Mercurial > hg > octave-nkf
view liboctave/dbleQR.cc @ 6746:a8105a726e68
[project @ 2007-06-19 08:18:34 by dbateman]
author | dbateman |
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date | Tue, 19 Jun 2007 08:18:34 +0000 |
parents | 4c8a2e4e0717 |
children | 93c65f2a5668 |
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/* Copyright (C) 1996, 1997 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 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 Octave; 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 "dbleQR.h" #include "f77-fcn.h" #include "lo-error.h" 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&); } QR::QR (const Matrix& a, QR::type qr_type) : q (), r () { init (a, qr_type); } void QR::init (const Matrix& 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) ("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 = 32*n; 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 (); F77_XFCN (dgeqrf, DGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgeqrf"); else { 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) = tmp_data[m*j+i]; } lwork = 32 * n2; work.resize (lwork); double *pwork2 = work.fortran_vec (); F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau, pwork2, 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: *** */