Mercurial > hg > octave-nkf
annotate liboctave/numeric/SparseQR.cc @ 20750:3339c9bdfe6a
Activate FSAL property in dorpri timestepper
* scripts/ode/private/runge_kutta_45_dorpri.m: don't compute
first stage if values from previous iteration are passed.
* scripts/ode/private/integrate_adaptive.m: do not update
cmputed stages if timestep is rejected.
author | Carlo de Falco <carlo.defalco@polimi.it> |
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date | Sat, 03 Oct 2015 07:32:50 +0200 |
parents | 4197fc428c7d |
children |
rev | line source |
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5610 | 1 /* |
2 | |
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3 Copyright (C) 2005-2015 David Bateman |
5610 | 4 |
7016 | 5 This file is part of Octave. |
6 | |
5610 | 7 Octave is free software; you can redistribute it and/or modify it |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
5610 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
5610 | 20 |
21 */ | |
22 | |
23 #ifdef HAVE_CONFIG_H | |
24 #include <config.h> | |
25 #endif | |
26 #include <vector> | |
27 | |
28 #include "lo-error.h" | |
29 #include "SparseQR.h" | |
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30 #include "oct-locbuf.h" |
5610 | 31 |
32 SparseQR::SparseQR_rep::SparseQR_rep (const SparseMatrix& a, int order) | |
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33 : count (1), nrows (0) |
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34 #ifdef HAVE_CXSPARSE |
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35 , S (0), N (0) |
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36 #endif |
5610 | 37 { |
38 #ifdef HAVE_CXSPARSE | |
5648 | 39 CXSPARSE_DNAME () A; |
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40 A.nzmax = a.nnz (); |
5610 | 41 A.m = a.rows (); |
42 A.n = a.cols (); | |
43 nrows = A.m; | |
44 // Cast away const on A, with full knowledge that CSparse won't touch it | |
45 // Prevents the methods below making a copy of the data. | |
46 A.p = const_cast<octave_idx_type *>(a.cidx ()); | |
47 A.i = const_cast<octave_idx_type *>(a.ridx ()); | |
48 A.x = const_cast<double *>(a.data ()); | |
49 A.nz = -1; | |
50 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; | |
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51 #if defined (CS_VER) && (CS_VER >= 2) |
5792 | 52 S = CXSPARSE_DNAME (_sqr) (order, &A, 1); |
53 #else | |
54 S = CXSPARSE_DNAME (_sqr) (&A, order - 1, 1); | |
55 #endif | |
56 | |
5648 | 57 N = CXSPARSE_DNAME (_qr) (&A, S); |
5610 | 58 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
59 if (!N) | |
60 (*current_liboctave_error_handler) | |
61 ("SparseQR: sparse matrix QR factorization filled"); | |
62 count = 1; | |
63 #else | |
64 (*current_liboctave_error_handler) | |
65 ("SparseQR: sparse matrix QR factorization not implemented"); | |
66 #endif | |
67 } | |
68 | |
69 SparseQR::SparseQR_rep::~SparseQR_rep (void) | |
70 { | |
71 #ifdef HAVE_CXSPARSE | |
5648 | 72 CXSPARSE_DNAME (_sfree) (S); |
73 CXSPARSE_DNAME (_nfree) (N); | |
5610 | 74 #endif |
75 } | |
76 | |
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77 SparseMatrix |
5610 | 78 SparseQR::SparseQR_rep::V (void) const |
79 { | |
80 #ifdef HAVE_CXSPARSE | |
81 // Drop zeros from V and sort | |
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82 // FIXME: Is the double transpose to sort necessary? |
5610 | 83 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
5648 | 84 CXSPARSE_DNAME (_dropzeros) (N->L); |
85 CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->L, 1); | |
86 CXSPARSE_DNAME (_spfree) (N->L); | |
87 N->L = CXSPARSE_DNAME (_transpose) (D, 1); | |
88 CXSPARSE_DNAME (_spfree) (D); | |
5610 | 89 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
90 | |
91 octave_idx_type nc = N->L->n; | |
92 octave_idx_type nz = N->L->nzmax; | |
93 SparseMatrix ret (N->L->m, nc, nz); | |
94 for (octave_idx_type j = 0; j < nc+1; j++) | |
95 ret.xcidx (j) = N->L->p[j]; | |
96 for (octave_idx_type j = 0; j < nz; j++) | |
97 { | |
98 ret.xridx (j) = N->L->i[j]; | |
99 ret.xdata (j) = N->L->x[j]; | |
100 } | |
101 return ret; | |
102 #else | |
103 return SparseMatrix (); | |
104 #endif | |
105 } | |
106 | |
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107 ColumnVector |
5610 | 108 SparseQR::SparseQR_rep::Pinv (void) const |
109 { | |
110 #ifdef HAVE_CXSPARSE | |
111 ColumnVector ret(N->L->m); | |
112 for (octave_idx_type i = 0; i < N->L->m; i++) | |
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113 #if defined (CS_VER) && (CS_VER >= 2) |
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114 ret.xelem (i) = S->pinv[i]; |
5792 | 115 #else |
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116 ret.xelem (i) = S->Pinv[i]; |
5792 | 117 #endif |
5610 | 118 return ret; |
119 #else | |
120 return ColumnVector (); | |
121 #endif | |
122 } | |
123 | |
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124 ColumnVector |
5610 | 125 SparseQR::SparseQR_rep::P (void) const |
126 { | |
127 #ifdef HAVE_CXSPARSE | |
128 ColumnVector ret(N->L->m); | |
129 for (octave_idx_type i = 0; i < N->L->m; i++) | |
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130 #if defined (CS_VER) && (CS_VER >= 2) |
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131 ret.xelem (S->pinv[i]) = i; |
5792 | 132 #else |
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133 ret.xelem (S->Pinv[i]) = i; |
5792 | 134 #endif |
5610 | 135 return ret; |
136 #else | |
137 return ColumnVector (); | |
138 #endif | |
139 } | |
140 | |
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141 SparseMatrix |
5610 | 142 SparseQR::SparseQR_rep::R (const bool econ) const |
143 { | |
144 #ifdef HAVE_CXSPARSE | |
145 // Drop zeros from R and sort | |
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146 // FIXME: Is the double transpose to sort necessary? |
5610 | 147 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
5648 | 148 CXSPARSE_DNAME (_dropzeros) (N->U); |
149 CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->U, 1); | |
150 CXSPARSE_DNAME (_spfree) (N->U); | |
151 N->U = CXSPARSE_DNAME (_transpose) (D, 1); | |
152 CXSPARSE_DNAME (_spfree) (D); | |
5610 | 153 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
154 | |
155 octave_idx_type nc = N->U->n; | |
156 octave_idx_type nz = N->U->nzmax; | |
157 | |
158 SparseMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz); | |
159 | |
160 for (octave_idx_type j = 0; j < nc+1; j++) | |
161 ret.xcidx (j) = N->U->p[j]; | |
162 for (octave_idx_type j = 0; j < nz; j++) | |
163 { | |
164 ret.xridx (j) = N->U->i[j]; | |
165 ret.xdata (j) = N->U->x[j]; | |
166 } | |
167 return ret; | |
168 #else | |
169 return SparseMatrix (); | |
170 #endif | |
171 } | |
172 | |
173 Matrix | |
174 SparseQR::SparseQR_rep::C (const Matrix &b) const | |
175 { | |
176 #ifdef HAVE_CXSPARSE | |
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177 octave_idx_type b_nr = b.rows (); |
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178 octave_idx_type b_nc = b.cols (); |
5610 | 179 octave_idx_type nc = N->L->n; |
180 octave_idx_type nr = nrows; | |
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181 const double *bvec = b.fortran_vec (); |
6924 | 182 Matrix ret (b_nr, b_nc); |
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183 double *vec = ret.fortran_vec (); |
6924 | 184 if (nr < 0 || nc < 0 || nr != b_nr) |
5610 | 185 (*current_liboctave_error_handler) ("matrix dimension mismatch"); |
6924 | 186 else if (nr == 0 || nc == 0 || b_nc == 0) |
187 ret = Matrix (nc, b_nc, 0.0); | |
5610 | 188 else |
189 { | |
190 OCTAVE_LOCAL_BUFFER (double, buf, S->m2); | |
