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- /**
- * Marlin 3D Printer Firmware
- * Copyright (C) 2016 MarlinFirmware [https://github.com/MarlinFirmware/Marlin]
- *
- * Based on Sprinter and grbl.
- * Copyright (C) 2011 Camiel Gubbels / Erik van der Zalm
- *
- * This program is free software: you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * This program is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this program. If not, see <http://www.gnu.org/licenses/>.
- *
- */
-
- #include "qr_solve.h"
-
- #if ENABLED(AUTO_BED_LEVELING_LINEAR)
-
- #include <stdlib.h>
- #include <math.h>
-
- //# include "r8lib.h"
-
- int i4_min(int i1, int i2)
-
- /******************************************************************************/
- /**
- Purpose:
-
- I4_MIN returns the smaller of two I4's.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 29 August 2006
-
- Author:
-
- John Burkardt
-
- Parameters:
-
- Input, int I1, I2, two integers to be compared.
-
- Output, int I4_MIN, the smaller of I1 and I2.
- */
- {
- return (i1 < i2) ? i1 : i2;
- }
-
- float r8_epsilon(void)
-
- /******************************************************************************/
- /**
- Purpose:
-
- R8_EPSILON returns the R8 round off unit.
-
- Discussion:
-
- R8_EPSILON is a number R which is a power of 2 with the property that,
- to the precision of the computer's arithmetic,
- 1 < 1 + R
- but
- 1 = ( 1 + R / 2 )
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 01 September 2012
-
- Author:
-
- John Burkardt
-
- Parameters:
-
- Output, float R8_EPSILON, the R8 round-off unit.
- */
- {
- const float value = 2.220446049250313E-016;
- return value;
- }
-
- float r8_max(float x, float y)
-
- /******************************************************************************/
- /**
- Purpose:
-
- R8_MAX returns the maximum of two R8's.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 07 May 2006
-
- Author:
-
- John Burkardt
-
- Parameters:
-
- Input, float X, Y, the quantities to compare.
-
- Output, float R8_MAX, the maximum of X and Y.
- */
- {
- return (y < x) ? x : y;
- }
-
- float r8_abs(float x)
-
- /******************************************************************************/
- /**
- Purpose:
-
- R8_ABS returns the absolute value of an R8.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 07 May 2006
-
- Author:
-
- John Burkardt
-
- Parameters:
-
- Input, float X, the quantity whose absolute value is desired.
-
- Output, float R8_ABS, the absolute value of X.
- */
- {
- return (x < 0.0) ? -x : x;
- }
-
- float r8_sign(float x)
-
- /******************************************************************************/
- /**
- Purpose:
-
- R8_SIGN returns the sign of an R8.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 08 May 2006
-
- Author:
-
- John Burkardt
-
- Parameters:
-
- Input, float X, the number whose sign is desired.
-
- Output, float R8_SIGN, the sign of X.
- */
- {
- return (x < 0.0) ? -1.0 : 1.0;
- }
-
- float r8mat_amax(int m, int n, float a[])
-
- /******************************************************************************/
- /**
- Purpose:
-
- R8MAT_AMAX returns the maximum absolute value entry of an R8MAT.
-
- Discussion:
-
- An R8MAT is a doubly dimensioned array of R8 values, stored as a vector
- in column-major order.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 07 September 2012
-
- Author:
-
- John Burkardt
-
- Parameters:
-
- Input, int M, the number of rows in A.
-
- Input, int N, the number of columns in A.
-
- Input, float A[M*N], the M by N matrix.
-
- Output, float R8MAT_AMAX, the maximum absolute value entry of A.
- */
- {
- float value = r8_abs(a[0 + 0 * m]);
- for (int j = 0; j < n; j++) {
- for (int i = 0; i < m; i++) {
- NOLESS(value, r8_abs(a[i + j * m]));
- }
- }
- return value;
- }
-
- void r8mat_copy(float a2[], int m, int n, float a1[])
-
- /******************************************************************************/
- /**
- Purpose:
-
- R8MAT_COPY_NEW copies one R8MAT to a "new" R8MAT.
