Mercurial > hg > octave-nkf
view liboctave/dbleQR.cc @ 14026:3781981be535 ss-3-5-90
snapshot 3.5.90
* configure.ac (AC_INIT): Version is now 3.5.90.
(OCTAVE_API_VERSION_NUMBER): Now 46.
(OCTAVE_RELEASE_DATE): Now 2011-12-11.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Sun, 11 Dec 2011 23:18:31 -0500 |
parents | 12df7854fa7c |
children | 72c96de7a403 |
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/* Copyright (C) 1994-2011 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 "dbleQR.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<Matrix>; extern "C" { F77_RET_T F77_FUNC (dgeqrf, DGEQRF) (const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, const octave_idx_type&, octave_idx_type&); F77_RET_T F77_FUNC (dorgqr, DORGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, const octave_idx_type&, octave_idx_type&); #ifdef HAVE_QRUPDATE F77_RET_T F77_FUNC (dqr1up, DQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, double*); F77_RET_T F77_FUNC (dqrinc, DQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, const octave_idx_type&, const double*, double*); F77_RET_T F77_FUNC (dqrdec, DQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, const octave_idx_type&, double*); F77_RET_T F77_FUNC (dqrinr, DQRINR) (const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, const octave_idx_type&, const double*, double*); F77_RET_T F77_FUNC (dqrder, DQRDER) (const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, const octave_idx_type&, double*); F77_RET_T F77_FUNC (dqrshc, DQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*); #endif } const QR::type QR::raw, QR::std, QR::economy; QR::QR (const Matrix& a, qr_type_t qr_type) { init (a, qr_type); } void QR::init (const Matrix& 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 (double, tau, min_mn); octave_idx_type info = 0; Matrix afact = a; if (m > n && qr_type == qr_type_std) afact.resize (m, m); if (m > 0) { // workspace query. double rlwork; F77_XFCN (dgeqrf, DGEQRF, (m, n, afact.fortran_vec (), m, tau, &rlwork, -1, info)); // allocate buffer and do the job. octave_idx_type lwork = rlwork; lwork = std::max (lwork, static_cast<octave_idx_type> (1)); OCTAVE_LOCAL_BUFFER (double, work, lwork); F77_XFCN (dgeqrf, DGEQRF, (m, n, afact.fortran_vec (), m, tau, work, lwork, info)); } form (n, afact, tau, qr_type); } void QR::form (octave_idx_type n, Matrix& afact, double *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 = Matrix (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 = Matrix (); // optimize memory } else { // afact will become r. q = Matrix (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. double rlwork; F77_XFCN (dorgqr, DORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, &rlwork, -1, info)); // allocate buffer and do the job. octave_idx_type lwork = rlwork; lwork = std::max (lwork, static_cast<octave_idx_type> (1)); OCTAVE_LOCAL_BUFFER (double, work, lwork); F77_XFCN (dorgqr, DORGQR, (m, k, min_mn, q.fortran_vec (), m, tau, work, lwork, info)); } } } #ifdef HAVE_QRUPDATE void QR::update (const ColumnVector& u, const ColumnVector& 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) { ColumnVector utmp = u, vtmp = v; OCTAVE_LOCAL_BUFFER (double, w, 2*k); F77_XFCN (dqr1up, DQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k, utmp.fortran_vec (), vtmp.fortran_vec (), w)); } else (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); } void QR::update (const Matrix& u, const Matrix& 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 (double, w, 2*k); for (volatile octave_idx_type i = 0; i < u.cols (); i++) { ColumnVector utmp = u.column (i), vtmp = v.column (i); F77_XFCN (dqr1up, DQR1UP, (m, n, k, q.fortran_vec (), m, r.fortran_vec (), k, utmp.fortran_vec (), vtmp.fortran_vec (), w)); } } else (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); } void QR::insert_col (const ColumnVector& 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); } ColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, w, k); F77_XFCN (dqrinc, DQRINC, (m, n, k, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, utmp.data (), w)); } } void QR::insert_col (const Matrix& 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 (double, w, kmax); for (volatile octave_idx_type i = 0; i < js.length (); i++) { octave_idx_type ii = i; ColumnVector utmp = u.column (jsi(i)); F77_XFCN (dqrinc, DQRINC, (m, n + ii, std::min (kmax, k + ii), q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), js(ii) + 1, utmp.data (), w)); } } } void QR::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 (double, w, k); F77_XFCN (dqrdec, DQRDEC, (m, n, k, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, w)); if (k < m) { q.resize (m, k-1); r.resize (k-1, n-1); } else { r.resize (k, n-1); } } } void QR::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 (double, w, k); for (volatile octave_idx_type i = 0; i < js.length (); i++) { octave_idx_type ii = i; F77_XFCN (dqrdec, DQRDEC, (m, n - ii, k == m ? k : k - ii, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), js(ii) + 1, w)); } if (k < m) { q.resize (m, k - nj); r.resize (k - nj, n - nj); } else { r.resize (k, n - nj); } } } void QR::insert_row (const RowVector& 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); RowVector utmp = u; OCTAVE_LOCAL_BUFFER (double, w, k); F77_XFCN (dqrinr, DQRINR, (m, n, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, utmp.fortran_vec (), w)); } } void QR::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 (double, w, 2*m); F77_XFCN (dqrder, DQRDER, (m, n, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, w)); q.resize (m - 1, m - 1); r.resize (m - 1, n); } } void QR::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 (double, w, 2*k); F77_XFCN (dqrshc, DQRSHC, (m, n, k, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), i + 1, j + 1, w)); } } #else // Replacement update methods. void QR::update (const ColumnVector& u, const ColumnVector& 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 + Matrix (u) * Matrix (v).transpose (), get_type ()); } else (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); } void QR::update (const Matrix& u, const Matrix& 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.transpose (), get_type ()); } else (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); } static Matrix insert_col (const Matrix& a, octave_idx_type i, const ColumnVector& x) { Matrix 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 Matrix insert_row (const Matrix& a, octave_idx_type i, const RowVector& x) { Matrix 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 Matrix delete_col (const Matrix& a, octave_idx_type i) { Matrix retval = a; retval.delete_elements (1, idx_vector (i)); return retval; } static Matrix delete_row (const Matrix& a, octave_idx_type i) { Matrix retval = a; retval.delete_elements (0, idx_vector (i)); return retval; } static Matrix shift_cols (const Matrix& 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 QR::insert_col (const ColumnVector& 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 QR::insert_col (const Matrix& 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) { Matrix 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 QR::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 QR::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) { Matrix a = q*r; for (octave_idx_type i = 0; i < js.length (); i++) a = ::delete_col (a, js(i)); init (a, get_type ()); } } void QR::insert_row (const RowVector& 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 QR::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 { init (::delete_row (q*r, j), get_type ()); } } void QR::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 ()); } } void warn_qrupdate_once (void) { static bool warned = false; if (! warned) { (*current_liboctave_warning_handler) ("In this version of Octave, QR & Cholesky updating routines\n" "simply update the matrix and recalculate factorizations.\n" "To use fast algorithms, link Octave with the qrupdate library.\n" "See <http://sourceforge.net/projects/qrupdate>.\n"); warned = true; } } #endif