octave-lyh: liboctave/dbleQR.cc annotate

annotate liboctave/dbleQR.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
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	24 #ifdef HAVE_CONFIG_H
1192 b6360f2d4fa6 [project @ 1995-03-30 21:38:35 by jwe] jwe parents: 1011 diff changeset	25 #include <config.h>
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	26 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	27
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	28 #include "dbleQR.h"
1847 2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe] jwe parents: 1368 diff changeset	29 #include "f77-fcn.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	30 #include "lo-error.h"
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	31 #include "Range.h"
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	32 #include "idx-vector.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	33
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	34 extern "C"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	35 {
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	36 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	37 F77_FUNC (dgeqrf, DGEQRF) (const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	38 double, double, const octave_idx_type&, octave_idx_type&);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	39
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	40 F77_RET_T
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	41 F77_FUNC (dorgqr, DORGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*,
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	42 const octave_idx_type&, double, double, const octave_idx_type&, octave_idx_type&);
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	43
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	44 // these come from qrupdate
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	45
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	46 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	47 F77_FUNC (dqr1up, DQR1UP) (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	48 double, double, const double, const double);
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 (dqrinc, DQRINC) (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 double, const double, double, const octave_idx_type&, const double);
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 (dqrdec, DQRDEC) (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 double, const double, double*, const octave_idx_type&);
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 (dqrinr, DQRINR) (const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	60 const double, double, const double, double,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	61 const octave_idx_type&, const double*);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	62
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	63 F77_RET_T
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	64 F77_FUNC (dqrder, DQRDER) (const octave_idx_type&, const octave_idx_type&,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	65 const double, double, const double, double ,
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	66 const octave_idx_type&);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	67 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	68
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	69 QR::QR (const Matrix& a, QR::type qr_type)
2763 d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	70 : q (), r ()
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	71 {
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	72 init (a, qr_type);
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	73 }
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	74
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	75 void
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe] jwe parents: 2244 diff changeset	76 QR::init (const Matrix& a, QR::type qr_type)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	77 {
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	78 octave_idx_type m = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	79 octave_idx_type n = a.cols ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	80
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	81 if (m == 0 \|\| n == 0)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	82 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	83 (*current_liboctave_error_handler) ("QR must have non-empty matrix");
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	84 return;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	85 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	86
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	87 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	88 Array<double> tau (min_mn);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	89 double *ptau = tau.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	90
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	91 octave_idx_type lwork = 32*n;
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	92 Array<double> work (lwork);
e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	93 double *pwork = work.fortran_vec ();
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	94
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	95 octave_idx_type info = 0;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	96
3883 69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	97 Matrix A_fact = a;
69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	98 if (m > n && qr_type != QR::economy)
69b6bd271277 [project @ 2002-04-02 21:05:10 by jwe] jwe parents: 3069 diff changeset	99 A_fact.resize (m, m, 0.0);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	100
1927 e379c781ae7e [project @ 1996-02-11 21:39:27 by jwe] jwe parents: 1921 diff changeset	101 double *tmp_data = A_fact.fortran_vec ();
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 F77_XFCN (dgeqrf, DGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info));
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	104
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	105 if (qr_type == QR::raw)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	106 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	107 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	108 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	109 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	110 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	111 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	112 }
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	113
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	114 r = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	115
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	116 if (m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	117 r.resize (m, n);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	118 }
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	119 else
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	120 {
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	121 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	122
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	123 if (qr_type == QR::economy && m > n)
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	124 r.resize (n, n, 0.0);
539 5ec10a984241 [project @ 1994-07-21 22:40:04 by jwe] jwe parents: 457 diff changeset	125 else
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	126 r.resize (m, n, 0.0);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	127
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	128 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	129 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	130 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	131 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	132 r.elem (i, j) = tmp_data[m*j+i];
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	133 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	134
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	135 lwork = 32 * n2;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	136 work.resize (lwork);
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	137 double *pwork2 = work.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	138
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	139 F77_XFCN (dorgqr, DORGQR, (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	140 pwork2, lwork, info));
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	141
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	142 q = A_fact;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	143 q.resize (m, n2);
1921 ce0db0ca0729 [project @ 1996-02-11 02:31:58 by jwe] jwe parents: 1882 diff changeset	144 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	145 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	146
