STK::lapack::Qr Class Reference

{ More...

#include <STK_lapack_Qr.h>

Inheritance diagram for STK::lapack::Qr:

Public Types
typedef IQr< Qr >	Base

Public Member Functions
	Qr (ArrayXX const &data, bool ref=false)
	Default constructor.
template<class Derived >
	Qr (ArrayBase< Derived > const &data)
	Constructor.
	Qr (Qr const &decomp)
	Copy constructor.
virtual	~Qr ()
	virtual destructor
virtual Qr *	clone () const
	clone pattern
Qr &	operator= (Qr const &decomp)
	Operator = : overwrite the Qr with decomp.
bool	runImpl ()
	Run qr decomposition Launch geqrf LAPACK routine to perform the qr decomposition.
Public Member Functions inherited from STK::IQr< Qr >
virtual	~IQr ()
	virtual destructor
IQr &	operator= (IQr const &decomp)
	Operator = : overwrite the this with decomp.
bool	isCompQ () const
int	rank () const
Array const &	Q () const
	give the matrix Q of the QR decomposition.
ArrayUpperTriangularXX const &	R () const
	give the matrix R of the QR decomposition.
void	setCompQ (bool compq)
	Set the compq_ flag.
virtual bool	run ()
	Compute the QR decomposition.
void	compQ ()
	Compute Q (to use after run).
void	popBackCols (int n=1)
	Delete the n last columns and update the QR decomposition.
void	eraseCol (int pos)
	Delete the column pos and update the QR decomposition.
void	pushBackCol (ColVector_ const &T)
	Add a column with value T and update th QR decomposition.
void	insertCol (ColVector_ const &T, int pos)
	Add a column with value T at the position pos and update the QR decomposition.
void	setData (ExprBase< OtherDerived > const &data)
	overloading of setData.
Public Member Functions inherited from STK::IRunnerBase
String const &	error () const
	get the last error message.
Public Member Functions inherited from STK::IRecursiveTemplate< Derived >
Derived &	asDerived ()
	static cast : return a reference of this with a cast to the derived class.
Derived const &	asDerived () const
	static cast : return a const reference of this with a cast to the derived class.
Derived *	asPtrDerived ()
	static cast : return a ptr on a Derived of this with a cast to the derived class.
Derived const *	asPtrDerived () const
	static cast : return a ptr on a constant Derived of this with a cast to the derived class.
Derived *	clone () const
	create a leaf using the copy constructor of the Derived class.
Derived *	clone (bool isRef) const
	create a leaf using the copy constructor of the Derived class and a flag determining if the clone is a reference or not.

Private Member Functions
bool	computeQr (CArrayXX &a, CVectorX &tau)
	private method for computing the Qr decomposition using a CArrayXX array

Additional Inherited Members
Protected Types inherited from STK::IQr< Qr >
typedef hidden::AlgebraTraits< Qr >::Array	Array
typedef hidden::AlgebraTraits< Qr >::ColVector	ColVector
typedef hidden::AlgebraTraits< Qr >::RowVector	RowVector
Protected Member Functions inherited from STK::IQr< Qr >
	IQr (Array const &Q, bool ref=false)
	Constructor.
	IQr (ExprBase< DerivedExpr > const &Q)
	Constructor.
	IQr (IQr const &decomp)
	Copy constructor.
Protected Member Functions inherited from STK::IRunnerBase
	IRunnerBase ()
	default constructor
	IRunnerBase (IRunnerBase const &runner)
	copy constructor
virtual	~IRunnerBase ()
	destructor
virtual void	update ()
	update the runner.
Protected Member Functions inherited from STK::IRecursiveTemplate< Derived >
	IRecursiveTemplate ()
	constructor.
	~IRecursiveTemplate ()
	destructor.
Protected Attributes inherited from STK::IQr< Qr >
Array	Q_
	Q Array of the QR decomposition.
ArrayUpperTriangularXX	R_
	R Array of th QR decomposition.
bool	compq_
	is Q computed ?
int	rank_
	estimated rank_ of the matrix A
Protected Attributes inherited from STK::IRunnerBase
String	msg_error_
	String with the last error message.
bool	hasRun_
	true if run has been used, false otherwise

Detailed Description

{

Qr computes the QR decomposition of a real matrix using the Lapack routine *geqrf.

• Input: A matrix (nrow,ncol)

• Output:

  1. Q matrix (nrow,ncol) with the Housholder vectors in the min(nrow, ncol) first columns.
  2. R matrix (nrow,ncol) upper triangular.

  See also

  STK::IQr

Definition at line 87 of file STK_lapack_Qr.h.

Member Typedef Documentation

Base

typedef IQr<Qr > STK::lapack::Qr::Base

Definition at line 90 of file STK_lapack_Qr.h.