-
- Discussion:
-
- An R8MAT is a doubly dimensioned array of R8 values, stored as a vector
- in column-major order.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 26 July 2008
-
- Author:
-
- John Burkardt
-
- Parameters:
-
- Input, int M, N, the number of rows and columns.
-
- Input, float A1[M*N], the matrix to be copied.
-
- Output, float R8MAT_COPY_NEW[M*N], the copy of A1.
- */
- {
- for (int j = 0; j < n; j++) {
- for (int i = 0; i < m; i++)
- a2[i + j * m] = a1[i + j * m];
- }
- }
-
- /******************************************************************************/
-
- void daxpy(int n, float da, float dx[], int incx, float dy[], int incy)
-
- /******************************************************************************/
- /**
- Purpose:
-
- DAXPY computes constant times a vector plus a vector.
-
- Discussion:
-
- This routine uses unrolled loops for increments equal to one.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 30 March 2007
-
- Author:
-
- C version by John Burkardt
-
- Reference:
-
- Jack Dongarra, Cleve Moler, Jim Bunch, Pete Stewart,
- LINPACK User's Guide,
- SIAM, 1979.
-
- Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh,
- Basic Linear Algebra Subprograms for Fortran Usage,
- Algorithm 539,
- ACM Transactions on Mathematical Software,
- Volume 5, Number 3, September 1979, pages 308-323.
-
- Parameters:
-
- Input, int N, the number of elements in DX and DY.
-
- Input, float DA, the multiplier of DX.
-
- Input, float DX[*], the first vector.
-
- Input, int INCX, the increment between successive entries of DX.
-
- Input/output, float DY[*], the second vector.
- On output, DY[*] has been replaced by DY[*] + DA * DX[*].
-
- Input, int INCY, the increment between successive entries of DY.
- */
- {
- if (n <= 0 || da == 0.0) return;
-
- int i, ix, iy, m;
- /**
- Code for unequal increments or equal increments
- not equal to 1.
- */
- if (incx != 1 || incy != 1) {
- if (0 <= incx)
- ix = 0;
- else
- ix = (- n + 1) * incx;
- if (0 <= incy)
- iy = 0;
- else
- iy = (- n + 1) * incy;
- for (i = 0; i < n; i++) {
- dy[iy] = dy[iy] + da * dx[ix];
- ix = ix + incx;
- iy = iy + incy;
- }
- }
- /**
- Code for both increments equal to 1.
- */
- else {
- m = n % 4;
- for (i = 0; i < m; i++)
- dy[i] = dy[i] + da * dx[i];
- for (i = m; i < n; i = i + 4) {
- dy[i ] = dy[i ] + da * dx[i ];
- dy[i + 1] = dy[i + 1] + da * dx[i + 1];
- dy[i + 2] = dy[i + 2] + da * dx[i + 2];
- dy[i + 3] = dy[i + 3] + da * dx[i + 3];
- }
- }
- }
- /******************************************************************************/
-
- float ddot(int n, float dx[], int incx, float dy[], int incy)
-
- /******************************************************************************/
- /**
- Purpose:
-
- DDOT forms the dot product of two vectors.
-
- Discussion:
-
- This routine uses unrolled loops for increments equal to one.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 30 March 2007
-
- Author:
-
- C version by John Burkardt
-
- Reference:
-
- Jack Dongarra, Cleve Moler, Jim Bunch, Pete Stewart,
- LINPACK User's Guide,
- SIAM, 1979.
-
- Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh,
- Basic Linear Algebra Subprograms for Fortran Usage,
- Algorithm 539,
- ACM Transactions on Mathematical Software,
- Volume 5, Number 3, September 1979, pages 308-323.
-
- Parameters:
-
- Input, int N, the number of entries in the vectors.
-
- Input, float DX[*], the first vector.
-
- Input, int INCX, the increment between successive entries in DX.
-
- Input, float DY[*], the second vector.
