octave-lyh: liboctave/CmplxQR.cc annotate

annotate liboctave/CmplxQR.cc @ 7559:07522d7dcdf8

fixes to QR and Cholesky updating code

author	Jaroslav Hajek <highegg@gmail.com>
date	Wed, 05 Mar 2008 14:23:26 -0500
parents	40574114c514
children	0ef0f9802a37

rev	line source
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	1 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	2
7017 a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	3 Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	4 John W. Eaton
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	6 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	8 Octave is free software; you can redistribute it and/or modify it
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	9 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	10 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	11 option) any later version.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	13 Octave is distributed in the hope that it will be useful, but WITHOUT
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	16 for more details.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	17
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	18 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	19 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5307 diff changeset	20 <http://www.gnu.org/licenses/>.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	21
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	22 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	23
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	24 // updating/downdating by Jaroslav Hajek 2008
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	25
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	26 #ifdef HAVE_CONFIG_H
1192 b6360f2d4fa6 [project @ 1995-03-30 21:38:35 by jwe] jwe parents: 1011 diff changeset	27 #include <config.h>
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	28 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	29
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	30 #include "CmplxQR.h"
1847 2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe] jwe parents: 1368 diff changeset	31 #include "f77-fcn.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	32 #include "lo-error.h"
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	33 #include "Range.h"
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	34 #include "idx-vector.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	35
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	36 extern "C"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	37 {
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	38 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	39 F77_FUNC (zgeqrf, ZGEQRF) (const octave_idx_type&, const octave_idx_type&, Complex*,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	40 const octave_idx_type&, Complex, Complex,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	41 const octave_idx_type&, octave_idx_type&);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	42
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	43 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	44 F77_FUNC (zungqr, ZUNGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	45 Complex, const octave_idx_type&, Complex,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	46 Complex*, const octave_idx_type&, octave_idx_type&);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	47
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	48 // these come from qrupdate
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	49
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	50 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	51 F77_FUNC (zqr1up, ZQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	52 Complex, Complex, const Complex, const Complex);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	53
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	54 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	55 F77_FUNC (zqrinc, ZQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	56 Complex, const Complex, Complex, const octave_idx_type&, const Complex);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	57
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	58 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	59 F77_FUNC (zqrdec, ZQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	60 Complex, const Complex, Complex*, const octave_idx_type&);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	61
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	62 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	63 F77_FUNC (zqrinr, ZQRINR) (const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	64 const Complex, Complex, const Complex, Complex,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	65 const octave_idx_type&, const Complex*);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	66
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	67 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	68 F77_FUNC (zqrder, ZQRDER) (const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	69 const Complex, Complex, const Complex, Complex ,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	70 const octave_idx_type&);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	71 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	72
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	73 ComplexQR::ComplexQR (const ComplexMatrix& a, QR::type qr_type)
2763 d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	74 : q (), r ()
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	75 {
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	76 init (a, qr_type);
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	77 }
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	78
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	79 void
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	80 ComplexQR::init (const ComplexMatrix& a, QR::type qr_type)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	81 {
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	82 octave_idx_type m = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	83 octave_idx_type n = a.cols ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	84
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	85 if (m == 0 \|\| n == 0)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	86 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	87 (*current_liboctave_error_handler)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	88 ("ComplexQR must have non-empty matrix");
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	89 return;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	90 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	91
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	92 octave_idx_type min_mn = m < n ? m : n;
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	93
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	94 Array<Complex> tau (min_mn);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	95 Complex *ptau = tau.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	96
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	97 octave_idx_type lwork = 32*n;
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	98 Array<Complex> work (lwork);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	99 Complex *pwork = work.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	100
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	101 octave_idx_type info = 0;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	102
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	103 ComplexMatrix A_fact;
3883 69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	104 if (m > n && qr_type != QR::economy)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	105 {
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	106 A_fact.resize (m, m);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	107 A_fact.insert (a, 0, 0);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	108 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	109 else
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	110 A_fact = a;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	111
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	112 Complex *tmp_data = A_fact.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	113
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	114 F77_XFCN (zgeqrf, ZGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info));
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	115
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	116 if (qr_type == QR::raw)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	117 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	118 for (octave_idx_type j = 0; j < min_mn; j++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	119 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	120 octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	121 for (octave_idx_type i = limit + 1; i < m; i++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	122 A_fact.elem (i, j) *= tau.elem (j);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	123 }
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	124
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	125 r = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	126
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	127 if (m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	128 r.resize (m, n);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	129 }
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	130 else
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	131 {
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	132 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m;
3069 db6d57d718f7 [project @ 1997-07-10 23:34:03 by jwe] jwe parents: 3068 diff changeset	133
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	134 if (qr_type == QR::economy && m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	135 r.resize (n, n, 0.0);
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	136 else
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	137 r.resize (m, n, 0.0);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	138
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	139 for (octave_idx_type j = 0; j < n; j++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	140 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	141 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	142 for (octave_idx_type i = 0; i <= limit; i++)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	143 r.elem (i, j) = A_fact.elem (i, j);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	144 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	145
