const FloatMatrix& a, qr_type_t qr_type) -{ - init (a, qr_type); -} - -void -FloatQR::init (const FloatMatrix& a, qr_type_t qr_type) -{ - octave_idx_type m = a.rows (); - octave_idx_type n = a.cols (); - - octave_idx_type min_mn = m < n ? m : n; - OCTAVE_LOCAL_BUFFER (float, tau, min_mn); - - octave_idx_type info = 0; - - FloatMatrix afact = a; - if (m > n && qr_type == qr_type_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. - octave_idx_type lwork = rlwork; - lwork = std::max (lwork, static_cast<octave_idx_type> (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); -} - -void FloatQR::form (octave_idx_type n, FloatMatrix& afact, - float *tau, qr_type_t qr_type) -{ - octave_idx_type m = afact.rows (); - octave_idx_type min_mn = std::min (m, n); - octave_idx_type info; - - if (qr_type == qr_type_raw) - { - for (octave_idx_type j = 0; j < min_mn; j++) - { - octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; - for (octave_idx_type i = limit + 1; i < m; i++) - afact.elem (i, j) *= tau[j]; - } - - r = afact; - } - else - { - // Attempt to minimize copying. - if (m >= n) - { - // afact will become q. - q = afact; - octave_idx_type k = qr_type == qr_type_economy ? n : m; - r = FloatMatrix (k, n); - for (octave_idx_type j = 0; j < n; j++) - { - octave_idx_type i = 0; - for (; i <= j; i++) - r.xelem (i, j) = afact.xelem (i, j); - for (; i < k; i++) - r.xelem (i, j) = 0; - } - afact = FloatMatrix (); // optimize memory - } - else - { - // afact will become r. - q = FloatMatrix (m, m); - for (octave_idx_type j = 0; j < m; j++) - for (octave_idx_type i = j + 1; i < m; i++) - { - q.xelem (i, j) = afact.xelem (i, j); - afact.xelem (i, j) = 0; - } - r = afact; - } - - - if (m > 0) - { - octave_idx_type k = q.columns (); - // workspace query. - float rlwork; - F77_XFCN (sorgqr, SORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, - &rlwork, -1, info)); - - // allocate buffer and do the job. - octave_idx_type lwork = rlwork; - lwork = std::max (lwork, static_cast<octave_idx_type> (1)); - OCTAVE_LOCAL_BUFFER (float, work, lwork); - F77_XFCN (sorgqr, SORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, - work, lwork, info)); - } - } -} - -#ifdef HAVE_QRUPDATE - -void -FloatQR::update (const FloatColumnVector& u, const FloatColumnVector& v) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - if (u.numel () != m || v.numel () != 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, q.fortran_vec (), - m, r.fortran_vec (), k, - utmp.fortran_vec (), vtmp.fortran_vec (), w)); -} - -void -FloatQR::update (const FloatMatrix& u, const FloatMatrix& v) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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 octave_idx_type i = 0; i < u.cols (); i++) - { - FloatColumnVector utmp = u.column (i); - FloatColumnVector vtmp = v.column (i); - F77_XFCN (sqr1up, SQR1UP, (m, n, k, q.fortran_vec (), - m, r.fortran_vec (), k, - utmp.fortran_vec (), vtmp.fortran_vec (), - w)); - } -} - -void -FloatQR::insert_col (const FloatColumnVector& u, octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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"); - - if (k < m) - { - q.resize (m, k+1); - r.resize (k+1, n+1); - } - else - { - r.resize (k, n+1); - } - - FloatColumnVector utmp = u; - OCTAVE_LOCAL_BUFFER (float, w, k); - F77_XFCN (sqrinc, SQRINC, (m, n, k, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, - utmp.data (), w)); -} - -void -FloatQR::insert_col (const FloatMatrix& u, const Array<octave_idx_type>& j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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.columns () != 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) - { - octave_idx_type kmax = std::min (k + nj, m); - if (k < m) - { - q.resize (m, kmax); - r.resize (kmax, n + nj); - } - else - { - r.resize (k, n + nj); - } - - OCTAVE_LOCAL_BUFFER (float, w, kmax); - for (volatile octave_idx_type i = 0; i < js.numel (); i++) - { - octave_idx_type ii = i; - FloatColumnVector utmp = u.column (jsi(i)); - F77_XFCN (sqrinc, SQRINC, (m, n + ii, std::min (kmax, k + ii), - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), js(ii) + 1, - utmp.data (), w)); - } - } -} - -void -FloatQR::delete_col (octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type k = r.rows (); - octave_idx_type n = r.columns (); - - if (j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - OCTAVE_LOCAL_BUFFER (float, w, k); - F77_XFCN (sqrdec, SQRDEC, (m, n, k, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, w)); - - if (k < m) - { - q.resize (m, k-1); - r.resize (k-1, n-1); - } - else - { - r.resize (k, n-1); - } -} - -void -FloatQR::delete_col (const Array<octave_idx_type>& j) -{ - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = q.columns (); - - 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) - { - OCTAVE_LOCAL_BUFFER (float, w, k); - for (volatile octave_idx_type i = 0; i < js.numel (); i++) - { - octave_idx_type ii = i; - F77_XFCN (sqrdec, SQRDEC, (m, n - ii, k == m ? k : k - ii, - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - js(ii) + 1, w)); - } - if (k < m) - { - q.resize (m, k - nj); - r.resize (k - nj, n - nj); - } - else - { - r.resize (k, n - nj); - } - - } -} - -void -FloatQR::insert_row (const FloatRowVector& u, octave_idx_type j) -{ - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - octave_idx_type k = std::min (m, n); - - if (! q.is_square () || u.numel () != n) - (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); - if (j < 0 || j > m) - (*current_liboctave_error_handler) ("qrinsert: index out of range"); - - q.resize (m + 1, m + 1); - r.resize (m + 1, n); - FloatRowVector utmp = u; - OCTAVE_LOCAL_BUFFER (float, w, k); - F77_XFCN (sqrinr, SQRINR, (m, n, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - j + 1, utmp.fortran_vec (), w)); - -} - -void -FloatQR::delete_row (octave_idx_type j) -{ - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - - if (! q.is_square ()) - (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); - if (j < 0 || j > m-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - OCTAVE_LOCAL_BUFFER (float, w, 2*m); - F77_XFCN (sqrder, SQRDER, (m, n, q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), j + 1, - w)); - - q.resize (m - 1, m - 1); - r.resize (m - 1, n); -} - -void -FloatQR::shift_cols (octave_idx_type i, octave_idx_type j) -{ - octave_idx_type m = q.rows (); - octave_idx_type k = r.rows (); - octave_idx_type n = r.columns (); - - if (i < 0 || i > n-1 || j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrshift: index out of range"); - - OCTAVE_LOCAL_BUFFER (float, w, 2*k); - F77_XFCN (sqrshc, SQRSHC, (m, n, k, - q.fortran_vec (), q.rows (), - r.fortran_vec (), r.rows (), - i + 1, j + 1, w)); -} - -#else - -// Replacement update methods. - -void -FloatQR::update (const FloatColumnVector& u, const FloatColumnVector& v) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - if (u.numel () != m || v.numel () != n) - (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); - - init (q*r + FloatMatrix (u) * FloatMatrix (v).transpose (), get_type ()); -} - -void -FloatQR::update (const FloatMatrix& u, const FloatMatrix& v) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - if (u.rows () != m || v.rows () != n || u.cols () != v.cols ()) - (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); - - init (q*r + u * v.transpose (), get_type ()); -} - -static -FloatMatrix insert_col (const FloatMatrix& a, octave_idx_type i, - const FloatColumnVector& x) -{ - FloatMatrix retval (a.rows (), a.columns () + 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.columns ()), - a.index (idx_vector::colon, idx_vector (i, a.columns ()))); - return retval; -} - -static -FloatMatrix insert_row (const FloatMatrix& a, octave_idx_type i, - const FloatRowVector& x) -{ - FloatMatrix retval (a.rows () + 1, a.columns ()); - 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; -} - -static -FloatMatrix delete_col (const FloatMatrix& a, octave_idx_type i) -{ - FloatMatrix retval = a; - retval.delete_elements (1, idx_vector (i)); - return retval; -} - -static -FloatMatrix delete_row (const FloatMatrix& a, octave_idx_type i) -{ - FloatMatrix retval = a; - retval.delete_elements (0, idx_vector (i)); - return retval; -} - -static -FloatMatrix shift_cols (const FloatMatrix& a, - octave_idx_type i, octave_idx_type j) -{ - octave_idx_type n = a.columns (); - 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)); -} - -void -FloatQR::insert_col (const FloatColumnVector& u, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - 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 (::insert_col (q*r, j, u), get_type ()); -} - -void -FloatQR::insert_col (const FloatMatrix& u, const Array<octave_idx_type>& j) -{ - warn_qrupdate_once (); - - octave_idx_type m = q.rows (); - octave_idx_type n = r.columns (); - - 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.columns () != 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) - { - FloatMatrix a = q*r; - for (octave_idx_type i = 0; i < js.numel (); i++) - a = ::insert_col (a, js(i), u.column (i)); - init (a, get_type ()); - } -} - -void -FloatQR::delete_col (octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - if (j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - init (::delete_col (q*r, j), get_type ()); -} - -void -FloatQR::delete_col (const Array<octave_idx_type>& j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - 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) - { - FloatMatrix a = q*r; - for (octave_idx_type i = 0; i < js.numel (); i++) - a = ::delete_col (a, js(i)); - init (a, get_type ()); - } -} - -void -FloatQR::insert_row (const FloatRowVector& u, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = r.rows (); - octave_idx_type n = r.columns (); - - if (! q.is_square () || 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 (::insert_row (q*r, j, u), get_type ()); -} - -void -FloatQR::delete_row (octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type m = r.rows (); - - if (! q.is_square ()) - (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); - if (j < 0 || j > m-1) - (*current_liboctave_error_handler) ("qrdelete: index out of range"); - - init (::delete_row (q*r, j), get_type ()); -} - -void -FloatQR::shift_cols (octave_idx_type i, octave_idx_type j) -{ - warn_qrupdate_once (); - - octave_idx_type n = r.columns (); - - if (i < 0 || i > n-1 || j < 0 || j > n-1) - (*current_liboctave_error_handler) ("qrshift: index out of range"); - - init (::shift_cols (q*r, i, j), get_type ()); -} - -#endif
--- a/liboctave/numeric/floatQR.h Tue Feb 16 23:34:44 2016 -0500 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,77 +0,0 @@ -/* - -Copyright (C) 1994-2015 John W. Eaton -Copyright (C) 2008-2009 Jaroslav Hajek - -This file is part of Octave. - -Octave is free software; you can redistribute it and/or modify it -under the terms of the GNU General Public License as published by the -Free Software Foundation; either version 3 of the License, or (at your -option) any later version. - -Octave is distributed in the hope that it will be useful, but WITHOUT -ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or -FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License -for more details. - -You should have received a copy of the GNU General Public License -along with Octave; see the file COPYING. If not, see -<http://www.gnu.org/licenses/>. - -*/ - -#if ! defined (octave_floatQR_h) -#define octave_floatQR_h 1 - -#include "octave-config.h" - -#include <iosfwd> - -#include "fMatrix.h" -#include "fColVector.h" -#include "fRowVector.h" -#include "base-qr.h" - -class -OCTAVE_API -FloatQR : public base_qr<FloatMatrix> -{ -public: - - FloatQR (void) : base_qr<FloatMatrix> () { } - - FloatQR (const FloatMatrix&, qr_type_t = qr_type_std); - - FloatQR (const FloatMatrix& qx, const FloatMatrix& rx) - : base_qr<FloatMatrix> (qx, rx) { } - - FloatQR (const FloatQR& a) : base_qr<FloatMatrix> (a) { } - - void init (const FloatMatrix&, qr_type_t); - - void update (const FloatColumnVector& u, const FloatColumnVector& v); - - void update (const FloatMatrix& u, const FloatMatrix& v); - - void insert_col (const FloatColumnVector& u, octave_idx_type j); - - void insert_col (const FloatMatrix& u, const Array<octave_idx_type>& j); - - void delete_col (octave_idx_type j); - - void delete_col (const Array<octave_idx_type>& j); - - void insert_row (const FloatRowVector& u, octave_idx_type j); - - void delete_row (octave_idx_type j); - - void shift_cols (octave_idx_type i, octave_idx_type j); - -protected: - - void form (octave_idx_type n, FloatMatrix& afact, - float *tau, qr_type_t qr_type); -}; - -#endif
--- a/liboctave/numeric/floatQRP.cc Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/numeric/floatQRP.cc Wed Feb 17 02:57:21 2016 -0500 @@ -43,16 +43,16 @@ // It would be best to share some of this code with QR class... -FloatQRP::FloatQRP (const FloatMatrix& a, qr_type_t qr_type) - : FloatQR (), p () +FloatQRP::FloatQRP (const FloatMatrix& a, type qr_type) + : qr<FloatMatrix> (), p () { init (a, qr_type); } void -FloatQRP::init (const FloatMatrix& a, qr_type_t qr_type) +FloatQRP::init (const FloatMatrix& a, type qr_type) { - assert (qr_type != qr_type_raw); + assert (qr_type != qr<FloatMatrix>::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); @@ -63,7 +63,7 @@ octave_idx_type info = 0; FloatMatrix afact = a; - if (m > n && qr_type == qr_type_std) + if (m > n && qr_type == qr<FloatMatrix>::std) afact.resize (m, m); MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0);
--- a/liboctave/numeric/floatQRP.h Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/numeric/floatQRP.h Wed Feb 17 02:57:21 2016 -0500 @@ -27,27 +27,31 @@ #include <iosfwd> -#include "floatQR.h" #include "PermMatrix.h" #include "fColVector.h" +#include "fMatrix.h" +#include "fRowVector.h" +#include "qr.h" class OCTAVE_API -FloatQRP : public FloatQR +FloatQRP : public qr<FloatMatrix> { public: - FloatQRP (void) : FloatQR (), p () { } + typedef qr<FloatMatrix>::type type; + + FloatQRP (void) : qr<FloatMatrix> (), p () { } - FloatQRP (const FloatMatrix&, qr_type_t = qr_type_std); + FloatQRP (const FloatMatrix&, type = qr<FloatMatrix>::std); - FloatQRP (const FloatQRP& a) : FloatQR (a), p (a.p) { } + FloatQRP (const FloatQRP& a) : qr<FloatMatrix> (a), p (a.p) { } FloatQRP& operator = (const FloatQRP& a) { if (this != &a) { - FloatQR::operator = (a); + qr<FloatMatrix>::operator = (a); p = a.p; } @@ -56,7 +60,7 @@ ~FloatQRP (void) { } - void init (const FloatMatrix&, qr_type_t = qr_type_std); + void init (const FloatMatrix&, type = qr<FloatMatrix>::std); PermMatrix P (void) const { return p; }
