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1 /* |
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2 |
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3 Copyright (C) 2005 David Bateman |
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4 |
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5 Octave is free software; you can redistribute it and/or modify it |
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6 under the terms of the GNU General Public License as published by the |
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7 Free Software Foundation; either version 2, or (at your option) any |
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8 later version. |
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9 |
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10 Octave is distributed in the hope that it will be useful, but WITHOUT |
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11 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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12 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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13 for more details. |
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14 |
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15 You should have received a copy of the GNU General Public License |
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16 along with this program; see the file COPYING. If not, write to the |
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17 Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, |
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18 Boston, MA 02110-1301, USA. |
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19 |
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20 */ |
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21 |
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22 #ifdef HAVE_CONFIG_H |
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23 #include <config.h> |
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24 #endif |
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25 #include <vector> |
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26 |
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27 #include "lo-error.h" |
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28 #include "SparseCmplxQR.h" |
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29 |
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30 // Why did g++ 4.x stl_vector.h make |
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31 // OCTAVE_LOCAL_BUFFER (double _Complex, buf, n) |
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32 // an error ? |
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33 #define OCTAVE_C99_COMPLEX(buf, n) \ |
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34 OCTAVE_LOCAL_BUFFER (double, buf ## tmp, (2 * (n))); \ |
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35 double _Complex *buf = reinterpret_cast<double _Complex *> (buf ## tmp); |
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36 |
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37 #define OCTAVE_C99_ZERO (0. + 0.iF); |
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38 |
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39 SparseComplexQR::SparseComplexQR_rep::SparseComplexQR_rep |
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40 (const SparseComplexMatrix& a, int order) |
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41 { |
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42 #ifdef HAVE_CXSPARSE |
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43 CXSPARSE_ZNAME () A; |
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44 A.nzmax = a.nnz (); |
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45 A.m = a.rows (); |
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46 A.n = a.cols (); |
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47 nrows = A.m; |
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48 // Cast away const on A, with full knowledge that CSparse won't touch it |
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49 // Prevents the methods below making a copy of the data. |
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50 A.p = const_cast<octave_idx_type *>(a.cidx ()); |
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51 A.i = const_cast<octave_idx_type *>(a.ridx ()); |
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52 A.x = const_cast<double _Complex *>(reinterpret_cast<const double _Complex *> |
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53 (a.data ())); |
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54 A.nz = -1; |
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55 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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56 S = CXSPARSE_ZNAME (_sqr) (&A, order, 1); |
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57 N = CXSPARSE_ZNAME (_qr) (&A, S); |
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58 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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59 if (!N) |
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60 (*current_liboctave_error_handler) |
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61 ("SparseComplexQR: sparse matrix QR factorization filled"); |
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62 count = 1; |
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63 #else |
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64 (*current_liboctave_error_handler) |
