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[project @ 1994-07-21 22:40:04 by jwe] Initial revision
author jwe
date Thu, 21 Jul 1994 22:40:04 +0000
parents 4ecbfd3c3710
children 5ec10a984241
files liboctave/CmplxQRP.cc liboctave/CmplxQRP.h liboctave/dbleQRP.cc liboctave/dbleQRP.h
diffstat 4 files changed, 459 insertions(+), 0 deletions(-) [+]
line wrap: on
line diff
new file mode 100644
--- /dev/null
+++ b/liboctave/CmplxQRP.cc
@@ -0,0 +1,151 @@
+//                                        -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993, 1994 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, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#ifdef HAVE_CONFIG_H
+#include "config.h"
+#endif
+
+#if defined (__GNUG__)
+#pragma implementation
+#endif
+
+#include <assert.h>
+
+#include "CmplxQRP.h"
+#include "mx-inlines.cc"
+#include "lo-error.h"
+#include "f77-uscore.h"
+
+extern "C"
+{
+  int F77_FCN (zgeqpf) (const int*, const int*, Complex*, const int*,
+			int*, Complex*, Complex*, double*, int*);
+}
+
+// It would be best to share some of this code with ComplexQR class...
+
+ComplexQRP::ComplexQRP (const ComplexMatrix& a, QR::type qr_type)
+{
+  assert (qr_type != QR::raw);
+
+  int m = a.rows ();
+  int n = a.cols ();
+
+  if (m == 0 || n == 0)
+    {
+      (*current_liboctave_error_handler)
+	("ComplexQR must have non-empty matrix");
+      return;
+    }
+
+  Complex *tmp_data;
+  int min_mn = m < n ? m : n;
+  Complex *tau = new Complex[min_mn];
+  int lwork = n;
+  Complex *work = new Complex[lwork];
+  int info = 0;
+
+  if (m > n)
+    {
+      tmp_data = new Complex [m*m];
+      copy (tmp_data, a.data (), a.length ());
+    }
+  else
+    tmp_data = dup (a.data (), a.length ());
+
+
+  work = new Complex[n];
+  double *rwork = new double[2*n];
+  int *jpvt = new int[n];
+
+// Clear Pivot vector (code to enforce a certain permutation would go
+// here...)
+
+  for (int i = 0; i < n; i++)
+    jpvt[i] = 0;      
+
+  F77_FCN (zgeqpf) (&m, &n, tmp_data, &m, jpvt, tau, work, rwork, &info);
+
+// Form Permutation matrix (if economy is requested, return the
+// indices only!)
+
+  if (qr_type == QR::economy && m > n)
+    {
+      p.resize (1, n, 0.0);
+      for (int j = 0; j < n; j++)
+	p.elem (0, j) = jpvt[j];
+    }
+  else
+    {
+      p.resize (n, n, 0.0);
+      for (int j = 0; j < n; j++)
+	p.elem (jpvt[j]-1, j) = 1.0;
+    }
+
+  delete [] jpvt;
+  delete [] work;
+
+  int m2;
+  if (qr_type == QR::economy && m > n)
+    {
+      m2 = n;
+      r.resize (n, n, 0.0);
+    }
+  else
+    {
+      m2 = m;
+      r.resize (m, n, 0.0);
+    }
+
+  for (int j = 0; j < n; j++)
+    {
+      int limit = j < min_mn-1 ? j : min_mn-1;
+      for (int i = 0; i <= limit; i++)
+	r.elem (i, j) = tmp_data[m*j+i];
+    }
+
+  lwork = 32*m;
+  work = new Complex[lwork];
+
+  F77_FCN (zungqr) (&m, &m, &min_mn, tmp_data, &m, tau, work,
+		    &lwork, &info);
+
+  q = ComplexMatrix (tmp_data, m, m);
+
+  delete [] tau;
+  delete [] work;
+}
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/
new file mode 100644
--- /dev/null
+++ b/liboctave/CmplxQRP.h
@@ -0,0 +1,84 @@
+//                                  -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993, 1994 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, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#if !defined (octave_ComplexQRP_h)
+#define octave_ComplexQRP_h 1
+
+#if defined (__GNUG__)
+#pragma interface
+#endif
+
+class ostream;
+
+#include "CmplxQR.h"
+
+extern "C++" {
+
+class ComplexQRP : public ComplexQR
+{
+public:
+
+  ComplexQRP (void) {}
+
+  ComplexQRP (const ComplexMatrix& A, QR::type qr_type = QR::std);
+
+  ComplexQRP (const ComplexQRP& a);
+
+  ComplexQRP& operator = (const ComplexQRP& a);
+
+  Matrix P (void) const;
+
+  friend ostream&  operator << (ostream& os, const ComplexQRP& a);
+
+private:
+
+  Matrix p;
+};
+
+inline ComplexQRP::ComplexQRP (const ComplexQRP& a) : ComplexQR (a)
+{
+  p = a.p;
+}
+
+inline ComplexQRP& ComplexQRP::operator = (const ComplexQRP& a)
+{
+  ComplexQR::operator = (a);
+  p = a.p;
+  return *this;
+}
+
+inline Matrix ComplexQRP::P (void) const
+{
+  return p;
+}
+
+} // extern "C++"
+
+#endif
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/
new file mode 100644
--- /dev/null
+++ b/liboctave/dbleQRP.cc
@@ -0,0 +1,140 @@
+//                                        -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993, 1994 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, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#ifdef HAVE_CONFIG_H
+#include "config.h"
+#endif
+
+#if defined (__GNUG__)
+#pragma implementation
+#endif
+
+#include <assert.h>
+
+#include "dbleQRP.h"
+#include "mx-inlines.cc"
+#include "lo-error.h"
+#include "f77-uscore.h"
+
+extern "C"
+{
+  int F77_FCN (dgeqpf) (const int*, const int*, double*, const int*,
+			int*, double*, double*, int*);
+}
+
+// It would be best to share some of this code with QR class...