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	147 QR::QR (const Matrix& q, const Matrix& r)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	148 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	149 if (q.columns () != r.rows ())
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	150 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	151 (*current_liboctave_error_handler) ("QR dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	152 return;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	153 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	154
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	155 this->q = q;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	156 this->r = r;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	157 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	158
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	159 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	160 QR::update (const Matrix& u, const Matrix& v)
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 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	163 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	164 octave_idx_type k = q.columns ();
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 if (u.length () == m && v.length () == n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	167 F77_XFCN (dqr1up, DQR1UP, (m, n, k, q.fortran_vec (), r.fortran_vec (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	168 u.data (), v.data ()));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	169 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	170 (*current_liboctave_error_handler) ("QR update dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	171 }
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 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	174 QR::insert_col (const Matrix& u, octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	175 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	176 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	177 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	178 octave_idx_type k = q.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	179
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	180 if (u.length () != m)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	181 (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	182 else if (j < 1 \|\| j > n+1)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	183 (*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	184 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	185 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	186 Matrix r1 (m, n+1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	187
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	188 F77_XFCN (dqrinc, DQRINC, (m, n, k, q.fortran_vec (), r.data (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	189 r1.fortran_vec (), j, u.data ()));
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 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	192 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	193 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	194
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	195 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	196 QR::delete_col (octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	197 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	198 octave_idx_type m = q.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	199 octave_idx_type k = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	200 octave_idx_type n = r.columns ();
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 if (k < m && k < n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	203 (*current_liboctave_error_handler) ("QR delete dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	204 else if (j < 1 \|\| j > n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	205 (*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	206 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	207 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	208 Matrix r1 (k, n-1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	209
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	210 F77_XFCN (dqrdec, DQRDEC, (m, n, k, q.fortran_vec (), r.data (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	211 r1.fortran_vec (), j));
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 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	214 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	215 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	216
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	217 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	218 QR::insert_row (const Matrix& u, octave_idx_type j)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	219 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	220 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	221 octave_idx_type n = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	222
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	223 if (! q.is_square () \|\| u.length () != n)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	224 (*current_liboctave_error_handler) ("QR insert dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	225 else if (j < 1 \|\| j > m+1)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	226 (*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	227 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	228 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	229 Matrix q1 (m+1, m+1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	230 Matrix r1 (m+1, n);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	231
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	232 F77_XFCN (dqrinr, DQRINR, (m, n, q.data (), q1.fortran_vec (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	233 r.data (), r1.fortran_vec (), j, u.data ()));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	234
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	235 q = q1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	236 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	237 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	238 }
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 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	241 QR::delete_row (octave_idx_type j)
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 octave_idx_type m = r.rows ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	244 octave_idx_type n = r.columns ();
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 if (! q.is_square ())
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	247 (*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	248 else if (j < 1 \|\| j > m)
7553 56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	249 (*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	250 else
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	251 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	252 Matrix q1 (m-1, m-1);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	253 Matrix r1 (m-1, n);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	254
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	255 F77_XFCN (dqrder, DQRDER, (m, n, q.data (), q1.fortran_vec (),
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	256 r.data (), r1.fortran_vec (), j ));
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	257
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	258 q = q1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	259 r = r1;
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	260 }
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	261 }
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 void
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	264 QR::economize (void)
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 octave_idx_type r_nc = r.columns ();
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	267
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	268 if (r.rows () > r_nc)
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	269 {
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	270 q.resize (q.rows (), r_nc);
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	271 r.resize (r_nc, r_nc);
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
56be6f31dd4e implementation of QR factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	275
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	276 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	277 ;;; Local Variables: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	278 ;;; mode: C++ ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	279 ;;; End: ***
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	280 */

Mercurial > hg > octave-lyh

annotate liboctave/dbleQR.cc @ 7559:07522d7dcdf8