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65 ("SparseComplexQR: sparse matrix QR factorization not implemented"); |
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66 #endif |
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67 } |
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68 |
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69 SparseComplexQR::SparseComplexQR_rep::~SparseComplexQR_rep (void) |
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70 { |
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71 #ifdef HAVE_CXSPARSE |
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72 CXSPARSE_ZNAME (_sfree) (S); |
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73 CXSPARSE_ZNAME (_nfree) (N); |
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74 #endif |
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75 } |
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76 |
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77 SparseComplexMatrix |
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78 SparseComplexQR::SparseComplexQR_rep::V (void) const |
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79 { |
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80 #ifdef HAVE_CXSPARSE |
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81 // Drop zeros from V and sort |
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82 // FIXME Is the double transpose to sort necessary? |
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83 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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84 CXSPARSE_ZNAME (_dropzeros) (N->L); |
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85 CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->L, 1); |
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86 CXSPARSE_ZNAME (_spfree) (N->L); |
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87 N->L = CXSPARSE_ZNAME (_transpose) (D, 1); |
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88 CXSPARSE_ZNAME (_spfree) (D); |
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89 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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90 |
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91 octave_idx_type nc = N->L->n; |
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92 octave_idx_type nz = N->L->nzmax; |
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93 SparseComplexMatrix ret (N->L->m, nc, nz); |
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94 for (octave_idx_type j = 0; j < nc+1; j++) |
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95 ret.xcidx (j) = N->L->p[j]; |
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96 for (octave_idx_type j = 0; j < nz; j++) |
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97 { |
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98 ret.xridx (j) = N->L->i[j]; |
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99 ret.xdata (j) = reinterpret_cast<Complex *>(N->L->x)[j]; |
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100 } |
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101 return ret; |
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102 #else |
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103 return SparseComplexMatrix (); |
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104 #endif |
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105 } |
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106 |
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107 ColumnVector |
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108 SparseComplexQR::SparseComplexQR_rep::Pinv (void) const |
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109 { |
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110 #ifdef HAVE_CXSPARSE |
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111 ColumnVector ret(N->L->m); |
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112 for (octave_idx_type i = 0; i < N->L->m; i++) |
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113 ret.xelem(i) = S->Pinv[i]; |
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114 return ret; |
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115 #else |
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116 return ColumnVector (); |
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117 #endif |
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118 } |
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119 |
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120 ColumnVector |
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121 SparseComplexQR::SparseComplexQR_rep::P (void) const |
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122 { |
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123 #ifdef HAVE_CXSPARSE |
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124 ColumnVector ret(N->L->m); |
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125 for (octave_idx_type i = 0; i < N->L->m; i++) |
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126 ret.xelem(S->Pinv[i]) = i; |
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127 return ret; |
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128 #else |
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129 return ColumnVector (); |
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130 #endif |
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131 } |
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132 |
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133 SparseComplexMatrix |