191 for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr) | |
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192 { |
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193 octave_quit (); |
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194 for (octave_idx_type i = nr; i < S->m2; i++) |
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195 buf[i] = 0.; |
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196 volatile octave_idx_type nm = (nr < nc ? nr : nc); |
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197 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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198 #if defined (CS_VER) && (CS_VER >= 2) |
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199 CXSPARSE_DNAME (_ipvec) (S->pinv, bvec + idx, buf, b_nr); |
5792 | 200 #else |
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201 CXSPARSE_DNAME (_ipvec) (b_nr, S->Pinv, bvec + idx, buf); |
5792 | 202 #endif |
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203 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
5610 | 204 |
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205 for (volatile octave_idx_type i = 0; i < nm; i++) |
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206 { |
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207 octave_quit (); |
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208 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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209 CXSPARSE_DNAME (_happly) (N->L, i, N->B[i], buf); |
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210 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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211 } |
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212 for (octave_idx_type i = 0; i < b_nr; i++) |
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213 vec[i+idx] = buf[i]; |
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214 } |
5610 | 215 } |
216 return ret; | |
217 #else | |
218 return Matrix (); | |
219 #endif | |
220 } | |
221 | |
222 Matrix | |
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223 SparseQR::SparseQR_rep::Q (void) const |
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224 { |
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225 #ifdef HAVE_CXSPARSE |
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226 octave_idx_type nc = N->L->n; |
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227 octave_idx_type nr = nrows; |
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228 Matrix ret (nr, nr); |
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229 double *vec = ret.fortran_vec (); |
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230 if (nr < 0 || nc < 0) |
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231 (*current_liboctave_error_handler) ("matrix dimension mismatch"); |
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232 else if (nr == 0 || nc == 0) |
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233 ret = Matrix (nc, nr, 0.0); |
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234 else |
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235 { |
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236 OCTAVE_LOCAL_BUFFER (double, bvec, nr + 1); |
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237 for (octave_idx_type i = 0; i < nr; i++) |
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238 bvec[i] = 0.; |
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239 OCTAVE_LOCAL_BUFFER (double, buf, S->m2); |
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240 for (volatile octave_idx_type j = 0, idx = 0; j < nr; j++, idx+=nr) |
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241 { |
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242 octave_quit (); |
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243 bvec[j] = 1.0; |
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244 for (octave_idx_type i = nr; i < S->m2; i++) |
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245 buf[i] = 0.; |
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246 volatile octave_idx_type nm = (nr < nc ? nr : nc); |
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247 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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248 #if defined (CS_VER) && (CS_VER >= 2) |
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249 CXSPARSE_DNAME (_ipvec) (S->pinv, bvec, buf, nr); |
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250 #else |
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251 CXSPARSE_DNAME (_ipvec) (nr, S->Pinv, bvec, buf); |
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252 #endif |
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253 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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254 |
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255 for (volatile octave_idx_type i = 0; i < nm; i++) |
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256 { |
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257 octave_quit (); |
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258 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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259 CXSPARSE_DNAME (_happly) (N->L, i, N->B[i], buf); |
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260 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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261 } |
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262 for (octave_idx_type i = 0; i < nr; i++) |
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263 vec[i+idx] = buf[i]; |
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264 bvec[j] = 0.0; |
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265 } |
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266 } |
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267 return ret.transpose (); |
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268 #else |
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269 return Matrix (); |
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270 #endif |
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271 } |
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272 |
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273 Matrix |
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274 qrsolve (const SparseMatrix&a, const Matrix &b, octave_idx_type& info) |
5610 | 275 { |
5797 | 276 info = -1; |
5610 | 277 #ifdef HAVE_CXSPARSE |
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278 octave_idx_type nr = a.rows (); |
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279 octave_idx_type nc = a.cols (); |
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280 octave_idx_type b_nc = b.cols (); |
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281 octave_idx_type b_nr = b.rows (); |
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282 const double *bvec = b.fortran_vec (); |
5610 | 283 Matrix x; |
284 | |
6924 | 285 if (nr < 0 || nc < 0 || nr != b_nr) |
5610 | 286 (*current_liboctave_error_handler) |
287 ("matrix dimension mismatch in solution of minimum norm problem"); | |
6924 | 288 else if (nr == 0 || nc == 0 || b_nc == 0) |
289 x = Matrix (nc, b_nc, 0.0); | |
5610 | 290 else if (nr >= nc) |
291 { | |
5792 | 292 SparseQR q (a, 3); |
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293 if (! q.ok ()) |
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294 return Matrix (); |
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295 x.resize (nc, b_nc); |
