146 lines
3.3 KiB
C++
146 lines
3.3 KiB
C++
// SPDX-License-Identifier: Apache-2.0
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//
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// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
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// Copyright 2008-2016 National ICT Australia (NICTA)
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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// ------------------------------------------------------------------------
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//! \addtogroup fn_qr
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//! @{
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//! QR decomposition
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template<typename T1>
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inline
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bool
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qr
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(
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Mat<typename T1::elem_type>& Q,
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Mat<typename T1::elem_type>& R,
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const Base<typename T1::elem_type,T1>& X,
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const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
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)
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{
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arma_extra_debug_sigprint();
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arma_ignore(junk);
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arma_debug_check( (&Q == &R), "qr(): Q and R are the same object" );
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const bool status = auxlib::qr(Q, R, X);
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if(status == false)
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{
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Q.soft_reset();
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R.soft_reset();
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arma_debug_warn_level(3, "qr(): decomposition failed");
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}
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return status;
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}
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//! economical QR decomposition
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template<typename T1>
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inline
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bool
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qr_econ
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(
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Mat<typename T1::elem_type>& Q,
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Mat<typename T1::elem_type>& R,
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const Base<typename T1::elem_type,T1>& X,
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const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
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)
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{
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arma_extra_debug_sigprint();
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arma_ignore(junk);
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arma_debug_check( (&Q == &R), "qr_econ(): Q and R are the same object" );
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const bool status = auxlib::qr_econ(Q, R, X);
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if(status == false)
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{
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Q.soft_reset();
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R.soft_reset();
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arma_debug_warn_level(3, "qr_econ(): decomposition failed");
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}
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return status;
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}
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//! QR decomposition with pivoting
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template<typename T1>
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inline
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typename enable_if2< is_supported_blas_type<typename T1::elem_type>::value, bool >::result
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qr
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(
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Mat<typename T1::elem_type>& Q,
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Mat<typename T1::elem_type>& R,
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Mat<uword>& P,
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const Base<typename T1::elem_type,T1>& X,
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const char* P_mode = "matrix"
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)
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{
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arma_extra_debug_sigprint();
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arma_debug_check( (&Q == &R), "qr(): Q and R are the same object" );
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const char sig = (P_mode != nullptr) ? P_mode[0] : char(0);
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arma_debug_check( ((sig != 'm') && (sig != 'v')), "qr(): argument 'P_mode' must be \"vector\" or \"matrix\"" );
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bool status = false;
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if(sig == 'v')
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{
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status = auxlib::qr_pivot(Q, R, P, X);
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}
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else
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if(sig == 'm')
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{
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Mat<uword> P_vec;
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status = auxlib::qr_pivot(Q, R, P_vec, X);
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if(status)
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{
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// construct P
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const uword N = P_vec.n_rows;
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P.zeros(N,N);
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for(uword row=0; row < N; ++row) { P.at(P_vec[row], row) = uword(1); }
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}
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}
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if(status == false)
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{
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Q.soft_reset();
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R.soft_reset();
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P.soft_reset();
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arma_debug_warn_level(3, "qr(): decomposition failed");
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}
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return status;
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}
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//! @}
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