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authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
commiteda5bc26f44ee9a6f83dcf8c91f17296d7fc509d (patch)
treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/armadillo/include/armadillo_bits/fn_qr.hpp
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Move into version control
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+// SPDX-License-Identifier: Apache-2.0
+//
+// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
+// Copyright 2008-2016 National ICT Australia (NICTA)
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+// http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+// ------------------------------------------------------------------------
+
+
+//! \addtogroup fn_qr
+//! @{
+
+
+
+//! QR decomposition
+template<typename T1>
+inline
+bool
+qr
+ (
+ Mat<typename T1::elem_type>& Q,
+ Mat<typename T1::elem_type>& R,
+ const Base<typename T1::elem_type,T1>& X,
+ const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
+ )
+ {
+ arma_extra_debug_sigprint();
+ arma_ignore(junk);
+
+ arma_debug_check( (&Q == &R), "qr(): Q and R are the same object" );
+
+ const bool status = auxlib::qr(Q, R, X);
+
+ if(status == false)
+ {
+ Q.soft_reset();
+ R.soft_reset();
+ arma_debug_warn_level(3, "qr(): decomposition failed");
+ }
+
+ return status;
+ }
+
+
+
+//! economical QR decomposition
+template<typename T1>
+inline
+bool
+qr_econ
+ (
+ Mat<typename T1::elem_type>& Q,
+ Mat<typename T1::elem_type>& R,
+ const Base<typename T1::elem_type,T1>& X,
+ const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
+ )
+ {
+ arma_extra_debug_sigprint();
+ arma_ignore(junk);
+
+ arma_debug_check( (&Q == &R), "qr_econ(): Q and R are the same object" );
+
+ const bool status = auxlib::qr_econ(Q, R, X);
+
+ if(status == false)
+ {
+ Q.soft_reset();
+ R.soft_reset();
+ arma_debug_warn_level(3, "qr_econ(): decomposition failed");
+ }
+
+ return status;
+ }
+
+
+
+//! QR decomposition with pivoting
+template<typename T1>
+inline
+typename enable_if2< is_supported_blas_type<typename T1::elem_type>::value, bool >::result
+qr
+ (
+ Mat<typename T1::elem_type>& Q,
+ Mat<typename T1::elem_type>& R,
+ Mat<uword>& P,
+ const Base<typename T1::elem_type,T1>& X,
+ const char* P_mode = "matrix"
+ )
+ {
+ arma_extra_debug_sigprint();
+
+ arma_debug_check( (&Q == &R), "qr(): Q and R are the same object" );
+
+ const char sig = (P_mode != nullptr) ? P_mode[0] : char(0);
+
+ arma_debug_check( ((sig != 'm') && (sig != 'v')), "qr(): argument 'P_mode' must be \"vector\" or \"matrix\"" );
+
+ bool status = false;
+
+ if(sig == 'v')
+ {
+ status = auxlib::qr_pivot(Q, R, P, X);
+ }
+ else
+ if(sig == 'm')
+ {
+ Mat<uword> P_vec;
+
+ status = auxlib::qr_pivot(Q, R, P_vec, X);
+
+ if(status)
+ {
+ // construct P
+
+ const uword N = P_vec.n_rows;
+
+ P.zeros(N,N);
+
+ for(uword row=0; row < N; ++row) { P.at(P_vec[row], row) = uword(1); }
+ }
+ }
+
+ if(status == false)
+ {
+ Q.soft_reset();
+ R.soft_reset();
+ P.soft_reset();
+ arma_debug_warn_level(3, "qr(): decomposition failed");
+ }
+
+ return status;
+ }
+
+
+
+//! @}