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296 double *vec = x.fortran_vec (); |
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297 OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2); |
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298 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; |
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299 i++, idx+=nc, bidx+=b_nr) |
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300 { |
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301 octave_quit (); |
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302 for (octave_idx_type j = nr; j < q.S ()->m2; j++) |
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303 buf[j] = 0.; |
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304 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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305 #if defined (CS_VER) && (CS_VER >= 2) |
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306 CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, bvec + bidx, buf, nr); |
5792 | 307 #else |
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308 CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, bvec + bidx, buf); |
5792 | 309 #endif |
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310 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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311 for (volatile octave_idx_type j = 0; j < nc; j++) |
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312 { |
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313 octave_quit (); |
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314 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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315 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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316 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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317 } |
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318 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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319 CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); |
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320 #if defined (CS_VER) && (CS_VER >= 2) |
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321 CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, vec + idx, nc); |
5792 | 322 #else |
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323 CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, vec + idx); |
5792 | 324 #endif |
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325 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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326 } |
5797 | 327 info = 0; |
5610 | 328 } |
329 else | |
330 { | |
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331 SparseMatrix at = a.hermitian (); |
5792 | 332 SparseQR q (at, 3); |
5610 | 333 if (! q.ok ()) |
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334 return Matrix (); |
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335 x.resize (nc, b_nc); |
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336 double *vec = x.fortran_vec (); |
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337 volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); |
5681 | 338 OCTAVE_LOCAL_BUFFER (double, buf, nbuf); |
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339 for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; |
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340 i++, idx+=nc, bidx+=b_nr) |
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341 { |
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342 octave_quit (); |
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343 for (octave_idx_type j = nr; j < nbuf; j++) |
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344 buf[j] = 0.; |
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345 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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346 #if defined (CS_VER) && (CS_VER >= 2) |
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347 CXSPARSE_DNAME (_pvec) (q.S ()->q, bvec + bidx, buf, nr); |
5792 | 348 #else |
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349 CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, bvec + bidx, buf); |
5792 | 350 #endif |
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351 CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); |
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352 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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353 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
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354 { |
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355 octave_quit (); |
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356 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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357 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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358 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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359 } |
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360 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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361 #if defined (CS_VER) && (CS_VER >= 2) |
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362 CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, vec + idx, nc); |
5792 | 363 #else |
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364 CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, vec + idx); |
5792 | 365 #endif |
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366 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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367 } |
5797 | 368 info = 0; |
5610 | 369 } |
370 | |
371 return x; | |
372 #else | |
373 return Matrix (); | |
374 #endif | |
375 } | |
376 | |
377 SparseMatrix | |
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378 qrsolve (const SparseMatrix&a, const SparseMatrix &b, octave_idx_type &info) |
5610 | 379 { |
5797 | 380 info = -1; |
5610 | 381 #ifdef HAVE_CXSPARSE |
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382 octave_idx_type nr = a.rows (); |
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383 octave_idx_type nc = a.cols (); |
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384 octave_idx_type b_nr = b.rows (); |
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385 octave_idx_type b_nc = b.cols (); |
5610 | 386 SparseMatrix x; |
387 volatile octave_idx_type ii, x_nz; | |
388 | |
6924 | 389 if (nr < 0 || nc < 0 || nr != b_nr) |
5610 | 390 (*current_liboctave_error_handler) |
391 ("matrix dimension mismatch in solution of minimum norm problem"); | |
6924 | 392 else if (nr == 0 || nc == 0 || b_nc == 0) |
393 x = SparseMatrix (nc, b_nc); | |
5610 | 394 else if (nr >= nc) |
395 { | |
5792 | 396 SparseQR q (a, 3); |
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397 if (! q.ok ()) |
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398 return SparseMatrix (); |
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399 x = SparseMatrix (nc, b_nc, b.nnz ()); |
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400 x.xcidx (0) = 0; |
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401 x_nz = b.nnz (); |
5610 | 402 ii = 0; |
403 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); | |
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404 OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2); |
5610 | 405 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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406 { |
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407 octave_quit (); |
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408 for (octave_idx_type j = 0; j < b_nr; j++) |
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409 Xx[j] = b.xelem (j,i); |
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410 for (octave_idx_type j = nr; j < q.S ()->m2; j++) |
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411 buf[j] = 0.; |
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412 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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413 #if defined (CS_VER) && (CS_VER >= 2) |
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414 CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xx, buf, nr); |
5792 | 415 #else |
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416 CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xx, buf); |
5792 | 417 #endif |
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418 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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419 for (volatile octave_idx_type j = 0; j < nc; j++) |
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420 { |
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421 octave_quit (); |
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422 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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423 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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424 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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425 } |
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426 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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427 CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); |
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428 #if defined (CS_VER) && (CS_VER >= 2) |
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429 CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xx, nc); |
5792 | 430 #else |
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431 CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xx); |
5792 | 432 #endif |
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433 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
5610 | 434 |
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435 for (octave_idx_type j = 0; j < nc; j++) |
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436 { |
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437 double tmp = Xx[j]; |
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438 if (tmp != 0.0) |
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439 { |
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440 if (ii == x_nz) |
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441 { |
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442 // Resize the sparse matrix |
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443 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
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444 sz = (sz > 10 ? sz : 10) + x_nz; |
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445 x.change_capacity (sz); |
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446 x_nz = sz; |
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447 } |
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448 x.xdata (ii) = tmp; |
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449 x.xridx (ii++) = j; |
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450 } |
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451 } |
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452 x.xcidx (i+1) = ii; |
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453 } |
5797 | 454 info = 0; |
5610 | 455 } |
456 else | |
457 { | |
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458 SparseMatrix at = a.hermitian (); |
5792 | 459 SparseQR q (at, 3); |
5610 | 460 if (! q.ok ()) |
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461 return SparseMatrix (); |
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462 x = SparseMatrix (nc, b_nc, b.nnz ()); |
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463 x.xcidx (0) = 0; |
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464 x_nz = b.nnz (); |
5610 | 465 ii = 0; |
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466 volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); |
5610 | 467 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); |
5681 | 468 OCTAVE_LOCAL_BUFFER (double, buf, nbuf); |
5610 | 469 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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470 { |
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471 octave_quit (); |
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472 for (octave_idx_type j = 0; j < b_nr; j++) |
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473 Xx[j] = b.xelem (j,i); |
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474 for (octave_idx_type j = nr; j < nbuf; j++) |
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475 buf[j] = 0.; |
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476 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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477 #if defined (CS_VER) && (CS_VER >= 2) |
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478 CXSPARSE_DNAME (_pvec) (q.S ()->q, Xx, buf, nr); |
5792 | 479 #else |
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480 CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xx, buf); |
5792 | 481 #endif |
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482 CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); |
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483 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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484 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
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485 { |
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486 octave_quit (); |
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487 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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488 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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489 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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490 } |
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491 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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492 #if defined (CS_VER) && (CS_VER >= 2) |
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493 CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xx, nc); |
5792 | 494 #else |
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495 CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xx); |
5792 | 496 #endif |
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497 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
5610 | 498 |
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499 for (octave_idx_type j = 0; j < nc; j++) |
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500 { |
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501 double tmp = Xx[j]; |
