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1 // -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include <assert.h> |
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29 |
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30 #include "dbleQRP.h" |
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31 #include "mx-inlines.cc" |
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32 #include "lo-error.h" |
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33 #include "f77-uscore.h" |
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34 |
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35 extern "C" |
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36 { |
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37 int F77_FCN (dgeqpf, DGEQPF) (const int&, const int&, double*, |
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38 const int&, int*, double*, double*, |
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39 int&); |
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40 |
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41 int F77_FCN (dorgqr, DORGQR) (const int&, const int&, const int&, |
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42 double*, const int&, double*, double*, |
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43 const int&, int&); |
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44 } |
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45 |
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46 // It would be best to share some of this code with QR class... |
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47 |
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48 QRP::QRP (const Matrix& a, QR::type qr_type) |
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49 { |
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50 assert (qr_type != QR::raw); |
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51 |
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52 int m = a.rows (); |
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53 int n = a.cols (); |
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54 |
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55 if (m == 0 || n == 0) |
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56 { |
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57 (*current_liboctave_error_handler) ("QR must have non-empty matrix"); |
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58 return; |
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59 } |
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60 |
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61 double *tmp_data; |
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62 int min_mn = m < n ? m : n; |
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63 double *tau = new double[min_mn]; |
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64 int lwork = 3*n; |
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65 double *work = new double[lwork]; |
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66 int info = 0; |
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67 |
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68 if (m > n) |
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69 { |
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70 tmp_data = new double [m*m]; |
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71 copy (tmp_data, a.data (), a.length ()); |
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72 } |
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73 else |
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74 tmp_data = dup (a.data (), a.length ()); |
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75 |
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76 int *jpvt = new int[n]; |
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77 |
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78 // Clear Pivot vector (code to enforce a certain permutation would go |
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79 // here...) |
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80 |
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81 for (int i = 0; i < n; i++) |
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82 jpvt[i] = 0; |
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83 |
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84 F77_FCN (dgeqpf, DGEQPF) (m, n, tmp_data, m, jpvt, tau, work, info); |
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85 |
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86 // Form Permutation matrix (if economy is requested, return the |
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87 // indices only!) |
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88 |
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89 if (qr_type == QR::economy && m > n) |
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90 { |
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91 p.resize (1, n, 0.0); |
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92 for (int j = 0; j < n; j++) |
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93 p.elem (0, j) = jpvt[j]; |
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94 } |
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95 else |
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96 { |
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97 p.resize (n, n, 0.0); |
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98 for (int j = 0; j < n; j++) |
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99 p.elem (jpvt[j]-1, j) = 1.0; |
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100 } |
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101 |
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102 delete [] jpvt; |
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103 delete [] work; |
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104 |
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105 int n2; |
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106 if (qr_type == QR::economy && m > n) |
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107 { |
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108 n2 = n; |
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109 r.resize (n, n, 0.0); |
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110 } |
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111 else |
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112 { |
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113 n2 = m; |
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114 r.resize (m, n, 0.0); |
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115 } |
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116 |
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117 for (int j = 0; j < n; j++) |
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118 { |
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119 int limit = j < min_mn-1 ? j : min_mn-1; |
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120 for (int i = 0; i <= limit; i++) |
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121 r.elem (i, j) = tmp_data[m*j+i]; |
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122 } |
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123 |
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124 lwork = 32*m; |
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125 work = new double[lwork]; |
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126 |
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127 F77_FCN (dorgqr, DORGQR) (m, m, min_mn, tmp_data, m, tau, work, |
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128 lwork, info); |
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129 |
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130 q = Matrix (tmp_data, m, m); |
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131 q.resize (m, n2); |
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132 |
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133 delete [] tau; |
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134 delete [] work; |
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135 } |
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136 |
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137 /* |
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138 ;;; Local Variables: *** |
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139 ;;; mode: C++ *** |
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140 ;;; page-delimiter: "^/\\*" *** |
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141 ;;; End: *** |
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142 */ |