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134 SparseComplexQR::SparseComplexQR_rep::R (const bool econ) const |
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135 { |
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136 #ifdef HAVE_CXSPARSE |
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137 // Drop zeros from R and sort |
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138 // FIXME Is the double transpose to sort necessary? |
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139 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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140 CXSPARSE_ZNAME (_dropzeros) (N->U); |
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141 CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->U, 1); |
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142 CXSPARSE_ZNAME (_spfree) (N->U); |
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143 N->U = CXSPARSE_ZNAME (_transpose) (D, 1); |
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144 CXSPARSE_ZNAME (_spfree) (D); |
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145 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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146 |
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147 octave_idx_type nc = N->U->n; |
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148 octave_idx_type nz = N->U->nzmax; |
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149 SparseComplexMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz); |
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150 for (octave_idx_type j = 0; j < nc+1; j++) |
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151 ret.xcidx (j) = N->U->p[j]; |
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152 for (octave_idx_type j = 0; j < nz; j++) |
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153 { |
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154 ret.xridx (j) = N->U->i[j]; |
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155 ret.xdata (j) = reinterpret_cast<Complex *>(N->U->x)[j]; |
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156 } |
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157 return ret; |
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158 #else |
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159 return SparseComplexMatrix (); |
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160 #endif |
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161 } |
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162 |
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163 ComplexMatrix |
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164 SparseComplexQR::SparseComplexQR_rep::C (const ComplexMatrix &b) const |
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165 { |
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166 #ifdef HAVE_CXSPARSE |
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167 octave_idx_type b_nr = b.rows(); |
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168 octave_idx_type b_nc = b.cols(); |
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169 octave_idx_type nc = N->L->n; |
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170 octave_idx_type nr = nrows; |
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171 const double _Complex *bvec = |
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172 reinterpret_cast<const double _Complex *>(b.fortran_vec()); |
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173 ComplexMatrix ret(b_nr,b_nc); |
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174 Complex *vec = ret.fortran_vec(); |
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175 if (nr < 1 || nc < 1 || nr != b_nr) |
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176 (*current_liboctave_error_handler) ("matrix dimension mismatch"); |
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177 else |
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178 { |
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179 OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2); |
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180 for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr) |
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181 { |
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182 OCTAVE_QUIT; |
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183 volatile octave_idx_type nm = (nr < nc ? nr : nc); |
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184 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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185 CXSPARSE_ZNAME (_ipvec) (b_nr, S->Pinv, bvec + idx, |
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186 reinterpret_cast<double _Complex *>(buf)); |
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187 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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188 for (volatile octave_idx_type i = 0; i < nm; i++) |
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189 { |
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190 OCTAVE_QUIT; |
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191 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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192 CXSPARSE_ZNAME (_happly) |
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193 (N->L, i, N->B[i], reinterpret_cast<double _Complex *>(buf)); |
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194 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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195 } |