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502 if (tmp != 0.0) |
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503 { |
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504 if (ii == x_nz) |
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505 { |
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506 // Resize the sparse matrix |
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507 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
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508 sz = (sz > 10 ? sz : 10) + x_nz; |
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509 x.change_capacity (sz); |
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510 x_nz = sz; |
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511 } |
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512 x.xdata (ii) = tmp; |
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513 x.xridx (ii++) = j; |
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514 } |
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515 } |
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516 x.xcidx (i+1) = ii; |
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517 } |
5797 | 518 info = 0; |
5610 | 519 } |
520 | |
521 x.maybe_compress (); | |
522 return x; | |
523 #else | |
524 return SparseMatrix (); | |
525 #endif | |
526 } | |
527 | |
528 ComplexMatrix | |
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529 qrsolve (const SparseMatrix&a, const ComplexMatrix &b, octave_idx_type &info) |
5610 | 530 { |
5797 | 531 info = -1; |
5610 | 532 #ifdef HAVE_CXSPARSE |
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533 octave_idx_type nr = a.rows (); |
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534 octave_idx_type nc = a.cols (); |
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535 octave_idx_type b_nc = b.cols (); |
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536 octave_idx_type b_nr = b.rows (); |
5610 | 537 ComplexMatrix x; |
538 | |
6924 | 539 if (nr < 0 || nc < 0 || nr != b_nr) |
5610 | 540 (*current_liboctave_error_handler) |
541 ("matrix dimension mismatch in solution of minimum norm problem"); | |
6924 | 542 else if (nr == 0 || nc == 0 || b_nc == 0) |
543 x = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0)); | |
5610 | 544 else if (nr >= nc) |
545 { | |
5792 | 546 SparseQR q (a, 3); |
5610 | 547 if (! q.ok ()) |
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548 return ComplexMatrix (); |
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549 x.resize (nc, b_nc); |
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550 Complex *vec = x.fortran_vec (); |
5610 | 551 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); |
552 OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); | |
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553 OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2); |
5610 | 554 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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555 { |
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556 octave_quit (); |
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557 for (octave_idx_type j = 0; j < b_nr; j++) |
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558 { |
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559 Complex c = b.xelem (j,i); |
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560 Xx[j] = std::real (c); |
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561 Xz[j] = std::imag (c); |
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562 } |
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563 for (octave_idx_type j = nr; j < q.S ()->m2; j++) |
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564 buf[j] = 0.; |
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565 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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566 #if defined (CS_VER) && (CS_VER >= 2) |
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567 CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xx, buf, nr); |
5792 | 568 #else |
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569 CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xx, buf); |
5792 | 570 #endif |
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571 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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572 for (volatile octave_idx_type j = 0; j < nc; j++) |
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573 { |
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574 octave_quit (); |
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575 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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576 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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577 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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578 } |
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579 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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580 CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); |
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581 #if defined (CS_VER) && (CS_VER >= 2) |
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582 CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xx, nc); |
5792 | 583 #else |
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584 CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xx); |
5792 | 585 #endif |
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586 for (octave_idx_type j = nr; j < q.S ()->m2; j++) |
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587 buf[j] = 0.; |
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588 #if defined (CS_VER) && (CS_VER >= 2) |
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589 CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xz, buf, nr); |
5792 | 590 #else |
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591 CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xz, buf); |
5792 | 592 #endif |
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593 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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594 for (volatile octave_idx_type j = 0; j < nc; j++) |
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595 { |
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596 octave_quit (); |
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597 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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598 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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599 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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600 } |
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601 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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602 CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); |
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603 #if defined (CS_VER) && (CS_VER >= 2) |
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604 CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xz, nc); |
5792 | 605 #else |
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606 CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xz); |
5792 | 607 #endif |
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608 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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609 for (octave_idx_type j = 0; j < nc; j++) |
