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dbleQRP.cc
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1 /*
2 
3 Copyright (C) 1994-2015 John W. Eaton
4 Copyright (C) 2009 VZLU Prague
5 
6 This file is part of Octave.
7 
8 Octave is free software; you can redistribute it and/or modify it
9 under the terms of the GNU General Public License as published by the
10 Free Software Foundation; either version 3 of the License, or (at your
11 option) any later version.
12 
13 Octave is distributed in the hope that it will be useful, but WITHOUT
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
16 for more details.
17 
18 You should have received a copy of the GNU General Public License
19 along with Octave; see the file COPYING. If not, see
20 <http://www.gnu.org/licenses/>.
21 
22 */
23 
24 #ifdef HAVE_CONFIG_H
25 #include <config.h>
26 #endif
27 
28 #include <cassert>
29 
30 #include "dbleQRP.h"
31 #include "f77-fcn.h"
32 #include "lo-error.h"
33 #include "oct-locbuf.h"
34 
35 extern "C"
36 {
37  F77_RET_T
38  F77_FUNC (dgeqp3, DGEQP3) (const octave_idx_type&, const octave_idx_type&,
39  double*, const octave_idx_type&,
40  octave_idx_type*, double*, double*,
41  const octave_idx_type&, octave_idx_type&);
42 }
43 
44 // It would be best to share some of this code with QR class...
45 
46 QRP::QRP (const Matrix& a, qr_type_t qr_type)
47  : QR (), p ()
48 {
49  init (a, qr_type);
50 }
51 
52 void
53 QRP::init (const Matrix& a, qr_type_t qr_type)
54 {
55  assert (qr_type != qr_type_raw);
56 
57  octave_idx_type m = a.rows ();
58  octave_idx_type n = a.cols ();
59 
60  octave_idx_type min_mn = m < n ? m : n;
61  OCTAVE_LOCAL_BUFFER (double, tau, min_mn);
62 
63  octave_idx_type info = 0;
64 
65  Matrix afact = a;
66  if (m > n && qr_type == qr_type_std)
67  afact.resize (m, m);
68 
69  MArray<octave_idx_type> jpvt (dim_vector (n, 1), 0);
70 
71  if (m > 0)
72  {
73  // workspace query.
74  double rlwork;
75  F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (),
76  m, jpvt.fortran_vec (), tau,
77  &rlwork, -1, info));
78 
79  // allocate buffer and do the job.
80  octave_idx_type lwork = rlwork;
81  lwork = std::max (lwork, static_cast<octave_idx_type> (1));
82  OCTAVE_LOCAL_BUFFER (double, work, lwork);
83  F77_XFCN (dgeqp3, DGEQP3, (m, n, afact.fortran_vec (),
84  m, jpvt.fortran_vec (), tau,
85  work, lwork, info));
86  }
87  else
88  for (octave_idx_type i = 0; i < n; i++) jpvt(i) = i+1;
89 
90  // Form Permutation matrix (if economy is requested, return the
91  // indices only!)
92 
93  jpvt -= static_cast<octave_idx_type> (1);
94  p = PermMatrix (jpvt, true);
95 
96 
97  form (n, afact, tau, qr_type);
98 }
99 
100 RowVector
101 QRP::Pvec (void) const
102 {
103  Array<double> pa (p.col_perm_vec ());
104  RowVector pv (MArray<double> (pa) + 1.0);
105  return pv;
106 }
void resize(octave_idx_type nr, octave_idx_type nc, double rfv=0)
Definition: dMatrix.h:130
#define F77_XFCN(f, F, args)
Definition: f77-fcn.h:51
octave_idx_type rows(void) const
Definition: Array.h:313
PermMatrix p
Definition: dbleQRP.h:67
const Array< octave_idx_type > & col_perm_vec(void) const
Definition: PermMatrix.h:72
RowVector Pvec(void) const
Definition: dbleQRP.cc:101
F77_RET_T F77_FUNC(dgeqp3, DGEQP3)(const octave_idx_type &
qr_type_t
Definition: base-qr.h:30
#define F77_RET_T
Definition: f77-fcn.h:264
Definition: dMatrix.h:35
charNDArray max(char d, const charNDArray &m)
Definition: chNDArray.cc:233
Definition: dbleQR.h:34
#define OCTAVE_LOCAL_BUFFER(T, buf, size)
Definition: oct-locbuf.h:197
const T * fortran_vec(void) const
Definition: Array.h:481
octave_idx_type cols(void) const
Definition: Array.h:321
void init(const Matrix &, qr_type_t=qr_type_std)
Definition: dbleQRP.cc:53
QRP(void)
Definition: dbleQRP.h:38
void form(octave_idx_type n, Matrix &afact, double *tau, qr_type_t qr_type)
Definition: dbleQR.cc:138