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SparseQR.cc
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1 /*
2 
3 Copyright (C) 2005-2015 David Bateman
4 
5 This file is part of Octave.
6 
7 Octave is free software; you can redistribute it and/or modify it
8 under the terms of the GNU General Public License as published by the
9 Free Software Foundation; either version 3 of the License, or (at your
10 option) any later version.
11 
12 Octave is distributed in the hope that it will be useful, but WITHOUT
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
15 for more details.
16 
17 You should have received a copy of the GNU General Public License
18 along with Octave; see the file COPYING. If not, see
19 <http://www.gnu.org/licenses/>.
20 
21 */
22 
23 #ifdef HAVE_CONFIG_H
24 #include <config.h>
25 #endif
26 #include <vector>
27 
28 #include "lo-error.h"
29 #include "SparseQR.h"
30 #include "oct-locbuf.h"
31 
32 SparseQR::SparseQR_rep::SparseQR_rep (const SparseMatrix& a, int order)
33  : count (1), nrows (0)
34 #ifdef HAVE_CXSPARSE
35  , S (0), N (0)
36 #endif
37 {
38 #ifdef HAVE_CXSPARSE
39  CXSPARSE_DNAME () A;
40  A.nzmax = a.nnz ();
41  A.m = a.rows ();
42  A.n = a.cols ();
43  nrows = A.m;
44  // Cast away const on A, with full knowledge that CSparse won't touch it
45  // Prevents the methods below making a copy of the data.
46  A.p = const_cast<octave_idx_type *>(a.cidx ());
47  A.i = const_cast<octave_idx_type *>(a.ridx ());
48  A.x = const_cast<double *>(a.data ());
49  A.nz = -1;
50  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
51 #if defined (CS_VER) && (CS_VER >= 2)
52  S = CXSPARSE_DNAME (_sqr) (order, &A, 1);
53 #else
54  S = CXSPARSE_DNAME (_sqr) (&A, order - 1, 1);
55 #endif
56 
57  N = CXSPARSE_DNAME (_qr) (&A, S);
58  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
59  if (!N)
60  (*current_liboctave_error_handler)
61  ("SparseQR: sparse matrix QR factorization filled");
62  count = 1;
63 #else
64  (*current_liboctave_error_handler)
65  ("SparseQR: sparse matrix QR factorization not implemented");
66 #endif
67 }
68 
69 SparseQR::SparseQR_rep::~SparseQR_rep (void)
70 {
71 #ifdef HAVE_CXSPARSE
72  CXSPARSE_DNAME (_sfree) (S);
73  CXSPARSE_DNAME (_nfree) (N);
74 #endif
75 }
76 
77 SparseMatrix
78 SparseQR::SparseQR_rep::V (void) const
79 {
80 #ifdef HAVE_CXSPARSE
81  // Drop zeros from V and sort
82  // FIXME: Is the double transpose to sort necessary?
83  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
84  CXSPARSE_DNAME (_dropzeros) (N->L);
85  CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->L, 1);
86  CXSPARSE_DNAME (_spfree) (N->L);
87  N->L = CXSPARSE_DNAME (_transpose) (D, 1);
88  CXSPARSE_DNAME (_spfree) (D);
89  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
90 
91  octave_idx_type nc = N->L->n;
92  octave_idx_type nz = N->L->nzmax;
93  SparseMatrix ret (N->L->m, nc, nz);
94  for (octave_idx_type j = 0; j < nc+1; j++)
95  ret.xcidx (j) = N->L->p[j];
96  for (octave_idx_type j = 0; j < nz; j++)
97  {
98  ret.xridx (j) = N->L->i[j];
99  ret.xdata (j) = N->L->x[j];
100  }
101  return ret;
102 #else
103  return SparseMatrix ();
104 #endif
105 }
106 
107 ColumnVector
108 SparseQR::SparseQR_rep::Pinv (void) const
109 {
110 #ifdef HAVE_CXSPARSE
111  ColumnVector ret(N->L->m);
112  for (octave_idx_type i = 0; i < N->L->m; i++)
113 #if defined (CS_VER) && (CS_VER >= 2)
114  ret.xelem (i) = S->pinv[i];
115 #else
116  ret.xelem (i) = S->Pinv[i];
117 #endif
118  return ret;
119 #else
120  return ColumnVector ();
121 #endif
122 }
123 
124 ColumnVector
125 SparseQR::SparseQR_rep::P (void) const
126 {
127 #ifdef HAVE_CXSPARSE
128  ColumnVector ret(N->L->m);
129  for (octave_idx_type i = 0; i < N->L->m; i++)
130 #if defined (CS_VER) && (CS_VER >= 2)
131  ret.xelem (S->pinv[i]) = i;
132 #else
133  ret.xelem (S->Pinv[i]) = i;
134 #endif
135  return ret;
136 #else
137  return ColumnVector ();
138 #endif
139 }
140 
141 SparseMatrix
142 SparseQR::SparseQR_rep::R (const bool econ) const
143 {
144 #ifdef HAVE_CXSPARSE
145  // Drop zeros from R and sort
146  // FIXME: Is the double transpose to sort necessary?
