82 lines
2.1 KiB
C
82 lines
2.1 KiB
C
|
#include "cve.h"
|
||
|
|
|
||
|
|
// /**
|
||
|
|
// * Performas a QR factorization and computes the Q factor.
|
||
|
|
// *
|
||
|
|
// * @param A matrix.
|
||
|
|
// * @returns The Q factor of the QR factorization `A = QR`.
|
||
|
|
// */
|
||
|
|
// SEXP qrQ(SEXP Ain) {
|
||
|
|
// int i, j, info;
|
||
|
|
|
||
|
|
// if (!isMatrix(Ain)) {
|
||
|
|
// error("Argument must be a matrix.");
|
||
|
|
// }
|
||
|
|
// int nrow = nrows(Ain);
|
||
|
|
// int ncol = ncols(Ain);
|
||
|
|
|
||
|
|
// double *A = (double*)R_alloc(nrow * ncol, sizeof(double));
|
||
|
|
// memcpy(A, REAL(Ain), nrow * ncol * sizeof(double));
|
||
|
|
|
||
|
|
// // double *A = REAL(Ain);
|
||
|
|
// // Scalar factors of elementary reflectors.
|
||
|
|
// double *tau = (double*)R_alloc(ncol, sizeof(double));
|
||
|
|
|
||
|
|
// // Create Working memory area.
|
||
|
|
// int lenWork = 3 * nrow;
|
||
|
|
// double *memWork = (double*)R_alloc(lenWork, sizeof(double));
|
||
|
|
|
||
|
|
// F77_NAME(dgeqrf)(&nrow, &ncol, A, &nrow, tau,
|
||
|
|
// memWork, &lenWork, &info);
|
||
|
|
|
||
|
|
// SEXP Qout = PROTECT(allocMatrix(REALSXP, nrow, ncol));
|
||
|
|
// double *Q = REAL(Qout);
|
||
|
|
|
||
|
|
// for (j = 0; j < ncol; ++j) {
|
||
|
|
// for (i = 0; i < nrow; ++i) {
|
||
|
|
// if (i == j) {
|
||
|
|
// Q[i + nrow * j] = 1.;
|
||
|
|
// } else {
|
||
|
|
// Q[i + nrow * j] = 0.;
|
||
|
|
// }
|
||
|
|
// }
|
||
|
|
// }
|
||
|
|
|
||
|
|
// F77_NAME(dormqr)("L", "N", &nrow, &ncol, &ncol, A, &nrow, tau, Q, &nrow,
|
||
|
|
// memWork, &lenWork, &info);
|
||
|
|
|
||
|
|
// UNPROTECT(1);
|
||
|
|
// return Qout;
|
||
|
|
// }
|
||
|
|
|
||
|
|
void rStiefl(const int p, const int q, double *V,
|
||
|
|
double *workMem, int workLen) {
|
||
|
|
int i, j, info;
|
||
|
|
int pq = p * q;
|
||
|
|
|
||
|
|
GetRNGstate();
|
||
|
|
for (i = 0; i < pq; ++i) {
|
||
|
|
workMem[i] = norm_rand();
|
||
|
|
}
|
||
|
|
PutRNGstate();
|
||
|
|
|
||
|
|
double *tau = workMem + pq;
|
||
|
|
workLen -= pq + q;
|
||
|
|
|
||
|
|
F77_CALL(dgeqrf)(&p, &q, workMem, &p, tau,
|
||
|
|
workMem + pq + q, &workLen, &info);
|
||
|
|
|
||
|
|
for (j = 0; j < q; ++j) {
|
||
|
|
for (i = 0; i < p; ++i) {
|
||
|
|
if (i == j) {
|
||
|
|
V[i + p * j] = 1.;
|
||
|
|
} else {
|
||
|
|
V[i + p * j] = 0.;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
F77_NAME(dormqr)("L", "N", &p, &q, &q, workMem, &p, tau, V, &p,
|
||
|
|
workMem + pq + q, &workLen, &info);
|
||
|
|
}
|