Mercurial > hg > octave-lyh
view liboctave/floatQRP.cc @ 8392:c187f0e3a7ee
use m-file implementation for expm
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Wed, 10 Dec 2008 11:55:23 +0100 |
parents | e3c9102431a9 |
children | c86718093c1b |
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/* Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007 John W. Eaton This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cassert> #include "floatQRP.h" #include "f77-fcn.h" #include "lo-error.h" extern "C" { F77_RET_T F77_FUNC (sgeqp3, SGEQP3) (const octave_idx_type&, const octave_idx_type&, float*, const octave_idx_type&, octave_idx_type*, float*, float*, const octave_idx_type&, octave_idx_type&); F77_RET_T F77_FUNC (sorgqr, SORGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, float*, const octave_idx_type&, float*, float*, const octave_idx_type&, octave_idx_type&); } // It would be best to share some of this code with QR class... FloatQRP::FloatQRP (const FloatMatrix& a, QR::type qr_type) : FloatQR (), p () { init (a, qr_type); } void FloatQRP::init (const FloatMatrix& a, QR::type qr_type) { assert (qr_type != QR::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); if (m == 0 || n == 0) { (*current_liboctave_error_handler) ("QR must have non-empty matrix"); return; } octave_idx_type min_mn = m < n ? m : n; Array<float> tau (min_mn); float *ptau = tau.fortran_vec (); octave_idx_type info = 0; FloatMatrix A_fact = a; if (m > n && qr_type != QR::economy) A_fact.resize (m, m, 0.0); float *tmp_data = A_fact.fortran_vec (); MArray<octave_idx_type> jpvt (n, 0); octave_idx_type *pjpvt = jpvt.fortran_vec (); float rlwork = 0; // Workspace query... F77_XFCN (sgeqp3, SGEQP3, (m, n, tmp_data, m, pjpvt, ptau, &rlwork, -1, info)); octave_idx_type lwork = rlwork; Array<float> work (lwork); float *pwork = work.fortran_vec (); // Code to enforce a certain permutation could go here... F77_XFCN (sgeqp3, SGEQP3, (m, n, tmp_data, m, pjpvt, ptau, pwork, lwork, info)); // Form Permutation matrix (if economy is requested, return the // indices only!) jpvt -= 1; p = PermMatrix (jpvt, true); octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m; if (qr_type == QR::economy && m > n) r.resize (n, n, 0.0); else r.resize (m, n, 0.0); for (octave_idx_type j = 0; j < n; j++) { octave_idx_type limit = j < min_mn-1 ? j : min_mn-1; for (octave_idx_type i = 0; i <= limit; i++) r.elem (i, j) = A_fact.elem (i, j); } F77_XFCN (sorgqr, SORGQR, (m, n2, min_mn, tmp_data, m, ptau, pwork, lwork, info)); q = A_fact; q.resize (m, n2); } FloatColumnVector FloatQRP::Pvec (void) const { Array<float> pa (p.pvec ()); FloatColumnVector pv (MArray<float> (pa) + 1.0f); return pv; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */