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/*******************************************************************************
 * Copyright (c) 2010-2019 Haifeng Li
 *
 * Smile is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as
 * published by the Free Software Foundation, either version 3 of
 * the License, or (at your option) any later version.
 *
 * Smile is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public License
 * along with Smile.  If not, see .
 *******************************************************************************/

package smile.netlib;

import smile.math.matrix.Matrix;
import smile.math.matrix.DenseMatrix;
import smile.math.matrix.Cholesky;
import com.github.fommil.netlib.LAPACK;
import org.netlib.util.intW;

/**
 * For an m-by-n matrix A with m ≥ n, the QR decomposition is an m-by-n
 * orthogonal matrix Q and an n-by-n upper triangular matrix R such that
 * A = Q*R.
 * 

* The QR decomposition always exists, even if the matrix does not have * full rank. The primary use of the QR decomposition is in the least squares * solution of non-square systems of simultaneous linear equations, where * {@link #isSingular()} has to be false. *

* QR decomposition is also the basis for a particular eigenvalue algorithm, * the QR algorithm. * * @author Haifeng Li */ class QR extends smile.math.matrix.QR { private static final org.slf4j.Logger logger = org.slf4j.LoggerFactory.getLogger(QR.class); /** * Constructor. */ public QR(NLMatrix qr, double[] tau, boolean singular) { super(qr, tau, singular); } /** * Returns the Cholesky decomposition of A'A. */ @Override public Cholesky CholeskyOfAtA() { int n = qr.ncols(); DenseMatrix L = Matrix.zeros(n, n); for (int i = 0; i < n; i++) { for (int j = 0; j <= i; j++) { L.set(i, j, qr.get(j, i)); } } return new Cholesky(L); } @Override public DenseMatrix getR() { int n = qr.ncols(); DenseMatrix R = Matrix.zeros(n, n); for (int i = 0; i < n; i++) { R.set(i, i, tau[i]); for (int j = i+1; j < n; j++) { R.set(i, j, qr.get(i, j)); } } return R; } @Override public DenseMatrix getQ() { int m = qr.nrows(); int n = qr.ncols(); int k = Math.min(m, n); intW info = new intW(0); double[] work = new double[1]; LAPACK.getInstance().dorgqr(m, n, k, qr.data(), qr.ld(), tau, work, -1, info); int lwork = n; if (info.val == 0) { lwork = (int) work[0]; logger.debug("LAPACK DORGQR returns work space size: {}", lwork); } else { logger.warn("LAPACK DORGQR error code: {}", info.val); } lwork = Math.max(1, lwork); work = new double[lwork]; info.val = 0; LAPACK.getInstance().dorgqr(m, n, k, qr.data(), qr.ld(), tau, work, lwork, info); if (info.val < 0) { logger.error("LAPACK DORGQR error code: {}", info.val); throw new IllegalArgumentException("LAPACK DORGQR error code: " + info.val); } return qr; } @Override public void solve(double[] b, double[] x) { if (b.length != qr.nrows()) { throw new IllegalArgumentException(String.format("Row dimensions do not agree: A is %d x %d, but B is %d x 1", qr.nrows(), qr.nrows(), b.length)); } if (x.length != qr.ncols()) { throw new IllegalArgumentException("A and x dimensions don't match."); } if (singular) { throw new RuntimeException("Matrix is rank deficient."); } double[] B = b.clone(); solve(Matrix.of(B)); System.arraycopy(B, 0, x, 0, x.length); } @Override public void solve(DenseMatrix B) { if (B.nrows() != qr.nrows()) { throw new IllegalArgumentException(String.format("Row dimensions do not agree: A is %d x %d, but B is %d x %d", qr.nrows(), qr.nrows(), B.nrows(), B.ncols())); } if (singular) { throw new RuntimeException("Matrix is rank deficient."); } int m = qr.nrows(); int n = qr.ncols(); int k = Math.min(m, n); intW info = new intW(0); double[] work = new double[1]; LAPACK.getInstance().dormqr(NLMatrix.Left, NLMatrix.Transpose, B.nrows(), B.ncols(), k, qr.data(), qr.ld(), tau, B.data(), B.ld(), work, -1, info); int lwork = n; if (info.val == 0) { lwork = (int) work[0]; logger.debug("LAPACK DORMQR returns work space size: {}", lwork); } else { logger.warn("LAPACK DORMQR error code: {}", info.val); } lwork = Math.max(1, lwork); work = new double[lwork]; info.val = 0; LAPACK.getInstance().dormqr(NLMatrix.Left, NLMatrix.Transpose, B.nrows(), B.ncols(), k, qr.data(), qr.ld(), tau, B.data(), B.ld(), work, lwork, info); if (info.val < 0) { logger.error("LAPACK DORMQR error code: {}", info.val); throw new IllegalArgumentException("LAPACK DORMQR error code: " + info.val); } info.val = 0; LAPACK.getInstance().dtrtrs(NLMatrix.Upper, NLMatrix.NoTranspose, NLMatrix.NonUnitTriangular, qr.ncols(), B.ncols(), qr.data(), qr.ld(), B.data(), B.ld(), info); if (info.val != 0) { logger.error("LAPACK DTRTRS error code: {}", info.val); throw new IllegalArgumentException("LAPACK DTRTRS error code: " + info.val); } } }





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