147  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
148  CXSPARSE_DNAME (_dropzeros) (N->U);
149  CXSPARSE_DNAME () *D = CXSPARSE_DNAME (_transpose) (N->U, 1);
150  CXSPARSE_DNAME (_spfree) (N->U);
151  N->U = CXSPARSE_DNAME (_transpose) (D, 1);
152  CXSPARSE_DNAME (_spfree) (D);
153  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
154 
155  octave_idx_type nc = N->U->n;
156  octave_idx_type nz = N->U->nzmax;
157 
158  SparseMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz);
159 
160  for (octave_idx_type j = 0; j < nc+1; j++)
161  ret.xcidx (j) = N->U->p[j];
162  for (octave_idx_type j = 0; j < nz; j++)
163  {
164  ret.xridx (j) = N->U->i[j];
165  ret.xdata (j) = N->U->x[j];
166  }
167  return ret;
168 #else
169  return SparseMatrix ();
170 #endif
171 }
172 
173 Matrix
174 SparseQR::SparseQR_rep::C (const Matrix &b) const
175 {
176 #ifdef HAVE_CXSPARSE
177  octave_idx_type b_nr = b.rows ();
178  octave_idx_type b_nc = b.cols ();
179  octave_idx_type nc = N->L->n;
180  octave_idx_type nr = nrows;
181  const double *bvec = b.fortran_vec ();
182  Matrix ret (b_nr, b_nc);
183  double *vec = ret.fortran_vec ();
184  if (nr < 0 || nc < 0 || nr != b_nr)
185  (*current_liboctave_error_handler) ("matrix dimension mismatch");
186  else if (nr == 0 || nc == 0 || b_nc == 0)
187  ret = Matrix (nc, b_nc, 0.0);
188  else
189  {
190  OCTAVE_LOCAL_BUFFER (double, buf, S->m2);
191  for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr)
192  {
193  octave_quit ();
194  for (octave_idx_type i = nr; i < S->m2; i++)
195  buf[i] = 0.;
196  volatile octave_idx_type nm = (nr < nc ? nr : nc);
197  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
198 #if defined (CS_VER) && (CS_VER >= 2)
199  CXSPARSE_DNAME (_ipvec) (S->pinv, bvec + idx, buf, b_nr);
200 #else
201  CXSPARSE_DNAME (_ipvec) (b_nr, S->Pinv, bvec + idx, buf);
202 #endif
203  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
204 
205  for (volatile octave_idx_type i = 0; i < nm; i++)
206  {
207  octave_quit ();
208  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
209  CXSPARSE_DNAME (_happly) (N->L, i, N->B[i], buf);
210  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
211  }
212  for (octave_idx_type i = 0; i < b_nr; i++)
213  vec[i+idx] = buf[i];
214  }
215  }
216  return ret;
217 #else
218  return Matrix ();
219 #endif
220 }
221 
222 Matrix
223 SparseQR::SparseQR_rep::Q (void) const
224 {
225 #ifdef HAVE_CXSPARSE
226  octave_idx_type nc = N->L->n;
227  octave_idx_type nr = nrows;
228  Matrix ret (nr, nr);
229  double *vec = ret.fortran_vec ();
230  if (nr < 0 || nc < 0)
231  (*current_liboctave_error_handler) ("matrix dimension mismatch");
232  else if (nr == 0 || nc == 0)
233  ret = Matrix (nc, nr, 0.0);
234  else
235  {
236  OCTAVE_LOCAL_BUFFER (double, bvec, nr + 1);
237  for (octave_idx_type i = 0; i < nr; i++)
238  bvec[i] = 0.;
239  OCTAVE_LOCAL_BUFFER (double, buf, S->m2);
240  for (volatile octave_idx_type j = 0, idx = 0; j < nr; j++, idx+=nr)
241  {
242  octave_quit ();
243  bvec[j] = 1.0;
244  for (octave_idx_type i = nr; i < S->m2; i++)
245  buf[i] = 0.;
246  volatile octave_idx_type nm = (nr < nc ? nr : nc);
247  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
248 #if defined (CS_VER) && (CS_VER >= 2)
249  CXSPARSE_DNAME (_ipvec) (S->pinv, bvec, buf, nr);
250 #else
251  CXSPARSE_DNAME (_ipvec) (nr, S->Pinv, bvec, buf);
252 #endif
253  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
254 
255  for (volatile octave_idx_type i = 0; i < nm; i++)
256  {
257  octave_quit ();
258  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
259  CXSPARSE_DNAME (_happly) (N->L, i, N->B[i], buf);
260  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
261  }
262  for (octave_idx_type i = 0; i < nr; i++)
263  vec[i+idx] = buf[i];
264  bvec[j] = 0.0;
265  }
266  }
267  return ret.transpose ();
268 #else
269  return Matrix ();
270 #endif
271 }
272 
273 Matrix
274 qrsolve (const SparseMatrix&a, const Matrix &b, octave_idx_type& info)
275 {
276  info = -1;
277 #ifdef HAVE_CXSPARSE
278  octave_idx_type nr = a.rows ();
279  octave_idx_type nc = a.cols ();
280  octave_idx_type b_nc = b.cols ();
281  octave_idx_type b_nr = b.rows ();
