Mercurial > hg > octave-lyh
annotate liboctave/dbleQRP.cc @ 8367:445d27d79f4e
support permutation matrix objects
| author | Jaroslav Hajek <highegg@gmail.com> |
|---|---|
| date | Thu, 04 Dec 2008 08:31:56 +0100 |
| parents | 29980c6b8604 |
| children | c72c1c9bccdc |
| rev | line source |
|---|---|
| 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 "dbleQRP.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 (dgeqpf, DGEQPF) (const octave_idx_type&, const octave_idx_type&, double*, |
| 38 const octave_idx_type&, octave_idx_type*, double*, double*, octave_idx_type&); | |
| 567 | 39 |
| 4552 | 40 F77_RET_T |
| 5275 | 41 F77_FUNC (dorgqr, DORGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
| 42 double*, const octave_idx_type&, double*, double*, | |
| 43 const octave_idx_type&, octave_idx_type&); | |
| 538 | 44 } |
| 45 | |
| 46 // It would be best to share some of this code with QR class... | |
| 47 | |
| 48 QRP::QRP (const Matrix& a, QR::type qr_type) | |
| 2763 | 49 : QR (), p () |
| 50 { | |
| 51 init (a, qr_type); | |
| 52 } | |
| 53 | |
| 54 void | |
| 55 QRP::init (const Matrix& a, QR::type qr_type) | |
| 538 | 56 { |
| 57 assert (qr_type != QR::raw); | |
| 58 | |
| 5275 | 59 octave_idx_type m = a.rows (); |
| 60 octave_idx_type n = a.cols (); | |
| 538 | 61 |
| 62 if (m == 0 || n == 0) | |
| 63 { | |
| 64 (*current_liboctave_error_handler) ("QR must have non-empty matrix"); | |
| 65 return; | |
| 66 } | |
| 67 | |
| 5275 | 68 octave_idx_type min_mn = m < n ? m : n; |
| 3883 | 69 Array<double> tau (min_mn); |
| 1928 | 70 double *ptau = tau.fortran_vec (); |
| 1922 | 71 |
| 5275 | 72 octave_idx_type lwork = 3*n > 32*m ? 3*n : 32*m; |
| 1928 | 73 Array<double> work (lwork); |
| 74 double *pwork = work.fortran_vec (); | |
| 1922 | 75 |
| 5275 | 76 octave_idx_type info = 0; |
| 538 | 77 |
| 2763 | 78 Matrix A_fact = a; |
| 3883 | 79 if (m > n && qr_type != QR::economy) |
| 2763 | 80 A_fact.resize (m, m, 0.0); |
| 538 | 81 |
| 1928 | 82 double *tmp_data = A_fact.fortran_vec (); |
| 538 | 83 |
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84 MArray<octave_idx_type> jpvt (n, 0); |
| 5275 | 85 octave_idx_type *pjpvt = jpvt.fortran_vec (); |
| 538 | 86 |
| 1928 | 87 // Code to enforce a certain permutation could go here... |
| 538 | 88 |
| 1928 | 89 F77_XFCN (dgeqpf, DGEQPF, (m, n, tmp_data, m, pjpvt, ptau, pwork, info)); |
| 1922 | 90 |
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91 // Form Permutation matrix (if economy is requested, return the |
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92 // indices only!) |
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93 |
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94 jpvt -= 1; |
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95 p = PermMatrix (jpvt, true); |
| 1922 | 96 |
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97 octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m; |
| 1922 | 98 |
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99 if (qr_type == QR::economy && m > n) |
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100 r.resize (n, n, 0.0); |
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101 else |
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102 r.resize (m, n, 0.0); |
| 3883 | 103 |
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104 for (octave_idx_type j = 0; j < n; j++) |
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105 { |
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106 octave_idx_type limit = j < min_mn-1 ? j : min_mn-1; |
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107 for (octave_idx_type i = 0; i <= limit; i++) |
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108 r.elem (i, j) = A_fact.elem (i, j); |
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109 } |
| 1922 | 110 |
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111 F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau, |
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112 pwork, lwork, info)); |
| 1922 | 113 |
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114 q = A_fact; |
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115 q.resize (m, n2); |
| 538 | 116 } |
| 117 | |
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118 ColumnVector |
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119 QRP::Pvec (void) const |
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120 { |
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121 Array<double> pa (p); |
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122 ColumnVector pv (MArray<double> (pa) + 1.0); |
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123 return pv; |
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124 } |
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125 |
| 538 | 126 /* |
| 127 ;;; Local Variables: *** | |
| 128 ;;; mode: C++ *** | |
| 129 ;;; End: *** | |
| 130 */ |