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dbleQR.cc

解説を見る。

/*

Copyright (C) 1996, 1997 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, 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.

*/

#if defined (__GNUG__) && defined (USE_PRAGMA_INTERFACE_IMPLEMENTATION)
#pragma implementation
#endif

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "dbleQR.h"
#include "f77-fcn.h"
#include "lo-error.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (dgeqrf, DGEQRF) (const int&, const int&, double*, const int&,
                             double*, double*, const int&, int&); 

  F77_RET_T
  F77_FUNC (dorgqr, DORGQR) (const int&, const int&, const int&, double*,
                             const int&, double*, double*, const int&, int&);
}

QR::QR (const Matrix& a, QR::type qr_type)
  : q (), r ()
{
  init (a, qr_type);
}

void
QR::init (const Matrix& a, QR::type qr_type)
{
  int m = a.rows ();
  int n = a.cols ();

  if (m == 0 || n == 0)
    {
      (*current_liboctave_error_handler) ("QR must have non-empty matrix");
      return;
    }

  int min_mn = m < n ? m : n;
  Array<double> tau (min_mn);
  double *ptau = tau.fortran_vec ();

  int lwork = 32*n;
  Array<double> work (lwork);
  double *pwork = work.fortran_vec ();

  int info = 0;

  Matrix A_fact = a;
  if (m > n && qr_type != QR::economy)
      A_fact.resize (m, m, 0.0);

  double *tmp_data = A_fact.fortran_vec ();

  F77_XFCN (dgeqrf, DGEQRF, (m, n, tmp_data, m, ptau, pwork, lwork, info));

  if (f77_exception_encountered)
    (*current_liboctave_error_handler) ("unrecoverable error in dgeqrf");
  else
    {
      if (qr_type == QR::raw)
        {
          for (int j = 0; j < min_mn; j++)
            {
              int limit = j < min_mn - 1 ? j : min_mn - 1;
              for (int 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
        {
          int 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 (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 * n2;
          work.resize (lwork);
          double *pwork2 = work.fortran_vec ();

          F77_XFCN (dorgqr, DORGQR, (m, n2, min_mn, tmp_data, m, ptau,
                                     pwork2, lwork, info));

          if (f77_exception_encountered)
            (*current_liboctave_error_handler)
              ("unrecoverable error in dorgqr");
          else
            {
              q = A_fact;
              q.resize (m, n2);
            }
        }
    }
}

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/

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