282  const double *bvec = b.fortran_vec ();
283  Matrix x;
284 
285  if (nr < 0 || nc < 0 || nr != b_nr)
286  (*current_liboctave_error_handler)
287  ("matrix dimension mismatch in solution of minimum norm problem");
288  else if (nr == 0 || nc == 0 || b_nc == 0)
289  x = Matrix (nc, b_nc, 0.0);
290  else if (nr >= nc)
291  {
292  SparseQR q (a, 3);
293  if (! q.ok ())
294  return Matrix ();
295  x.resize (nc, b_nc);
296  double *vec = x.fortran_vec ();
297  OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2);
298  for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc;
299  i++, idx+=nc, bidx+=b_nr)
300  {
301  octave_quit ();
302  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
303  buf[j] = 0.;
304  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
305 #if defined (CS_VER) && (CS_VER >= 2)
306  CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, bvec + bidx, buf, nr);
307 #else
308  CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, bvec + bidx, buf);
309 #endif
310  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
311  for (volatile octave_idx_type j = 0; j < nc; j++)
312  {
313  octave_quit ();
314  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
315  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
316  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
317  }
318  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
319  CXSPARSE_DNAME (_usolve) (q.N ()->U, buf);
320 #if defined (CS_VER) && (CS_VER >= 2)
321  CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, vec + idx, nc);
322 #else
323  CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, vec + idx);
324 #endif
325  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
326  }
327  info = 0;
328  }
329  else
330  {
331  SparseMatrix at = a.hermitian ();
332  SparseQR q (at, 3);
333  if (! q.ok ())
334  return Matrix ();
335  x.resize (nc, b_nc);
336  double *vec = x.fortran_vec ();
337  volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2);
338  OCTAVE_LOCAL_BUFFER (double, buf, nbuf);
339  for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc;
340  i++, idx+=nc, bidx+=b_nr)
341  {
342  octave_quit ();
343  for (octave_idx_type j = nr; j < nbuf; j++)
344  buf[j] = 0.;
345  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
346 #if defined (CS_VER) && (CS_VER >= 2)
347  CXSPARSE_DNAME (_pvec) (q.S ()->q, bvec + bidx, buf, nr);
348 #else
349  CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, bvec + bidx, buf);
350 #endif
351  CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf);
352  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
353  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
354  {
355  octave_quit ();
356  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
357  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
358  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
359  }
360  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
361 #if defined (CS_VER) && (CS_VER >= 2)
362  CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, vec + idx, nc);
363 #else
364  CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, vec + idx);
365 #endif
366  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
367  }
368  info = 0;
369  }
370 
371  return x;
372 #else
373  return Matrix ();
374 #endif
375 }
376 
377 SparseMatrix
378 qrsolve (const SparseMatrix&a, const SparseMatrix &b, octave_idx_type &info)
379 {
380  info = -1;
381 #ifdef HAVE_CXSPARSE
382  octave_idx_type nr = a.rows ();
383  octave_idx_type nc = a.cols ();
384  octave_idx_type b_nr = b.rows ();
385  octave_idx_type b_nc = b.cols ();
386  SparseMatrix x;
387  volatile octave_idx_type ii, x_nz;
388 
389  if (nr < 0 || nc < 0 || nr != b_nr)
390  (*current_liboctave_error_handler)
391  ("matrix dimension mismatch in solution of minimum norm problem");
392  else if (nr == 0 || nc == 0 || b_nc == 0)
393  x = SparseMatrix (nc, b_nc);
394  else if (nr >= nc)
395  {
396  SparseQR q (a, 3);
397  if (! q.ok ())
398  return SparseMatrix ();
399  x = SparseMatrix (nc, b_nc, b.nnz ());
400  x.xcidx (0) = 0;
401  x_nz = b.nnz ();
402  ii = 0;
403  OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
404  OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2);
