forked from M-Labs/nalgebra
271 lines
7.4 KiB
Rust
271 lines
7.4 KiB
Rust
#[cfg(feature = "serde-serialize")]
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use serde::{Deserialize, Serialize};
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use num::Zero;
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use num_complex::Complex;
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use crate::ComplexHelper;
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use na::allocator::Allocator;
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use na::dimension::{Dim, DimMin, DimMinimum, U1};
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use na::storage::Storage;
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use na::{DefaultAllocator, Matrix, OMatrix, OVector, Scalar};
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use lapack;
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/// The QR decomposition of a general matrix.
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#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
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#[cfg_attr(
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feature = "serde-serialize",
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serde(bound(serialize = "DefaultAllocator: Allocator<T, R, C> +
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Allocator<T, DimMinimum<R, C>>,
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OMatrix<T, R, C>: Serialize,
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OVector<T, DimMinimum<R, C>>: Serialize"))
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)]
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#[cfg_attr(
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feature = "serde-serialize",
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serde(bound(deserialize = "DefaultAllocator: Allocator<T, R, C> +
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Allocator<T, DimMinimum<R, C>>,
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OMatrix<T, R, C>: Deserialize<'de>,
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OVector<T, DimMinimum<R, C>>: Deserialize<'de>"))
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)]
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#[derive(Clone, Debug)]
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pub struct QR<T: Scalar, R: DimMin<C>, C: Dim>
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where
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DefaultAllocator: Allocator<T, R, C> + Allocator<T, DimMinimum<R, C>>,
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{
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qr: OMatrix<T, R, C>,
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tau: OVector<T, DimMinimum<R, C>>,
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}
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impl<T: Scalar + Copy, R: DimMin<C>, C: Dim> Copy for QR<T, R, C>
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where
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DefaultAllocator: Allocator<T, R, C> + Allocator<T, DimMinimum<R, C>>,
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OMatrix<T, R, C>: Copy,
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OVector<T, DimMinimum<R, C>>: Copy,
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{
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}
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impl<T: QRScalar + Zero, R: DimMin<C>, C: Dim> QR<T, R, C>
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where
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DefaultAllocator: Allocator<T, R, C>
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+ Allocator<T, R, DimMinimum<R, C>>
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+ Allocator<T, DimMinimum<R, C>, C>
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+ Allocator<T, DimMinimum<R, C>>,
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{
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/// Computes the QR decomposition of the matrix `m`.
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pub fn new(mut m: OMatrix<T, R, C>) -> Self {
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let (nrows, ncols) = m.data.shape();
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let mut info = 0;
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let mut tau =
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unsafe { Matrix::new_uninitialized_generic(nrows.min(ncols), U1).assume_init() };
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if nrows.value() == 0 || ncols.value() == 0 {
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return Self { qr: m, tau: tau };
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}
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let lwork = T::xgeqrf_work_size(
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nrows.value() as i32,
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ncols.value() as i32,
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m.as_mut_slice(),
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nrows.value() as i32,
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tau.as_mut_slice(),
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&mut info,
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);
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let mut work = unsafe { crate::uninitialized_vec(lwork as usize) };
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T::xgeqrf(
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nrows.value() as i32,
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ncols.value() as i32,
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m.as_mut_slice(),
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nrows.value() as i32,
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tau.as_mut_slice(),
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&mut work,
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lwork,
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&mut info,
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);
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Self { qr: m, tau: tau }
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}
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/// Retrieves the upper trapezoidal submatrix `R` of this decomposition.
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#[inline]
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pub fn r(&self) -> OMatrix<T, DimMinimum<R, C>, C> {
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let (nrows, ncols) = self.qr.data.shape();
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self.qr.rows_generic(0, nrows.min(ncols)).upper_triangle()
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}
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}
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impl<T: QRReal + Zero, R: DimMin<C>, C: Dim> QR<T, R, C>
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where
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DefaultAllocator: Allocator<T, R, C>
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+ Allocator<T, R, DimMinimum<R, C>>
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+ Allocator<T, DimMinimum<R, C>, C>
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+ Allocator<T, DimMinimum<R, C>>,
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{
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/// Retrieves the matrices `(Q, R)` of this decompositions.
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pub fn unpack(
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self,
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) -> (
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OMatrix<T, R, DimMinimum<R, C>>,
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OMatrix<T, DimMinimum<R, C>, C>,
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) {
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(self.q(), self.r())
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}
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/// Computes the orthogonal matrix `Q` of this decomposition.
