Mercurial > hg > octave-nkf
view liboctave/fCmplxQR.cc @ 11521:00fe5069b70e
update bootstrap scripts from gnulib sources
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Fri, 14 Jan 2011 02:58:24 -0500 |
parents | 141b3fb5cef7 |
children | fd0a3ac60b0e |
line wrap: on
line source
/* Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007 John W. Eaton Copyright (C) 2008, 2009 Jaroslav Hajek Copyright (C) 2009 VZLU Prague This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "fCmplxQR.h" #include "f77-fcn.h" #include "lo-error.h" #include "Range.h" #include "idx-vector.h" #include "oct-locbuf.h" #include "base-qr.cc" template class base_qr<FloatComplexMatrix>; extern "C" { F77_RET_T F77_FUNC (cgeqrf, CGEQRF) (const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, FloatComplex*, const octave_idx_type&, octave_idx_type&); F77_RET_T F77_FUNC (cungqr, CUNGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, FloatComplex*, const octave_idx_type&, octave_idx_type&); #ifdef HAVE_QRUPDATE F77_RET_T F77_FUNC (cqr1up, CQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, FloatComplex*, FloatComplex*, float*); F77_RET_T F77_FUNC (cqrinc, CQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&,const octave_idx_type&, const FloatComplex*, float*); F77_RET_T F77_FUNC (cqrdec, CQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, const octave_idx_type&, float*); F77_RET_T F77_FUNC (cqrinr, CQRINR) (const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, const octave_idx_type&, const FloatComplex*, float*); F77_RET_T F77_FUNC (cqrder, CQRDER) (const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, const octave_idx_type&, FloatComplex*, float*); F77_RET_T F77_FUNC (cqrshc, CQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, float*); #endif } FloatComplexQR::FloatComplexQR (const FloatComplexMatrix& a, qr_type_t qr_type) { init (a, qr_type); } void FloatComplexQR::init (const FloatComplexMatrix& a, qr_type_t qr_type) { octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); octave_idx_type min_mn = m < n ? m : n; OCTAVE_LOCAL_BUFFER (FloatComplex, tau, min_mn); octave_idx_type info = 0; FloatComplexMatrix afact = a; if (m > n && qr_type == qr_type_std) afact.resize (m, m); if (m > 0) { // workspace query. FloatComplex clwork; F77_XFCN (cgeqrf, CGEQRF, (m, n, afact.fortran_vec (), m, tau, &clwork, -1, info)); // allocate buffer and do the job. octave_idx_type lwork = clwork.real (); lwork = std::max (lwork, static_cast<octave_idx_type> (1)); OCTAVE_LOCAL_BUFFER (FloatComplex, work, lwork); F77_XFCN (cgeqrf, CGEQRF, (m, n, afact.fortran_vec (), m, tau, work, lwork, info)); } form (n, afact, tau, qr_type); } void FloatComplexQR::form (octave_idx_type n, FloatComplexMatrix& afact, FloatComplex *tau, qr_type_t qr_type) { octave_idx_type m = afact.rows (), min_mn = std::min (m, n); octave_idx_type info; if (qr_type == qr_type_raw) { for (octave_idx_type j = 0; j < min_mn; j++) { octave_idx_type limit = j < min_mn - 1 ? j : min_mn - 1; for (octave_idx_type i = limit + 1; i < m; i++) afact.elem (i, j) *= tau[j]; } r = afact; } else { // Attempt to minimize copying. if (m >= n) { // afact will become q. q = afact; octave_idx_type k = qr_type == qr_type_economy ? n : m; r = FloatComplexMatrix (k, n); for (octave_idx_type j = 0; j < n; j++) { octave_idx_type i = 0; for (; i <= j; i++) r.xelem (i, j) = afact.xelem (i, j); for (;i < k; i++) r.xelem (i, j) = 0; } afact = FloatComplexMatrix (); // optimize memory } else { // afact will become r. q = FloatComplexMatrix (m, m); for (octave_idx_type j = 0; j < m; j++) for (octave_idx_type i = j + 1; i < m; i++) { q.xelem (i, j) = afact.xelem (i, j); afact.xelem (i, j) = 0; } r = afact; } if (m > 0) { octave_idx_type k = q.columns (); // workspace query. FloatComplex clwork; F77_XFCN (cungqr, CUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, &clwork, -1, info)); // allocate buffer and do the job. octave_idx_type lwork = clwork.real (); lwork = std::max (lwork, static_cast<octave_idx_type> (1)); OCTAVE_LOCAL_BUFFER (FloatComplex, work, lwork); F77_XFCN (cungqr, CUNGQR, (m, k, min_mn, q.fortran_vec (), m, tau, work, lwork, info)); } } } #ifdef HAVE_QRUPDATE void FloatComplexQR::update (const FloatComplexColumnVector& u, const FloatComplexColumnVector& v) { octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); octave_idx_type k = q.columns (); if (u.length () == m && v.length () == n) { FloatComplexColumnVector utmp = u, vtmp = v; OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqr1up, CQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k, utmp.fortran_vec (), vtmp.fortran_vec (), w, rw)); } else (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); } void FloatComplexQR::update (const FloatComplexMatrix& u, const FloatComplexMatrix& v) { octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); octave_idx_type k = q.columns (); if (u.rows () == m && v.rows () == n && u.cols () == v.cols ()) { OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); OCTAVE_LOCAL_BUFFER (float, rw, k); for (volatile octave_idx_type i = 0; i < u.cols (); i++) { FloatComplexColumnVector utmp = u.column (i), vtmp = v.column (i); F77_XFCN (cqr1up, CQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k, utmp.fortran_vec (), vtmp.fortran_vec (), w, rw)); } } else (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); } void FloatComplexQR::insert_col (const FloatComplexColumnVector& u, octave_idx_type j) { octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); octave_idx_type k = q.columns (); if (u.length () != m) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); else if (j < 0 || j > n) (*current_liboctave_error_handler) ("qrinsert: index out of range"); else { if (k < m) { q.resize (m, k+1); r.resize (k+1, n+1); } else { r.resize (k, n+1); } FloatComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqrinc, CQRINC, (m, n, k, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, utmp.data (), rw)); } } void FloatComplexQR::insert_col (const FloatComplexMatrix& u, const Array<octave_idx_type>& j) { octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); octave_idx_type k = q.columns (); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, ASCENDING); octave_idx_type nj = js.length (); bool dups = false; for (octave_idx_type i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); else if (u.length () != m || u.columns () != nj) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); else if (nj > 0 && (js(0) < 0 || js(nj-1) > n)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); else if (nj > 0) { octave_idx_type kmax = std::min (k + nj, m); if (k < m) { q.resize (m, kmax); r.resize (kmax, n + nj); } else { r.resize (k, n + nj); } OCTAVE_LOCAL_BUFFER (float, rw, kmax); for (volatile octave_idx_type i = 0; i < js.length (); i++) { octave_idx_type ii = i; F77_XFCN (cqrinc, CQRINC, (m, n + ii, std::min (kmax, k + ii), q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), js(ii) + 1, u.column (jsi(i)).data (), rw)); } } } void FloatComplexQR::delete_col (octave_idx_type j) { octave_idx_type m = q.rows (); octave_idx_type k = r.rows (); octave_idx_type n = r.columns (); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); else { OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqrdec, CQRDEC, (m, n, k, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, rw)); if (k < m) { q.resize (m, k-1); r.resize (k-1, n-1); } else { r.resize (k, n-1); } } } void FloatComplexQR::delete_col (const Array<octave_idx_type>& j) { octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); octave_idx_type k = q.columns (); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, DESCENDING); octave_idx_type nj = js.length (); bool dups = false; for (octave_idx_type i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); else if (nj > 0 && (js(0) > n-1 || js(nj-1) < 0)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); else if (nj > 0) { OCTAVE_LOCAL_BUFFER (float, rw, k); for (volatile octave_idx_type i = 0; i < js.length (); i++) { octave_idx_type ii = i; F77_XFCN (cqrdec, CQRDEC, (m, n - ii, k == m ? k : k - ii, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), js(ii) + 1, rw)); } if (k < m) { q.resize (m, k - nj); r.resize (k - nj, n - nj); } else { r.resize (k, n - nj); } } } void FloatComplexQR::insert_row (const FloatComplexRowVector& u, octave_idx_type j) { octave_idx_type m = r.rows (); octave_idx_type n = r.columns (); octave_idx_type k = std::min (m, n); if (! q.is_square () || u.length () != n) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); else if (j < 0 || j > m) (*current_liboctave_error_handler) ("qrinsert: index out of range"); else { q.resize (m + 1, m + 1); r.resize (m + 1, n); FloatComplexRowVector utmp = u; OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqrinr, CQRINR, (m, n, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, utmp.fortran_vec (), rw)); } } void FloatComplexQR::delete_row (octave_idx_type j) { octave_idx_type m = r.rows (); octave_idx_type n = r.columns (); if (! q.is_square ()) (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); else if (j < 0 || j > m-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); else { OCTAVE_LOCAL_BUFFER (FloatComplex, w, m); OCTAVE_LOCAL_BUFFER (float, rw, m); F77_XFCN (cqrder, CQRDER, (m, n, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, w, rw)); q.resize (m - 1, m - 1); r.resize (m - 1, n); } } void FloatComplexQR::shift_cols (octave_idx_type i, octave_idx_type j) { octave_idx_type m = q.rows (); octave_idx_type k = r.rows (); octave_idx_type n = r.columns (); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrshift: index out of range"); else { OCTAVE_LOCAL_BUFFER (FloatComplex, w, k); OCTAVE_LOCAL_BUFFER (float, rw, k); F77_XFCN (cqrshc, CQRSHC, (m, n, k, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), i + 1, j + 1, w, rw)); } } #else // Replacement update methods. void FloatComplexQR::update (const FloatComplexColumnVector& u, const FloatComplexColumnVector& v) { warn_qrupdate_once (); octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); if (u.length () == m && v.length () == n) { init(q*r + FloatComplexMatrix (u) * FloatComplexMatrix (v).hermitian (), get_type ()); } else (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); } void FloatComplexQR::update (const FloatComplexMatrix& u, const FloatComplexMatrix& v) { warn_qrupdate_once (); octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); if (u.rows () == m && v.rows () == n && u.cols () == v.cols ()) { init(q*r + u * v.hermitian (), get_type ()); } else (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); } static FloatComplexMatrix insert_col (const FloatComplexMatrix& a, octave_idx_type i, const FloatComplexColumnVector& x) { FloatComplexMatrix retval (a.rows (), a.columns () + 1); retval.assign (idx_vector::colon, idx_vector (0, i), a.index (idx_vector::colon, idx_vector (0, i))); retval.assign (idx_vector::colon, idx_vector (i), x); retval.assign (idx_vector::colon, idx_vector (i+1, retval.columns ()), a.index (idx_vector::colon, idx_vector (i, a.columns ()))); return retval; } static FloatComplexMatrix insert_row (const FloatComplexMatrix& a, octave_idx_type i, const FloatComplexRowVector& x) { FloatComplexMatrix retval (a.rows () + 1, a.columns ()); retval.assign (idx_vector (0, i), idx_vector::colon, a.index (idx_vector (0, i), idx_vector::colon)); retval.assign (idx_vector (i), idx_vector::colon, x); retval.assign (idx_vector (i+1, retval.rows ()), idx_vector::colon, a.index (idx_vector (i, a.rows ()), idx_vector::colon)); return retval; } static FloatComplexMatrix delete_col (const FloatComplexMatrix& a, octave_idx_type i) { FloatComplexMatrix retval = a; retval.delete_elements (1, idx_vector (i)); return retval; } static FloatComplexMatrix delete_row (const FloatComplexMatrix& a, octave_idx_type i) { FloatComplexMatrix retval = a; retval.delete_elements (0, idx_vector (i)); return retval; } static FloatComplexMatrix shift_cols (const FloatComplexMatrix& a, octave_idx_type i, octave_idx_type j) { octave_idx_type n = a.columns (); Array<octave_idx_type> p (n); for (octave_idx_type k = 0; k < n; k++) p(k) = k; if (i < j) { for (octave_idx_type k = i; k < j; k++) p(k) = k+1; p(j) = i; } else if (j < i) { p(j) = i; for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1; } return a.index (idx_vector::colon, idx_vector (p)); } void FloatComplexQR::insert_col (const FloatComplexColumnVector& u, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); if (u.length () != m) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); else if (j < 0 || j > n) (*current_liboctave_error_handler) ("qrinsert: index out of range"); else { init (::insert_col (q*r, j, u), get_type ()); } } void FloatComplexQR::insert_col (const FloatComplexMatrix& u, const Array<octave_idx_type>& j) { warn_qrupdate_once (); octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, ASCENDING); octave_idx_type nj = js.length (); bool dups = false; for (octave_idx_type i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); else if (u.length () != m || u.columns () != nj) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); else if (nj > 0 && (js(0) < 0 || js(nj-1) > n)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); else if (nj > 0) { FloatComplexMatrix a = q*r; for (octave_idx_type i = 0; i < js.length (); i++) a = ::insert_col (a, js(i), u.column (i)); init (a, get_type ()); } } void FloatComplexQR::delete_col (octave_idx_type j) { warn_qrupdate_once (); octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); else { init (::delete_col (q*r, j), get_type ()); } } void FloatComplexQR::delete_col (const Array<octave_idx_type>& j) { warn_qrupdate_once (); octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); Array<octave_idx_type> jsi; Array<octave_idx_type> js = j.sort (jsi, 0, DESCENDING); octave_idx_type nj = js.length (); bool dups = false; for (octave_idx_type i = 0; i < nj - 1; i++) dups = dups && js(i) == js(i+1); if (dups) (*current_liboctave_error_handler) ("qrinsert: duplicate index detected"); else if (nj > 0 && (js(0) > n-1 || js(nj-1) < 0)) (*current_liboctave_error_handler) ("qrinsert: index out of range"); else if (nj > 0) { FloatComplexMatrix a = q*r; for (octave_idx_type i = 0; i < js.length (); i++) a = ::delete_col (a, js(i)); init (a, get_type ()); } } void FloatComplexQR::insert_row (const FloatComplexRowVector& u, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type m = r.rows (); octave_idx_type n = r.columns (); if (! q.is_square () || u.length () != n) (*current_liboctave_error_handler) ("qrinsert: dimensions mismatch"); else if (j < 0 || j > m) (*current_liboctave_error_handler) ("qrinsert: index out of range"); else { init (::insert_row (q*r, j, u), get_type ()); } } void FloatComplexQR::delete_row (octave_idx_type j) { warn_qrupdate_once (); octave_idx_type m = r.rows (); octave_idx_type n = r.columns (); if (! q.is_square ()) (*current_liboctave_error_handler) ("qrdelete: dimensions mismatch"); else if (j < 0 || j > m-1) (*current_liboctave_error_handler) ("qrdelete: index out of range"); else { init (::delete_row (q*r, j), get_type ()); } } void FloatComplexQR::shift_cols (octave_idx_type i, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("qrshift: index out of range"); else { init (::shift_cols (q*r, i, j), get_type ()); } } #endif