Constructor & Destructor Documentation

Qr() [1/3]

STK::lapack::Qr::Qr ( ArrayXX const &  data, bool  ref = false  )

inline

Default constructor.

Parameters

data	the matrix to decompose
ref	true if we overwrite A

Definition at line 97 of file STK_lapack_Qr.h.

: Base(data, ref) {}

Qr() [2/3]

template<class Derived >

STK::lapack::Qr::Qr ( ArrayBase< Derived > const &  data )

inline

Constructor.

Parameters

data	reference on a matrix expression

Definition at line 102 of file STK_lapack_Qr.h.

: Base(data){}

Qr() [3/3]

STK::lapack::Qr::Qr ( Qr const &  decomp )

inline

Copy constructor.

Parameters

decomp

the decomposition to copy

Definition at line 106 of file STK_lapack_Qr.h.

: Base(decomp) {}

~Qr()

virtual STK::lapack::Qr::~Qr ( )

inlinevirtual

virtual destructor

Definition at line 108 of file STK_lapack_Qr.h.

{}

Member Function Documentation

clone()

virtual Qr * STK::lapack::Qr::clone ( ) const

inlinevirtual

clone pattern

Definition at line 110 of file STK_lapack_Qr.h.

{ return new Qr(*this);}

computeQr()

bool STK::lapack::Qr::computeQr ( CArrayXX &  a, CVectorX &  tau  )

inlineprivate

private method for computing the Qr decomposition using a CArrayXX array

Definition at line 130 of file STK_lapack_Qr.h.

{
  // start qr iterations
  int lWork =-1, m = a.sizeRows(), n= a.sizeCols();
  int info;
  Real iwork;
  Real *p_work;
 
  // get size for work
  info = geqrf(m, n, a.p_data(), m, tau.p_data(), &iwork, lWork);
  // check any error
  if (info!=0)
  {
    if (info>0)
    { this->msg_error_ = STKERROR_NO_ARG(lapack::Qr::computeQr,internal error);
      return false;
    }
    this->msg_error_= STKERROR_1ARG(lapack::Qr::computeQr get,-info,error parameter);
    return false;
  }
  // create
  lWork = (int)iwork;
  p_work = new Real[lWork];
  info = geqrf(m, n, a.p_data(), m, tau.p_data(), p_work, lWork);
  // release working set
  delete[] p_work;
  // check any error
  if (info!=0)
  {
    if (info>0)
    { this->msg_error_ = STKERROR_NO_ARG(lapack::Qr::computeQr,internal error);
     return false;
    }
    this->msg_error_= STKERROR_1ARG(lapack::Qr::computeQr get,-info,error parameter);
    return false;
  }
  return true;
}

References computeQr(), STK::IRunnerBase::error(), STK::lapack::geqrf(), STK::IRunnerBase::msg_error_, STK::ICArray< Derived >::p_data(), STKERROR_1ARG, and STKERROR_NO_ARG.

Referenced by computeQr(), and runImpl().

operator=()

Qr & STK::lapack::Qr::operator= ( Qr const &  decomp )

inline

Operator = : overwrite the Qr with decomp.

Definition at line 112 of file STK_lapack_Qr.h.

    {
      Base::operator =(decomp);
      return *this;
    }

References STK::IQr< Qr >::operator=().

runImpl()

bool STK::lapack::Qr::runImpl ( )

inline

Run qr decomposition Launch geqrf LAPACK routine to perform the qr decomposition.

Returns

true if no error occur, false otherwise

Definition at line 169 of file STK_lapack_Qr.h.

{
  int begin = Q_.beginRows(); // same first index checked at construction of QR
  int end   = std::min(Q_.endRows(), Q_.endCols());
  // compute results
  CArrayXX a = Q_;
  CVectorX tau(std::min(Q_.sizeRows(), Q_.sizeCols()));
  a.shift(0, 0);
  tau.shift(0);
  if (!computeQr(a, tau)) { return false;};
  // get results
  a.shift(begin, begin);
  tau.shift(begin);
  R_.resize(Q_.rows(), Q_.cols());
  for (int i=Q_.beginRows(); i< Q_.endRows(); ++i)
  {
    int jmax = std::min(i, Q_.endCols());
    for (int j=Q_.beginCols(); j< jmax; ++j) { Q_(i,j) = a(i,j);}
    for (int j=i; j< Q_.endCols(); ++j)      { R_(i,j) = a(i,j);}
  }
  for (int j=Q_.beginCols(); j<end; ++j) { Q_(j,j) = -tau[j];}
  return true;
}

References computeQr(), STK::IQr< Qr >::Q_, STK::IQr< Qr >::R_, STK::IArray2D< Derived >::resize(), and STK::ICArray< Derived >::shift().

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The documentation for this class was generated from the following file:

• STK_lapack_Qr.h