libvtk5-dev 5.8.0-5 / usr / include / vtk-5.8 / alglib / qr.h

/*************************************************************************
Copyright (c) 1992-2007 The University of Tennessee.  All rights reserved.

Contributors:
    * Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
      pseudocode.

See subroutines comments for additional copyrights.

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met:

- Redistributions of source code must retain the above copyright
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  contributors may be used to endorse or promote products derived from
  this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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*************************************************************************/

#ifndef _qr_h
#define _qr_h

#include "alglib/ap.h"

#include "alglib/reflections.h"


/*************************************************************************
QR decomposition of a rectangular matrix of size MxN

Input parameters:
    A   -   matrix A whose indexes range within [0..M-1, 0..N-1].
    M   -   number of rows in matrix A.
    N   -   number of columns in matrix A.

Output parameters:
    A   -   matrices Q and R in compact form (see below).
    Tau -   array of scalar factors which are used to form
            matrix Q. Array whose index ranges within [0.. Min(M-1,N-1)].

Matrix A is represented as A = QR, where Q is an orthogonal matrix of size
MxM, R - upper triangular (or upper trapezoid) matrix of size M x N.

The elements of matrix R are located on and above the main diagonal of
matrix A. The elements which are located in Tau array and below the main
diagonal of matrix A are used to form matrix Q as follows:

Matrix Q is represented as a product of elementary reflections

Q = H(0)*H(2)*...*H(k-1),

where k = min(m,n), and each H(i) is in the form

H(i) = 1 - tau * v * (v^T)

where tau is a scalar stored in Tau[I]; v - real vector,
so that v(0:i-1) = 0, v(i) = 1, v(i+1:m-1) stored in A(i+1:m-1,i).

  -- LAPACK routine (version 3.0) --
     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
     Courant Institute, Argonne National Lab, and Rice University
     February 29, 1992.
     Translation from FORTRAN to pseudocode (AlgoPascal)
     by Sergey Bochkanov, ALGLIB project, 2005-2007.
*************************************************************************/
ALGLIB_EXPORT
void rmatrixqr(ap::real_2d_array& a, int m, int n, ap::real_1d_array& tau);


/*************************************************************************
Partial unpacking of matrix Q from the QR decomposition of a matrix A

Input parameters:
    A       -   matrices Q and R in compact form.
                Output of RMatrixQR subroutine.
    M       -   number of rows in given matrix A. M>=0.
    N       -   number of columns in given matrix A. N>=0.
    Tau     -   scalar factors which are used to form Q.
                Output of the RMatrixQR subroutine.
    QColumns -  required number of columns of matrix Q. M>=QColumns>=0.

Output parameters:
    Q       -   first QColumns columns of matrix Q.
                Array whose indexes range within [0..M-1, 0..QColumns-1].
                If QColumns=0, the array remains unchanged.

  -- ALGLIB --
     Copyright 2005 by Bochkanov Sergey
*************************************************************************/
ALGLIB_EXPORT
void rmatrixqrunpackq(const ap::real_2d_array& a,
     int m,
     int n,
     const ap::real_1d_array& tau,
     int qcolumns,
     ap::real_2d_array& q);


/*************************************************************************
Unpacking of matrix R from the QR decomposition of a matrix A

Input parameters:
    A       -   matrices Q and R in compact form.
                Output of RMatrixQR subroutine.
    M       -   number of rows in given matrix A. M>=0.
    N       -   number of columns in given matrix A. N>=0.

Output parameters:
    R       -   matrix R, array[0..M-1, 0..N-1].

  -- ALGLIB --
     Copyright 2005 by Bochkanov Sergey
*************************************************************************/
ALGLIB_EXPORT
void rmatrixqrunpackr(const ap::real_2d_array& a,
     int m,
     int n,
     ap::real_2d_array& r);


/*************************************************************************
Obsolete 1-based subroutine. See RMatrixQR for 0-based replacement.
*************************************************************************/
ALGLIB_EXPORT
void qrdecomposition(ap::real_2d_array& a,
     int m,
     int n,
     ap::real_1d_array& tau);


/*************************************************************************
Obsolete 1-based subroutine. See RMatrixQRUnpackQ for 0-based replacement.
*************************************************************************/
ALGLIB_EXPORT
void unpackqfromqr(const ap::real_2d_array& a,
     int m,
     int n,
     const ap::real_1d_array& tau,
     int qcolumns,
     ap::real_2d_array& q);


/*************************************************************************
Obsolete 1-based subroutine. See RMatrixQR for 0-based replacement.
*************************************************************************/
ALGLIB_EXPORT
void qrdecompositionunpacked(ap::real_2d_array a,
     int m,
     int n,
     ap::real_2d_array& q,
     ap::real_2d_array& r);


#endif