-
- Input, int INCY, the increment between successive entries in DY.
-
- Output, float DDOT, the sum of the product of the corresponding
- entries of DX and DY.
- */
- {
-
- if (n <= 0) return 0.0;
-
- int i, m;
- float dtemp = 0.0;
-
- /**
- Code for unequal increments or equal increments
- not equal to 1.
- */
- if (incx != 1 || incy != 1) {
- int ix = (incx >= 0) ? 0 : (-n + 1) * incx,
- iy = (incy >= 0) ? 0 : (-n + 1) * incy;
- for (i = 0; i < n; i++) {
- dtemp += dx[ix] * dy[iy];
- ix = ix + incx;
- iy = iy + incy;
- }
- }
- /**
- Code for both increments equal to 1.
- */
- else {
- m = n % 5;
- for (i = 0; i < m; i++)
- dtemp += dx[i] * dy[i];
- for (i = m; i < n; i = i + 5) {
- dtemp += dx[i] * dy[i]
- + dx[i + 1] * dy[i + 1]
- + dx[i + 2] * dy[i + 2]
- + dx[i + 3] * dy[i + 3]
- + dx[i + 4] * dy[i + 4];
- }
- }
- return dtemp;
- }
- /******************************************************************************/
-
- float dnrm2(int n, float x[], int incx)
-
- /******************************************************************************/
- /**
- Purpose:
-
- DNRM2 returns the euclidean norm of a vector.
-
- Discussion:
-
- DNRM2 ( X ) = sqrt ( X' * X )
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 30 March 2007
-
- Author:
-
- C version by John Burkardt
-
- Reference:
-
- Jack Dongarra, Cleve Moler, Jim Bunch, Pete Stewart,
- LINPACK User's Guide,
- SIAM, 1979.
-
- Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh,
- Basic Linear Algebra Subprograms for Fortran Usage,
- Algorithm 539,
- ACM Transactions on Mathematical Software,
- Volume 5, Number 3, September 1979, pages 308-323.
-
- Parameters:
-
- Input, int N, the number of entries in the vector.
-
- Input, float X[*], the vector whose norm is to be computed.
-
- Input, int INCX, the increment between successive entries of X.
-
- Output, float DNRM2, the Euclidean norm of X.
- */
- {
- float norm;
- if (n < 1 || incx < 1)
- norm = 0.0;
- else if (n == 1)
- norm = r8_abs(x[0]);
- else {
- float scale = 0.0, ssq = 1.0;
- int ix = 0;
- for (int i = 0; i < n; i++) {
- if (x[ix] != 0.0) {
- float absxi = r8_abs(x[ix]);
- if (scale < absxi) {
- ssq = 1.0 + ssq * (scale / absxi) * (scale / absxi);
- scale = absxi;
- }
- else
- ssq = ssq + (absxi / scale) * (absxi / scale);
- }
- ix += incx;
- }
- norm = scale * sqrt(ssq);
- }
- return norm;
- }
- /******************************************************************************/
-
- void dqrank(float a[], int lda, int m, int n, float tol, int* kr,
- int jpvt[], float qraux[])
-
- /******************************************************************************/
- /**
- Purpose:
-
- DQRANK computes the QR factorization of a rectangular matrix.
-
- Discussion:
-
- This routine is used in conjunction with DQRLSS to solve
- overdetermined, underdetermined and singular linear systems
- in a least squares sense.
-
- DQRANK uses the LINPACK subroutine DQRDC to compute the QR
- factorization, with column pivoting, of an M by N matrix A.
- The numerical rank is determined using the tolerance TOL.
-
- Note that on output, ABS ( A(1,1) ) / ABS ( A(KR,KR) ) is an estimate
- of the condition number of the matrix of independent columns,
- and of R. This estimate will be <= 1/TOL.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 21 April 2012
-
- Author:
-
- C version by John Burkardt.
-
- Reference:
-
- Jack Dongarra, Cleve Moler, Jim Bunch, Pete Stewart,
- LINPACK User's Guide,
- SIAM, 1979,
- ISBN13: 978-0-898711-72-1,
- LC: QA214.L56.