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	146 lwork = 32 * n2;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	147 work.resize (lwork);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	148 Complex *pwork2 = work.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	149
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	150 F77_XFCN (zungqr, ZUNGQR, (m, n2, min_mn, tmp_data, m, ptau,
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	151 pwork2, lwork, info));
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	152
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	153 q = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	154 q.resize (m, n2);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	155 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	156 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	157
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	158 ComplexQR::ComplexQR (const ComplexMatrix &q, const ComplexMatrix& r)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	159 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	160 if (q.columns () != r.rows ())
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	161 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	162 (*current_liboctave_error_handler) ("QR dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	163 return;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	164 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	165
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	166 this->q = q;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	167 this->r = r;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	168 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	169
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	170 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	171 ComplexQR::update (const ComplexMatrix& u, const ComplexMatrix& v)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	172 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	173 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	174 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	175 octave_idx_type k = q.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	176
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	177 if (u.length () == m && v.length () == n)
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	178 F77_XFCN (zqr1up, ZQR1UP, (m, n, k, q.fortran_vec (), r.fortran_vec (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	179 u.data (), v.data ()));
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	180 else
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	181 (*current_liboctave_error_handler) ("QR update dimensions mismatch");
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	182 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	183
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	184 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	185 ComplexQR::insert_col (const ComplexMatrix& u, octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	186 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	187 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	188 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	189 octave_idx_type k = q.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	190
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	191 if (u.length () != m)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	192 (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	193 else if (j < 1 \|\| j > n+1)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	194 (*current_liboctave_error_handler) ("QR insert index out of range");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	195 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	196 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	197 ComplexMatrix r1 (m,n+1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	198
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	199 F77_XFCN (zqrinc, ZQRINC, (m, n, k, q.fortran_vec (), r.data (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	200 r1.fortran_vec (), j, u.data ()));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	201
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	202 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	203 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	204 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	205
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	206 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	207 ComplexQR::delete_col (octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	208 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	209 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	210 octave_idx_type k = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	211 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	212
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	213 if (k < m && k < n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	214 (*current_liboctave_error_handler) ("QR delete dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	215 else if (j < 1 \|\| j > n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	216 (*current_liboctave_error_handler) ("QR delete index out of range");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	217 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	218 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	219 ComplexMatrix r1 (k, n-1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	220
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	221 F77_XFCN (zqrdec, ZQRDEC, (m, n, k, q.fortran_vec (), r.data (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	222 r1.fortran_vec (), j));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	223
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	224 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	225 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	226 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	227
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	228 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	229 ComplexQR::insert_row (const ComplexMatrix& u, octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	230 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	231 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	232 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	233
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	234 if (! q.is_square () \|\| u.length () != n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	235 (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	236 else if (j < 1 \|\| j > m+1)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	237 (*current_liboctave_error_handler) ("QR insert index out of range");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	238 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	239 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	240 ComplexMatrix q1 (m+1, m+1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	241 ComplexMatrix r1 (m+1, n);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	242
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	243 F77_XFCN (zqrinr, ZQRINR, (m, n, q.data (), q1.fortran_vec (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	244 r.data (), r1.fortran_vec (), j, u.data ()));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	245
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	246 q = q1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	247 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	248 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	249 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	250
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	251 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	252 ComplexQR::delete_row (octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	253 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	254 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	255 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	256
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	257 if (! q.is_square ())
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	258 (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	259 else if (j < 1 \|\| j > m)
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	260 (*current_liboctave_error_handler) ("QR delete index out of range");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	261 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	262 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	263 ComplexMatrix q1 (m-1, m-1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	264 ComplexMatrix r1 (m-1, n);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	265
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	266 F77_XFCN (zqrder, ZQRDER, (m, n, q.data (), q1.fortran_vec (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	267 r.data (), r1.fortran_vec (), j ));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	268
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	269 q = q1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	270 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	271 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	272 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	273
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	274 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	275 ComplexQR::economize (void)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	276 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	277 octave_idx_type r_nc = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	278
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	279 if (r.rows () > r_nc)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	280 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	281 q.resize (q.rows (), r_nc);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	282 r.resize (r_nc, r_nc);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	283 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	284 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	285
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	286 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	287 ;;; Local Variables: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	288 ;;; mode: C++ ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	289 ;;; End: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	290 */

Mercurial > hg > octave-lyh

annotate liboctave/CmplxQR.cc @ 7559:07522d7dcdf8