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610 vec[j+idx] = Complex (Xx[j], Xz[j]); |
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611 } |
5797 | 612 info = 0; |
5610 | 613 } |
614 else | |
615 { | |
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616 SparseMatrix at = a.hermitian (); |
5792 | 617 SparseQR q (at, 3); |
5610 | 618 if (! q.ok ()) |
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619 return ComplexMatrix (); |
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620 x.resize (nc, b_nc); |
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621 Complex *vec = x.fortran_vec (); |
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622 volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); |
5610 | 623 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); |
624 OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); | |
5681 | 625 OCTAVE_LOCAL_BUFFER (double, buf, nbuf); |
5610 | 626 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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627 { |
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628 octave_quit (); |
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629 for (octave_idx_type j = 0; j < b_nr; j++) |
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630 { |
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631 Complex c = b.xelem (j,i); |
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632 Xx[j] = std::real (c); |
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633 Xz[j] = std::imag (c); |
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634 } |
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635 for (octave_idx_type j = nr; j < nbuf; j++) |
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636 buf[j] = 0.; |
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637 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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638 #if defined (CS_VER) && (CS_VER >= 2) |
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639 CXSPARSE_DNAME (_pvec) (q.S ()->q, Xx, buf, nr); |
5792 | 640 #else |
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641 CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xx, buf); |
5792 | 642 #endif |
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643 CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); |
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644 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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645 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
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646 { |
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647 octave_quit (); |
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648 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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649 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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650 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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651 } |
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652 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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653 #if defined (CS_VER) && (CS_VER >= 2) |
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654 CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xx, nc); |
5792 | 655 #else |
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656 CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xx); |
5792 | 657 #endif |
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658 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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659 for (octave_idx_type j = nr; j < nbuf; j++) |
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660 buf[j] = 0.; |
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661 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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662 #if defined (CS_VER) && (CS_VER >= 2) |
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663 CXSPARSE_DNAME (_pvec) (q.S ()->q, Xz, buf, nr); |
5792 | 664 #else |
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665 CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xz, buf); |
5792 | 666 #endif |
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667 CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); |
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668 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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669 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
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670 { |
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671 octave_quit (); |
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672 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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673 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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674 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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675 } |
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676 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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677 #if defined (CS_VER) && (CS_VER >= 2) |
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678 CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xz, nc); |
5792 | 679 #else |
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680 CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xz); |
5792 | 681 #endif |
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682 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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683 for (octave_idx_type j = 0; j < nc; j++) |
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684 vec[j+idx] = Complex (Xx[j], Xz[j]); |
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685 } |
5797 | 686 info = 0; |
5610 | 687 } |
688 | |
689 return x; | |
690 #else | |
691 return ComplexMatrix (); | |
692 #endif | |
693 } | |
694 | |
695 SparseComplexMatrix | |
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696 qrsolve (const SparseMatrix&a, const SparseComplexMatrix &b, |
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697 octave_idx_type &info) |
5610 | 698 { |
5797 | 699 info = -1; |
5610 | 700 #ifdef HAVE_CXSPARSE |
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701 octave_idx_type nr = a.rows (); |
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702 octave_idx_type nc = a.cols (); |
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703 octave_idx_type b_nr = b.rows (); |
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704 octave_idx_type b_nc = b.cols (); |
5610 | 705 SparseComplexMatrix x; |
706 volatile octave_idx_type ii, x_nz; | |
707 | |
6924 | 708 if (nr < 0 || nc < 0 || nr != b_nr) |
5610 | 709 (*current_liboctave_error_handler) |
710 ("matrix dimension mismatch in solution of minimum norm problem"); | |
6924 | 711 else if (nr == 0 || nc == 0 || b_nc == 0) |
712 x = SparseComplexMatrix (nc, b_nc); | |
5610 | 713 else if (nr >= nc) |
714 { | |
5792 | 715 SparseQR q (a, 3); |
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716 if (! q.ok ()) |
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717 return SparseComplexMatrix (); |
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718 x = SparseComplexMatrix (nc, b_nc, b.nnz ()); |
