// DO NOT EDIT INSIDE THIS REGION !! CHANGES WILL BE LOST !!
/// <summary>
/// QR decomposition - raw Lapack output
/// </summary>
/// <param name="A">general input matrix A</param>
/// <returns>orthonormal / unitary matrix Q and upper triangular
/// matrix R packed into single matrix. This is the output of the
/// lapack function ?geqrf.</returns>
/// <remarks><para>Input matrix A will not be altered. </para>
/// <para>The matrix returned is the direct output of the lapack
/// function [d,s,c,z]geqrf respectively. This mean that it contains
/// the decomposition factors Q and R, but they are cmbined into a
/// single matrix for performance reasons. If you need one of the factors,
/// you would use the overloaded function
/// <see cref="ILNumerics.BuiltInFunctions.ILMath.qr(ILArray<double>,ref ILArray<double>)"/>
/// instead, which returns those factors seperately.</para></remarks>
public static ILArray <complex> qr(ILArray <complex> A)
{
if (!A.IsMatrix)
{
throw new ILArgumentException("qr decomposition: A must be a matrix");
}
int m = A.Dimensions[0], n = A.Dimensions[1];
ILArray <complex> ret = (ILArray <complex>)A.Clone();
complex [] tau = new complex [(m < n)?m:n];
int info = 0;
Lapack.zgeqrf(m, n, ret.m_data, m, tau, ref info);
if (info < 0)
{
throw new ILArgumentException("qr: an error occoured during decomposition");
}
return(ret);
}
/// <summary>
/// QR decomposition, returning Q and R, optionally economical sized
/// </summary>
/// <param name="A">general input matrix A of size [m x n]</param>
/// <param name="R">output parameter. Upper triangular matrix R as
/// result of decomposition. Size [m x n] or [min(m,n) x n] (see remarks). </param>
/// <param name="economySize">if true, the size of Q and R will
/// be [m x m] and [m x n] respectively. However, if m < n,
/// the economySize parameter has no effect. </param>
/// <returns>Orthonormal real / unitary complex matrix Q as result
/// of decomposition. Size [m x m] or [m x min(m,n)], depending
/// on <paramref name="economySize"/> (see remarks below)</returns>
/// <remarks>The function returns Q and R such that the equation
/// <para>A = Q * R</para> holds with roundoff errors. ('*'
/// denotes matrix multiplication.)
/// <para>Q and R will be solid ILArray's.</para></remarks>
public static ILArray <complex> qr(
ILArray <complex> A,
ref ILArray <complex> R, bool economySize)
{
if (Object.Equals(R, null))
{
return(qr(A));
}
int m = A.Dimensions[0];
int n = A.Dimensions[1];
if (m < n && economySize)
{
return(qr(A, ref R, false));
}
ILArray <complex> ret;
if (m == 0 || n == 0)
{
R = new ILArray <complex> (new complex [0], m, n);
return(ILArray <complex> .empty(A.Dimensions));
}
int minMN = (m < n)?m:n;
int info = 0;
complex [] tau = new complex [minMN];
complex [] QArr;
if (m >= n)
{
ret = new ILArray <complex> (
new complex [(economySize)? minMN * m : m * m],
m, (economySize)? minMN: m);
}
else
{
// economySize is always false ... !
// a temporary array is needed for extraction of the compact lapack Q (?geqrf)
ret = new ILArray <complex> (
new complex [m * n], m, n);
}
QArr = ret.m_data;
for (int i = m * n; i-- > 0;)
{
QArr[i] = A.GetValue(i);
}
Lapack.zgeqrf(m, n, QArr, m, tau, ref info);
if (info != 0)
{
throw new ILArgumentException("qr: error inside lapack library (?geqrf). info=" + info.ToString());
}
// extract R, Q
if (economySize)
{
R = copyUpperTriangle(QArr, m, n, minMN);
Lapack.zungqr(m, minMN, tau.Length, QArr, m, tau, ref info);
}
else
{
R = copyUpperTriangle(QArr, m, n, m);
Lapack.zungqr(m, m, tau.Length, QArr, m, tau, ref info);
if (m < n)
{
ret = ret[":;0:" + (m - 1)];
}
}
if (info != 0)
{
throw new ILArgumentException("qr: error in lapack library (???gqr). info=" + info.ToString());
}
return(ret);
}
