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