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719 x.xcidx (0) = 0; |
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720 x_nz = b.nnz (); |
5610 | 721 ii = 0; |
722 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); | |
723 OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); | |
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724 OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2); |
5610 | 725 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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726 { |
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727 octave_quit (); |
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728 for (octave_idx_type j = 0; j < b_nr; j++) |
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729 { |
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730 Complex c = b.xelem (j,i); |
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731 Xx[j] = std::real (c); |
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732 Xz[j] = std::imag (c); |
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733 } |
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734 for (octave_idx_type j = nr; j < q.S ()->m2; j++) |
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735 buf[j] = 0.; |
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736 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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737 #if defined (CS_VER) && (CS_VER >= 2) |
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738 CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xx, buf, nr); |
5792 | 739 #else |
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740 CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xx, buf); |
5792 | 741 #endif |
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742 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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743 for (volatile octave_idx_type j = 0; j < nc; j++) |
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744 { |
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745 octave_quit (); |
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746 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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747 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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748 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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749 } |
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750 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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751 CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); |
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752 #if defined (CS_VER) && (CS_VER >= 2) |
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753 CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xx, nc); |
5792 | 754 #else |
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755 CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xx); |
5792 | 756 #endif |
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757 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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758 for (octave_idx_type j = nr; j < q.S ()->m2; j++) |
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759 buf[j] = 0.; |
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760 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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761 #if defined (CS_VER) && (CS_VER >= 2) |
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762 CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xz, buf, nr); |
5792 | 763 #else |
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764 CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xz, buf); |
5792 | 765 #endif |
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766 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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767 for (volatile octave_idx_type j = 0; j < nc; j++) |
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768 { |
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769 octave_quit (); |
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770 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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771 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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772 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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773 } |
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774 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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775 CXSPARSE_DNAME (_usolve) (q.N ()->U, buf); |
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776 #if defined (CS_VER) && (CS_VER >= 2) |
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777 CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xz, nc); |
5792 | 778 #else |
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779 CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xz); |
5792 | 780 #endif |
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781 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
5610 | 782 |
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783 for (octave_idx_type j = 0; j < nc; j++) |
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784 { |
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785 Complex tmp = Complex (Xx[j], Xz[j]); |
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786 if (tmp != 0.0) |
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787 { |
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788 if (ii == x_nz) |
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789 { |
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790 // Resize the sparse matrix |
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791 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
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792 sz = (sz > 10 ? sz : 10) + x_nz; |
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793 x.change_capacity (sz); |
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794 x_nz = sz; |
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795 } |
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796 x.xdata (ii) = tmp; |
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797 x.xridx (ii++) = j; |
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798 } |
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799 } |
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800 x.xcidx (i+1) = ii; |
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801 } |
5797 | 802 info = 0; |
5610 | 803 } |
804 else | |
805 { | |
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806 SparseMatrix at = a.hermitian (); |
5792 | 807 SparseQR q (at, 3); |
5610 | 808 if (! q.ok ()) |
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809 return SparseComplexMatrix (); |
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810 x = SparseComplexMatrix (nc, b_nc, b.nnz ()); |
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811 x.xcidx (0) = 0; |
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812 x_nz = b.nnz (); |
5610 | 813 ii = 0; |
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814 volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); |
5610 | 815 OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); |
816 OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); | |