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196 for (octave_idx_type i = 0; i < b_nr; i++) |
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197 vec[i+idx] = buf[i]; |
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198 } |
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199 } |
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200 return ret; |
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201 #else |
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202 return ComplexMatrix (); |
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203 #endif |
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204 } |
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205 |
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206 ComplexMatrix |
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207 qrsolve(const SparseComplexMatrix&a, const Matrix &b, octave_idx_type &info) |
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208 { |
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209 #ifdef HAVE_CXSPARSE |
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210 octave_idx_type nr = a.rows(); |
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211 octave_idx_type nc = a.cols(); |
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212 octave_idx_type b_nc = b.cols(); |
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213 octave_idx_type b_nr = b.rows(); |
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214 ComplexMatrix x; |
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215 info = 0; |
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216 |
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217 if (nr < 1 || nc < 1 || nr != b_nr) |
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218 (*current_liboctave_error_handler) |
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219 ("matrix dimension mismatch in solution of minimum norm problem"); |
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220 else if (nr >= nc) |
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221 { |
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222 SparseComplexQR q (a, 2); |
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223 if (! q.ok ()) |
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224 { |
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225 info = -1; |
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226 return ComplexMatrix(); |
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227 } |
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228 x.resize(nc, b_nc); |
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229 double _Complex *vec = reinterpret_cast<double _Complex *> |
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230 (x.fortran_vec()); |
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231 OCTAVE_C99_COMPLEX (buf, q.S()->m2); |
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232 OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr); |
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233 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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234 { |
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235 OCTAVE_QUIT; |
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236 for (octave_idx_type j = 0; j < b_nr; j++) |
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237 Xx[j] = b.xelem(j,i); |
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238 for (octave_idx_type j = nr; j < q.S()->m2; j++) |
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239 buf[j] = OCTAVE_C99_ZERO; |
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240 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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241 CXSPARSE_ZNAME (_ipvec) |
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242 (nr, q.S()->Pinv, reinterpret_cast<double _Complex *>(Xx), buf); |
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243 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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244 for (volatile octave_idx_type j = 0; j < nc; j++) |
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245 { |
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246 OCTAVE_QUIT; |
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247 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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248 CXSPARSE_ZNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); |
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249 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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250 } |
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251 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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252 CXSPARSE_ZNAME (_usolve) (q.N()->U, buf); |
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253 CXSPARSE_ZNAME (_ipvec) (nc, q.S()->Q, buf, vec + idx); |
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254 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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255 } |
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256 } |
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257 else |
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258 { |
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259 SparseComplexMatrix at = a.hermitian(); |
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260 SparseComplexQR q (at, 2); |
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261 if (! q.ok ()) |
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262 { |
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263 info = -1; |
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264 return ComplexMatrix(); |
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265 } |
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266 x.resize(nc, b_nc); |
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267 double _Complex *vec = reinterpret_cast<double _Complex *> |
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268 (x.fortran_vec()); |
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269 volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); |
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270 OCTAVE_C99_COMPLEX (buf, nbuf); |
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271 OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr); |
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272 OCTAVE_LOCAL_BUFFER (Complex, B, nr); |
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273 for (octave_idx_type i = 0; i < nr; i++) |
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274 B[i] = conj (reinterpret_cast<Complex *>(q.N()->B) [i]); |
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275 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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276 { |
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277 OCTAVE_QUIT; |
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278 for (octave_idx_type j = 0; j < b_nr; j++) |
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279 Xx[j] = b.xelem(j,i); |
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280 for (octave_idx_type j = nr; j < nbuf; j++) |
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281 buf[j] = OCTAVE_C99_ZERO; |
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282 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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283 CXSPARSE_ZNAME (_pvec) |
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284 (nr, q.S()->Q, reinterpret_cast<double _Complex *>(Xx), buf); |
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285 CXSPARSE_ZNAME (_utsolve) (q.N()->U, buf); |
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286 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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287 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
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288 { |
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289 OCTAVE_QUIT; |
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290 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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291 |
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292 CXSPARSE_ZNAME (_happly) |
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293 (q.N()->L, j, reinterpret_cast<double _Complex *>(B)[j], buf); |
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294 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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295 } |
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296 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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297 CXSPARSE_ZNAME (_pvec) (nc, q.S()->Pinv, buf, vec + idx); |
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298 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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299 } |
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300 } |
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301 |
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302 return x; |
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303 #else |
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304 return ComplexMatrix (); |
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305 #endif |
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306 } |
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307 |
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308 SparseComplexMatrix |
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309 qrsolve(const SparseComplexMatrix&a, const SparseMatrix &b, octave_idx_type &info) |
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310 { |
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311 #ifdef HAVE_CXSPARSE |
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312 octave_idx_type nr = a.rows(); |
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313 octave_idx_type nc = a.cols(); |
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314 octave_idx_type b_nc = b.cols(); |
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315 octave_idx_type b_nr = b.rows(); |
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316 SparseComplexMatrix x; |
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317 volatile octave_idx_type ii, x_nz; |
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318 info = 0; |
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319 |
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320 if (nr < 1 || nc < 1 || nr != b_nr) |
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321 (*current_liboctave_error_handler) |
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322 ("matrix dimension mismatch in solution of minimum norm problem"); |
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323 else if (nr >= nc) |
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324 { |
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325 SparseComplexQR q (a, 2); |