--- a/liboctave/numeric/module.mk Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/numeric/module.mk Wed Feb 17 02:57:21 2016 -0500 @@ -8,7 +8,6 @@ LIBOCTAVE_OPT_IN = $(LIBOCTAVE_OPT_INC:.h=.in) NUMERIC_INC = \ - liboctave/numeric/CmplxQR.h \ liboctave/numeric/CmplxQRP.h \ liboctave/numeric/CollocWt.h \ liboctave/numeric/DAE.h \ @@ -30,17 +29,13 @@ liboctave/numeric/base-dae.h \ liboctave/numeric/base-de.h \ liboctave/numeric/base-min.h \ - liboctave/numeric/base-qr.h \ liboctave/numeric/bsxfun-decl.h \ liboctave/numeric/bsxfun.h \ liboctave/numeric/chol.h \ - liboctave/numeric/dbleQR.h \ liboctave/numeric/dbleQRP.h \ liboctave/numeric/eigs-base.h \ - liboctave/numeric/fCmplxQR.h \ liboctave/numeric/fCmplxQRP.h \ liboctave/numeric/fEIG.h \ - liboctave/numeric/floatQR.h \ liboctave/numeric/floatQRP.h \ liboctave/numeric/gepbalance.h \ liboctave/numeric/hess.h \ @@ -52,6 +47,7 @@ liboctave/numeric/oct-norm.h \ liboctave/numeric/oct-rand.h \ liboctave/numeric/oct-spparms.h \ + liboctave/numeric/qr.h \ liboctave/numeric/randgamma.h \ liboctave/numeric/randmtzig.h \ liboctave/numeric/randpoisson.h \ @@ -68,7 +64,6 @@ liboctave/numeric/randpoisson.c NUMERIC_SRC = \ - liboctave/numeric/CmplxQR.cc \ liboctave/numeric/CmplxQRP.cc \ liboctave/numeric/CollocWt.cc \ liboctave/numeric/DASPK.cc \ @@ -80,13 +75,10 @@ liboctave/numeric/Quad.cc \ liboctave/numeric/aepbalance.cc \ liboctave/numeric/chol.cc \ - liboctave/numeric/dbleQR.cc \ liboctave/numeric/dbleQRP.cc \ liboctave/numeric/eigs-base.cc \ - liboctave/numeric/fCmplxQR.cc \ liboctave/numeric/fCmplxQRP.cc \ liboctave/numeric/fEIG.cc \ - liboctave/numeric/floatQR.cc \ liboctave/numeric/floatQRP.cc \ liboctave/numeric/gepbalance.cc \ liboctave/numeric/hess.cc \ @@ -98,6 +90,7 @@ liboctave/numeric/oct-norm.cc \ liboctave/numeric/oct-rand.cc \ liboctave/numeric/oct-spparms.cc \ + liboctave/numeric/qr.cc \ liboctave/numeric/schur.cc \ liboctave/numeric/sparse-chol.cc \ liboctave/numeric/sparse-dmsolve.cc \ @@ -107,7 +100,6 @@ $(NUMERIC_C_SRC) LIBOCTAVE_TEMPLATE_SRC += \ - liboctave/numeric/base-qr.cc \ liboctave/numeric/bsxfun-defs.cc ## Special rules for sources which must be built before rest of compilation.
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/liboctave/numeric/qr.cc Wed Feb 17 02:57:21 2016 -0500 @@ -0,0 +1,2049 @@ +/* + +Copyright (C) 1994-2015 John W. Eaton +Copyright (C) 2008-2009 Jaroslav Hajek +Copyright (C) 2009 VZLU Prague + +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 "CColVector.h" +#include "CMatrix.h" +#include "CRowVector.h" +#include "dColVector.h" +#include "dMatrix.h" +#include "dRowVector.h" +#include "f77-fcn.h" +#include "fCColVector.h" +#include "fCMatrix.h" +#include "fCRowVector.h" +#include "fColVector.h" +#include "fMatrix.h" +#include "fRowVector.h" +#include "idx-vector.h" +#include "lo-error.h" +#include "oct-locbuf.h" +#include "qr.h" + +extern "C" +{ + F77_RET_T + F77_FUNC (dgeqrf, DGEQRF) (const octave_idx_type&, const octave_idx_type&, + double*, const octave_idx_type&, double*, + double*, const octave_idx_type&, + octave_idx_type&); + + F77_RET_T + F77_FUNC (dorgqr, DORGQR) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, double*, + const octave_idx_type&, double*, double*, + const octave_idx_type&, octave_idx_type&); + +#if defined (HAVE_QRUPDATE) + + F77_RET_T + F77_FUNC (dqr1up, DQR1UP) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, double*, + const octave_idx_type&, double*, + const octave_idx_type&, double*, double*, double*); + + F77_RET_T + F77_FUNC (dqrinc, DQRINC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, double*, + const octave_idx_type&, double*, + const octave_idx_type&, const octave_idx_type&, + const double*, double*); + + F77_RET_T + F77_FUNC (dqrdec, DQRDEC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, double*, + const octave_idx_type&, double*, + const octave_idx_type&, const octave_idx_type&, + double*); + + F77_RET_T + F77_FUNC (dqrinr, DQRINR) (const octave_idx_type&, const octave_idx_type&, + double*, const octave_idx_type&, double*, + const octave_idx_type&, const octave_idx_type&, + const double*, double*); + + F77_RET_T + F77_FUNC (dqrder, DQRDER) (const octave_idx_type&, const octave_idx_type&, + double*, const octave_idx_type&, double*, + const octave_idx_type&, const octave_idx_type&, + double*); + + F77_RET_T + F77_FUNC (dqrshc, DQRSHC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, double*, + const octave_idx_type&, double*, + const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, double*); + +#endif + + F77_RET_T + F77_FUNC (sgeqrf, SGEQRF) (const octave_idx_type&, const octave_idx_type&, + float*, const octave_idx_type&, float*, float*, + const octave_idx_type&, octave_idx_type&); + + F77_RET_T + F77_FUNC (sorgqr, SORGQR) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, float*, + const octave_idx_type&, float*, float*, + const octave_idx_type&, octave_idx_type&); + +#if defined (HAVE_QRUPDATE) + + F77_RET_T + F77_FUNC (sqr1up, SQR1UP) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, float*, + const octave_idx_type&, float*, + const octave_idx_type&, float*, float*, float*); + + F77_RET_T + F77_FUNC (sqrinc, SQRINC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, float*, + const octave_idx_type&, float*, + const octave_idx_type&, + const octave_idx_type&, const float*, float*); + + F77_RET_T + F77_FUNC (sqrdec, SQRDEC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, float*, + const octave_idx_type&, float*, + const octave_idx_type&, + const octave_idx_type&, float*); + + F77_RET_T + F77_FUNC (sqrinr, SQRINR) (const octave_idx_type&, const octave_idx_type&, + float*, const octave_idx_type&, + float*, const octave_idx_type&, + const octave_idx_type&, const float*, float*); + + F77_RET_T + F77_FUNC (sqrder, SQRDER) (const octave_idx_type&, const octave_idx_type&, + float*, const octave_idx_type&, + float*, const octave_idx_type&, + const octave_idx_type&, float*); + + F77_RET_T + F77_FUNC (sqrshc, SQRSHC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, float*, + const octave_idx_type&, float*, + const octave_idx_type&, + const octave_idx_type&, const octave_idx_type&, + float*); + +#endif + + F77_RET_T + F77_FUNC (zgeqrf, ZGEQRF) (const octave_idx_type&, const octave_idx_type&, + Complex*, const octave_idx_type&, Complex*, + Complex*, const octave_idx_type&, + octave_idx_type&); + + F77_RET_T + F77_FUNC (zungqr, ZUNGQR) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, Complex*, + const octave_idx_type&, Complex*, Complex*, + const octave_idx_type&, octave_idx_type&); + +#if defined (HAVE_QRUPDATE) + + F77_RET_T + F77_FUNC (zqr1up, ZQR1UP) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, Complex*, + const octave_idx_type&, Complex*, + const octave_idx_type&, Complex*, + Complex*, Complex*, double*); + + F77_RET_T + F77_FUNC (zqrinc, ZQRINC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, Complex*, + const octave_idx_type&, Complex*, + const octave_idx_type&, const octave_idx_type&, + const Complex*, double*); + + F77_RET_T + F77_FUNC (zqrdec, ZQRDEC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, Complex*, + const