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Diffstat (limited to '2.3-1/src/c/linearAlgebra/qr/dqra.c')
-rw-r--r-- | 2.3-1/src/c/linearAlgebra/qr/dqra.c | 298 |
1 files changed, 298 insertions, 0 deletions
diff --git a/2.3-1/src/c/linearAlgebra/qr/dqra.c b/2.3-1/src/c/linearAlgebra/qr/dqra.c new file mode 100644 index 00000000..bae4bc27 --- /dev/null +++ b/2.3-1/src/c/linearAlgebra/qr/dqra.c @@ -0,0 +1,298 @@ +/* Copyright (C) 2017 - IIT Bombay - FOSSEE + + This file must be used under the terms of the CeCILL. + This source file is licensed as described in the file COPYING, which + you should have received as part of this distribution. The terms + are also available at + http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt + Author: Sandeep Gupta + Organization: FOSSEE, IIT Bombay + Email: toolbox@scilab.in + */ + +/* This C code is used to generate function for QR decomposition */ + +#include <stdio.h> +#include <stdlib.h> +#include <math.h> +#include "qr.h" +#include "lapack.h" +#include "string.h" +#include "matrixTranspose.h" + +/*For reference check Scilab source code & lapack library websites +Names of variable are almost same for convience. +*/ +/* +int min(int M,int N){ + if(M > N) return N; + return M; +} + +int max(int M,int N){ + if(M > N) return N; + return N; +}*/ + +/* External Function used of lapack library */ +extern double dgeqrf_(int *,int *,double *,int *,double *,double *,int *,int *); +extern double dlacpy_(char *,int *,int *,double *,int *,double *,int *); +extern double dgeqpf_(int *,int *,double *,int *,int *,double *,double *,int *); +extern double dorgqr_(int *,int *,int *,double *,int *,double *,double *,int *,int *); +extern void dlaset_(char *,int *,int *,double *,double *,double *,int *); + +/* function for finding qr */ +double dqra(int ninp,int nout,double *inp1,int M,int N,double tol,double *out1,double *out2,double *out3){ + int i,j; + char choice; + double alpha=0.0,beta=0.0; + int minMN = min(M,N); + + double *A; + A = (double *)malloc(M*N*sizeof(double)); + memcpy(A,inp1,M*N*sizeof(double)); + + if(M <= 0 || N <= 0){ + out1 = NULL; + out2 = NULL; + return 0; + } + /* doldqr */ + if(nout == 4){ /* [Q,R,rk,E]=qr(X [,tol]) */ + if(ninp == 1){ + tol = -1; + } + + int INFO,rk; + + int *JPVT; + JPVT = ( int *)malloc(N*sizeof(int)); + + double *TAU; + TAU = (double *)malloc(minMN*sizeof(double)); + + int LWORK = 3*N; + + double *WORK; + WORK = (double *)malloc(LWORK*sizeof(double)); + + for(i=1;i<=M;i++){ + JPVT[i-1]=0.0; + } + dgeqpf_(&M,&N,A,&M,JPVT,TAU,WORK,&INFO); + + choice = 'U'; + dlacpy_(&choice,&M,&N,A,&M,out2,&M); + + if(M > N){ + for(j=1;j<=N;j++){ + for(i=j+1;i<=M;i++){ + out2[i-1+(j-1)*M] = 0.0; + } + } + } + else{ + for(j=1;j<=M-1;j++){ + for(i=j+1;i<=M;i++){ + out2[i-1+(j-1)*M] = 0.0; + } + } + } + + if(M > N){ + choice = 'F'; + dlacpy_(&choice,&M,&N,A,&M,out1,&M); + for(j=N+1;j<=M;j++){ + for(i=1;i<=M;i++){ + out1[i-1+(j-1)*M] = 0.0; + } + } + } + else{ + choice = 'F'; + dlacpy_(&choice,&M,&M,A,&M,out1,&M); + } + + dorgqr_(&M,&M,&minMN,out1,&M,TAU,WORK,&LWORK,&INFO); + + choice = 'F'; + dlaset_(&choice,&N,&N,&alpha,&beta,out3,&N); + + for(j=1;j<=N;j++){ + i = JPVT[j-1]; + out3[i-1+(j-1)*N] = 1.0; + } + + double tt = abs(out2[0]); + + if(tol == -1){ + tol = (double)max(M,N)*pow(2,-52)*tt; + } + double ch; + //printf("%lf ",tol); + for(j=1;j<=minMN;j++){ + //printf("%e ",out2[(j-1)+(j-1)*M]); + if(out2[(j-1)+(j-1)*M] < 0){ + ch = -out2[(j-1)+(j-1)*M]; + } + else{ + ch = out2[(j-1)+(j-1)*M]; + } + if(ch > tol){ + rk = j; + } + else{ + break; + } + } + //printf("\n"); + return rk; + } + else if(ninp == 1){ + /* (intdgeqpf3) + [Q,R]=qr(A) + [Q,R,E]=qr(A) + */ + int LDA = M; + + double *TAU; + TAU = (double *)malloc(min(M,N)*sizeof(double)); + + int LWORK; + if(nout <= 2) + LWORK = N; + else + LWORK = 3*N; + + double *WORK; + WORK = (double *)malloc((LWORK+1)*sizeof(double)); + + int INFO; + + int *JPVT; + JPVT = (int *)malloc(N*sizeof(int)); + + if(nout <= 2){ + dgeqrf_(&M,&N,A,&M,TAU,WORK,&LWORK,&INFO); + } + else{ + for(i=0;i<N;i++){ + *(JPVT+i)=0.0; + } + dgeqpf_(&M,&N,A,&M,JPVT,TAU,WORK,&INFO); + } + + /* Copying code from A to R */ + choice = 'U'; + dlacpy_(&choice,&M,&N,A,&M,out2,&M); + /*for(i=0;i<M;i++){ + for(j=0;j<N-i;j++){ + out2[i+j*M] = A[i+j*M]; + } + }*/ + + if(M > N){ + for(j=1;j<=N;j++){ + for(i=j+1;i<=M;i++){ + out2[i-1+(j-1)*M] = 0.0; + } + } + } + else{ + for(j=1;j<=M-1;j++){ + for(i=j+1;i<=M;i++){ + out2[i-1+(j-1)*M] = 0.0; + } + } + } + /* lQ - out1 */ + if(M > N){ + choice = 'F'; + dlacpy_(&choice,&M,&N,A,&M,out1,&M); + /*for(i=0;i<M*N;i++){ + out1[i]=A[i]; + }*/ + for(j=N+1;j<=M;j++){ + for(i=1;i<=M;i++){ + out1[i+(j-1)*M] = 0.0; + } + } + } + else{ + choice = 'F'; + dlacpy_(&choice,&M,&M,A,&M,out1,&M); + /*for(i=0;i<M;i++){ + for(j=0;j<M;j++){ + out1 + } + }*/ + } + dorgqr_(&M,&M,&minMN,out1,&M,TAU,WORK,&LWORK,&INFO); + + if(nout > 2){ + choice = 'F'; + dlaset_(&choice,&N,&N,&alpha,&beta,out3,&N); + for(j=1;j<=N;j++){ + i = *(JPVT+j-1); + //printf("%d ",i-1+(j-1)*N); + *(out3+i-1+(j-1)*N) = 1.0; + } + //printf("\n"); + } + } + else{/* + [[Q,R]=qr(A,'e') + [Q,R,E]=qr(A,'e') ] */ + int *JPVT; + JPVT = (int *)malloc(N*sizeof(int)); + + double *TAU; + TAU = (double *)malloc(min(M,N)*sizeof(double)); + int LWORK; + if(nout <= 2){ + LWORK = N; + } + else{ + LWORK = 3*N; + } + + double *WORK; + WORK = (double *)malloc(LWORK*sizeof(double)); + + int INFO; + if(nout <= 2) + dgeqrf_(&M,&N,A,&M,TAU,WORK,&LWORK,&INFO); + else{ + for(i=1;i<=N;i++){ + JPVT[i-1]=0.0; + } + dgeqpf_(&M,&N,A,&M,JPVT,TAU,WORK,&INFO); + } + choice = 'U'; + + dlacpy_(&choice,&minMN,&N,A,&M,out2,&minMN); + + if(N >= 2){ + for(j=1;j<=N-1;j++){ + if(j+1 <= minMN){ + for(i=j+1;i<=minMN;i++){ + out2[i-1+(j-1)*minMN] = 0.0; + } + } + } + } + choice = 'F'; + dlacpy_(&choice,&M,&minMN,A,&M,out1,&M); + dorgqr_(&M,&minMN,&minMN,out1,&M,TAU,WORK,&LWORK,&INFO); + + if(nout > 2){ + choice = 'F'; + dlaset_(&choice,&N,&N,&alpha,&beta,out3,&N); + for(j=1;j<=N;j++){ + i = JPVT[j-1]; + out3[i-1+(j-1)*N] = 1.0; + } + } + } + return 0; +} |