coco
169 lines
5.5 KiB
C++
169 lines
5.5 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_GEQRF_Hh_
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#define DLIB_LAPACk_GEQRF_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(dgeqrf) (const integer *m, const integer *n, double *a, const integer*
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lda, double *tau, double *work, const integer *lwork,
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integer *info);
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void DLIB_FORTRAN_ID(sgeqrf) (const integer *m, const integer *n, float *a, const integer*
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lda, float *tau, float *work, const integer *lwork,
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integer *info);
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}
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inline int geqrf (integer m, integer n, double *a, integer lda,
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double *tau, double *work, integer lwork)
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{
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integer info = 0;
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DLIB_FORTRAN_ID(dgeqrf)(&m, &n, a, &lda,
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tau, work, &lwork, &info);
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return info;
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}
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inline int geqrf (integer m, integer n, float *a, integer lda,
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float *tau, float *work, integer lwork)
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{
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integer info = 0;
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DLIB_FORTRAN_ID(sgeqrf)(&m, &n, a, &lda,
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tau, 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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/* DGEQRF computes a QR factorization of a real M-by-N matrix A: */
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/* A = Q * R. */
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/* Arguments */
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/* ========= */
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/* M (input) INTEGER */
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/* The number of rows of the matrix A. M >= 0. */
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/* N (input) INTEGER */
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/* The number of columns of the matrix A. N >= 0. */
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/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
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/* On entry, the M-by-N matrix A. */
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/* On exit, the elements on and above the diagonal of the array */
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/* contain the min(M,N)-by-N upper trapezoidal matrix R (R is */
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/* upper triangular if m >= n); the elements below the diagonal, */
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/* with the array TAU, represent the orthogonal matrix Q as a */
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/* product of min(m,n) elementary reflectors (see Further */
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/* Details). */
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/* LDA (input) INTEGER */
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/* The leading dimension of the array A. LDA >= max(1,M). */
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/* TAU (output) DOUBLE PRECISION array, dimension (min(M,N)) */
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/* The scalar factors of the elementary reflectors (see Further */
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/* Details). */
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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. LWORK >= max(1,N). */
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/* For optimum performance LWORK >= N*NB, where NB is */
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/* the optimal 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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/* Further Details */
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/* =============== */
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/* The matrix Q is represented as a product of elementary reflectors */
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/* Q = H(1) H(2) . . . H(k), where k = min(m,n). */
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/* Each H(i) has the form */
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/* H(i) = I - tau * v * v' */
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/* where tau is a real scalar, and v is a real vector with */
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/* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), */
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/* and tau in TAU(i). */
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// ------------------------------------------------------------------------------------
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template <
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typename T,
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long NR1, long NR2,
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long NC1, long NC2,
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typename MM
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>
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int geqrf (
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matrix<T,NR1,NC1,MM,column_major_layout>& a,
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matrix<T,NR2,NC2,MM,column_major_layout>& tau
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)
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{
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matrix<T,0,1,MM,column_major_layout> work;
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tau.set_size(std::min(a.nr(), a.nc()), 1);
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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::geqrf(a.nr(), a.nc(), &a(0,0), a.nr(),
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&tau(0,0), &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 decomposition
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info = binding::geqrf(a.nr(), a.nc(), &a(0,0), a.nr(),
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&tau(0,0), &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_GEQRF_Hh_
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