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326 if (! q.ok ()) |
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327 { |
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328 info = -1; |
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329 return SparseComplexMatrix(); |
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330 } |
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331 x = SparseComplexMatrix (nc, b_nc, b.nzmax()); |
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332 x.xcidx(0) = 0; |
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333 x_nz = b.nzmax(); |
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334 ii = 0; |
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335 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); |
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336 OCTAVE_C99_COMPLEX (buf, q.S()->m2); |
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337 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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338 { |
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339 OCTAVE_QUIT; |
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340 for (octave_idx_type j = 0; j < b_nr; j++) |
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341 Xx[j] = b.xelem(j,i); |
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342 for (octave_idx_type j = nr; j < q.S()->m2; j++) |
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343 buf[j] = OCTAVE_C99_ZERO; |
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344 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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345 CXSPARSE_ZNAME (_ipvec) |
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346 (nr, q.S()->Pinv, reinterpret_cast<double _Complex *>(Xx), buf); |
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347 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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348 for (volatile octave_idx_type j = 0; j < nc; j++) |
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349 { |
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350 OCTAVE_QUIT; |
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351 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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352 CXSPARSE_ZNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); |
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353 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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354 } |
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355 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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356 CXSPARSE_ZNAME (_usolve) (q.N()->U, buf); |
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357 CXSPARSE_ZNAME (_ipvec) (nc, q.S()->Q, buf, |
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358 reinterpret_cast<double _Complex *>(Xx)); |
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359 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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360 |
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361 for (octave_idx_type j = 0; j < nc; j++) |
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362 { |
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363 Complex tmp = Xx[j]; |
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364 if (tmp != 0.0) |
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365 { |
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366 if (ii == x_nz) |
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367 { |
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368 // Resize the sparse matrix |
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369 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
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370 sz = (sz > 10 ? sz : 10) + x_nz; |
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371 x.change_capacity (sz); |
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372 x_nz = sz; |
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373 } |
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374 x.xdata(ii) = tmp; |
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375 x.xridx(ii++) = j; |
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376 } |
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377 } |
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378 x.xcidx(i+1) = ii; |
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379 } |
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380 } |
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381 else |
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382 { |
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383 SparseComplexMatrix at = a.hermitian(); |
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384 SparseComplexQR q (at, 2); |
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385 if (! q.ok ()) |
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386 { |
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387 info = -1; |
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388 return SparseComplexMatrix(); |
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389 } |
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390 x = SparseComplexMatrix (nc, b_nc, b.nzmax()); |
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391 x.xcidx(0) = 0; |
|
|
392 x_nz = b.nzmax(); |
|
|
393 ii = 0; |
|
5681
|
394 volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); |
|
5610
|
395 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); |
|
5681
|
396 OCTAVE_C99_COMPLEX (buf, nbuf); |
|
5610
|
397 OCTAVE_LOCAL_BUFFER (Complex, B, nr); |
|
|
398 for (octave_idx_type i = 0; i < nr; i++) |
|
|
399 B[i] = conj (reinterpret_cast<Complex *>(q.N()->B) [i]); |
|
|
400 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
|
|
401 { |
|
|
402 OCTAVE_QUIT; |
|
|
403 for (octave_idx_type j = 0; j < b_nr; j++) |
|
|
404 Xx[j] = b.xelem(j,i); |
|
5681
|
405 for (octave_idx_type j = nr; j < nbuf; j++) |
|
|
406 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
407 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
408 CXSPARSE_ZNAME (_pvec) |
|
5610
|
409 (nr, q.S()->Q, reinterpret_cast<double _Complex *>(Xx), buf); |
|
5648
|
410 CXSPARSE_ZNAME (_utsolve) (q.N()->U, buf); |
|
5610
|
411 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
412 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
|
|
413 { |
|
|
414 OCTAVE_QUIT; |
|
|
415 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
416 CXSPARSE_ZNAME (_happly) |
|
5610
|
417 (q.N()->L, j, reinterpret_cast<double _Complex *>(B)[j], buf); |
|
|
418 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
419 } |
|
|
420 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
421 CXSPARSE_ZNAME (_pvec) (nc, q.S()->Pinv, buf, |
|
5610
|
422 reinterpret_cast<double _Complex *>(Xx)); |
|
|
423 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
424 |
|
|
425 for (octave_idx_type j = 0; j < nc; j++) |
|
|
426 { |
|
|
427 Complex tmp = Xx[j]; |
|
|
428 if (tmp != 0.0) |
|
|
429 { |
|
|
430 if (ii == x_nz) |
|
|
431 { |
|
|
432 // Resize the sparse matrix |
|
|
433 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
|
|
434 sz = (sz > 10 ? sz : 10) + x_nz; |
|
|
435 x.change_capacity (sz); |
|
|
436 x_nz = sz; |
|
|
437 } |
|
|
438 x.xdata(ii) = tmp; |
|
|
439 x.xridx(ii++) = j; |
|
|
440 } |
|
|
441 } |
|
|
442 x.xcidx(i+1) = ii; |
|
|
443 } |
|
|
444 } |
|
|
445 |
|
|
446 x.maybe_compress (); |
|
|
447 return x; |
|
|
448 #else |
|
|
449 return SparseComplexMatrix (); |
|
|
450 #endif |
|
|
451 } |
|
|
452 |
|
|
453 ComplexMatrix |
|
|
454 qrsolve(const SparseComplexMatrix&a, const ComplexMatrix &b, octave_idx_type &info) |
|
|
455 { |
|
|
456 #ifdef HAVE_CXSPARSE |
|
|
457 octave_idx_type nr = a.rows(); |
|
|
458 octave_idx_type nc = a.cols(); |
|
|
459 octave_idx_type b_nc = b.cols(); |
|
|
460 octave_idx_type b_nr = b.rows(); |
|
|
461 const double _Complex *bvec = |
|
|
462 reinterpret_cast<const double _Complex *>(b.fortran_vec()); |
|
|
463 ComplexMatrix x; |
|
|
464 info = 0; |
|
|
465 |
|
|
466 if (nr < 1 || nc < 1 || nr != b_nr) |
|
|
467 (*current_liboctave_error_handler) |
|
|
468 ("matrix dimension mismatch in solution of minimum norm problem"); |
|
|
469 else if (nr >= nc) |
|
|
470 { |
|
|
471 SparseComplexQR q (a, 2); |
|
|
472 if (! q.ok ()) |
|
|
473 { |
|
|
474 info = -1; |
|
|
475 return ComplexMatrix(); |
|
|
476 } |
|
|
477 x.resize(nc, b_nc); |
|
|
478 double _Complex *vec = reinterpret_cast<double _Complex *> |
|
|
479 (x.fortran_vec()); |
|
5648
|
480 OCTAVE_C99_COMPLEX (buf, q.S()->m2); |
|
5610
|
481 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; |
|
|
482 i++, idx+=nc, bidx+=b_nr) |
|
|
483 { |
|
|
484 OCTAVE_QUIT; |
|
5681
|
485 for (octave_idx_type j = nr; j < q.S()->m2; j++) |
|
|
486 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
487 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
488 CXSPARSE_ZNAME (_ipvec) (nr, q.S()->Pinv, bvec + bidx, buf); |
|
5610
|
489 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
490 for (volatile octave_idx_type j = 0; j < nc; j++) |
|
|
491 { |
|
|
492 OCTAVE_QUIT; |
|
|
493 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
494 CXSPARSE_ZNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); |
|
5610
|
495 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
496 } |
|
|
497 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
498 CXSPARSE_ZNAME (_usolve) (q.N()->U, buf); |
|
|
499 CXSPARSE_ZNAME (_ipvec) (nc, q.S()->Q, buf, vec + idx); |
|
5610
|
500 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
501 } |
|
|
502 } |
|
|
503 else |
|
|
504 { |
|
|
505 SparseComplexMatrix at = a.hermitian(); |
|
|
506 SparseComplexQR q (at, 2); |
|
|
507 if (! q.ok ()) |
|
|
508 { |
|
|
509 info = -1; |
|
|
510 return ComplexMatrix(); |
|
|
511 } |
|
|
512 x.resize(nc, b_nc); |
|
|
513 double _Complex *vec = reinterpret_cast<double _Complex *> |
|
|
514 (x.fortran_vec()); |
|
5681
|
515 volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); |
|
|
516 OCTAVE_C99_COMPLEX (buf, nbuf); |
|
5610
|
517 OCTAVE_LOCAL_BUFFER (Complex, B, nr); |
|
|
518 for (octave_idx_type i = 0; i < nr; i++) |
|
|
519 B[i] = conj (reinterpret_cast<Complex *>(q.N()->B) [i]); |
|
|
520 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; |
|
|
521 i++, idx+=nc, bidx+=b_nr) |
|
|
522 { |
|
|
523 OCTAVE_QUIT; |
|
5681
|
524 for (octave_idx_type j = nr; j < nbuf; j++) |
|
|
525 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
526 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
527 CXSPARSE_ZNAME (_pvec) (nr, q.S()->Q, bvec + bidx, buf); |
|
|
528 CXSPARSE_ZNAME (_utsolve) (q.N()->U, buf); |
|
5610
|
529 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
530 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
|
|
531 { |
|
|
532 OCTAVE_QUIT; |
|
|
533 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
534 CXSPARSE_ZNAME (_happly) |
|
5610
|
535 (q.N()->L, j, reinterpret_cast<double _Complex *>(B)[j], buf); |
|
|
536 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
537 } |
|
|
538 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
539 CXSPARSE_ZNAME (_pvec) (nc, q.S()->Pinv, buf, vec + idx); |
|
5610
|
540 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
541 } |
|
|
542 } |
|
|
543 |
|
|
544 return x; |
|
|
545 #else |
|
|
546 return ComplexMatrix (); |
|
|
547 #endif |
|
|
548 } |
|
|
549 |
|
|
550 SparseComplexMatrix |
|
|
551 qrsolve(const SparseComplexMatrix&a, const SparseComplexMatrix &b, octave_idx_type &info) |
|
|
552 { |
|
|
553 #ifdef HAVE_CXSPARSE |
|
|
554 octave_idx_type nr = a.rows(); |
|
|
555 octave_idx_type nc = a.cols(); |
|
|
556 octave_idx_type b_nc = b.cols(); |
|
|
557 octave_idx_type b_nr = b.rows(); |
|
|
558 SparseComplexMatrix x; |
|
|
559 volatile octave_idx_type ii, x_nz; |
|
|
560 info = 0; |
|
|
561 |
|
|
562 if (nr < 1 || nc < 1 || nr != b_nr) |
|
|
563 (*current_liboctave_error_handler) |
|
|
564 ("matrix dimension mismatch in solution of minimum norm problem"); |
|
|
565 else if (nr >= nc) |
|
|
566 { |
|
|
567 SparseComplexQR q (a, 2); |
|
|
568 if (! q.ok ()) |
|
|
569 { |
|
|
570 info = -1; |
|
|
571 return SparseComplexMatrix(); |
|
|
572 } |
|
|
573 x = SparseComplexMatrix (nc, b_nc, b.nzmax()); |
|
|
574 x.xcidx(0) = 0; |
|
|
575 x_nz = b.nzmax(); |
|
|
576 ii = 0; |
|
|
577 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); |
|
5648
|
578 OCTAVE_C99_COMPLEX (buf, q.S()->m2); |
|
5610
|
579 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
|
|
580 { |
|
|
581 OCTAVE_QUIT; |
|
|
582 for (octave_idx_type j = 0; j < b_nr; j++) |
|
|
583 Xx[j] = b.xelem(j,i); |
|
5681
|
584 for (octave_idx_type j = nr; j < q.S()->m2; j++) |
|
|
585 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
586 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
587 CXSPARSE_ZNAME (_ipvec) |
|
5610
|
588 (nr, q.S()->Pinv, reinterpret_cast<double _Complex *>(Xx), buf); |
|
|
589 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
590 for (volatile octave_idx_type j = 0; j < nc; j++) |
|
|
591 { |
|
|
592 OCTAVE_QUIT; |
|
|
593 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
594 CXSPARSE_ZNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); |
|
5610
|
595 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
596 } |
|
|
597 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
598 CXSPARSE_ZNAME (_usolve) (q.N()->U, buf); |
|
|
599 CXSPARSE_ZNAME (_ipvec) (nc, q.S()->Q, buf, |
|
5610
|
600 reinterpret_cast<double _Complex *>(Xx)); |
|
|
601 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
602 |
|
|
603 for (octave_idx_type j = 0; j < nc; j++) |
|
|
604 { |
|
|
605 Complex tmp = Xx[j]; |
|
|
606 if (tmp != 0.0) |
|
|
607 { |
|
|
608 if (ii == x_nz) |
|
|
609 { |
|
|
610 // Resize the sparse matrix |
|
|
611 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
|
|
612 sz = (sz > 10 ? sz : 10) + x_nz; |
|
|
613 x.change_capacity (sz); |
|
|
614 x_nz = sz; |
|
|
615 } |
|
|
616 x.xdata(ii) = tmp; |
|
|
617 x.xridx(ii++) = j; |
|
|
618 } |
|
|
619 } |
|
|
620 x.xcidx(i+1) = ii; |
|
|
621 } |
|
|
622 } |
|
|
623 else |
|
|
624 { |
|
|
625 SparseComplexMatrix at = a.hermitian(); |
|
|
626 SparseComplexQR q (at, 2); |
|
|
627 if (! q.ok ()) |
|
|
628 { |
|
|
629 info = -1; |
|
|
630 return SparseComplexMatrix(); |
|
|
631 } |
|
|
632 x = SparseComplexMatrix (nc, b_nc, b.nzmax()); |
|
|
633 x.xcidx(0) = 0; |
|
|
634 x_nz = b.nzmax(); |
|
|
635 ii = 0; |
|
5681
|
636 volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); |
|
5610
|
637 OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); |
|
5681
|
638 OCTAVE_C99_COMPLEX (buf, nbuf); |
|
5610
|
639 OCTAVE_LOCAL_BUFFER (Complex, B, nr); |
|
|
640 for (octave_idx_type i = 0; i < nr; i++) |
|
|
641 B[i] = conj (reinterpret_cast<Complex *>(q.N()->B) [i]); |
|
|
642 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
|
|
643 { |
|
|
644 OCTAVE_QUIT; |
|
|
645 for (octave_idx_type j = 0; j < b_nr; j++) |
|
|
646 Xx[j] = b.xelem(j,i); |
|
5681
|
647 for (octave_idx_type j = nr; j < nbuf; j++) |
|
|
648 buf[j] = OCTAVE_C99_ZERO; |
|
5610
|
649 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
650 CXSPARSE_ZNAME (_pvec) |
|
5610
|
651 (nr, q.S()->Q, reinterpret_cast<double _Complex *>(Xx), buf); |
|
5648
|
652 CXSPARSE_ZNAME (_utsolve) (q.N()->U, buf); |
|
5610
|
653 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
654 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
|
|
655 { |
|
|
656 OCTAVE_QUIT; |
|
|
657 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
658 CXSPARSE_ZNAME (_happly) |
|
5610
|
659 (q.N()->L, j, reinterpret_cast<double _Complex *>(B)[j], buf); |
|
|
660 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
661 } |
|
|
662 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
5648
|
663 CXSPARSE_ZNAME (_pvec) (nc, q.S()->Pinv, buf, |
|
5610
|
664 reinterpret_cast<double _Complex *>(Xx)); |
|
|
665 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
|
|
666 |
|
|
667 for (octave_idx_type j = 0; j < nc; j++) |
|
|
668 { |
|
|
669 Complex tmp = Xx[j]; |
|
|
670 if (tmp != 0.0) |
|
|
671 { |
|
|
672 if (ii == x_nz) |
|
|
673 { |
|
|
674 // Resize the sparse matrix |
|
|
675 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
|
|
676 sz = (sz > 10 ? sz : 10) + x_nz; |
|
|
677 x.change_capacity (sz); |
|
|
678 x_nz = sz; |
|
|
679 } |
|
|
680 x.xdata(ii) = tmp; |
|
|
681 x.xridx(ii++) = j; |
|
|
682 } |
|
|
683 } |
|
|
684 x.xcidx(i+1) = ii; |
|
|
685 } |
|
|
686 } |
|
|
687 |
|
|
688 x.maybe_compress (); |
|
|
689 return x; |
|
|
690 #else |
|
|
691 return SparseComplexMatrix (); |
|
|
692 #endif |
|
|
693 } |
|
|
694 |
|
|
695 /* |
|
|
696 ;;; Local Variables: *** |
|
|
697 ;;; mode: C++ *** |
|
|
698 ;;; End: *** |
|
|
699 */ |
