59 lines
1.6 KiB
Rust
59 lines
1.6 KiB
Rust
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use std::num::{Zero, Float};
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use na::DVec;
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use na::DMat;
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use traits::operations::{Transpose, ColSlice};
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use traits::geometry::Norm;
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use std::cmp::min;
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/// QR decomposition using Householder reflections
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/// # Arguments
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/// * `m` matrix to decompose
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pub fn decomp_qr<N: Clone + Num + Float>(m: &DMat<N>) -> (DMat<N>, DMat<N>) {
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let rows = m.nrows();
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let cols = m.ncols();
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assert!(rows >= cols);
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let mut q : DMat<N> = DMat::new_identity(rows);
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let mut r = m.clone();
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let subtract_reflection = |vec: DVec<N>| -> DMat<N> {
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// FIXME: we don't handle the complex case here
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let mut qk : DMat<N> = DMat::new_identity(rows);
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let start = rows - vec.at.len();
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for j in range(start, rows) {
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for i in range(start, rows) {
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unsafe {
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let vv = vec.at_fast(i-start)*vec.at_fast(j-start);
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let qkij = qk.at_fast(i,j);
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qk.set_fast(i, j, qkij - vv - vv);
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}
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}
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}
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qk
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};
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let iterations = min(rows-1, cols);
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for ite in range(0u, iterations) {
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let mut v = r.col_slice(ite, ite, rows);
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//let mut v = r.col_slice<DVec<N>>(ite, rows-ite, rows);
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let alpha =
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if unsafe { v.at_fast(ite) } >= Zero::zero() {
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-Norm::norm(&v)
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}
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else {
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Norm::norm(&v)
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};
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unsafe {
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let x = v.at_fast(0);
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v.set_fast(0, x - alpha);
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}
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let _ = v.normalize();
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let qk = subtract_reflection(v);
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r = qk * r;
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q = q * Transpose::transpose_cpy(&qk);
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}
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(q, r)
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}
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