225 lines
7.9 KiB
C++
225 lines
7.9 KiB
C++
// Copyright (C) 2010 Davis E. King (davis@dlib.net)
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// License: Boost Software License See LICENSE.txt for the full license.
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#ifndef DLIB_LAPACk_ORMQR_Hh_
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#define DLIB_LAPACk_ORMQR_Hh_
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#include "fortran_id.h"
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#include "../matrix.h"
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namespace dlib
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{
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namespace lapack
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{
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namespace binding
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{
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extern "C"
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{
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void DLIB_FORTRAN_ID(dormqr) (char *side, char *trans, integer *m, integer *n,
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integer *k, const double *a, integer *lda, const double *tau,
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double * c_, integer *ldc, double *work, integer *lwork,
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integer *info);
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void DLIB_FORTRAN_ID(sormqr) (char *side, char *trans, integer *m, integer *n,
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integer *k, const float *a, integer *lda, const float *tau,
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float * c_, integer *ldc, float *work, integer *lwork,
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integer *info);
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}
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inline int ormqr (char side, char trans, integer m, integer n,
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integer k, const double *a, integer lda, const double *tau,
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double *c_, integer ldc, double *work, integer lwork)
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{
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integer info = 0;
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DLIB_FORTRAN_ID(dormqr)(&side, &trans, &m, &n,
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&k, a, &lda, tau,
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c_, &ldc, work, &lwork, &info);
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return info;
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}
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inline int ormqr (char side, char trans, integer m, integer n,
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integer k, const float *a, integer lda, const float *tau,
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float *c_, integer ldc, float *work, integer lwork)
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{
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integer info = 0;
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DLIB_FORTRAN_ID(sormqr)(&side, &trans, &m, &n,
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&k, a, &lda, tau,
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c_, &ldc, work, &lwork, &info);
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return info;
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}
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}
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// ------------------------------------------------------------------------------------
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/* -- LAPACK routine (version 3.1) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* DORMQR overwrites the general real M-by-N matrix C with */
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/* SIDE = 'L' SIDE = 'R' */
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/* TRANS = 'N': Q * C C * Q */
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/* TRANS = 'T': Q**T * C C * Q**T */
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/* where Q is a real orthogonal matrix defined as the product of k */
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/* elementary reflectors */
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/* Q = H(1) H(2) . . . H(k) */
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/* as returned by DGEQRF. Q is of order M if SIDE = 'L' and of order N */
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/* if SIDE = 'R'. */
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/* Arguments */
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/* ========= */
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/* SIDE (input) CHARACTER*1 */
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/* = 'L': apply Q or Q**T from the Left; */
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/* = 'R': apply Q or Q**T from the Right. */
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/* TRANS (input) CHARACTER*1 */
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/* = 'N': No transpose, apply Q; */
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/* = 'T': Transpose, apply Q**T. */
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/* M (input) INTEGER */
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/* The number of rows of the matrix C. M >= 0. */
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/* N (input) INTEGER */
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/* The number of columns of the matrix C. N >= 0. */
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/* K (input) INTEGER */
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/* The number of elementary reflectors whose product defines */
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/* the matrix Q. */
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/* If SIDE = 'L', M >= K >= 0; */
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/* if SIDE = 'R', N >= K >= 0. */
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/* A (input) DOUBLE PRECISION array, dimension (LDA,K) */
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/* The i-th column must contain the vector which defines the */
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/* elementary reflector H(i), for i = 1,2,...,k, as returned by */
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/* DGEQRF in the first k columns of its array argument A. */
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/* A is modified by the routine but restored on exit. */
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/* LDA (input) INTEGER */
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/* The leading dimension of the array A. */
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/* If SIDE = 'L', LDA >= max(1,M); */
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/* if SIDE = 'R', LDA >= max(1,N). */
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/* TAU (input) DOUBLE PRECISION array, dimension (K) */
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/* TAU(i) must contain the scalar factor of the elementary */
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/* reflector H(i), as returned by DGEQRF. */
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/* C (input/output) DOUBLE PRECISION array, dimension (LDC,N) */
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/* On entry, the M-by-N matrix C. */
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/* On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. */
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/* LDC (input) INTEGER */
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/* The leading dimension of the array C. LDC >= max(1,M). */
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/* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
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/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
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/* LWORK (input) INTEGER */
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/* The dimension of the array WORK. */
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/* If SIDE = 'L', LWORK >= max(1,N); */
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/* if SIDE = 'R', LWORK >= max(1,M). */
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/* For optimum performance LWORK >= N*NB if SIDE = 'L', and */
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/* LWORK >= M*NB if SIDE = 'R', where NB is the optimal */
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/* blocksize. */
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/* If LWORK = -1, then a workspace query is assumed; the routine */
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/* only calculates the optimal size of the WORK array, returns */
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/* this value as the first entry of the WORK array, and no error */
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/* message related to LWORK is issued by XERBLA. */
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/* INFO (output) INTEGER */
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/* = 0: successful exit */
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/* < 0: if INFO = -i, the i-th argument had an illegal value */
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// ------------------------------------------------------------------------------------
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template <
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typename T,
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long NR1, long NR2, long NR3,
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long NC1, long NC2, long NC3,
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typename MM,
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typename C_LAYOUT
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>
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int ormqr (
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char side,
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char trans,
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const matrix<T,NR1,NC1,MM,column_major_layout>& a,
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const matrix<T,NR2,NC2,MM,column_major_layout>& tau,
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matrix<T,NR3,NC3,MM,C_LAYOUT>& c
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)
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{
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long m = c.nr();
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long n = c.nc();
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const long k = a.nc();
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long ldc;
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if (is_same_type<C_LAYOUT,column_major_layout>::value)
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{
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ldc = c.nr();
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}
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else
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{
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// Since lapack expects c to be in column major layout we have to
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// do something to make this work. Since a row major layout matrix
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// will look just like a transposed C we can just swap a few things around.
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ldc = c.nc();
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swap(m,n);
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if (side == 'L')
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side = 'R';
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else
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side = 'L';
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if (trans == 'T')
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trans = 'N';
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else
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trans = 'T';
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}
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matrix<T,0,1,MM,column_major_layout> work;
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// figure out how big the workspace needs to be.
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T work_size = 1;
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int info = binding::ormqr(side, trans, m, n,
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k, &a(0,0), a.nr(), &tau(0,0),
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&c(0,0), ldc, &work_size, -1);
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if (info != 0)
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return info;
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if (work.size() < work_size)
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work.set_size(static_cast<long>(work_size), 1);
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// compute the actual result
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info = binding::ormqr(side, trans, m, n,
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k, &a(0,0), a.nr(), &tau(0,0),
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&c(0,0), ldc, &work(0,0), work.size());
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return info;
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}
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// ------------------------------------------------------------------------------------
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}
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}
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// ----------------------------------------------------------------------------------------
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#endif // DLIB_LAPACk_ORMQR_Hh_
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