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qrdecomp.cpp
220 lines (169 loc) · 4.88 KB
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qrdecomp.cpp
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#include <math.h>
#include <algorithm>
#include "qrdecomp.h"
#include <stdio.h>
int geqrf(int m, int n, double* A, int lda, double *tau) {
int info=0;
int lwork=-1;
double iwork;
dgeqrf_(&m, &n, A, &lda, tau, &iwork, &lwork, &info);
lwork = (int)iwork;
double* work = new double[lwork];
dgeqrf_(&m, &n, A, &lda, tau, work, &lwork, &info);
delete[] work;
return info;
}
int ormqr(char side, char trans, int m, int n, int k, double *A, int lda, double *tau, double* C, int ldc) {
int info=0;
int lwork=-1;
double iwork;
dormqr_(&side, &trans, &m, &n, &k, A, &lda, tau, C, &ldc, &iwork, &lwork, &info);
lwork = (int)iwork;
double* work = new double[lwork];
dormqr_(&side, &trans, &m, &n, &k, A, &lda, tau, C, &ldc, work, &lwork, &info);
delete[] work;
return info;
}
int trtrs(char uplo, char trans, char diag, int n, int nrhs, double* A, int lda, double* B, int ldb) {
int info = 0;
dtrtrs_(&uplo, &trans, &diag, &n, &nrhs, A, &lda, B, &ldb, &info);
return info;
}
int trrfs(char uplo, char trans, char diag, int n, int nrhs, double *A, int lda, double *B, int ldb, double *X, int ldx){
int info = 0;
double *work = new double[3*n];
int *work2 = new int[n];
double *Ferr = new double[n];
double *Berr = new double[n];
printf("Here \n");
dtrrfs_(&uplo, &trans, &diag, &n, &nrhs, A, &lda, B, &ldb, X, &ldx, Ferr, Berr, work, work2, &info);
for(int i =0; i < n; i ++){
printf("Ferr %i %g %g \n", i, Ferr[i], Ferr[i]*X[i]);
}
delete[] work;
delete[] work2;
delete[] Ferr;
delete[] Berr;
return info;
}
void vector_TNqrsolve(double *aIn, double *bIn, double *xOut, int msize, double &det, int &info){
double *a = new double[msize*msize];
for(int i =0 ; i < msize*msize; i++){
a[i] = aIn[i];
}
double *Atemp = new double [msize*msize];
double *b = new double[msize];
for(int i =0 ; i < msize; i++){
b[i]=bIn[i];
}
double* tau = new double[msize];
int tempinfo=0;
tempinfo=geqrf(msize, msize, a, msize, tau);
if(tempinfo != 0)info=tempinfo;
for(int i =0 ; i < msize*msize; i++){
Atemp[i] = a[i];
}
det=0;
for(int i =0; i < msize; i++){
det += log(fabs(Atemp[i + i*msize]));
}
tempinfo=0;
tempinfo=ormqr('L', 'T', msize, 1, msize, a, msize, tau, b, msize);
if(tempinfo != 0)info=tempinfo;
tempinfo=0;
tempinfo=trtrs('U', 'N', 'N', msize, 1, a, msize, b, msize);
if(tempinfo != 0)info=tempinfo;
for(int i =0; i < msize; i++){
xOut[i] = b[i];
}
//tempinfo = trrfs('U', 'N', 'N', msize, 1, a, msize, bIn, msize, xOut, msize);
delete[] a;
delete[] tau;
delete[] b;
delete[] Atemp;
}
void TNqrsolve(double **aIn, double *bIn, double *xOut, int msize, double &det, int &info){
double *a;
a = qr_ctof(aIn, msize, msize);
double **Atemp = new double *[msize];
for(int i = 0 ; i <msize; i++){
Atemp[i] = new double[msize];
}
double *b = new double[msize];
for(int i =0 ; i < msize; i++){
b[i]=bIn[i];
}
double* tau = new double[msize];
int tempinfo=0;
tempinfo=geqrf(msize, msize, a, msize, tau);
if(tempinfo != 0)info=tempinfo;
qr_ftoc(a, Atemp, msize, msize);
det=0;
for(int i =0; i < msize; i++){
det += log(fabs(Atemp[i][i]));
}
tempinfo=0;
tempinfo=ormqr('L', 'T', msize, 1, msize, a, msize, tau, b, msize);
if(tempinfo != 0)info=tempinfo;
tempinfo=0;
tempinfo=trtrs('U', 'N', 'N', msize, 1, a, msize, b, msize);
if(tempinfo != 0)info=tempinfo;
for(int i =0; i < msize; i++){
xOut[i] = b[i];
}
//tempinfo = trrfs('U', 'N', 'N', msize, 1, a, msize, bIn, msize, xOut, msize);
delete[] a;
delete[] tau;
delete[] b;
for(int i = 0 ; i <msize; i++){
delete[] Atemp[i];
}
delete[] Atemp;
}
/*
void qrsolveInfo(double **A, double *B, int msize, int &info)
{
double *a;
char UPLO='U';
char side='L';
char trans='T';
char notrans='N';
char diag='N';
int NRHS=1;
int LWORK = 2*msize + (msize+1)*msize;
a = qr_ctof(A, msize, msize);
double *tau = new double[msize];
int *jpvt = new int[msize];
double *work = new double[LWORK];
double *C = new double[msize];
for(int i =0; i < msize; i++){
tau[i]=0;
jpvt[i]=0;
}
info=0;
dgeqp3_(&msize, &msize, a, &msize, jpvt, tau, work, &LWORK, &info);
info=0;
dormqr_(&side, &trans, &msize, &NRHS, &msize, a, &msize, tau, B, &msize, work, &LWORK, &info);
info=0;
dtrtrs_(&UPLO, ¬rans, &diag, &msize, &NRHS, a, &msize, B, &msize, &info);
qr_ftoc(a, A, msize, msize);
delete[] tau;
delete[] jpvt;
delete[] work;
delete[] C;
delete a;
}
*/
double* qr_ctof(double **in, int rows, int cols)
{
double *out;
int i, j;
out = new double[rows*cols];
for (i=0; i<rows; i++) for (j=0; j<cols; j++) out[i+j*rows] = in[i][j];
return(out);
}
void qr_ftoc(double *in, double **out, int rows, int cols)
{
int i, j;
for (i=0; i<rows; i++) for (j=0; j<cols; j++) out[i][j] = in[i+j*rows];
}