Mercurial > hg > octave-nkf
view liboctave/dbleQRP.cc @ 7155:6ca57492b26e
[project @ 2007-11-10 05:14:23 by jwe]
author | jwe |
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date | Sat, 10 Nov 2007 05:14:23 +0000 |
parents | a1dbe9d80eee |
children | 29980c6b8604 |
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/* Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007 John W. Eaton 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 <cassert> #include "dbleQRP.h" #include "f77-fcn.h" #include "lo-error.h" extern "C" { F77_RET_T F77_FUNC (dgeqpf, DGEQPF) (const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, double*, double*, 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&); } // It would be best to share some of this code with QR class... QRP::QRP (const Matrix& a, QR::type qr_type) : QR (), p () { init (a, qr_type); } void QRP::init (const Matrix& a, QR::type qr_type) { assert (qr_type != QR::raw); octave_idx_type m = a.rows (); octave_idx_type n = a.cols (); if (m == 0 || n == 0) { (*current_liboctave_error_handler) ("QR must have non-empty matrix"); return; } octave_idx_type min_mn = m < n ? m : n; Array<double> tau (min_mn); double *ptau = tau.fortran_vec (); octave_idx_type lwork = 3*n > 32*m ? 3*n : 32*m; Array<double> work (lwork); double *pwork = work.fortran_vec (); octave_idx_type info = 0; Matrix A_fact = a; if (m > n && qr_type != QR::economy) A_fact.resize (m, m, 0.0); double *tmp_data = A_fact.fortran_vec (); Array<octave_idx_type> jpvt (n, 0); octave_idx_type *pjpvt = jpvt.fortran_vec (); // Code to enforce a certain permutation could go here... F77_XFCN (dgeqpf, DGEQPF, (m, n, tmp_data, m, pjpvt, ptau, pwork, info)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgeqpf"); else { // Form Permutation matrix (if economy is requested, return the // indices only!) if (qr_type == QR::economy) { p.resize (1, n, 0.0); for (octave_idx_type j = 0; j < n; j++) p.elem (0, j) = jpvt.elem (j); } else { p.resize (n, n, 0.0); for (octave_idx_type j = 0; j < n; j++) p.elem (jpvt.elem (j) - 1, j) = 1.0; } 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); } F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau, pwork, lwork, info)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dorgqr"); else { q = A_fact; q.resize (m, n2); } } } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */