Пример #1
0
void QRZT(Matrix& X, LowerTriangularMatrix& L)
{
   REPORT
	 Tracer et("QRZT(1)");
   int n = X.Ncols(); int s = X.Nrows(); L.resize(s);
   if (n == 0 || s == 0) { L = 0.0; return; }
   Real* xi = X.Store(); int k;
   for (int i=0; i<s; i++)
   {
      Real sum = 0.0;
      Real* xi0=xi; k=n; while(k--) { sum += square(*xi++); }
      sum = sqrt(sum);
      if (sum == 0.0)
      {
         REPORT
         k=n; while(k--) { *xi0++ = 0.0; }
         for (int j=i; j<s; j++) L.element(j,i) = 0.0;
      }
      else
      {
         L.element(i,i) = sum;
         Real* xj0=xi0; k=n; while(k--) { *xj0++ /= sum; }
         for (int j=i+1; j<s; j++)
         {
            sum=0.0;
            xi=xi0; Real* xj=xj0; k=n; while(k--) { sum += *xi++ * *xj++; }
            xi=xi0; k=n; while(k--) { *xj0++ -= sum * *xi++; }
            L.element(j,i) = sum;
         }
      }
   }
}
Пример #2
0
void QRZT(Matrix& X, LowerTriangularMatrix& L)
{
   REPORT
    Tracer et("QZT(1)");
   int n = X.Ncols(); int s = X.Nrows(); L.ReSize(s);
   Real* xi = X.Store(); int k;
   for (int i=0; i<s; i++)
   {
      Real sum = 0.0;
      Real* xi0=xi; k=n; while(k--) { sum += square(*xi++); }
      sum = sqrt(sum);
      L.element(i,i) = sum;
      if (sum==0.0) Throw(SingularException(L));
      Real* xj0=xi0; k=n; while(k--) { *xj0++ /= sum; }
      for (int j=i+1; j<s; j++)
      {
         sum=0.0;
         xi=xi0; Real* xj=xj0; k=n; while(k--) { sum += *xi++ * *xj++; }
         xi=xi0; k=n; while(k--) { *xj0++ -= sum * *xi++; }
         L.element(j,i) = sum;
      }
   }
}
Пример #3
0
void updateQRZT(Matrix& X, LowerTriangularMatrix& L)
{
   REPORT
	 Tracer et("updateQRZT");
   int n = X.Ncols(); int s = X.Nrows();
   if (s != L.Nrows())
      Throw(ProgramException("Incompatible dimensions",X,L)); 
   if (n == 0 || s == 0) return;
   Real* xi = X.Store(); int k;
   for (int i=0; i<s; i++)
   {
      Real r = L.element(i,i); 
      Real sum = 0.0;
      Real* xi0=xi; k=n; while(k--) { sum += square(*xi++); }
      sum = sqrt(sum + square(r));
      if (sum == 0.0)
      {
         REPORT
         k=n; while(k--) { *xi0++ = 0.0; }
         for (int j=i; j<s; j++) L.element(j,i) = 0.0;
      }
      else
      {
         Real frs = fabs(r) + sum;
         Real a0 = sqrt(frs / sum); Real alpha = a0 / frs;
         if (r <= 0) { REPORT L.element(i,i) = sum; alpha = -alpha; }
         else { REPORT L.element(i,i) = -sum; }
         Real* xj0=xi0; k=n; while(k--) { *xj0++ *= alpha; }
         for (int j=i+1; j<s; j++)
         {
            sum = 0.0;
            xi=xi0; Real* xj=xj0; k=n; while(k--) { sum += *xi++ * *xj++; }
            sum += a0 * L.element(j,i);
            xi=xi0; k=n; while(k--) { *xj0++ -= sum * *xi++; }
            L.element(j,i) -= sum * a0;
         }
      }
   }
}