/* 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 #include #include #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){ 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 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; }