Mercurial > hg > octave-lyh

annotate liboctave/dbleQRP.cc @ 8597:c86718093c1b

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
improve & fix QR classes
author Jaroslav Hajek <highegg@gmail.com>
date Tue, 27 Jan 2009 12:40:06 +0100
parents e3c9102431a9
children 20dfb885f877
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
1 /*
8e134d3b21c9 [project @ 1994-07-21 22:40:04 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
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
5
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
6 This file is part of Octave.
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
7
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
8 Octave is free software; you can redistribute it and/or modify it
8e134d3b21c9 [project @ 1994-07-21 22:40:04 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.
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
12
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
13 Octave is distributed in the hope that it will be useful, but WITHOUT
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
16 for more details.
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
17
8e134d3b21c9 [project @ 1994-07-21 22:40:04 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/>.
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
21
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
22 */
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
23
8e134d3b21c9 [project @ 1994-07-21 22:40:04 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>
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
26 #endif
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
27
1367
9f9131a8d706 [project @ 1995-09-06 00:07:03 by jwe]
jwe
parents: 1360
diff changeset
28 #include <cassert>
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
29
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
30 #include "dbleQRP.h"
1847
2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe]
jwe
parents: 1367
diff changeset
31 #include "f77-fcn.h"
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
32 #include "lo-error.h"
8597
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
33 #include "oct-locbuf.h"
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
34
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
35 extern "C"
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
36 {
4552
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
37 F77_RET_T
8368
c72c1c9bccdc call blocked permuted qr factorization routines from LAPACK
Jaroslav Hajek <highegg@gmail.com>
parents: 8367
diff changeset
38 F77_FUNC (dgeqp3, DGEQP3) (const octave_idx_type&, const octave_idx_type&, double*,
c72c1c9bccdc call blocked permuted qr factorization routines from LAPACK
Jaroslav Hajek <highegg@gmail.com>
parents: 8367
diff changeset
39 const octave_idx_type&, octave_idx_type*, double*, double*,
c72c1c9bccdc call blocked permuted qr factorization routines from LAPACK
Jaroslav Hajek <highegg@gmail.com>
parents: 8367
diff changeset
40 const octave_idx_type&, octave_idx_type&);
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
41 }
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
42
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
43 // It would be best to share some of this code with QR class...
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
44
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
45 QRP::QRP (const Matrix& a, QR::type qr_type)
2763
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe]
jwe
parents: 2468
diff changeset
46 : QR (), p ()
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe]
jwe
parents: 2468
diff changeset
47 {
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe]
jwe
parents: 2468
diff changeset
48 init (a, qr_type);
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe]
jwe
parents: 2468
diff changeset
49 }
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe]
jwe
parents: 2468
diff changeset
50
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe]
jwe
parents: 2468
diff changeset
51 void
d9d00d7e271e [project @ 1997-03-01 02:14:33 by jwe]
jwe
parents: 2468
diff changeset
52 QRP::init (const Matrix& a, QR::type qr_type)
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
53 {
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
54 assert (qr_type != QR::raw);
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
55
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
56 octave_idx_type m = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
57 octave_idx_type n = a.cols ();
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
58
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
59 octave_idx_type min_mn = m < n ? m : n;
8597
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
60 OCTAVE_LOCAL_BUFFER (double, tau, min_mn);
1922
8a57554f3142 [project @ 1996-02-11 02:53:20 by jwe]
jwe
parents: 1882
diff changeset
61
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
62 octave_idx_type info = 0;
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
63
8597
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
64 Matrix afact = a;
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
65 if (m > n && qr_type == QR::std)
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
66 afact.resize (m, m);
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
67
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
68 MArray<octave_idx_type> jpvt (n, 0);
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
69
8597
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
70 if (m > 0)
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
71 {
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
72 // workspace query.
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
73 double rlwork;
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
74 F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (),
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
75 tau, &rlwork, -1, info));
8368
c72c1c9bccdc call blocked permuted qr factorization routines from LAPACK
Jaroslav Hajek <highegg@gmail.com>
parents: 8367
diff changeset
76
8597
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
77 // allocate buffer and do the job.
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
78 octave_idx_type lwork = rlwork; lwork = std::max (lwork, 1);
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
79 OCTAVE_LOCAL_BUFFER (double, work, lwork);
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
80 F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (), m, jpvt.fortran_vec (),
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
81 tau, work, lwork, info));
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
82 }
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
83 else
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
84 for (octave_idx_type i = 0; i < n; i++) jpvt(i) = i+1;
1922
8a57554f3142 [project @ 1996-02-11 02:53:20 by jwe]
jwe
parents: 1882
diff changeset
85
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
86 // Form Permutation matrix (if economy is requested, return the
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
87 // indices only!)
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
88
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
89 jpvt -= 1;
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
90 p = PermMatrix (jpvt, true);
1922
8a57554f3142 [project @ 1996-02-11 02:53:20 by jwe]
jwe
parents: 1882
diff changeset
91
8a57554f3142 [project @ 1996-02-11 02:53:20 by jwe]
jwe
parents: 1882
diff changeset
92
8597
c86718093c1b improve & fix QR classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8375
diff changeset
93 form (n, afact, tau, qr_type);
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
94 }
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
95
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
96 ColumnVector
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
97 QRP::Pvec (void) const
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
98 {
8375
e3c9102431a9 fix design problems of diag & perm matrix classes
Jaroslav Hajek <highegg@gmail.com>
parents: 8368
diff changeset
99 Array<double> pa (p.pvec ());
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
100 ColumnVector pv (MArray<double> (pa) + 1.0);
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
101 return pv;
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
102 }
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
103
538
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
104 /*
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
105 ;;; Local Variables: ***
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
106 ;;; mode: C++ ***
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
107 ;;; End: ***
8e134d3b21c9 [project @ 1994-07-21 22:40:04 by jwe]
jwe
parents:
diff changeset
108 */