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#[inline]
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pub fn q(&self) -> OMatrix<T, R, DimMinimum<R, C>> {
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let (nrows, ncols) = self.qr.data.shape();
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let min_nrows_ncols = nrows.min(ncols);
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if min_nrows_ncols.value() == 0 {
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return OMatrix::from_element_generic(nrows, min_nrows_ncols, T::zero());
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}
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let mut q = self
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.qr
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.generic_slice((0, 0), (nrows, min_nrows_ncols))
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.into_owned();
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let mut info = 0;
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let nrows = nrows.value() as i32;
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let lwork = T::xorgqr_work_size(
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nrows,
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min_nrows_ncols.value() as i32,
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self.tau.len() as i32,
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q.as_mut_slice(),
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nrows,
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self.tau.as_slice(),
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&mut info,
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);
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let mut work = vec![T::zero(); lwork as usize];
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T::xorgqr(
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nrows,
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min_nrows_ncols.value() as i32,
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self.tau.len() as i32,
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q.as_mut_slice(),
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nrows,
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self.tau.as_slice(),
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&mut work,
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lwork,
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&mut info,
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);
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q
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}
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}
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/*
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*
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* Lapack functions dispatch.
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*
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*/
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/// Trait implemented by scalar types for which Lapack function exist to compute the
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/// QR decomposition.
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pub trait QRScalar: Scalar + Copy {
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fn xgeqrf(
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m: i32,
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n: i32,
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a: &mut [Self],
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lda: i32,
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tau: &mut [Self],
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work: &mut [Self],
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lwork: i32,
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info: &mut i32,
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);
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fn xgeqrf_work_size(
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m: i32,
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n: i32,
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a: &mut [Self],
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lda: i32,
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tau: &mut [Self],
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info: &mut i32,
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) -> i32;
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}
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/// Trait implemented by reals for which Lapack function exist to compute the
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/// QR decomposition.
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pub trait QRReal: QRScalar {
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#[allow(missing_docs)]
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fn xorgqr(
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m: i32,
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n: i32,
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k: i32,
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a: &mut [Self],
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lda: i32,
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tau: &[Self],
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work: &mut [Self],
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lwork: i32,
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info: &mut i32,
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);
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#[allow(missing_docs)]
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fn xorgqr_work_size(
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m: i32,
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n: i32,
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k: i32,
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a: &mut [Self],
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lda: i32,
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tau: &[Self],
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info: &mut i32,
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) -> i32;
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}
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macro_rules! qr_scalar_impl(
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($N: ty, $xgeqrf: path) => (
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impl QRScalar for $N {
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#[inline]
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fn xgeqrf(m: i32, n: i32, a: &mut [Self], lda: i32, tau: &mut [Self],
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work: &mut [Self], lwork: i32, info: &mut i32) {
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unsafe { $xgeqrf(m, n, a, lda, tau, work, lwork, info) }
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}
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#[inline]
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fn xgeqrf_work_size(m: i32, n: i32, a: &mut [Self], lda: i32, tau: &mut [Self],
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info: &mut i32) -> i32 {
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let mut work = [ Zero::zero() ];
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let lwork = -1 as i32;
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unsafe { $xgeqrf(m, n, a, lda, tau, &mut work, lwork, info); }
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ComplexHelper::real_part(work[0]) as i32
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}
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}
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)
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);
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macro_rules! qr_real_impl(
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($N: ty, $xorgqr: path) => (
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impl QRReal for $N {
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#[inline]
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fn xorgqr(m: i32, n: i32, k: i32, a: &mut [Self], lda: i32, tau: &[Self],
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work: &mut [Self], lwork: i32, info: &mut i32) {
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unsafe { $xorgqr(m, n, k, a, lda, tau, work, lwork, info) }
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}
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#[inline]
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fn xorgqr_work_size(m: i32, n: i32, k: i32, a: &mut [Self], lda: i32, tau: &[Self],
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info: &mut i32) -> i32 {
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let mut work = [ Zero::zero() ];
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let lwork = -1 as i32;
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unsafe { $xorgqr(m, n, k, a, lda, tau, &mut work, lwork, info); }
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ComplexHelper::real_part(work[0]) as i32
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}
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}
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)
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);
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qr_scalar_impl!(f32, lapack::sgeqrf);
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qr_scalar_impl!(f64, lapack::dgeqrf);
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qr_scalar_impl!(Complex<f32>, lapack::cgeqrf);
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qr_scalar_impl!(Complex<f64>, lapack::zgeqrf);
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qr_real_impl!(f32, lapack::sorgqr);
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qr_real_impl!(f64, lapack::dorgqr);
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