octave_idx_type&, Complex*, + const octave_idx_type&, const octave_idx_type&, + double*); + + F77_RET_T + F77_FUNC (zqrinr, ZQRINR) (const octave_idx_type&, const octave_idx_type&, + Complex*, const octave_idx_type&, Complex*, + const octave_idx_type&, const octave_idx_type&, + const Complex*, double*); + + F77_RET_T + F77_FUNC (zqrder, ZQRDER) (const octave_idx_type&, const octave_idx_type&, + Complex*, const octave_idx_type&, Complex*, + const octave_idx_type&, const octave_idx_type&, + Complex*, double*); + + F77_RET_T + F77_FUNC (zqrshc, ZQRSHC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, Complex*, + const octave_idx_type&, Complex*, + const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, Complex*, double*); + +#endif + + F77_RET_T + F77_FUNC (cgeqrf, CGEQRF) (const octave_idx_type&, const octave_idx_type&, + FloatComplex*, const octave_idx_type&, + FloatComplex*, FloatComplex*, + const octave_idx_type&, octave_idx_type&); + + F77_RET_T + F77_FUNC (cungqr, CUNGQR) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, FloatComplex*, + const octave_idx_type&, FloatComplex*, + FloatComplex*, const octave_idx_type&, + octave_idx_type&); + +#ifdef HAVE_QRUPDATE + + F77_RET_T + F77_FUNC (cqr1up, CQR1UP) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, FloatComplex*, + const octave_idx_type&, FloatComplex*, + const octave_idx_type&, FloatComplex*, + FloatComplex*, FloatComplex*, float*); + + F77_RET_T + F77_FUNC (cqrinc, CQRINC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, FloatComplex*, + const octave_idx_type&, FloatComplex*, + const octave_idx_type&,const octave_idx_type&, + const FloatComplex*, float*); + + F77_RET_T + F77_FUNC (cqrdec, CQRDEC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, FloatComplex*, + const octave_idx_type&, FloatComplex*, + const octave_idx_type&, const octave_idx_type&, + float*); + + F77_RET_T + F77_FUNC (cqrinr, CQRINR) (const octave_idx_type&, const octave_idx_type&, + FloatComplex*, const octave_idx_type&, + FloatComplex*, const octave_idx_type&, + const octave_idx_type&, const FloatComplex*, + float*); + + F77_RET_T + F77_FUNC (cqrder, CQRDER) (const octave_idx_type&, const octave_idx_type&, + FloatComplex*, const octave_idx_type&, + FloatComplex*, const octave_idx_type&, + const octave_idx_type&, FloatComplex*, float*); + + F77_RET_T + F77_FUNC (cqrshc, CQRSHC) (const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, FloatComplex*, + const octave_idx_type&, FloatComplex*, + const octave_idx_type&, const octave_idx_type&, + const octave_idx_type&, FloatComplex*, + float*); + +#endif +} + +template <typename T> +qr<T>::qr (const T& q_arg, const T& r_arg) + : q (q_arg), r (r_arg) +{ + octave_idx_type q_nr = q.rows (); + octave_idx_type q_nc = q.columns (); + + octave_idx_type r_nr = r.rows (); + octave_idx_type r_nc = r.columns (); + + 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 (! q.is_empty () && q.is_square ()) + retval = qr<T>::std; + else if (q.rows () > q.columns () && r.is_square ()) + 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 (r.rows (), r.columns ()); + + for (octave_idx_type i = 0; i < k; i++) + { + if (r(i, i) == ELT_T ()) + { + retval = false; + break; + } + } + + return retval; +} + +#if ! defined (HAVE_QRUPDATE) + +// Replacement update methods. + +static +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 = q.rows (); + octave_idx_type n = r.columns (); + + if (u.numel () != m || v.numel () != n) + (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); + + init (q*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 = q.rows (); + octave_idx_type n = r.columns (); + + if (u.rows () != m || v.rows () != n || u.cols () != v.cols ()) + (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); + + init (q*r + u * v.hermitian (), get_type ()); +} + +template <typename T> +static +T +insert_col (const T& a, octave_idx_type i, const CV_T& x) +{ + T retval (a.rows (), a.columns () + 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.columns ()), + a.index (idx_vector::colon, idx_vector (i, a.columns ()))); + return retval; +} + +template <typename T> +static +T +insert_row (const T& a, octave_idx_type i, const RV_T& x) +{ + T retval (a.rows () + 1, a.columns ()); + 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.columns (); + 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 = q.rows (); + octave_idx_type n = r.columns (); + + 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 (::insert_col (q*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 = q.rows (); + octave_idx_type n = r.columns (); + + 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.columns () != 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 = q*r; + for (octave_idx_type i = 0; i < js.numel (); i++) + a = ::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 = r.columns (); + + if (j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + init (::delete_col (q*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 = r.columns (); + + 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 = q*r; + for (octave_idx_type i = 0; i < js.numel (); i++) + a = ::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 = r.rows (); + octave_idx_type n = r.columns (); + + if (! q.is_square () || 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 (::insert_row (q*r, j, u), get_type ()); +} + +template <typename T> +void +qr<T>::delete_row (octave_idx_type j) +{ + warn_qrupdate_once (); + + octave_idx_type m = r.rows (); + + if (! q.is_square ()) + (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); + if (j < 0 || j > m-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + init (::delete_row (q*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 = r.columns (); + + if (i < 0 || i > n-1 || j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrshift: index out of range"); + + init (::shift_cols (q*r, i, j), get_type ()); +} + +#endif + +// Specializations. + +template <> +void +qr<Matrix>::form (octave_idx_type n, Matrix& afact, double *tau, type qr_type) +{ + octave_idx_type m = afact.rows (); + octave_idx_type min_mn = std::min (m, n); + octave_idx_type info; + + if (qr_type == qr<Matrix>::raw) + { + for (octave_idx_type j = 0; j < min_mn; j++) + { + octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; + for (octave_idx_type i = limit + 1; i < m; i++) + afact.elem (i, j) *= tau[j]; + } + + r = afact; + } + else + { + // Attempt to minimize copying. + if (m >= n) + { + // afact will become q. + q = afact; + octave_idx_type k = qr_type == qr<Matrix>::economy ? n : m; + r = Matrix (k, n); + for (octave_idx_type j = 0; j < n; j++) + { + octave_idx_type i = 0; + for (; i <= j; i++) + r.xelem (i, j) = afact.xelem (i, j); + for (; i < k; i++) + r.xelem (i, j) = 0; + } + afact = Matrix (); // optimize memory + } + else + { + // afact will become r. + q = Matrix (m, m); + for (octave_idx_type j = 0; j < m; j++) + for (octave_idx_type i = j + 1; i < m; i++) + { + q.xelem (i, j) = afact.xelem (i, j); + afact.xelem (i, j) = 0; + } + r = afact; + } + + + if (m > 0) + { + octave_idx_type k = q.columns (); + // workspace query. + double rlwork; + F77_XFCN (dorgqr, DORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, + &rlwork, -1, info)); + + // allocate buffer and do the job. + octave_idx_type lwork = rlwork; + lwork = std::max (lwork, static_cast<octave_idx_type> (1)); + OCTAVE_LOCAL_BUFFER (double, work, lwork); + F77_XFCN (dorgqr, DORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, + work, lwork, info)); + } + } +} + +template <> +void +qr<Matrix>::init (const Matrix& a, type qr_type) +{ + octave_idx_type m = a.rows (); + octave_idx_type n = a.cols (); + + octave_idx_type min_mn = m < n ? m : n; + OCTAVE_LOCAL_BUFFER (double, tau, min_mn); + + octave_idx_type 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. + octave_idx_type lwork = rlwork; + lwork = std::max (lwork, static_cast<octave_idx_type> (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 <> +void +qr<Matrix>::update (const ColumnVector& u, const ColumnVector& v) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + if (u.numel () != m || v.numel () != 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, q.fortran_vec (), + m, r.fortran_vec (), k, + utmp.fortran_vec (), vtmp.fortran_vec (), w)); +} + +template <> +void +qr<Matrix>::update (const Matrix& u, const Matrix& v) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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 octave_idx_type i = 0; i < u.cols (); i++) + { + ColumnVector utmp = u.column (i); + ColumnVector vtmp = v.column (i); + F77_XFCN (dqr1up, DQR1UP, (m, n, k, q.fortran_vec (), + m, r.fortran_vec (), k, + utmp.fortran_vec (), vtmp.fortran_vec (), + w)); + } +} + +template <> +void +qr<Matrix>::insert_col (const ColumnVector& u, octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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"); + + if (k < m) + { + q.resize (m, k+1); + r.resize (k+1, n+1); + } + else + { + r.resize (k, n+1); + } + + ColumnVector utmp = u; + OCTAVE_LOCAL_BUFFER (double, w, k); + F77_XFCN (dqrinc, DQRINC, (m, n, k, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, + utmp.data (), w)); +} + +template <> +void +qr<Matrix>::insert_col (const Matrix& u, const Array<octave_idx_type>& j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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.columns () != 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) + { + octave_idx_type kmax = std::min (k + nj, m); + if (k < m) + { + q.resize (m, kmax); + r.resize (kmax, n + nj); + } + else + { + r.resize (k, n + nj); + } + + OCTAVE_LOCAL_BUFFER (double, w, kmax); + for (volatile octave_idx_type i = 0; i < js.numel (); i++) + { + octave_idx_type ii = i; + ColumnVector utmp = u.column (jsi(i)); + F77_XFCN (dqrinc, DQRINC, (m, n + ii, std::min (kmax, k + ii), + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), js(ii) + 1, + utmp.data (), w)); + } + } +} + +template <> +void +qr<Matrix>::delete_col (octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type k = r.rows (); + octave_idx_type n = r.columns (); + + if (j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + OCTAVE_LOCAL_BUFFER (double, w, k); + F77_XFCN (dqrdec, DQRDEC, (m, n, k, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, w)); + + if (k < m) + { + q.resize (m, k-1); + r.resize (k-1, n-1); + } + else + { + r.resize (k, n-1); + } +} + +template <> +void +qr<Matrix>::delete_col (const Array<octave_idx_type>& j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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) + { + OCTAVE_LOCAL_BUFFER (double, w, k); + for (volatile octave_idx_type i = 0; i < js.numel (); i++) + { + octave_idx_type ii = i; + F77_XFCN (dqrdec, DQRDEC, (m, n - ii, k == m ? k : k - ii, + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + js(ii) + 1, w)); + } + if (k < m) + { + q.resize (m, k - nj); + r.resize (k - nj, n - nj); + } + else + { + r.resize (k, n - nj); + } + + } +} + +template <> +void +qr<Matrix>::insert_row (const RowVector& u, octave_idx_type j) +{ + octave_idx_type m = r.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = std::min (m, n); + + if (! q.is_square () || u.numel () != n) + (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); + if (j < 0 || j > m) + (*current_liboctave_error_handler) ("qrinsert: index out of range"); + + q.resize (m + 1, m + 1); + r.resize (m + 1, n); + RowVector utmp = u; + OCTAVE_LOCAL_BUFFER (double, w, k); + F77_XFCN (dqrinr, DQRINR, (m, n, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + j + 1, utmp.fortran_vec (), w)); + +} + +template <> +void +qr<Matrix>::delete_row (octave_idx_type j) +{ + octave_idx_type m = r.rows (); + octave_idx_type n = r.columns (); + + if (! q.is_square ()) + (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); + if (j < 0 || j > m-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + OCTAVE_LOCAL_BUFFER (double, w, 2*m); + F77_XFCN (dqrder, DQRDER, (m, n, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, + w)); + + q.resize (m - 1, m - 1); + r.resize (m - 1, n); +} + +template <> +void +qr<Matrix>::shift_cols (octave_idx_type i, octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type k = r.rows (); + octave_idx_type n = r.columns (); + + if (i < 0 || i > n-1 || j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrshift: index out of range"); + + OCTAVE_LOCAL_BUFFER (double, w, 2*k); + F77_XFCN (dqrshc, DQRSHC, (m, n, k, + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + i + 1, j + 1, w)); +} + +#endif + +template <> +void +qr<FloatMatrix>::form (octave_idx_type n, FloatMatrix& afact, float *tau, type qr_type) +{ + octave_idx_type m = afact.rows (); + octave_idx_type min_mn = std::min (m, n); + octave_idx_type info; + + if (qr_type == qr<FloatMatrix>::raw) + { + for (octave_idx_type j = 0; j < min_mn; j++) + { + octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; + for (octave_idx_type i = limit + 1; i < m; i++) + afact.elem (i, j) *= tau[j]; + } + + r = afact; + } + else + { + // Attempt to minimize copying. + if (m >= n) + { + // afact will become q. + q = afact; + octave_idx_type k = qr_type == qr<FloatMatrix>::economy ? n : m; + r = FloatMatrix (k, n); + for (octave_idx_type j = 0; j < n; j++) + { + octave_idx_type i = 0; + for (; i <= j; i++) + r.xelem (i, j) = afact.xelem (i, j); + for (; i < k; i++) + r.xelem (i, j) = 0; + } + afact = FloatMatrix (); // optimize memory + } + else + { + // afact will become r. + q = FloatMatrix (m, m); + for (octave_idx_type j = 0; j < m; j++) + for (octave_idx_type i = j + 1; i < m; i++) + { + q.xelem (i, j) = afact.xelem (i, j); + afact.xelem (i, j) = 0; + } + r = afact; + } + + + if (m > 0) + { + octave_idx_type k = q.columns (); + // workspace query. + float rlwork; + F77_XFCN (sorgqr, SORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, + &rlwork, -1, info)); + + // allocate buffer and do the job. + octave_idx_type lwork = rlwork; + lwork = std::max (lwork, static_cast<octave_idx_type> (1)); + OCTAVE_LOCAL_BUFFER (float, work, lwork); + F77_XFCN (sorgqr, SORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, + work, lwork, info)); + } + } +} + +template <> +void +qr<FloatMatrix>::init (const FloatMatrix& a, type qr_type) +{ + octave_idx_type m = a.rows (); + octave_idx_type n = a.cols (); + + octave_idx_type min_mn = m < n ? m : n; + OCTAVE_LOCAL_BUFFER (float, tau, min_mn); + + octave_idx_type 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. + octave_idx_type lwork = rlwork; + lwork = std::max (lwork, static_cast<octave_idx_type> (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); +} + +#ifdef HAVE_QRUPDATE + +template <> +void +qr<FloatMatrix>::update (const FloatColumnVector& u, const FloatColumnVector& v) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + if (u.numel () != m || v.numel () != 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, q.fortran_vec (), + m, r.fortran_vec (), k, + utmp.fortran_vec (), vtmp.fortran_vec (), w)); +} + +template <> +void +qr<FloatMatrix>::update (const FloatMatrix& u, const FloatMatrix& v) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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 octave_idx_type i = 0; i < u.cols (); i++) + { + FloatColumnVector utmp = u.column (i); + FloatColumnVector vtmp = v.column (i); + F77_XFCN (sqr1up, SQR1UP, (m, n, k, q.fortran_vec (), + m, r.fortran_vec (), k, + utmp.fortran_vec (), vtmp.fortran_vec (), + w)); + } +} + +template <> +void +qr<FloatMatrix>::insert_col (const FloatColumnVector& u, octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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"); + + if (k < m) + { + q.resize (m, k+1); + r.resize (k+1, n+1); + } + else + { + r.resize (k, n+1); + } + + FloatColumnVector utmp = u; + OCTAVE_LOCAL_BUFFER (float, w, k); + F77_XFCN (sqrinc, SQRINC, (m, n, k, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, + utmp.data (), w)); +} + +template <> +void +qr<FloatMatrix>::insert_col (const FloatMatrix& u, const Array<octave_idx_type>& j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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.columns () != 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) + { + octave_idx_type kmax = std::min (k + nj, m); + if (k < m) + { + q.resize (m, kmax); + r.resize (kmax, n + nj); + } + else + { + r.resize (k, n + nj); + } + + OCTAVE_LOCAL_BUFFER (float, w, kmax); + for (volatile octave_idx_type i = 0; i < js.numel (); i++) + { + octave_idx_type ii = i; + FloatColumnVector utmp = u.column (jsi(i)); + F77_XFCN (sqrinc, SQRINC, (m, n + ii, std::min (kmax, k + ii), + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), js(ii) + 1, + utmp.data (), w)); + } + } +} + +template <> +void +qr<FloatMatrix>::delete_col (octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type k = r.rows (); + octave_idx_type n = r.columns (); + + if (j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + OCTAVE_LOCAL_BUFFER (float, w, k); + F77_XFCN (sqrdec, SQRDEC, (m, n, k, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, w)); + + if (k < m) + { + q.resize (m, k-1); + r.resize (k-1, n-1); + } + else + { + r.resize (k, n-1); + } +} + +template <> +void +qr<FloatMatrix>::delete_col (const Array<octave_idx_type>& j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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) + { + OCTAVE_LOCAL_BUFFER (float, w, k); + for (volatile octave_idx_type i = 0; i < js.numel (); i++) + { + octave_idx_type ii = i; + F77_XFCN (sqrdec, SQRDEC, (m, n - ii, k == m ? k : k - ii, + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + js(ii) + 1, w)); + } + if (k < m) + { + q.resize (m, k - nj); + r.resize (k - nj, n - nj); + } + else + { + r.resize (k, n - nj); + } + + } +} + +template <> +void +qr<FloatMatrix>::insert_row (const FloatRowVector& u, octave_idx_type j) +{ + octave_idx_type m = r.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = std::min (m, n); + + if (! q.is_square () || u.numel () != n) + (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); + if (j < 0 || j > m) + (*current_liboctave_error_handler) ("qrinsert: index out of range"); + + q.resize (m + 1, m + 1); + r.resize (m + 1, n); + FloatRowVector utmp = u; + OCTAVE_LOCAL_BUFFER (float, w, k); + F77_XFCN (sqrinr, SQRINR, (m, n, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + j + 1, utmp.fortran_vec (), w)); + +} + +template <> +void +qr<FloatMatrix>::delete_row (octave_idx_type j) +{ + octave_idx_type m = r.rows (); + octave_idx_type n = r.columns (); + + if (! q.is_square ()) + (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); + if (j < 0 || j > m-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + OCTAVE_LOCAL_BUFFER (float, w, 2*m); + F77_XFCN (sqrder, SQRDER, (m, n, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, + w)); + + q.resize (m - 1, m - 1); + r.resize (m - 1, n); +} + +template <> +void +qr<FloatMatrix>::shift_cols (octave_idx_type i, octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type k = r.rows (); + octave_idx_type n = r.columns (); + + if (i < 0 || i > n-1 || j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrshift: index out of range"); + + OCTAVE_LOCAL_BUFFER (float, w, 2*k); + F77_XFCN (sqrshc, SQRSHC, (m, n, k, + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + i + 1, j + 1, w)); +} + +#endif + +template <> +void +qr<ComplexMatrix>::form (octave_idx_type n, ComplexMatrix& afact, + Complex *tau, type qr_type) +{ + octave_idx_type m = afact.rows (); + octave_idx_type min_mn = std::min (m, n); + octave_idx_type info; + + if (qr_type == qr<ComplexMatrix>::raw) + { + for (octave_idx_type j = 0; j < min_mn; j++) + { + octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; + for (octave_idx_type i = limit + 1; i < m; i++) + afact.elem (i, j) *= tau[j]; + } + + r = afact; + } + else + { + // Attempt to minimize copying. + if (m >= n) + { + // afact will become q. + q = afact; + octave_idx_type k = qr_type == qr<ComplexMatrix>::economy ? n : m; + r = ComplexMatrix (k, n); + for (octave_idx_type j = 0; j < n; j++) + { + octave_idx_type i = 0; + for (; i <= j; i++) + r.xelem (i, j) = afact.xelem (i, j); + for (; i < k; i++) + r.xelem (i, j) = 0; + } + afact = ComplexMatrix (); // optimize memory + } + else + { + // afact will become r. + q = ComplexMatrix (m, m); + for (octave_idx_type j = 0; j < m; j++) + for (octave_idx_type i = j + 1; i < m; i++) + { + q.xelem (i, j) = afact.xelem (i, j); + afact.xelem (i, j) = 0; + } + r = afact; + } + + + if (m > 0) + { + octave_idx_type k = q.columns (); + // workspace query. + Complex clwork; + F77_XFCN (zungqr, ZUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, + &clwork, -1, info)); + + // allocate buffer and do the job. + octave_idx_type lwork = clwork.real (); + lwork = std::max (lwork, static_cast<octave_idx_type> (1)); + OCTAVE_LOCAL_BUFFER (Complex, work, lwork); + F77_XFCN (zungqr, ZUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, + work, lwork, info)); + } + } +} + +template <> +void +qr<ComplexMatrix>::init (const ComplexMatrix& a, type qr_type) +{ + octave_idx_type m = a.rows (); + octave_idx_type n = a.cols (); + + octave_idx_type min_mn = m < n ? m : n; + OCTAVE_LOCAL_BUFFER (Complex, tau, min_mn); + + octave_idx_type 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, afact.fortran_vec (), m, tau, + &clwork, -1, info)); + + // allocate buffer and do the job. + octave_idx_type lwork = clwork.real (); + lwork = std::max (lwork, static_cast<octave_idx_type> (1)); + OCTAVE_LOCAL_BUFFER (Complex, work, lwork); + F77_XFCN (zgeqrf, ZGEQRF, (m, n, afact.fortran_vec (), m, tau, + work, lwork, info)); + } + + form (n, afact, tau, qr_type); +} + +#if defined (HAVE_QRUPDATE) + +template <> +void +qr<ComplexMatrix>::update (const ComplexColumnVector& u, const ComplexColumnVector& v) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + if (u.numel () != m || v.numel () != 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, q.fortran_vec (), + m, r.fortran_vec (), k, + utmp.fortran_vec (), vtmp.fortran_vec (), + w, rw)); +} + +template <> +void +qr<ComplexMatrix>::update (const ComplexMatrix& u, const ComplexMatrix& v) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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 octave_idx_type i = 0; i < u.cols (); i++) + { + ComplexColumnVector utmp = u.column (i); + ComplexColumnVector vtmp = v.column (i); + F77_XFCN (zqr1up, ZQR1UP, (m, n, k, q.fortran_vec (), + m, r.fortran_vec (), k, + utmp.fortran_vec (), vtmp.fortran_vec (), + w, rw)); + } +} + +template <> +void +qr<ComplexMatrix>::insert_col (const ComplexColumnVector& u, octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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"); + + if (k < m) + { + q.resize (m, k+1); + r.resize (k+1, n+1); + } + else + { + r.resize (k, n+1); + } + + ComplexColumnVector utmp = u; + OCTAVE_LOCAL_BUFFER (double, rw, k); + F77_XFCN (zqrinc, ZQRINC, (m, n, k, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, + utmp.data (), rw)); +} + +template <> +void +qr<ComplexMatrix>::insert_col (const ComplexMatrix& u, const Array<octave_idx_type>& j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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.columns () != 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) + { + octave_idx_type kmax = std::min (k + nj, m); + if (k < m) + { + q.resize (m, kmax); + r.resize (kmax, n + nj); + } + else + { + r.resize (k, n + nj); + } + + OCTAVE_LOCAL_BUFFER (double, rw, kmax); + for (volatile octave_idx_type i = 0; i < js.numel (); i++) + { + octave_idx_type ii = i; + ComplexColumnVector utmp = u.column (jsi(i)); + F77_XFCN (zqrinc, ZQRINC, (m, n + ii, std::min (kmax, k + ii), + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), js(ii) + 1, + utmp.data (), rw)); + } + } +} + +template <> +void +qr<ComplexMatrix>::delete_col (octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type k = r.rows (); + octave_idx_type n = r.columns (); + + if (j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + OCTAVE_LOCAL_BUFFER (double, rw, k); + F77_XFCN (zqrdec, ZQRDEC, (m, n, k, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, rw)); + + if (k < m) + { + q.resize (m, k-1); + r.resize (k-1, n-1); + } + else + { + r.resize (k, n-1); + } +} + +template <> +void +qr<ComplexMatrix>::delete_col (const Array<octave_idx_type>& j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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) + { + OCTAVE_LOCAL_BUFFER (double, rw, k); + for (volatile octave_idx_type i = 0; i < js.numel (); i++) + { + octave_idx_type ii = i; + F77_XFCN (zqrdec, ZQRDEC, (m, n - ii, k == m ? k : k - ii, + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + js(ii) + 1, rw)); + } + if (k < m) + { + q.resize (m, k - nj); + r.resize (k - nj, n - nj); + } + else + { + r.resize (k, n - nj); + } + + } +} + +template <> +void +qr<ComplexMatrix>::insert_row (const ComplexRowVector& u, octave_idx_type j) +{ + octave_idx_type m = r.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = std::min (m, n); + + if (! q.is_square () || u.numel () != n) + (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); + if (j < 0 || j > m) + (*current_liboctave_error_handler) ("qrinsert: index out of range"); + + q.resize (m + 1, m + 1); + r.resize (m + 1, n); + ComplexRowVector utmp = u; + OCTAVE_LOCAL_BUFFER (double, rw, k); + F77_XFCN (zqrinr, ZQRINR, (m, n, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + j + 1, utmp.fortran_vec (), rw)); + +} + +template <> +void +qr<ComplexMatrix>::delete_row (octave_idx_type j) +{ + octave_idx_type m = r.rows (); + octave_idx_type n = r.columns (); + + if (! q.is_square ()) + (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); + if (j < 0 || j > m-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + OCTAVE_LOCAL_BUFFER (Complex, w, m); + OCTAVE_LOCAL_BUFFER (double, rw, m); + F77_XFCN (zqrder, ZQRDER, (m, n, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, + w, rw)); + + q.resize (m - 1, m - 1); + r.resize (m - 1, n); +} + +template <> +void +qr<ComplexMatrix>::shift_cols (octave_idx_type i, octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type k = r.rows (); + octave_idx_type n = r.columns (); + + if (i < 0 || i > n-1 || j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrshift: index out of range"); + + OCTAVE_LOCAL_BUFFER (Complex, w, k); + OCTAVE_LOCAL_BUFFER (double, rw, k); + F77_XFCN (zqrshc, ZQRSHC, (m, n, k, + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + i + 1, j + 1, w, rw)); +} + +#endif + +template <> +void +qr<FloatComplexMatrix>::form (octave_idx_type n, FloatComplexMatrix& afact, FloatComplex *tau, type qr_type) +{ + octave_idx_type m = afact.rows (); + octave_idx_type min_mn = std::min (m, n); + octave_idx_type info; + + if (qr_type == qr<FloatComplexMatrix>::raw) + { + for (octave_idx_type j = 0; j < min_mn; j++) + { + octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; + for (octave_idx_type i = limit + 1; i < m; i++) + afact.elem (i, j) *= tau[j]; + } + + r = afact; + } + else + { + // Attempt to minimize copying. + if (m >= n) + { + // afact will become q. + q = afact; + octave_idx_type k = qr_type == qr<FloatComplexMatrix>::economy ? n : m; + r = FloatComplexMatrix (k, n); + for (octave_idx_type j = 0; j < n; j++) + { + octave_idx_type i = 0; + for (; i <= j; i++) + r.xelem (i, j) = afact.xelem (i, j); + for (; i < k; i++) + r.xelem (i, j) = 0; + } + afact = FloatComplexMatrix (); // optimize memory + } + else + { + // afact will become r. + q = FloatComplexMatrix (m, m); + for (octave_idx_type j = 0; j < m; j++) + for (octave_idx_type i = j + 1; i < m; i++) + { + q.xelem (i, j) = afact.xelem (i, j); + afact.xelem (i, j) = 0; + } + r = afact; + } + + + if (m > 0) + { + octave_idx_type k = q.columns (); + // workspace query. + FloatComplex clwork; + F77_XFCN (cungqr, CUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, + &clwork, -1, info)); + + // allocate buffer and do the job. + octave_idx_type lwork = clwork.real (); + lwork = std::max (lwork, static_cast<octave_idx_type> (1)); + OCTAVE_LOCAL_BUFFER (FloatComplex, work, lwork); + F77_XFCN (cungqr, CUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, + work, lwork, info)); + } + } +} + +template <> +void +qr<FloatComplexMatrix>::init (const FloatComplexMatrix& a, type qr_type) +{ + octave_idx_type m = a.rows (); + octave_idx_type n = a.cols (); + + octave_idx_type min_mn = m < n ? m : n; + OCTAVE_LOCAL_BUFFER (FloatComplex, tau, min_mn); + + octave_idx_type 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, afact.fortran_vec (), m, tau, + &clwork, -1, info)); + + // allocate buffer and do the job. + octave_idx_type lwork = clwork.real (); + lwork = std::max (lwork, static_cast<octave_idx_type> (1)); + OCTAVE_LOCAL_BUFFER (FloatComplex, work, lwork); + F77_XFCN (cgeqrf, CGEQRF, (m, n, afact.fortran_vec (), m, tau, + work, lwork, info)); + } + + form (n, afact, tau, qr_type); +} + +#ifdef HAVE_QRUPDATE + +template <> +void +qr<FloatComplexMatrix>::update (const FloatComplexColumnVector& u, const FloatComplexColumnVector& v) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + if (u.numel () != m || v.numel () != 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, q.fortran_vec (), + m, r.fortran_vec (), k, + utmp.fortran_vec (), vtmp.fortran_vec (), + w, rw)); +} + +template <> +void +qr<FloatComplexMatrix>::update (const FloatComplexMatrix& u, const FloatComplexMatrix& v) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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 octave_idx_type i = 0; i < u.cols (); i++) + { + FloatComplexColumnVector utmp = u.column (i); + FloatComplexColumnVector vtmp = v.column (i); + F77_XFCN (cqr1up, CQR1UP, (m, n, k, q.fortran_vec (), + m, r.fortran_vec (), k, + utmp.fortran_vec (), vtmp.fortran_vec (), + w, rw)); + } +} + +template <> +void +qr<FloatComplexMatrix>::insert_col (const FloatComplexColumnVector& u, octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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"); + + if (k < m) + { + q.resize (m, k+1); + r.resize (k+1, n+1); + } + else + { + r.resize (k, n+1); + } + + FloatComplexColumnVector utmp = u; + OCTAVE_LOCAL_BUFFER (float, rw, k); + F77_XFCN (cqrinc, CQRINC, (m, n, k, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, + utmp.data (), rw)); +} + +template <> +void +qr<FloatComplexMatrix>::insert_col (const FloatComplexMatrix& u, const Array<octave_idx_type>& j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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.columns () != 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) + { + octave_idx_type kmax = std::min (k + nj, m); + if (k < m) + { + q.resize (m, kmax); + r.resize (kmax, n + nj); + } + else + { + r.resize (k, n + nj); + } + + OCTAVE_LOCAL_BUFFER (float, rw, kmax); + for (volatile octave_idx_type i = 0; i < js.numel (); i++) + { + octave_idx_type ii = i; + F77_XFCN (cqrinc, CQRINC, (m, n + ii, std::min (kmax, k + ii), + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), js(ii) + 1, + u.column (jsi(i)).data (), rw)); + } + } +} + +template <> +void +qr<FloatComplexMatrix>::delete_col (octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type k = r.rows (); + octave_idx_type n = r.columns (); + + if (j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + OCTAVE_LOCAL_BUFFER (float, rw, k); + F77_XFCN (cqrdec, CQRDEC, (m, n, k, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, rw)); + + if (k < m) + { + q.resize (m, k-1); + r.resize (k-1, n-1); + } + else + { + r.resize (k, n-1); + } +} + +template <> +void +qr<FloatComplexMatrix>::delete_col (const Array<octave_idx_type>& j) +{ + octave_idx_type m = q.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = q.columns (); + + 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) + { + OCTAVE_LOCAL_BUFFER (float, rw, k); + for (volatile octave_idx_type i = 0; i < js.numel (); i++) + { + octave_idx_type ii = i; + F77_XFCN (cqrdec, CQRDEC, (m, n - ii, k == m ? k : k - ii, + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + js(ii) + 1, rw)); + } + if (k < m) + { + q.resize (m, k - nj); + r.resize (k - nj, n - nj); + } + else + { + r.resize (k, n - nj); + } + + } +} + +template <> +void +qr<FloatComplexMatrix>::insert_row (const FloatComplexRowVector& u, octave_idx_type j) +{ + octave_idx_type m = r.rows (); + octave_idx_type n = r.columns (); + octave_idx_type k = std::min (m, n); + + if (! q.is_square () || u.numel () != n) + (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); + if (j < 0 || j > m) + (*current_liboctave_error_handler) ("qrinsert: index out of range"); + + q.resize (m + 1, m + 1); + r.resize (m + 1, n); + FloatComplexRowVector utmp = u; + OCTAVE_LOCAL_BUFFER (float, rw, k); + F77_XFCN (cqrinr, CQRINR, (m, n, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + j + 1, utmp.fortran_vec (), rw)); + +} + +template <> +void +qr<FloatComplexMatrix>::delete_row (octave_idx_type j) +{ + octave_idx_type m = r.rows (); + octave_idx_type n = r.columns (); + + if (! q.is_square ()) + (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); + if (j < 0 || j > m-1) + (*current_liboctave_error_handler) ("qrdelete: index out of range"); + + OCTAVE_LOCAL_BUFFER (FloatComplex, w, m); + OCTAVE_LOCAL_BUFFER (float, rw, m); + F77_XFCN (cqrder, CQRDER, (m, n, q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), j + 1, + w, rw)); + + q.resize (m - 1, m - 1); + r.resize (m - 1, n); +} + +template <> +void +qr<FloatComplexMatrix>::shift_cols (octave_idx_type i, octave_idx_type j) +{ + octave_idx_type m = q.rows (); + octave_idx_type k = r.rows (); + octave_idx_type n = r.columns (); + + if (i < 0 || i > n-1 || j < 0 || j > n-1) + (*current_liboctave_error_handler) ("qrshift: index out of range"); + + OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); + OCTAVE_LOCAL_BUFFER (float, rw, k); + F77_XFCN (cqrshc, CQRSHC, (m, n, k, + q.fortran_vec (), q.rows (), + r.fortran_vec (), r.rows (), + i + 1, j + 1, w, rw)); +} + +#endif + +// Instantiations we need. + +template class qr<Matrix>; + +template class qr<FloatMatrix>; + +template class qr<ComplexMatrix>; + +template class qr<FloatComplexMatrix>;
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/liboctave/numeric/qr.h Wed Feb 17 02:57:21 2016 -0500 @@ -0,0 +1,112 @@ +/* + +Copyright (C) 1994-2015 John W. Eaton +Copyright (C) 2008-2009 Jaroslav Hajek +Copyright (C) 2009 VZLU Prague + +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/>. + +*/ + +#if ! defined (octave_qr_h) +#define octave_qr_h 1 + +#include "octave-config.h" + +#include "Array.h" + +template <typename T> +class +qr +{ +public: + + typedef typename T::element_type ELT_T; + typedef typename T::row_vector_type RV_T; + typedef typename T::column_vector_type CV_T; + + enum type + { + std, + raw, + economy + }; + + qr (void) : q (), r () { } + + qr (const T& a, type qr_type = qr::std) + : q (), r () + { + init (a, qr_type); + } + + qr (const T& q, const T& r); + + qr (const qr& a) : q (a.q), r (a.r) { } + + qr& operator = (const qr& a) + { + if (this != &a) + { + q = a.q; + r = a.r; + } + + return *this; + } + + virtual ~qr (void) { } + + T Q (void) const { return q; } + + T R (void) const { return r; } + + type get_type (void) const; + + bool regular (void) const; + + void init (const T& a, type qr_type); + + void update (const CV_T& u, const CV_T& v); + + void update (const T& u, const T& v); + + void insert_col (const CV_T& u, octave_idx_type j); + + void insert_col (const T& u, const Array<octave_idx_type>& j); + + void delete_col (octave_idx_type j); + + void delete_col (const Array<octave_idx_type>& j); + + void insert_row (const RV_T& u, octave_idx_type j); + + void delete_row (octave_idx_type j); + + void shift_cols (octave_idx_type i, octave_idx_type j); + +protected: + + T q; + T r; + + void form (octave_idx_type n, T& afact, ELT_T *tau, type qr_type); +}; + +extern void warn_qrupdate_once (void); + +#endif
--- a/liboctave/operators/mx-defs.h Tue Feb 16 23:34:44 2016 -0500 +++ b/liboctave/operators/mx-defs.h Wed Feb 17 02:57:21 2016 -0500 @@ -74,10 +74,7 @@ template <typename T> class lu; -class QR; -class ComplexQR; -class FloatQR; -class FloatComplexQR; +template <typename T> class qr; class QRP; class ComplexQRP;