405  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
406  {
407  octave_quit ();
408  for (octave_idx_type j = 0; j < b_nr; j++)
409  Xx[j] = b.xelem (j,i);
410  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
411  buf[j] = 0.;
412  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
413 #if defined (CS_VER) && (CS_VER >= 2)
414  CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xx, buf, nr);
415 #else
416  CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xx, buf);
417 #endif
418  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
419  for (volatile octave_idx_type j = 0; j < nc; j++)
420  {
421  octave_quit ();
422  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
423  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
424  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
425  }
426  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
427  CXSPARSE_DNAME (_usolve) (q.N ()->U, buf);
428 #if defined (CS_VER) && (CS_VER >= 2)
429  CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xx, nc);
430 #else
431  CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xx);
432 #endif
433  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
434 
435  for (octave_idx_type j = 0; j < nc; j++)
436  {
437  double tmp = Xx[j];
438  if (tmp != 0.0)
439  {
440  if (ii == x_nz)
441  {
442  // Resize the sparse matrix
443  octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
444  sz = (sz > 10 ? sz : 10) + x_nz;
445  x.change_capacity (sz);
446  x_nz = sz;
447  }
448  x.xdata (ii) = tmp;
449  x.xridx (ii++) = j;
450  }
451  }
452  x.xcidx (i+1) = ii;
453  }
454  info = 0;
455  }
456  else
457  {
458  SparseMatrix at = a.hermitian ();
459  SparseQR q (at, 3);
460  if (! q.ok ())
461  return SparseMatrix ();
462  x = SparseMatrix (nc, b_nc, b.nnz ());
463  x.xcidx (0) = 0;
464  x_nz = b.nnz ();
465  ii = 0;
466  volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2);
467  OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
468  OCTAVE_LOCAL_BUFFER (double, buf, nbuf);
469  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
470  {
471  octave_quit ();
472  for (octave_idx_type j = 0; j < b_nr; j++)
473  Xx[j] = b.xelem (j,i);
474  for (octave_idx_type j = nr; j < nbuf; j++)
475  buf[j] = 0.;
476  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
477 #if defined (CS_VER) && (CS_VER >= 2)
478  CXSPARSE_DNAME (_pvec) (q.S ()->q, Xx, buf, nr);
479 #else
480  CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xx, buf);
481 #endif
482  CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf);
483  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
484  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
485  {
486  octave_quit ();
487  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
488  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
489  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
490  }
491  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
492 #if defined (CS_VER) && (CS_VER >= 2)
493  CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xx, nc);
494 #else
495  CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xx);
496 #endif
497  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
498 
499  for (octave_idx_type j = 0; j < nc; j++)
500  {
501  double tmp = Xx[j];
502  if (tmp != 0.0)
503  {
504  if (ii == x_nz)
505  {
506  // Resize the sparse matrix
507  octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
508  sz = (sz > 10 ? sz : 10) + x_nz;
509  x.change_capacity (sz);
510  x_nz = sz;
511  }
512  x.xdata (ii) = tmp;
513  x.xridx (ii++) = j;
514  }
515  }
516  x.xcidx (i+1) = ii;
517  }
518  info = 0;
519  }
520 
521  x.maybe_compress ();
522  return x;
523 #else
524  return SparseMatrix ();
525 #endif
526 }
527 
528 ComplexMatrix
529 qrsolve (const SparseMatrix&a, const ComplexMatrix &b, octave_idx_type &info)
530 {
531  info = -1;
532 #ifdef HAVE_CXSPARSE
533  octave_idx_type nr = a.rows ();
534  octave_idx_type nc = a.cols ();
535  octave_idx_type b_nc = b.cols ();
536  octave_idx_type b_nr = b.rows ();
537  ComplexMatrix x;
538 
539  if (nr < 0 || nc < 0 || nr != b_nr)
540  (*current_liboctave_error_handler)
