Mercurial > hg > octave-lyh
view liboctave/fCmplxQR.cc @ 7814:87865ed7405f
Second set of single precision test code and fix of resulting bugs
author | David Bateman <dbateman@free.fr> |
---|---|
date | Mon, 02 Jun 2008 16:57:45 +0200 |
parents | 39c1026191e9 |
children | 4976f66d469b |
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/* Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007 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 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/>. */ // updating/downdating by Jaroslav Hajek 2008 #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "fCmplxQR.h" #include "f77-fcn.h" #include "lo-error.h" #include "Range.h" #include "idx-vector.h" extern "C" { F77_RET_T F77_FUNC (cgeqrf, CGEQRF) (const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, FloatComplex*, const octave_idx_type&, octave_idx_type&); F77_RET_T F77_FUNC (cungqr, CUNGQR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*, FloatComplex*, const octave_idx_type&, octave_idx_type&); // these come from qrupdate F77_RET_T F77_FUNC (cqr1up, CQR1UP) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, FloatComplex*, const FloatComplex*, const FloatComplex*); F77_RET_T F77_FUNC (cqrinc, CQRINC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const FloatComplex*, FloatComplex*, const octave_idx_type&, const FloatComplex*); F77_RET_T F77_FUNC (cqrdec, CQRDEC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, const FloatComplex*, FloatComplex*, const octave_idx_type&); F77_RET_T F77_FUNC (cqrinr, CQRINR) (const octave_idx_type&, const octave_idx_type&, const FloatComplex*, FloatComplex*, const FloatComplex*, FloatComplex*, const octave_idx_type&, const FloatComplex*); F77_RET_T F77_FUNC (cqrder, CQRDER) (const octave_idx_type&, const octave_idx_type&, const FloatComplex*, FloatComplex*, const FloatComplex*, FloatComplex *, const octave_idx_type&); F77_RET_T F77_FUNC (cqrshc, CQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, FloatComplex*, FloatComplex*, const octave_idx_type&, const octave_idx_type&); } FloatComplexQR::FloatComplexQR (const FloatComplexMatrix& a, QR::type qr_type) : q (), r () { init (a, qr_type); } void FloatComplexQR::init (const FloatComplexMatrix& 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) ("FloatComplexQR must have non-empty matrix"); return; } octave_idx_type min_mn = m < n ? m : n; Array<FloatComplex> tau (min_mn); FloatComplex *ptau = tau.fortran_vec (); octave_idx_type lwork = 32*n; Array<FloatComplex> work (lwork); FloatComplex *pwork = work.fortran_vec (); octave_idx_type info = 0; FloatComplexMatrix A_fact; if (m > n && qr_type != QR::economy) { A_fact.resize (m, m); A_fact.insert (a, 0, 0); } else A_fact = a; FloatComplex *tmp_data = A_fact.fortran_vec (); F77_XFCN (cgeqrf, CGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info)); 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) = A_fact.elem (i, j); } lwork = 32 * n2; work.resize (lwork); FloatComplex *pwork2 = work.fortran_vec (); F77_XFCN (cungqr, CUNGQR, (m, n2, min_mn, tmp_data, m, ptau, pwork2, lwork, info)); q = A_fact; q.resize (m, n2); } } FloatComplexQR::FloatComplexQR (const FloatComplexMatrix &q, const FloatComplexMatrix& r) { if (q.columns () != r.rows ()) { (*current_liboctave_error_handler) ("QR dimensions mismatch"); return; } this->q = q; this->r = r; } void FloatComplexQR::update (const FloatComplexMatrix& u, const FloatComplexMatrix& v) { octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); octave_idx_type k = q.columns (); if (u.length () == m && v.length () == n) F77_XFCN (cqr1up, CQR1UP, (m, n, k, q.fortran_vec (), r.fortran_vec (), u.data (), v.data ())); else (*current_liboctave_error_handler) ("QR update dimensions mismatch"); } void FloatComplexQR::insert_col (const FloatComplexMatrix& u, octave_idx_type j) { octave_idx_type m = q.rows (); octave_idx_type n = r.columns (); octave_idx_type k = q.columns (); if (u.length () != m) (*current_liboctave_error_handler) ("QR insert dimensions mismatch"); else if (j < 0 || j > n) (*current_liboctave_error_handler) ("QR insert index out of range"); else { FloatComplexMatrix r1 (m,n+1); F77_XFCN (cqrinc, CQRINC, (m, n, k, q.fortran_vec (), r.data (), r1.fortran_vec (), j+1, u.data ())); r = r1; } } void FloatComplexQR::delete_col (octave_idx_type j) { octave_idx_type m = q.rows (); octave_idx_type k = r.rows (); octave_idx_type n = r.columns (); if (k < m && k < n) (*current_liboctave_error_handler) ("QR delete dimensions mismatch"); else if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("QR delete index out of range"); else { FloatComplexMatrix r1 (k, n-1); F77_XFCN (cqrdec, CQRDEC, (m, n, k, q.fortran_vec (), r.data (), r1.fortran_vec (), j+1)); r = r1; } } void FloatComplexQR::insert_row (const FloatComplexMatrix& u, octave_idx_type j) { octave_idx_type m = r.rows (); octave_idx_type n = r.columns (); if (! q.is_square () || u.length () != n) (*current_liboctave_error_handler) ("QR insert dimensions mismatch"); else if (j < 0 || j > m) (*current_liboctave_error_handler) ("QR insert index out of range"); else { FloatComplexMatrix q1 (m+1, m+1); FloatComplexMatrix r1 (m+1, n); F77_XFCN (cqrinr, CQRINR, (m, n, q.data (), q1.fortran_vec (), r.data (), r1.fortran_vec (), j+1, u.data ())); q = q1; r = r1; } } void FloatComplexQR::delete_row (octave_idx_type j) { octave_idx_type m = r.rows (); octave_idx_type n = r.columns (); if (! q.is_square ()) (*current_liboctave_error_handler) ("QR delete dimensions mismatch"); else if (j < 0 || j > m-1) (*current_liboctave_error_handler) ("QR delete index out of range"); else { FloatComplexMatrix q1 (m-1, m-1); FloatComplexMatrix r1 (m-1, n); F77_XFCN (cqrder, CQRDER, (m, n, q.data (), q1.fortran_vec (), r.data (), r1.fortran_vec (), j+1 )); q = q1; r = r1; } } void FloatComplexQR::shift_cols (octave_idx_type i, octave_idx_type j) { octave_idx_type m = q.rows (); octave_idx_type k = r.rows (); octave_idx_type n = r.columns (); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("QR shift index out of range"); else F77_XFCN (cqrshc, CQRSHC, (m, n, k, q.fortran_vec (), r.fortran_vec (), i+1, j+1)); } void FloatComplexQR::economize (void) { octave_idx_type r_nc = r.columns (); if (r.rows () > r_nc) { q.resize (q.rows (), r_nc); r.resize (r_nc, r_nc); } } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */