Mercurial > hg > octave-nkf
view liboctave/CmplxQR.cc @ 8563:3a3421a9f0bb
optimize resizable indexing with scalars
author | Jaroslav Hajek <highegg@gmail.com> |
---|---|
date | Thu, 22 Jan 2009 13:26:04 +0100 |
parents | a6edd5c23cb5 |
children | c86718093c1b |
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/* Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007 John W. Eaton Copyright (C) 2008, 2009 Jaroslav Hajek 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 "CmplxQR.h" #include "f77-fcn.h" #include "lo-error.h" #include "Range.h" #include "idx-vector.h" #include "oct-locbuf.h" extern "C" { F77_RET_T F77_FUNC (zgeqrf, ZGEQRF) (const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, Complex*, const octave_idx_type&, octave_idx_type&); F77_RET_T F77_FUNC (zungqr, ZUNGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, Complex*, const octave_idx_type&, octave_idx_type&); #ifdef HAVE_QRUPDATE F77_RET_T F77_FUNC (zqr1up, ZQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, Complex*, Complex*, double*); F77_RET_T F77_FUNC (zqrinc, ZQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type&, const Complex*, double*); F77_RET_T F77_FUNC (zqrdec, ZQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type&, double*); F77_RET_T F77_FUNC (zqrinr, ZQRINR) (const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type&, const Complex*, double*); F77_RET_T F77_FUNC (zqrder, ZQRDER) (const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type&, Complex*, double*); F77_RET_T F77_FUNC (zqrshc, ZQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, Complex*, double*); #endif } ComplexQR::ComplexQR (const ComplexMatrix& a, QR::type qr_type) : q (), r () { init (a, qr_type); } void ComplexQR::init (const ComplexMatrix& a, QR::type qr_type) { octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); if (m == 0 || n == 0) { (*current_liboctave_error_handler) ("ComplexQR must have non-empty matrix"); return; } octave_idx_type min_mn = m < n ? m : n; Array<Complex> tau (min_mn); Complex *ptau = tau.fortran_vec (); octave_idx_type lwork = 32*n; Array<Complex> work (lwork); Complex *pwork = work.fortran_vec (); octave_idx_type info = 0; ComplexMatrix A_fact; if (m > n && qr_type != QR::economy) { A_fact.resize (m, m); A_fact.insert (a, 0, 0); } else A_fact = a; Complex *tmp_data = A_fact.fortran_vec (); F77_XFCN (zgeqrf, ZGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info)); if (qr_type == QR::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++) A_fact.elem (i, j) *= tau.elem (j); } r = A_fact; if (m > n) r.resize (m, n); } else { octave_idx_type n2 = (qr_type == QR::economy) ? min_mn : m; if (qr_type == QR::economy && m > n) r.resize (n, n, 0.0); else r.resize (m, n, 0.0); for (octave_idx_type j = 0; j < n; j++) { octave_idx_type limit = j < min_mn-1 ? j : min_mn-1; for (octave_idx_type i = 0; i <= limit; i++) r.elem (i, j) = A_fact.elem (i, j); } lwork = 32 * n2; work.resize (lwork); Complex *pwork2 = work.fortran_vec (); F77_XFCN (zungqr, ZUNGQR, (m, n2, min_mn, tmp_data, m, ptau, pwork2, lwork, info)); q = A_fact; q.resize (m, n2); } } ComplexQR::ComplexQR (const ComplexMatrix& q_arg, const ComplexMatrix& r_arg) { octave_idx_type qr = q_arg.rows (), qc = q_arg.columns (); octave_idx_type rr = r_arg.rows (), rc = r_arg.columns (); if (qc == rr && (qr == qc || (qr > qc && rr == rc))) { q = q_arg; r = r_arg; } else (*current_liboctave_error_handler) ("QR dimensions mismatch"); } QR::type ComplexQR::get_type (void) const { QR::type retval; if (!q.is_empty () && q.is_square ()) retval = QR::std; else if (q.rows () > q.columns () && r.is_square ()) retval = QR::economy; else retval = QR::raw; return retval; } #ifdef HAVE_QRUPDATE void ComplexQR::update (const ComplexColumnVector& u, const ComplexColumnVector& 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) { ComplexColumnVector utmp = u, vtmp = v; OCTAVE_LOCAL_BUFFER (Complex, w, k); OCTAVE_LOCAL_BUFFER (double, rw, k); F77_XFCN (zqr1up, ZQR1UP, (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 ComplexQR::update (const ComplexMatrix& u, const ComplexMatrix& 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 (Complex, w, k); OCTAVE_LOCAL_BUFFER (double, rw, k); for (octave_idx_type i = 0; i < u.cols (); i++) { ComplexColumnVector