541  ("matrix dimension mismatch in solution of minimum norm problem");
542  else if (nr == 0 || nc == 0 || b_nc == 0)
543  x = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0));
544  else if (nr >= nc)
545  {
546  SparseQR q (a, 3);
547  if (! q.ok ())
548  return ComplexMatrix ();
549  x.resize (nc, b_nc);
550  Complex *vec = x.fortran_vec ();
551  OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
552  OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc));
553  OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2);
554  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
555  {
556  octave_quit ();
557  for (octave_idx_type j = 0; j < b_nr; j++)
558  {
559  Complex c = b.xelem (j,i);
560  Xx[j] = std::real (c);
561  Xz[j] = std::imag (c);
562  }
563  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
564  buf[j] = 0.;
565  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
566 #if defined (CS_VER) && (CS_VER >= 2)
567  CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xx, buf, nr);
568 #else
569  CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xx, buf);
570 #endif
571  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
572  for (volatile octave_idx_type j = 0; j < nc; j++)
573  {
574  octave_quit ();
575  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
576  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
577  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
578  }
579  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
580  CXSPARSE_DNAME (_usolve) (q.N ()->U, buf);
581 #if defined (CS_VER) && (CS_VER >= 2)
582  CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xx, nc);
583 #else
584  CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xx);
585 #endif
586  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
587  buf[j] = 0.;
588 #if defined (CS_VER) && (CS_VER >= 2)
589  CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xz, buf, nr);
590 #else
591  CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xz, buf);
592 #endif
593  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
594  for (volatile octave_idx_type j = 0; j < nc; j++)
595  {
596  octave_quit ();
597  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
598  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
599  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
600  }
601  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
602  CXSPARSE_DNAME (_usolve) (q.N ()->U, buf);
603 #if defined (CS_VER) && (CS_VER >= 2)
604  CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xz, nc);
605 #else
606  CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xz);
607 #endif
608  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
609  for (octave_idx_type j = 0; j < nc; j++)
610  vec[j+idx] = Complex (Xx[j], Xz[j]);
611  }
612  info = 0;
613  }
614  else
615  {
616  SparseMatrix at = a.hermitian ();
617  SparseQR q (at, 3);
618  if (! q.ok ())
619  return ComplexMatrix ();
620  x.resize (nc, b_nc);
621  Complex *vec = x.fortran_vec ();
622  volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2);
623  OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
624  OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc));
625  OCTAVE_LOCAL_BUFFER (double, buf, nbuf);
626  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
627  {
628  octave_quit ();
629  for (octave_idx_type j = 0; j < b_nr; j++)
630  {
631  Complex c = b.xelem (j,i);
632  Xx[j] = std::real (c);
633  Xz[j] = std::imag (c);
634  }
635  for (octave_idx_type j = nr; j < nbuf; j++)
636  buf[j] = 0.;
637  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
638 #if defined (CS_VER) && (CS_VER >= 2)
639  CXSPARSE_DNAME (_pvec) (q.S ()->q, Xx, buf, nr);
640 #else
641  CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xx, buf);
642 #endif
643  CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf);
644  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
645  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
646  {
647  octave_quit ();
648  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
649  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
650  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
651  }
652  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
653 #if defined (CS_VER) && (CS_VER >= 2)
654  CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xx, nc);
655 #else
656  CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xx);
657 #endif
658  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
659  for (octave_idx_type j = nr; j < nbuf; j++)
660  buf[j] = 0.;
661  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
662 #if defined (CS_VER) && (CS_VER >= 2)
663  CXSPARSE_DNAME (_pvec) (q.S ()->q, Xz, buf, nr);
664 #else
665  CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xz, buf);
666 #endif
667  CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf);
668  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
669  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
670  {
671  octave_quit ();
672  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
673  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
674  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
675  }
676  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
677 #if defined (CS_VER) && (CS_VER >= 2)
678  CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xz, nc);
679 #else
680  CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xz);
681 #endif
682  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
683  for (octave_idx_type j = 0; j < nc; j++)
684  vec[j+idx] = Complex (Xx[j], Xz[j]);
685  }
686  info = 0;
687  }
688 
689  return x;
690 #else
691  return ComplexMatrix ();
692 #endif
693 }
694 
695 SparseComplexMatrix
696 qrsolve (const SparseMatrix&a, const SparseComplexMatrix &b,
697  octave_idx_type &info)
698 {
699  info = -1;
700 #ifdef HAVE_CXSPARSE
701  octave_idx_type nr = a.rows ();
702  octave_idx_type nc = a.cols ();
703  octave_idx_type b_nr = b.rows ();
704  octave_idx_type b_nc = b.cols ();
705  SparseComplexMatrix x;
706  volatile octave_idx_type ii, x_nz;
707 
708  if (nr < 0 || nc < 0 || nr != b_nr)
709  (*current_liboctave_error_handler)
710  ("matrix dimension mismatch in solution of minimum norm problem");
711  else if (nr == 0 || nc == 0 || b_nc == 0)
712  x = SparseComplexMatrix (nc, b_nc);
713  else if (nr >= nc)
714  {
715  SparseQR q (a, 3);
716  if (! q.ok ())
717  return SparseComplexMatrix ();
718  x = SparseComplexMatrix (nc, b_nc, b.nnz ());
719  x.xcidx (0) = 0;
720  x_nz = b.nnz ();
721  ii = 0;
722  OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
723  OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc));
724  OCTAVE_LOCAL_BUFFER (double, buf, q.S ()->m2);
725  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
726  {
727  octave_quit ();
728  for (octave_idx_type j = 0; j < b_nr; j++)
729  {
730  Complex c = b.xelem (j,i);
731  Xx[j] = std::real (c);
732  Xz[j] = std::imag (c);
733  }
734  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
735  buf[j] = 0.;
736  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
737 #if defined (CS_VER) && (CS_VER >= 2)
738  CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xx, buf, nr);
739 #else
740  CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xx, buf);
741 #endif
742  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
743  for (volatile octave_idx_type j = 0; j < nc; j++)
744  {
745  octave_quit ();
746  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
747  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
748  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
749  }
750  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
751  CXSPARSE_DNAME (_usolve) (q.N ()->U, buf);
752 #if defined (CS_VER) && (CS_VER >= 2)
753  CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xx, nc);
754 #else
755  CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xx);
756 #endif
757  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
758  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
759  buf[j] = 0.;
760  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
761 #if defined (CS_VER) && (CS_VER >= 2)
762  CXSPARSE_DNAME (_ipvec) (q.S ()->pinv, Xz, buf, nr);
763 #else
764  CXSPARSE_DNAME (_ipvec) (nr, q.S ()->Pinv, Xz, buf);
765 #endif
766  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
767  for (volatile octave_idx_type j = 0; j < nc; j++)
768  {
769  octave_quit ();
770  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
771  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
772  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
773  }
774  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
775  CXSPARSE_DNAME (_usolve) (q.N ()->U, buf);
776 #if defined (CS_VER) && (CS_VER >= 2)
777  CXSPARSE_DNAME (_ipvec) (q.S ()->q, buf, Xz, nc);
778 #else
779  CXSPARSE_DNAME (_ipvec) (nc, q.S ()->Q, buf, Xz);
780 #endif
781  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
782 
783  for (octave_idx_type j = 0; j < nc; j++)
784  {
785  Complex tmp = Complex (Xx[j], Xz[j]);
786  if (tmp != 0.0)
787  {
788  if (ii == x_nz)
789  {
790  // Resize the sparse matrix
791  octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
792  sz = (sz > 10 ? sz : 10) + x_nz;
793  x.change_capacity (sz);
794  x_nz = sz;
795  }
796  x.xdata (ii) = tmp;
797  x.xridx (ii++) = j;
798  }
799  }
800  x.xcidx (i+1) = ii;
801  }
802  info = 0;
803  }
804  else
805  {
806  SparseMatrix at = a.hermitian ();
807  SparseQR q (at, 3);
808  if (! q.ok ())
809  return SparseComplexMatrix ();
810  x = SparseComplexMatrix (nc, b_nc, b.nnz ());
811  x.xcidx (0) = 0;
812  x_nz = b.nnz ();
813  ii = 0;
814  volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2);
815  OCTAVE_LOCAL_BUFFER (double, Xx, (b_nr > nc ? b_nr : nc));
816  OCTAVE_LOCAL_BUFFER (double, Xz, (b_nr > nc ? b_nr : nc));
817  OCTAVE_LOCAL_BUFFER (double, buf, nbuf);
818  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
819  {
820  octave_quit ();
821  for (octave_idx_type j = 0; j < b_nr; j++)
822  {
823  Complex c = b.xelem (j,i);
824  Xx[j] = std::real (c);
825  Xz[j] = std::imag (c);
826  }
827  for (octave_idx_type j = nr; j < nbuf; j++)
828  buf[j] = 0.;
829  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
830 #if defined (CS_VER) && (CS_VER >= 2)
831  CXSPARSE_DNAME (_pvec) (q.S ()->q, Xx, buf, nr);
832 #else
833  CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xx, buf);
834 #endif
835  CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf);
836  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
837  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
838  {
839  octave_quit ();
840  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
841  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
842  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
843  }
844  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
845 #if defined (CS_VER) && (CS_VER >= 2)
846  CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xx, nc);
847 #else
848  CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xx);
849 #endif
850  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
851  for (octave_idx_type j = nr; j < nbuf; j++)
852  buf[j] = 0.;
853  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
854 #if defined (CS_VER) && (CS_VER >= 2)
855  CXSPARSE_DNAME (_pvec) (q.S ()->q, Xz, buf, nr);
856 #else
857  CXSPARSE_DNAME (_pvec) (nr, q.S ()->Q, Xz, buf);
858 #endif
859  CXSPARSE_DNAME (_utsolve) (q.N ()->U, buf);
860  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
861  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
862  {
863  octave_quit ();
864  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
865  CXSPARSE_DNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
866  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
867  }
868  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
869 #if defined (CS_VER) && (CS_VER >= 2)
870  CXSPARSE_DNAME (_pvec) (q.S ()->pinv, buf, Xz, nc);
871 #else
872  CXSPARSE_DNAME (_pvec) (nc, q.S ()->Pinv, buf, Xz);
873 #endif
874  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
875 
876  for (octave_idx_type j = 0; j < nc; j++)
877  {
878  Complex tmp = Complex (Xx[j], Xz[j]);
879  if (tmp != 0.0)
880  {
881  if (ii == x_nz)
882  {
883  // Resize the sparse matrix
884  octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
885  sz = (sz > 10 ? sz : 10) + x_nz;
886  x.change_capacity (sz);
887  x_nz = sz;
888  }
889  x.xdata (ii) = tmp;
890  x.xridx (ii++) = j;
891  }
892  }
893  x.xcidx (i+1) = ii;
894  }
895  info = 0;
896  }
897 
898  x.maybe_compress ();
