Mercurial > hg > octave-jordi
view liboctave/numeric/SparseCmplxQR.cc @ 20954:77f5591878bf
maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
* dialog.h, documentation-dock-widget.cc, files-dock-widget.cc,
find-files-dialog.cc, file-editor-tab.cc, file-editor.cc, find-dialog.cc,
octave-qscintilla.cc, main-window.cc, parser.cc, resource-manager.cc,
workspace-view.cc, data.cc, dlmread.cc, gl-render.cc, gl2ps-renderer.cc,
graphics.cc, graphics.in.h, ls-hdf5.cc, ls-mat5.cc, ls-oct-binary.cc, lsode.cc,
mappers.cc, pt-jit.cc, regexp.cc, spparms.cc, symtab.h, utils.cc, zfstream.cc,
__eigs__.cc, __glpk__.cc, __init_fltk__.cc, ccolamd.cc, colamd.cc,
ov-base-diag.cc, ov-base-int.cc, ov-base-sparse.cc, ov-bool-mat.cc,
ov-bool-sparse.cc, ov-bool.cc, ov-class.cc, ov-cx-sparse.cc, ov-fcn-handle.cc,
ov-fcn-inline.cc, ov-java.cc, ov-perm.cc, ov-re-sparse.cc, ov-str-mat.cc,
ov-struct.cc, ov.cc, pt-mat.cc, Array.cc, Array.h, CMatrix.cc, CSparse.cc,
MatrixType.cc, PermMatrix.cc, Sparse.h, dMatrix.cc, dSparse.cc, fCMatrix.cc,
fMatrix.cc, idx-vector.cc, CollocWt.h, SparseCmplxLU.cc, SparseCmplxQR.cc,
SparseQR.cc, SparsedbleLU.cc, base-qr.cc, eigs-base.cc, oct-fftw.cc,
randmtzig.c, sparse-dmsolve.cc, kpse.cc, lo-regexp.cc, oct-locbuf.h,
url-transfer.cc, url-transfer.h, bitset.m, interp2.m, __isequal__.m,
inpolygon.m, questdlg.m, help.m, compare_versions.m, substruct.m,
configure_make.m, whitebg.m, __marching_cube__.m, struct2hdl.m, polyfit.m,
spline.m, unique.m, svds.m, ellipke.m, binoinv.m, hygepdf.m, nbininv.m,
poissinv.m, tcdf.m, unidcdf.m, unidpdf.m, dec2base.m, assert.m, weekday.m,
mkoctfile.in.cc:
maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
| author | Rik <rik@octave.org> |
|---|---|
| date | Sun, 20 Dec 2015 10:15:02 -0800 |
| parents | f7084eae3318 |
| children | 3e7cfee5f786 |
line wrap: on
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/* Copyright (C) 2005-2015 David Bateman 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 <vector> #include "lo-error.h" #include "SparseCmplxQR.h" #include "oct-locbuf.h" #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER < 2)) || (CS_VER < 2)) typedef double _Complex cs_complex_t; // Why did g++ 4.x stl_vector.h make // OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, n) // an error ? #define OCTAVE_C99_COMPLEX(buf, n) \ OCTAVE_LOCAL_BUFFER (double, buf ## tmp, (2 * (n))); \ cs_complex_t *buf = reinterpret_cast<cs_complex_t *> (buf ## tmp); #define OCTAVE_C99_ZERO (0. + 0.iF) #define OCTAVE_C99_ONE (1. + 0.iF) #else #define OCTAVE_C99_COMPLEX(buf, n) \ OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, (n)); #define OCTAVE_C99_ZERO cs_complex_t(0., 0.); #define OCTAVE_C99_ONE cs_complex_t(1., 0.); #endif SparseComplexQR::SparseComplexQR_rep::SparseComplexQR_rep (GCC_ATTR_UNUSED const SparseComplexMatrix& a, GCC_ATTR_UNUSED int order) : count (1), nrows (0) #ifdef HAVE_CXSPARSE , S (0), N (0) #endif { #ifdef HAVE_CXSPARSE CXSPARSE_ZNAME () A; A.nzmax = a.nnz (); A.m = a.rows (); A.n = a.cols (); nrows = A.m; // Cast away const on A, with full knowledge that CSparse won't touch it // Prevents the methods below making a copy of the data. A.p = const_cast<octave_idx_type *>(a.cidx ()); A.i = const_cast<octave_idx_type *>(a.ridx ()); A.x = const_cast<cs_complex_t *>(reinterpret_cast<const cs_complex_t *> (a.data ())); A.nz = -1; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) S = CXSPARSE_ZNAME (_sqr) (order, &A, 1); #else S = CXSPARSE_ZNAME (_sqr) (&A, order - 1, 1); #endif N = CXSPARSE_ZNAME (_qr) (&A, S); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; if (! N) (*current_liboctave_error_handler) ("SparseComplexQR: sparse matrix QR factorization filled"); count = 1; #else (*current_liboctave_error_handler) ("SparseComplexQR: sparse matrix QR factorization not implemented"); #endif } SparseComplexQR::SparseComplexQR_rep::~SparseComplexQR_rep (void) { #ifdef HAVE_CXSPARSE CXSPARSE_ZNAME (_sfree) (S); CXSPARSE_ZNAME (_nfree) (N); #endif } SparseComplexMatrix SparseComplexQR::SparseComplexQR_rep::V (void) const { #ifdef HAVE_CXSPARSE // Drop zeros from V and sort // FIXME: Is the double transpose to sort