+
+QRP::QRP (const Matrix& a, QR::type qr_type)
+{
+  assert (qr_type != QR::raw);
+
+  int m = a.rows ();
+  int n = a.cols ();
+
+  if (m == 0 || n == 0)
+    {
+      (*current_liboctave_error_handler) ("QR must have non-empty matrix");
+      return;
+    }
+
+  double *tmp_data;
+  int min_mn = m < n ? m : n;
+  double *tau = new double[min_mn];
+  int lwork = 3*n;
+  double *work = new double[lwork];
+  int info = 0;
+
+  if (m > n)
+    {
+      tmp_data = new double [m*m];
+      copy (tmp_data, a.data (), a.length ());
+    }
+  else
+    tmp_data = dup (a.data (), a.length ());
+
+  int *jpvt = new int[n];
+
+// Clear Pivot vector (code to enforce a certain permutation would go
+// here...)
+
+  for (int i = 0; i < n; i++)
+    jpvt[i] = 0;
+
+  F77_FCN (dgeqpf) (&m, &n, tmp_data, &m, jpvt, tau, work, &info);
+
+// Form Permutation matrix (if economy is requested, return the
+// indices only!)
+
+  if (qr_type == QR::economy && m > n)
+    {
+      p.resize (1, n, 0.0);
+      for (int j = 0; j < n; j++)
+	p.elem (0, j) = jpvt[j];
+    }
+  else
+    {
+      p.resize (n, n, 0.0);
+      for (int j = 0; j < n; j++)
+	p.elem (jpvt[j]-1, j) = 1.0;
+    }
+
+  delete [] jpvt;
+  delete [] work;
+
+  int m2;
+  if (qr_type == QR::economy && m > n)
+    {
+      m2 = n;
+      r.resize (n, n, 0.0);
+    }
+  else
+    {
+      m2 = m;
+      r.resize (m, n, 0.0);
+    }
+
+  for (int j = 0; j < n; j++)
+    {
+      int limit = j < min_mn-1 ? j : min_mn-1;
+      for (int i = 0; i <= limit; i++)
+	r.elem (i, j) = tmp_data[m*j+i];
+    }
+
+  lwork = 32*m;
+  work = new double[lwork];
+
+  F77_FCN (dorgqr) (&m, &m, &min_mn, tmp_data, &m, tau, work,
+		    &lwork, &info);
+
+  q = Matrix (tmp_data, m, m);
+
+  delete [] tau;
+  delete [] work;
+}
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/
new file mode 100644
--- /dev/null
+++ b/liboctave/dbleQRP.h
@@ -0,0 +1,84 @@
+//                                  -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993, 1994 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, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#if !defined (octave_QRP_h)
+#define octave_QRP_h 1
+
+#if defined (__GNUG__)
+#pragma interface
+#endif
+
+class ostream;
+
+#include "dbleQR.h"
+
+extern "C++" {
+
+class QRP : public QR
+{
+public:
+
+  QRP (void) {}
+
+  QRP (const Matrix& A, QR::type qr_type = QR::std);
+
+  QRP (const QRP& a);
+
+  QRP& operator = (const QRP& a);
+
+  Matrix P (void) const;
+
+  friend ostream&  operator << (ostream& os, const QRP& a);
+
+private:
+
+  Matrix p;
+};
+
+inline QRP::QRP (const QRP& a) : QR (a)
+{
+  p = a.p;
+}
+
+inline QRP& QRP::operator = (const QRP& a)
+{
+  QR::operator = (a);
+  p = a.p;
+  return *this;
+}
+
+inline Matrix QRP::P (void) const
+{
+  return p;
+}
+
+} // extern "C++"
+
+#endif
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/