5681 | 817 OCTAVE_LOCAL_BUFFER (double, buf, nbuf); |
5610 | 818 for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) |
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819 { |
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820 octave_quit (); |
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821 for (octave_idx_type j = 0; j < b_nr; j++) |
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822 { |
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823 Complex c = b.xelem (j,i); |
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824 Xx[j] = std::real (c); |
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825 Xz[j] = std::imag (c); |
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826 } |
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827 for (octave_idx_type j = nr; j < nbuf; j++) |
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828 buf[j] = 0.; |
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829 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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830 #if defined (CS_VER) && (CS_VER >= 2) |
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831 CXSPARSE_DNAME (_pvec) (q.S ()->q, Xx, buf, nr); |
5792 | 832 #else |
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833 CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xx, buf); |
5792 | 834 #endif |
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835 CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); |
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836 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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837 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
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838 { |
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839 octave_quit (); |
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840 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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841 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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842 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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843 } |
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844 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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845 #if defined (CS_VER) && (CS_VER >= 2) |
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846 CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xx, nc); |
5792 | 847 #else |
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848 CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xx); |
5792 | 849 #endif |
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850 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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851 for (octave_idx_type j = nr; j < nbuf; j++) |
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852 buf[j] = 0.; |
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853 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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854 #if defined (CS_VER) && (CS_VER >= 2) |
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855 CXSPARSE_DNAME (_pvec) (q.S ()->q, Xz, buf, nr); |
5792 | 856 #else |
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857 CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xz, buf); |
5792 | 858 #endif |
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859 CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf); |
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860 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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861 for (volatile octave_idx_type j = nr-1; j >= 0; j--) |
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862 { |
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863 octave_quit (); |
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864 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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865 CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); |
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866 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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867 } |
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868 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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869 #if defined (CS_VER) && (CS_VER >= 2) |
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870 CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xz, nc); |
5792 | 871 #else |
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872 CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xz); |
5792 | 873 #endif |
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874 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
5610 | 875 |
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876 for (octave_idx_type j = 0; j < nc; j++) |
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877 { |
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878 Complex tmp = Complex (Xx[j], Xz[j]); |
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879 if (tmp != 0.0) |
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880 { |
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881 if (ii == x_nz) |
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882 { |
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883 // Resize the sparse matrix |
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884 octave_idx_type sz = x_nz * (b_nc - i) / b_nc; |
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885 sz = (sz > 10 ? sz : 10) + x_nz; |
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886 x.change_capacity (sz); |
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887 x_nz = sz; |
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888 } |
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889 x.xdata (ii) = tmp; |
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890 x.xridx (ii++) = j; |
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891 } |
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892 } |
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893 x.xcidx (i+1) = ii; |
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894 } |
5797 | 895 info = 0; |
5610 | 896 } |
897 | |
898 x.maybe_compress (); | |
899 return x; | |
900 #else | |
901 return SparseComplexMatrix (); | |
902 #endif | |
903 } | |
904 | |
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905 Matrix |
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906 qrsolve (const SparseMatrix &a, const MArray<double> &b, |
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907 octave_idx_type &info) |
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908 { |
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909 return qrsolve (a, Matrix (b), info); |
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910 } |
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911 |
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912 ComplexMatrix |
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913 qrsolve (const SparseMatrix &a, const MArray<Complex> &b, |
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914 octave_idx_type &info) |
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915 { |
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916 return qrsolve (a, ComplexMatrix (b), info); |
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917 } |