necessary? BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_dropzeros) (N->L); CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->L, 1); CXSPARSE_ZNAME (_spfree) (N->L); N->L = CXSPARSE_ZNAME (_transpose) (D, 1); CXSPARSE_ZNAME (_spfree) (D); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; octave_idx_type nc = N->L->n; octave_idx_type nz = N->L->nzmax; SparseComplexMatrix ret (N->L->m, nc, nz); for (octave_idx_type j = 0; j < nc+1; j++) ret.xcidx (j) = N->L->p[j]; for (octave_idx_type j = 0; j < nz; j++) { ret.xridx (j) = N->L->i[j]; ret.xdata (j) = reinterpret_cast<Complex *>(N->L->x)[j]; } return ret; #else return SparseComplexMatrix (); #endif } ColumnVector SparseComplexQR::SparseComplexQR_rep::Pinv (void) const { #ifdef HAVE_CXSPARSE ColumnVector ret(N->L->m); for (octave_idx_type i = 0; i < N->L->m; i++) #if defined (CS_VER) && (CS_VER >= 2) ret.xelem (i) = S->pinv[i]; #else ret.xelem (i) = S->Pinv[i]; #endif return ret; #else return ColumnVector (); #endif } ColumnVector SparseComplexQR::SparseComplexQR_rep::P (void) const { #ifdef HAVE_CXSPARSE ColumnVector ret(N->L->m); for (octave_idx_type i = 0; i < N->L->m; i++) #if defined (CS_VER) && (CS_VER >= 2) ret.xelem (S->pinv[i]) = i; #else ret.xelem (S->Pinv[i]) = i; #endif return ret; #else return ColumnVector (); #endif } SparseComplexMatrix SparseComplexQR::SparseComplexQR_rep::R (const bool econ) const { #ifdef HAVE_CXSPARSE // Drop zeros from R and sort // FIXME: Is the double transpose to sort necessary? BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_dropzeros) (N->U); CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->U, 1); CXSPARSE_ZNAME (_spfree) (N->U); N->U = CXSPARSE_ZNAME (_transpose) (D, 1); CXSPARSE_ZNAME (_spfree) (D); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; octave_idx_type nc = N->U->n; octave_idx_type nz = N->U->nzmax; SparseComplexMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz); for (octave_idx_type j = 0; j < nc+1; j++) ret.xcidx (j) = N->U->p[j]; for (octave_idx_type j = 0; j < nz; j++) { ret.xridx (j) = N->U->i[j]; ret.xdata (j) = reinterpret_cast<Complex *>(N->U->x)[j]; } return ret; #else return SparseComplexMatrix (); #endif } ComplexMatrix SparseComplexQR::SparseComplexQR_rep::C (const ComplexMatrix &b) const { #ifdef HAVE_CXSPARSE octave_idx_type b_nr = b.rows (); octave_idx_type b_nc = b.cols (); octave_idx_type nc = N->L->n; octave_idx_type nr = nrows; const cs_complex_t *bvec = reinterpret_cast<const cs_complex_t *>(b.fortran_vec ()); ComplexMatrix ret(b_nr, b_nc); Complex *vec = ret.fortran_vec (); if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch"); else if (nr == 0 || nc == 0 || b_nc == 0) ret = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0)); else { OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2); for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr) { octave_quit (); volatile octave_idx_type nm = (nr < nc ? nr : nc); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (S->pinv, bvec + idx, reinterpret_cast<cs_complex_t *>(buf), b_nr); #else CXSPARSE_ZNAME (_ipvec) (b_nr, S->Pinv, bvec + idx, reinterpret_cast<cs_complex_t *>(buf)); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type i = 0; i < nm; i++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_happly) (N->L, i, N->B[i], reinterpret_cast<cs_complex_t *>(buf)); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } for (octave_idx_type i = 0; i < b_nr; i++) vec[i+idx] = buf[i]; } } return ret; #else return ComplexMatrix (); #endif } ComplexMatrix SparseComplexQR::SparseComplexQR_rep::Q (void) const { #ifdef HAVE_CXSPARSE octave_idx_type nc = N->L->n; octave_idx_type nr = nrows; ComplexMatrix ret(nr, nr); Complex *vec = ret.fortran_vec (); if (nr < 0 || nc < 0) (*current_liboctave_error_handler) ("matrix dimension mismatch"); else if (nr == 0 || nc == 0) ret = ComplexMatrix (nc, nr, Complex (0.0, 0.0)); else { OCTAVE_C99_COMPLEX (bvec, nr); for (octave_idx_type i = 0; i < nr; i++) bvec[i] = OCTAVE_C99_ZERO; OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2); for (volatile octave_idx_type j = 0, idx = 0; j < nr; j++, idx+=nr) { octave_quit (); bvec[j] = OCTAVE_C99_ONE; volatile octave_idx_type nm = (nr < nc ? nr : nc); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (S->pinv, bvec, reinterpret_cast<cs_complex_t *>(buf), nr); #else CXSPARSE_ZNAME (_ipvec) (nr, S->Pinv, bvec, reinterpret_cast<cs_complex_t *>(buf)); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type i = 0; i < nm; i++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_happly) (N->L, i, N->B[i], reinterpret_cast<cs_complex_t *>(buf)); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } for (octave_idx_type i = 0; i < nr; i++) vec[i+idx] = buf[i]; bvec[j] = OCTAVE_C99_ZERO; } } return ret.hermitian (); #else return ComplexMatrix (); #endif } ComplexMatrix qrsolve (const SparseComplexMatrix&a, const Matrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); ComplexMatrix x; if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); else if (nr == 0 || nc == 0 || b_nc == 0) x = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0)); else if (nr >= nc) { SparseComplexQR q (a, 2); if (! q.ok ()) return ComplexMatrix (); x.resize (nc, b_nc); cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ()); OCTAVE_C99_COMPLEX (buf, q.S ()->m2); OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem (j,i); for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = OCTAVE_C99_ZERO; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (q.S ()->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); #else CXSPARSE_ZNAME (_ipvec) (nr, q.S ()->Pinv, reinterpret_cast<cs_complex_t *>(Xx), buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (q.S ()->q, buf, vec + idx, nc); #else CXSPARSE_ZNAME (_ipvec) (nc, q.S ()->Q, buf, vec + idx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; } else { SparseComplexMatrix at = a.hermitian (); SparseComplexQR q (at, 2); if (! q.ok ()) return ComplexMatrix (); x.resize (nc, b_nc); cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ()); volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); OCTAVE_C99_COMPLEX (buf, nbuf); OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr); #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) OCTAVE_LOCAL_BUFFER (double, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = q.N ()->B[i]; #else OCTAVE_LOCAL_BUFFER (Complex, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = conj (reinterpret_cast<Complex *>(q.N ()->B)[i]); #endif for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem (j,i); for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = OCTAVE_C99_ZERO; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_pvec) (q.S ()->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); #else CXSPARSE_ZNAME (_pvec) (nr, q.S ()->Q, reinterpret_cast<cs_complex_t *>(Xx), buf); #endif CXSPARSE_ZNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) CXSPARSE_ZNAME (_happly) (q.N ()->L, j, B[j], buf); #else CXSPARSE_ZNAME (_happly) (q.N ()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_pvec) (q.S ()->pinv, buf, vec + idx, nc); #else CXSPARSE_ZNAME (_pvec) (nc, q.S ()->Pinv, buf, vec + idx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; } return x; #else return ComplexMatrix (); #endif } SparseComplexMatrix qrsolve (const SparseComplexMatrix&a, const SparseMatrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); SparseComplexMatrix x; volatile octave_idx_type ii, x_nz; if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); else if (nr == 0 || nc == 0 || b_nc == 0) x = SparseComplexMatrix (nc, b_nc); else if (nr >= nc) { SparseComplexQR q (a, 2); if (! q.ok ()) return SparseComplexMatrix (); x = SparseComplexMatrix (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; x_nz = b.nnz (); ii = 0; OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_C99_COMPLEX (buf, q.S ()->m2); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem (j,i); for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = OCTAVE_C99_ZERO; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (q.S ()->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); #else CXSPARSE_ZNAME (_ipvec) (nr, q.S ()->Pinv, reinterpret_cast<cs_complex_t *>(Xx), buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (q.S ()->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); #else CXSPARSE_ZNAME (_ipvec) (nc, q.S ()->Q, buf, reinterpret_cast<cs_complex_t *>(Xx)); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex tmp = Xx[j]; if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata (ii) = tmp; x.xridx (ii++) = j; } } x.xcidx (i+1) = ii; } info = 0; } else { SparseComplexMatrix at = a.hermitian (); SparseComplexQR q (at, 2); if (! q.ok ()) return SparseComplexMatrix (); x = SparseComplexMatrix (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; x_nz = b.nnz (); ii = 0; volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_C99_COMPLEX (buf, nbuf); #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) OCTAVE_LOCAL_BUFFER (double, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = q.N ()->B[i]; #else OCTAVE_LOCAL_BUFFER (Complex, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = conj (reinterpret_cast<Complex *>(q.N ()->B)[i]); #endif for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem (j,i); for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = OCTAVE_C99_ZERO; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_pvec) (q.S ()->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); #else CXSPARSE_ZNAME (_pvec) (nr, q.S ()->Q, reinterpret_cast<cs_complex_t *>(Xx), buf); #endif CXSPARSE_ZNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) CXSPARSE_ZNAME (_happly) (q.N ()->L, j, B[j], buf); #else CXSPARSE_ZNAME (_happly) (q.N ()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_pvec) (q.S ()->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); #else CXSPARSE_ZNAME (_pvec) (nc, q.S ()->Pinv, buf, reinterpret_cast<cs_complex_t *>(Xx)); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex tmp = Xx[j]; if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata (ii) = tmp; x.xridx (ii++) = j; } } x.xcidx (i+1) = ii; } info = 0; } x.maybe_compress (); return x; #else return SparseComplexMatrix (); #endif } ComplexMatrix qrsolve (const SparseComplexMatrix&a, const ComplexMatrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); const cs_complex_t *bvec = reinterpret_cast<const cs_complex_t *>(b.fortran_vec ()); ComplexMatrix x; if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); else if (nr == 0 || nc == 0 || b_nc == 0) x = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0)); else if (nr >= nc) { SparseComplexQR q (a, 2); if (! q.ok ()) return ComplexMatrix (); x.resize (nc, b_nc); cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ()); OCTAVE_C99_COMPLEX (buf, q.S ()->m2); for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; i++, idx+=nc, bidx+=b_nr) { octave_quit (); for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = OCTAVE_C99_ZERO; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (q.S ()->pinv, bvec + bidx, buf, nr); #else CXSPARSE_ZNAME (_ipvec) (nr, q.S ()->Pinv, bvec + bidx, buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (q.S ()->q, buf, vec + idx, nc); #else CXSPARSE_ZNAME (_ipvec) (nc, q.S ()->Q, buf, vec + idx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; } else { SparseComplexMatrix at = a.hermitian (); SparseComplexQR q (at, 2); if (! q.ok ()) return ComplexMatrix (); x.resize (nc, b_nc); cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ()); volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); OCTAVE_C99_COMPLEX (buf, nbuf); #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) OCTAVE_LOCAL_BUFFER (double, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = q.N ()->B[i]; #else OCTAVE_LOCAL_BUFFER (Complex, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = conj (reinterpret_cast<Complex *>(q.N ()->B)[i]); #endif for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc; i++, idx+=nc, bidx+=b_nr) { octave_quit (); for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = OCTAVE_C99_ZERO; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_pvec) (q.S ()->q, bvec + bidx, buf, nr); #else CXSPARSE_ZNAME (_pvec) (nr, q.S ()->Q, bvec + bidx, buf); #endif CXSPARSE_ZNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) CXSPARSE_ZNAME (_happly) (q.N ()->L, j, B[j], buf); #else CXSPARSE_ZNAME (_happly) (q.N ()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_pvec) (q.S ()->pinv, buf, vec + idx, nc); #else CXSPARSE_ZNAME (_pvec) (nc, q.S ()->Pinv, buf, vec + idx); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } info = 0; } return x; #else return ComplexMatrix (); #endif } SparseComplexMatrix qrsolve (const SparseComplexMatrix&a, const SparseComplexMatrix &b, octave_idx_type &info) { info = -1; #ifdef HAVE_CXSPARSE octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); octave_idx_type b_nc = b.cols (); octave_idx_type b_nr = b.rows (); SparseComplexMatrix x; volatile octave_idx_type ii, x_nz; if (nr < 0 || nc < 0 || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of minimum norm problem"); else if (nr == 0 || nc == 0 || b_nc == 0) x = SparseComplexMatrix (nc, b_nc); else if (nr >= nc) { SparseComplexQR q (a, 2); if (! q.ok ()) return SparseComplexMatrix (); x = SparseComplexMatrix (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; x_nz = b.nnz (); ii = 0; OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_C99_COMPLEX (buf, q.S ()->m2); for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem (j,i); for (octave_idx_type j = nr; j < q.S ()->m2; j++) buf[j] = OCTAVE_C99_ZERO; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (q.S ()->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); #else CXSPARSE_ZNAME (_ipvec) (nr, q.S ()->Pinv, reinterpret_cast<cs_complex_t *>(Xx), buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = 0; j < nc; j++) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CXSPARSE_ZNAME (_usolve) (q.N ()->U, buf); #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_ipvec) (q.S ()->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); #else CXSPARSE_ZNAME (_ipvec) (nc, q.S ()->Q, buf, reinterpret_cast<cs_complex_t *>(Xx)); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex tmp = Xx[j]; if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata (ii) = tmp; x.xridx (ii++) = j; } } x.xcidx (i+1) = ii; } info = 0; } else { SparseComplexMatrix at = a.hermitian (); SparseComplexQR q (at, 2); if (! q.ok ()) return SparseComplexMatrix (); x = SparseComplexMatrix (nc, b_nc, b.nnz ()); x.xcidx (0) = 0; x_nz = b.nnz (); ii = 0; volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2); OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc)); OCTAVE_C99_COMPLEX (buf, nbuf); #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) OCTAVE_LOCAL_BUFFER (double, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = q.N ()->B[i]; #else OCTAVE_LOCAL_BUFFER (Complex, B, nr); for (octave_idx_type i = 0; i < nr; i++) B[i] = conj (reinterpret_cast<Complex *>(q.N ()->B)[i]); #endif for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc) { octave_quit (); for (octave_idx_type j = 0; j < b_nr; j++) Xx[j] = b.xelem (j,i); for (octave_idx_type j = nr; j < nbuf; j++) buf[j] = OCTAVE_C99_ZERO; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_pvec) (q.S ()->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr); #else CXSPARSE_ZNAME (_pvec) (nr, q.S ()->Q, reinterpret_cast<cs_complex_t *>(Xx), buf); #endif CXSPARSE_ZNAME (_utsolve) (q.N ()->U, buf); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (volatile octave_idx_type j = nr-1; j >= 0; j--) { octave_quit (); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2)) CXSPARSE_ZNAME (_happly) (q.N ()->L, j, B[j], buf); #else CXSPARSE_ZNAME (_happly) (q.N ()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; #if defined (CS_VER) && (CS_VER >= 2) CXSPARSE_ZNAME (_pvec) (q.S ()->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc); #else CXSPARSE_ZNAME (_pvec) (nc, q.S ()->Pinv, buf, reinterpret_cast<cs_complex_t *>(Xx)); #endif END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; for (octave_idx_type j = 0; j < nc; j++) { Complex tmp = Xx[j]; if (tmp != 0.0) { if (ii == x_nz) { // Resize the sparse matrix octave_idx_type sz = x_nz * (b_nc - i) / b_nc; sz = (sz > 10 ? sz : 10) + x_nz; x.change_capacity (sz); x_nz = sz; } x.xdata (ii) = tmp; x.xridx (ii++) = j; } } x.xcidx (i+1) = ii; } info = 0; } x.maybe_compress (); return x; #else return SparseComplexMatrix (); #endif } ComplexMatrix qrsolve (const SparseComplexMatrix &a, const MArray<double> &b, octave_idx_type &info) { return qrsolve (a, Matrix (b), info); } ComplexMatrix qrsolve (const SparseComplexMatrix &a, const MArray<Complex> &b, octave_idx_type &info) { return qrsolve (a, ComplexMatrix (b), info); }