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annotate liboctave/numeric/base-lu.cc @ 20809:ffc6cdcd02c5 stable

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Fix segfault when complex double matrix calls ZGETRF (bug #45577). * CMatrix.cc (finverse, determinant, rcond, fsolve): Calculate norm of matrix and if it is NaN, skip calling ZGETRF in LAPACK and set info to non-zero value to signal an error.
author Rik <rik@octave.org>
date Sat, 10 Oct 2015 16:46:00 -0700
parents 4197fc428c7d
children a9574e3c6e9e
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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1 /*
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2
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3 Copyright (C) 1996-2015 John W. Eaton
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4 Copyright (C) 2009 VZLU Prague
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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
7016
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any 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, see
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20 <http://www.gnu.org/licenses/>.
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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 "base-lu.h"
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29
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30 template <class lu_type>
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31 base_lu<lu_type>::base_lu (const lu_type& l, const lu_type& u,
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32 const PermMatrix& p)
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33 : a_fact (u), l_fact (l), ipvt (p.transpose ().col_perm_vec ())
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34 {
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35 if (l.columns () != u.rows ())
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36 (*current_liboctave_error_handler) ("lu: dimension mismatch");
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37 }
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38
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39 template <class lu_type>
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40 bool
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41 base_lu <lu_type> :: packed (void) const
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42 {
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43 return l_fact.dims () == dim_vector ();
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44 }
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45
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46 template <class lu_type>
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47 void
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48 base_lu <lu_type> :: unpack (void)
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49 {
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50 if (packed ())
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51 {
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52 l_fact = L ();
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53 a_fact = U (); // FIXME: sub-optimal
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54 ipvt = getp ();
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55 }
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56 }
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57
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58 template <class lu_type>
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59 lu_type
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60 base_lu <lu_type> :: L (void) const
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61 {
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62 if (packed ())
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63 {
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64 octave_idx_type a_nr = a_fact.rows ();
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65 octave_idx_type a_nc = a_fact.cols ();
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66 octave_idx_type mn = (a_nr < a_nc ? a_nr : a_nc);
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67
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68 lu_type l (a_nr, mn, lu_elt_type (0.0));
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69
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70 for (octave_idx_type i = 0; i < a_nr; i++)
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71 {
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72 if (i < a_nc)
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73 l.xelem (i, i) = 1.0;
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74
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75 for (octave_idx_type j = 0; j < (i < a_nc ? i : a_nc); j++)
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76 l.xelem (i, j) = a_fact.xelem (i, j);
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77 }
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78
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79 return l;
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80 }
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81 else
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82 return l_fact;
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83 }
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84
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85 template <class lu_type>
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86 lu_type
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87 base_lu <lu_type> :: U (void) const
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88 {
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89 if (packed ())
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90 {
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91 octave_idx_type a_nr = a_fact.rows ();
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92 octave_idx_type a_nc = a_fact.cols ();
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93 octave_idx_type mn = (a_nr < a_nc ? a_nr : a_nc);
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94
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95 lu_type u (mn, a_nc, lu_elt_type (0.0));
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96
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97 for (octave_idx_type i = 0; i < mn; i++)
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98 {
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99 for (octave_idx_type j = i; j < a_nc; j++)
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100 u.xelem (i, j) = a_fact.xelem (i, j);
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101 }
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102
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103 return u;
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104 }
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105 else
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106 return a_fact;
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107 }
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108
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109 template <class lu_type>
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110 lu_type
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111 base_lu <lu_type> :: Y (void) const
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112 {
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113 if (! packed ())
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114 (*current_liboctave_error_handler)
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115 ("lu: Y () not implemented for unpacked form");
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116 return a_fact;
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117 }
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118
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119 template <class lu_type>
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120 Array<octave_idx_type>
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121 base_lu <lu_type> :: getp (void) const
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122 {
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123 if (packed ())
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124 {
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125 octave_idx_type a_nr = a_fact.rows ();
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126
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127 Array<octave_idx_type> pvt (dim_vector (a_nr, 1));
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128
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129 for (octave_idx_type i = 0; i < a_nr; i++)
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130 pvt.xelem (i) = i;
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131
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132 for (octave_idx_type i = 0; i < ipvt.length (); i++)
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133 {
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134 octave_idx_type k = ipvt.xelem (i);
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135
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136 if (k != i)
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137 {
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138 octave_idx_type tmp = pvt.xelem (k);
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139 pvt.xelem (k) = pvt.xelem (i);
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140 pvt.xelem (i) = tmp;
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141 }
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142 }
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143
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144 return pvt;
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145 }
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146 else
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147 return ipvt;
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148 }
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149
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150 template <class lu_type>
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151 PermMatrix
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152 base_lu <lu_type> :: P (void) const
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153 {
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154 return PermMatrix (getp (), false);
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155 }
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156
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157 template <class lu_type>
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158 ColumnVector
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159 base_lu <lu_type> :: P_vec (void) const
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160 {
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161 octave_idx_type a_nr = a_fact.rows ();
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162
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163 ColumnVector p (a_nr);
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164
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165 Array<octave_idx_type> pvt = getp ();
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166
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167 for (octave_idx_type i = 0; i < a_nr; i++)
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168 p.xelem (i) = static_cast<double> (pvt.xelem (i) + 1);
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169
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170 return p;
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171 }
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172
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173 template <class lu_type>
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174 bool
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175 base_lu<lu_type>::regular (void) const
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176 {
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177 bool retval = true;
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178
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179 octave_idx_type k = std::min (a_fact.rows (), a_fact.columns ());
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180
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181 for (octave_idx_type i = 0; i < k; i++)
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182 {
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183 if (a_fact(i, i) == lu_elt_type ())
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184 {
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185 retval = false;
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186 break;
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187 }
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188 }
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189
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190 return retval;
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191 }