utmp = u.column (i), vtmp = v.column (i); F77_XFCN (zqr1up, ZQR1UP, (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 ComplexQR::insert_col (const ComplexColumnVector& 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); } ComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, k); F77_XFCN (zqrinc, ZQRINC, (m, n, k, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, utmp.data (), rw)); } } void ComplexQR::insert_col (const ComplexMatrix& 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, 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, rw, kmax); for (octave_idx_type i = 0; i < js.length (); i++) { ComplexColumnVector utmp = u.column (jsi(i)); F77_XFCN (zqrinc, ZQRINC, (m, n + i, std::min (kmax, k + i), q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), js(i) + 1, utmp.data (), rw)); } } } void ComplexQR::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, rw, k); F77_XFCN (zqrdec, ZQRDEC, (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 ComplexQR::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, 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, rw, k); for (octave_idx_type i = 0; i < js.length (); i++) { F77_XFCN (zqrdec, ZQRDEC, (m, n - i, k == m ? k : k - i, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), js(i) + 1, rw)); } if (k < m) { q.resize (m, k - nj); r.resize (k - nj, n - nj); } else { r.resize (k, n - nj); } } } void ComplexQR::insert_row (const ComplexRowVector& 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); ComplexRowVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, k); F77_XFCN (zqrinr, ZQRINR, (m, n, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), j + 1, utmp.fortran_vec (), rw)); } } void ComplexQR::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 (Complex, w, m); OCTAVE_LOCAL_BUFFER (double, rw, m); F77_XFCN (zqrder, ZQRDER, (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 ComplexQR::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 (Complex, w, k); OCTAVE_LOCAL_BUFFER (double, rw, k); F77_XFCN (zqrshc, ZQRSHC, (m, n, k, q.fortran_vec (), q.rows (), r.fortran_vec (), r.rows (), i + 1, j + 1, w, rw)); } } #else // Replacement update methods. void ComplexQR::update (const ComplexColumnVector& u, const ComplexColumnVector& 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 + ComplexMatrix (u) * ComplexMatrix (v).hermitian (), get_type ()); } else (*current_liboctave_error_handler) ("qrupdate: dimensions mismatch"); } void ComplexQR::update (const ComplexMatrix& u, const ComplexMatrix& 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 ComplexMatrix insert_col (const ComplexMatrix& a, octave_idx_type i, const ComplexColumnVector& x) { ComplexMatrix 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 ComplexMatrix insert_row (const ComplexMatrix& a, octave_idx_type i, const ComplexRowVector& x) { ComplexMatrix 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 ComplexMatrix delete_col (const ComplexMatrix& a, octave_idx_type i) { ComplexMatrix retval = a; retval.delete_elements (1, idx_vector (i)); return retval; } static ComplexMatrix delete_row (const ComplexMatrix& a, octave_idx_type i) { ComplexMatrix retval = a; retval.delete_elements (0, idx_vector (i)); return retval; } static ComplexMatrix shift_cols (const ComplexMatrix& 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 ComplexQR::insert_col (const ComplexColumnVector& 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 ComplexQR::insert_col (const ComplexMatrix& 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, 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) { ComplexMatrix 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 ComplexQR::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 ComplexQR::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, 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) { ComplexMatrix a = q*r; for (octave_idx_type i = 0; i < js.length (); i++) a = ::delete_col (a, js(i)); init (a, get_type ()); } } void ComplexQR::insert_row (const ComplexRowVector& 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 ComplexQR::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 ComplexQR::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 /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */