Exemplo n.º 1
0
void qr<T>::output(array_2d<T>& x) const
{
	if(x.rows() != m || x.columns() != n)
		x.resize(idx(m, n));

	lapack_interface<T>::call_lapack_geqrf(x, a);
}
Exemplo n.º 2
0
void qr<T>::output(array_2d<T>& q, array_2d<T>& r) const
{
	array<T> tau(min_nm);

	if(r.rows() != m || r.columns() != n)
		r.resize(idx(m, n));

	lapack_interface<T>::call_lapack_geqrf(r, tau, a);

	//Now construct Q
	//Q should be a MxM matrix
	if(q.rows() != m || q.columns() != m)
		q.resize(idx(m, m));

	if(n <= m) {
		//Q can hold the MxN values of R needed by lapack's xORGQR routines
		for(size_t i = 0; i < m; i++)
			for(size_t j = 0; j < n; j++)
				q[m*j + i] = r(i,j);

		lapack_interface<T>::call_lapack_orgqr(q, tau);

	} else {
		//create a new array and do a copy since
		//Q cannot hold the MxN values of R as needed by lapack's xORGQR routines
		array_2d<T> temp_q(r(all(), size_range(0, m - 1)));

		lapack_interface<T>::call_lapack_orgqr(temp_q, tau);

		//copy the Q values from temp
		for(size_t i = 0; i < m; i++)
			for(size_t j = 0; j < m; j++)
				q[m*j + i] = temp_q[m*j + i];
	}

	// R is upper triangular
	for(size_t i = 0; i < m; i++)
		for(size_t j = 0; j < n; j++)
			if(i > j)
				r(i,j) = 0;
}