Mercurial > hg > octave-nkf
view liboctave/dbleQR.cc @ 10431:5dd7a7bf4950
simplify sparse->full conversions in liboctave
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Mon, 22 Mar 2010 12:05:33 +0100 |
parents | 07ebe522dac2 |
children | 141b3fb5cef7 |
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/* 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 "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