899  return x;
900 #else
901  return SparseComplexMatrix ();
902 #endif
903 }
904 
905 Matrix
906 qrsolve (const SparseMatrix &a, const MArray<double> &b,
907  octave_idx_type &info)
908 {
909  return qrsolve (a, Matrix (b), info);
910 }
911 
912 ComplexMatrix
913 qrsolve (const SparseMatrix &a, const MArray<Complex> &b,
914  octave_idx_type &info)
915 {
916  return qrsolve (a, ComplexMatrix (b), info);
917 }
Sparse::xridx
octave_idx_type * xridx(void)
Definition: Sparse.h:524
Sparse::cols
octave_idx_type cols(void) const
Definition: Sparse.h:264
Sparse::data
T * data(void)
Definition: Sparse.h:509
Sparse::rows
octave_idx_type rows(void) const
Definition: Sparse.h:263
SparseQR::SparseQR_rep::S
cs_dis * S
Definition: SparseQR.h:72
SparseQR::SparseQR_rep::R
SparseMatrix R(const bool econ) const
Definition: SparseQR.cc:142
Matrix::resize
void resize(octave_idx_type nr, octave_idx_type nc, double rfv=0)
Definition: dMatrix.h:130
SparseQR::SparseQR_rep::nrows
octave_idx_type nrows
Definition: SparseQR.h:70
Sparse::xelem
T & xelem(octave_idx_type n)
Definition: Sparse.h:300
SparseQR::SparseQR_rep::Pinv
ColumnVector Pinv(void) const
Definition: SparseQR.cc:108
A
F77_RET_T const octave_idx_type Complex * A
Definition: CmplxGEPBAL.cc:39
Sparse::xcidx
octave_idx_type * xcidx(void)
Definition: Sparse.h:537
SparseQR::SparseQR_rep::~SparseQR_rep
~SparseQR_rep(void)
Definition: SparseQR.cc:69
SparseQR::SparseQR_rep::SparseQR_rep
SparseQR_rep(const SparseMatrix &a, int order)
Definition: SparseQR.cc:32
SparseMatrix::hermitian
SparseMatrix hermitian(void) const
Definition: dSparse.h:137
Sparse::cidx
octave_idx_type * cidx(void)
Definition: Sparse.h:531
SparseQR::N
cs_din * N(void)
Definition: SparseQR.h:149
Array::rows
octave_idx_type rows(void) const
Definition: Array.h:313
Sparse::nnz
octave_idx_type nnz(void) const
Definition: Sparse.h:248
CXSPARSE_DNAME
#define CXSPARSE_DNAME(name)
Definition: SparseQR.h:37
Sparse::change_capacity
void change_capacity(octave_idx_type nz)
Definition: Sparse.h:493
SparseQR::qrsolve
friend Matrix qrsolve(const SparseMatrix &a, const Matrix &b, octave_idx_type &info)
Definition: SparseQR.cc:274
Sparse::maybe_compress
Sparse< T > maybe_compress(bool remove_zeros=false)
Definition: Sparse.h:469
Matrix::transpose
Matrix transpose(void) const
Definition: dMatrix.h:114
SparseQR::SparseQR_rep::N
cs_din * N
Definition: SparseQR.h:74
Matrix
Definition: dMatrix.h:35
SparseQR::SparseQR_rep::C
Matrix C(const Matrix &b) const
Definition: SparseQR.cc:174
SparseQR::SparseQR_rep::count
octave_refcount< int > count
Definition: SparseQR.h:68
Array::xelem
T & xelem(octave_idx_type n)
Definition: Array.h:353
Sparse::ridx
octave_idx_type * ridx(void)
Definition: Sparse.h:518
SparseQR::S
cs_dis * S(void)
Definition: SparseQR.h:147
N
F77_RET_T const octave_idx_type & N
Definition: CmplxGEPBAL.cc:39
END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
#define END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
Definition: quit.h:180
ComplexMatrix::resize
void resize(octave_idx_type nr, octave_idx_type nc, const Complex &rfv=Complex(0))
Definition: CMatrix.h:170
Sparse::xdata
T * xdata(void)
Definition: Sparse.h:511
SparseQR::SparseQR_rep::Q
Matrix Q(void) const
Definition: SparseQR.cc:223
OCTAVE_LOCAL_BUFFER
#define OCTAVE_LOCAL_BUFFER(T, buf, size)
Definition: oct-locbuf.h:197
octave_idx_type
SparseQR::SparseQR_rep::V
SparseMatrix V(void) const
Definition: SparseQR.cc:78
imag
ColumnVector imag(const ComplexColumnVector &a)
Definition: dColVector.cc:162
BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
#define BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
Definition: quit.h:158
Complex
std::complex< double > Complex
Definition: oct-cmplx.h:29
Array::fortran_vec
const T * fortran_vec(void) const
Definition: Array.h:481
real
ColumnVector real(const ComplexColumnVector &a)
Definition: dColVector.cc:156
Array::cols
octave_idx_type cols(void) const
Definition: Array.h:321
SparseQR::SparseQR_rep::P
ColumnVector P(void) const
Definition: SparseQR.cc:125
x
F77_RET_T const double * x
Definition: __pchip_deriv__.cc:38
SparseQR::ok
bool ok(void) const
Definition: SparseQR.h:118
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