Mercurial > hg > octave-lyh
annotate liboctave/CmplxQRP.cc @ 7482:29980c6b8604
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author | John W. Eaton <jwe@octave.org> |
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date | Thu, 14 Feb 2008 21:57:50 -0500 |
parents | a1dbe9d80eee |
children | 445d27d79f4e |
rev | line source |
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538 | 1 /* |
2 | |
7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007 |
4 John W. Eaton | |
538 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
538 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
538 | 21 |
22 */ | |
23 | |
24 #ifdef HAVE_CONFIG_H | |
1192 | 25 #include <config.h> |
538 | 26 #endif |
27 | |
1367 | 28 #include <cassert> |
538 | 29 |
30 #include "CmplxQRP.h" | |
1847 | 31 #include "f77-fcn.h" |
538 | 32 #include "lo-error.h" |
33 | |
34 extern "C" | |
35 { | |
4552 | 36 F77_RET_T |
5275 | 37 F77_FUNC (zgeqpf, ZGEQPF) (const octave_idx_type&, const octave_idx_type&, Complex*, |
38 const octave_idx_type&, octave_idx_type*, Complex*, Complex*, | |
39 double*, octave_idx_type&); | |
567 | 40 |
4552 | 41 F77_RET_T |
5275 | 42 F77_FUNC (zungqr, ZUNGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
43 Complex*, const octave_idx_type&, Complex*, | |
44 Complex*, const octave_idx_type&, octave_idx_type&); | |
538 | 45 } |
46 | |
47 // It would be best to share some of this code with ComplexQR class... | |
48 | |
49 ComplexQRP::ComplexQRP (const ComplexMatrix& a, QR::type qr_type) | |
2763 | 50 : ComplexQR (), p () |
51 { | |
52 init (a, qr_type); | |
53 } | |
54 | |
55 void | |
56 ComplexQRP::init (const ComplexMatrix& a, QR::type qr_type) | |
538 | 57 { |
58 assert (qr_type != QR::raw); | |
59 | |
5275 | 60 octave_idx_type m = a.rows (); |
61 octave_idx_type n = a.cols (); | |
538 | 62 |
63 if (m == 0 || n == 0) | |
64 { | |
65 (*current_liboctave_error_handler) | |
66 ("ComplexQR must have non-empty matrix"); | |
67 return; | |
68 } | |
69 | |
5275 | 70 octave_idx_type min_mn = m < n ? m : n; |
3883 | 71 Array<Complex> tau (min_mn); |
1928 | 72 Complex *ptau = tau.fortran_vec (); |
1922 | 73 |
5275 | 74 octave_idx_type lwork = 3*n > 32*m ? 3*n : 32*m; |
1928 | 75 Array<Complex> work (lwork); |
76 Complex *pwork = work.fortran_vec (); | |
1922 | 77 |
5275 | 78 octave_idx_type info = 0; |
538 | 79 |
2763 | 80 ComplexMatrix A_fact = a; |
3883 | 81 if (m > n && qr_type != QR::economy) |
2763 | 82 A_fact.resize (m, m, 0.0); |
538 | 83 |
1928 | 84 Complex *tmp_data = A_fact.fortran_vec (); |
538 | 85 |
1928 | 86 Array<double> rwork (2*n); |
87 double *prwork = rwork.fortran_vec (); | |
538 | 88 |
5275 | 89 Array<octave_idx_type> jpvt (n, 0); |
90 octave_idx_type *pjpvt = jpvt.fortran_vec (); | |
538 | 91 |
1928 | 92 // Code to enforce a certain permutation could go here... |
538 | 93 |
1928 | 94 F77_XFCN (zgeqpf, ZGEQPF, (m, n, tmp_data, m, pjpvt, ptau, pwork, |
95 prwork, info)); | |
1922 | 96 |
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97 // Form Permutation matrix (if economy is requested, return the |
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98 // indices only!) |
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99 |
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100 if (qr_type == QR::economy) |
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101 { |
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102 p.resize (1, n, 0.0); |
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103 for (octave_idx_type j = 0; j < n; j++) |
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104 p.elem (0, j) = jpvt.elem (j); |
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105 } |
538 | 106 else |
107 { | |
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108 p.resize (n, n, 0.0); |
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109 for (octave_idx_type j = 0; j < n; j++) |
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110 p.elem (jpvt.elem (j) - 1, j) = 1.0; |
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111 } |
1922 | 112 |
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113 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m; |
1922 | 114 |
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115 if (qr_type == QR::economy && m > n) |
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116 r.resize (n, n, 0.0); |
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117 else |
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118 r.resize (m, n, 0.0); |
3883 | 119 |
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120 for (octave_idx_type j = 0; j < n; j++) |
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121 { |
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122 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1; |
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123 for (octave_idx_type i = 0; i <= limit; i++) |
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124 r.elem (i, j) = A_fact.elem (i, j); |
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125 } |
1922 | 126 |
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127 F77_XFCN (zungqr, ZUNGQR, (m, n2, min_mn, tmp_data, m, ptau, |
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128 pwork, lwork, info)); |
1922 | 129 |
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130 q = A_fact; |
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131 q.resize (m, n2); |
538 | 132 } |
133 | |
134 /* | |
135 ;;; Local Variables: *** | |
136 ;;; mode: C++ *** | |
137 ;;; End: *** | |
138 */ |