Mercurial > hg > octave-nkf
view liboctave/SparseQR.cc @ 5922:1748af819fbb
[project @ 2006-08-14 18:16:57 by jwe]
author | jwe |
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date | Mon, 14 Aug 2006 18:16:57 +0000 |
parents | 11fcab4c461d |
children | be176b7e110a |
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/* Copyright (C) 2005 David Bateman 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 2, 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 this program; see the file COPYING. If not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <vector> #include "lo-error.h" #include "SparseQR.h" SparseQR::SparseQR_rep::SparseQR_rep (const SparseMatrix& a, int order) { #ifdef HAVE_CXSPARSE CXSPARSE_DNAME () A; A.nzmax = a.nzmax (); A.m = a.rows (); A.n = a.cols (); nrows = A.m; // Cast away const on A, with full knowledge that CSparse won't touch it // Prevents the methods below making a copy of the data. A.p = const_cast<octave_idx_type *>(a.cidx ()); A.i = const_cast<octave_idx_type *>(a.ridx ()); A.x = const_cast<double *>(a.data ()); A.nz = -1; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) S = CXSPARSE_DNAME (_sqr) (order, &A, 1); #else S = CXSPARSE_DNAME (_sqr) (&A, order - 1, 1); #endif N = CXSPARSE_DNAME (_qr) (&A, S); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; if (!N) (*current_liboctave_error_handler) ("SparseQR: sparse matrix QR factorization filled"); count = 1; #else (*current_liboctave_error_handler) ("SparseQR: sparse matrix QR factorization not implemented"); #endif } SparseQR::SparseQR_rep::~SparseQR_rep (void) { #ifdef HAVE_CXSPARSE CXSPARSE_DNAME (_sfree) (S); CXSPARSE_DNAME (_nfree) (N); #endif } SparseMatrix SparseQR::SparseQR_rep::V (void) const { #ifdef HAVE_CXSPARSE // Drop zeros from V and sort // FIXME Is the double transpose to sort necessary? BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_dropzeros) (N->L); CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->L, 1); CXSPARSE_DNAME (_spfree) (N->L); N->L = CXSPARSE_DNAME (_transpose) (D, 1); CXSPARSE_DNAME (_spfree) (D); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; octave_idx_type nc = N->L->n; octave_idx_type nz = N->L->nzmax; SparseMatrix ret (N->L->m, nc, nz); for (octave_idx_type j = 0; j < nc+1; j++) ret.xcidx (j) = N->L->p[j]; for (octave_idx_type j = 0; j < nz; j++) { ret.xridx (j) = N->L->i[j]; ret.xdata (j) = N->L->x[j]; } return ret; #else return SparseMatrix (); #endif } ColumnVector SparseQR::SparseQR_rep::Pinv (void) const { #ifdef HAVE_CXSPARSE ColumnVector ret(N->L->m); for (octave_idx_type i = 0; i < N->L->m; i++) #if defined(CS_VER) && (CS_VER >= 2) ret.xelem(i) = S->pinv[i]; #else ret.xelem(i) = S->Pinv[i]; #endif return ret; #else return ColumnVector (); #endif } ColumnVector SparseQR::SparseQR_rep::P (void) const { #ifdef HAVE_CXSPARSE ColumnVector ret(N->L->m); for (octave_idx_type i = 0; i < N->L->m; i++) #if defined(CS_VER) && (CS_VER >= 2) ret.xelem(S->pinv[i]) = i; #else ret.xelem(S->Pinv[i]) = i; #endif return ret; #else return ColumnVector (); #endif } SparseMatrix SparseQR::SparseQR_rep::R (const bool econ) const { #ifdef HAVE_CXSPARSE // Drop zeros from R and sort // FIXME Is the double transpose to sort necessary? BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_dropzeros) (N->U); CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->U, 1); CXSPARSE_DNAME (_spfree) (N->U); N->U = CXSPARSE_DNAME (_transpose) (D, 1); CXSPARSE_DNAME (_spfree) (D); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; octave_idx_type nc = N->U->n; octave_idx_type nz = N->U->nzmax; SparseMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz); for (octave_idx_type j = 0; j < nc+1; j++) ret.xcidx (j) = N->U->p[j]; for (octave_idx_type j = 0; j < nz; j++) { ret.xridx (j) = N->U->i[j]; ret.xdata (j) = N->U->x[j]; } return ret; #else return SparseMatrix (); #endif } Matrix SparseQR::SparseQR_rep::C (const Matrix &b) const { #ifdef HAVE_CXSPARSE octave_idx_type b_nr = b.rows(); octave_idx_type b_nc = b.cols(); octave_idx_type nc = N->L->n; octave_idx_type nr = nrows; const double *bvec = b.fortran_vec(); Matrix ret(b_nr,b_nc); double *vec = ret.fortran_vec(); if (nr < 1 || nc < 1 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch"); else { OCTAVE_LOCAL_BUFFER (double, buf, S->m2); for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr) { OCTAVE_QUIT; for (octave_idx_type i = nr; i < S->m2; i++) buf[i] = 0.; volatile octave_idx_type nm = (nr < nc ? nr : nc); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (S->pinv, bvec + idx, buf, b_nr); #else CXSPARSE_DNAME (_ipvec) (b_nr, S->Pinv, bvec + idx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type i = 0; i < nm; i++) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (N->L, i, N->B[i], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } for (octave_idx_type i = 0; i < b_nr; i++) vec[i+idx] = buf[i]; } } return ret; #else return Matrix (); #endif } Matrix qrsolve(const SparseMatrix&a, const Matrix &b, octave_idx_type& info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows(); octave_idx_type nc = a.cols(); octave_idx_type b_nc = b.cols(); octave_idx_type b_nr = b.rows(); const double *bvec = b.fortran_vec(); Matrix x; if (nr < 1 || nc < 1 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); else if (nr >= nc) { SparseQR q (a, 3); if (! q.ok ()) return Matrix(); x.resize(nc, b_nc); double *vec = x.fortran_vec(); OCTAVE_LOCAL_BUFFER (double, buf, q.S()->m2); for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; i++, idx+=nc, bidx+=b_nr) { OCTAVE_QUIT; for (octave_idx_type j = nr; j < q.S()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->pinv, bvec + bidx, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S()->Pinv, bvec + bidx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N()->U, buf); #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->q, buf, vec + idx, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S()->Q, buf, vec + idx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; } else { SparseMatrix at = a.hermitian(); SparseQR q (at, 3); if (! q.ok ()) return Matrix(); x.resize(nc, b_nc); double *vec = x.fortran_vec(); volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); OCTAVE_LOCAL_BUFFER (double, buf, nbuf); for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; i++, idx+=nc, bidx+=b_nr) { OCTAVE_QUIT; for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->q, bvec + bidx, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S()->Q, bvec + bidx, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->pinv, buf, vec + idx, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S()->Pinv, buf, vec + idx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; } return x; #else return Matrix (); #endif } SparseMatrix qrsolve(const SparseMatrix&a, const SparseMatrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows(); octave_idx_type nc = a.cols(); octave_idx_type b_nr = b.rows(); octave_idx_type b_nc = b.cols(); SparseMatrix x; volatile octave_idx_type ii, x_nz; if (nr < 1 || nc < 1 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); else if (nr >= nc) { SparseQR q (a, 3); if (! q.ok ()) return SparseMatrix(); x = SparseMatrix (nc, b_nc, b.nzmax()); x.xcidx(0) = 0; x_nz = b.nzmax(); ii = 0; OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, q.S()->m2); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { OCTAVE_QUIT; for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem(j,i); for (octave_idx_type j = nr; j < q.S()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->pinv, Xx, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S()->Pinv, Xx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N()->U, buf); #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->q, buf, Xx, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S()->Q, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { double tmp = Xx[j]; if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata(ii) = tmp; x.xridx(ii++) = j; } } x.xcidx(i+1) = ii; } info = 0; } else { SparseMatrix at = a.hermitian(); SparseQR q (at, 3); if (! q.ok ()) return SparseMatrix(); x = SparseMatrix (nc, b_nc, b.nzmax()); x.xcidx(0) = 0; x_nz = b.nzmax(); ii = 0; volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, nbuf); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { OCTAVE_QUIT; for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem(j,i); for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->q, Xx, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S()->Q, Xx, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->pinv, buf, Xx, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S()->Pinv, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { double tmp = Xx[j]; if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata(ii) = tmp; x.xridx(ii++) = j; } } x.xcidx(i+1) = ii; } info = 0; } x.maybe_compress (); return x; #else return SparseMatrix (); #endif } ComplexMatrix qrsolve(const SparseMatrix&a, const ComplexMatrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows(); octave_idx_type nc = a.cols(); octave_idx_type b_nc = b.cols(); octave_idx_type b_nr = b.rows(); ComplexMatrix x; if (nr < 1 || nc < 1 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); else if (nr >= nc) { SparseQR q (a, 3); if (! q.ok ()) return ComplexMatrix(); x.resize(nc, b_nc); Complex *vec = x.fortran_vec(); OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, q.S()->m2); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { OCTAVE_QUIT; for (octave_idx_type j = 0; j < b_nr; j++) { Complex c = b.xelem (j,i); Xx[j] = std::real (c); Xz[j] = std::imag (c); } for (octave_idx_type j = nr; j < q.S()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->pinv, Xx, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S()->Pinv, Xx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N()->U, buf); #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->q, buf, Xx, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S()->Q, buf, Xx); #endif for (octave_idx_type j = nr; j < q.S()->m2; j++) buf[j] = 0.; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->pinv, Xz, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S()->Pinv, Xz, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N()->U, buf); #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->q, buf, Xz, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S()->Q, buf, Xz); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) vec[j+idx] = Complex (Xx[j], Xz[j]); } info = 0; } else { SparseMatrix at = a.hermitian(); SparseQR q (at, 3); if (! q.ok ()) return ComplexMatrix(); x.resize(nc, b_nc); Complex *vec = x.fortran_vec(); volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, nbuf); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { OCTAVE_QUIT; for (octave_idx_type j = 0; j < b_nr; j++) { Complex c = b.xelem (j,i); Xx[j] = std::real (c); Xz[j] = std::imag (c); } for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->q, Xx, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S()->Q, Xx, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->pinv, buf, Xx, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S()->Pinv, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->q, Xz, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S()->Q, Xz, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->pinv, buf, Xz, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S()->Pinv, buf, Xz); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) vec[j+idx] = Complex (Xx[j], Xz[j]); } info = 0; } return x; #else return ComplexMatrix (); #endif } SparseComplexMatrix qrsolve(const SparseMatrix&a, const SparseComplexMatrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows(); octave_idx_type nc = a.cols(); octave_idx_type b_nr = b.rows(); octave_idx_type b_nc = b.cols(); SparseComplexMatrix x; volatile octave_idx_type ii, x_nz; if (nr < 1 || nc < 1 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); else if (nr >= nc) { SparseQR q (a, 3); if (! q.ok ()) return SparseComplexMatrix(); x = SparseComplexMatrix (nc, b_nc, b.nzmax()); x.xcidx(0) = 0; x_nz = b.nzmax(); ii = 0; OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, q.S()->m2); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { OCTAVE_QUIT; for (octave_idx_type j = 0; j < b_nr; j++) { Complex c = b.xelem (j,i); Xx[j] = std::real (c); Xz[j] = std::imag (c); } for (octave_idx_type j = nr; j < q.S()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->pinv, Xx, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S()->Pinv, Xx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N()->U, buf); #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->q, buf, Xx, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S()->Q, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = nr; j < q.S()->m2; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->pinv, Xz, buf, nr); #else CXSPARSE_DNAME (_ipvec) (nr, q.S()->Pinv, Xz, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_usolve) (q.N()->U, buf); #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_ipvec) (q.S()->q, buf, Xz, nc); #else CXSPARSE_DNAME (_ipvec) (nc, q.S()->Q, buf, Xz); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex tmp = Complex (Xx[j], Xz[j]); if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata(ii) = tmp; x.xridx(ii++) = j; } } x.xcidx(i+1) = ii; } info = 0; } else { SparseMatrix at = a.hermitian(); SparseQR q (at, 3); if (! q.ok ()) return SparseComplexMatrix(); x = SparseComplexMatrix (nc, b_nc, b.nzmax()); x.xcidx(0) = 0; x_nz = b.nzmax(); ii = 0; volatile octave_idx_type nbuf = (nc > q.S()->m2 ? nc : q.S()->m2); OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc)); OCTAVE_LOCAL_BUFFER (double, buf, nbuf); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { OCTAVE_QUIT; for (octave_idx_type j = 0; j < b_nr; j++) { Complex c = b.xelem (j,i); Xx[j] = std::real (c); Xz[j] = std::imag (c); } for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->q, Xx, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S()->Q, Xx, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->pinv, buf, Xx, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S()->Pinv, buf, Xx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = 0.; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->q, Xz, buf, nr); #else CXSPARSE_DNAME (_pvec) (nr, q.S()->Q, Xz, buf); #endif CXSPARSE_DNAME (_utsolve) (q.N()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { OCTAVE_QUIT; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_DNAME (_happly) (q.N()->L, j, q.N()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined(CS_VER) && (CS_VER >= 2) CXSPARSE_DNAME (_pvec) (q.S()->pinv, buf, Xz, nc); #else CXSPARSE_DNAME (_pvec) (nc, q.S()->Pinv, buf, Xz); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex tmp = Complex (Xx[j], Xz[j]); if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata(ii) = tmp; x.xridx(ii++) = j; } } x.xcidx(i+1) = ii; } info = 0; } x.maybe_compress (); return x; #else return SparseComplexMatrix (); #endif } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */