summaryrefslogtreecommitdiffstats
path: root/src/armadillo/include/armadillo_bits/fn_qr.hpp
blob: 3d49a1b3ae9a59399d06573957e07d89f0b5338f (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
// 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;
  }



//! @}