-
- Parameters:
-
- Input/output, float A[LDA*N]. On input, the matrix whose
- decomposition is to be computed. On output, the information from DQRDC.
- The triangular matrix R of the QR factorization is contained in the
- upper triangle and information needed to recover the orthogonal
- matrix Q is stored below the diagonal in A and in the vector QRAUX.
-
- Input, int LDA, the leading dimension of A, which must
- be at least M.
-
- Input, int M, the number of rows of A.
-
- Input, int N, the number of columns of A.
-
- Input, float TOL, a relative tolerance used to determine the
- numerical rank. The problem should be scaled so that all the elements
- of A have roughly the same absolute accuracy, EPS. Then a reasonable
- value for TOL is roughly EPS divided by the magnitude of the largest
- element.
-
- Output, int *KR, the numerical rank.
-
- Output, int JPVT[N], the pivot information from DQRDC.
- Columns JPVT(1), ..., JPVT(KR) of the original matrix are linearly
- independent to within the tolerance TOL and the remaining columns
- are linearly dependent.
-
- Output, float QRAUX[N], will contain extra information defining
- the QR factorization.
- */
- {
- float work[n];
-
- for (int i = 0; i < n; i++)
- jpvt[i] = 0;
-
- int job = 1;
-
- dqrdc(a, lda, m, n, qraux, jpvt, work, job);
-
- *kr = 0;
- int k = i4_min(m, n);
- for (int j = 0; j < k; j++) {
- if (r8_abs(a[j + j * lda]) <= tol * r8_abs(a[0 + 0 * lda]))
- return;
- *kr = j + 1;
- }
- }
- /******************************************************************************/
-
- void dqrdc(float a[], int lda, int n, int p, float qraux[], int jpvt[],
- float work[], int job)
-
- /******************************************************************************/
- /**
- Purpose:
-
- DQRDC computes the QR factorization of a real rectangular matrix.
-
- Discussion:
-
- DQRDC uses Householder transformations.
-
- Column pivoting based on the 2-norms of the reduced columns may be
- performed at the user's option.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 07 June 2005
-
- Author:
-
- C version by John Burkardt.
-
- Reference:
-
- Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart,
- LINPACK User's Guide,
- SIAM, (Society for Industrial and Applied Mathematics),
- 3600 University City Science Center,
- Philadelphia, PA, 19104-2688.
- ISBN 0-89871-172-X
-
- Parameters:
-
- Input/output, float A(LDA,P). On input, the N by P matrix
- whose decomposition is to be computed. On output, A contains in
- its upper triangle the upper triangular matrix R of the QR
- factorization. Below its diagonal A contains information from
- which the orthogonal part of the decomposition can be recovered.
- Note that if pivoting has been requested, the decomposition is not that
- of the original matrix A but that of A with its columns permuted
- as described by JPVT.
-
- Input, int LDA, the leading dimension of the array A. LDA must
- be at least N.
-
- Input, int N, the number of rows of the matrix A.
-
- Input, int P, the number of columns of the matrix A.
-
- Output, float QRAUX[P], contains further information required
- to recover the orthogonal part of the decomposition.
-
- Input/output, integer JPVT[P]. On input, JPVT contains integers that
- control the selection of the pivot columns. The K-th column A(*,K) of A
- is placed in one of three classes according to the value of JPVT(K).
- > 0, then A(K) is an initial column.
- = 0, then A(K) is a free column.
- < 0, then A(K) is a final column.
- Before the decomposition is computed, initial columns are moved to
- the beginning of the array A and final columns to the end. Both
- initial and final columns are frozen in place during the computation
- and only free columns are moved. At the K-th stage of the
- reduction, if A(*,K) is occupied by a free column it is interchanged
- with the free column of largest reduced norm. JPVT is not referenced
- if JOB == 0. On output, JPVT(K) contains the index of the column of the
- original matrix that has been interchanged into the K-th column, if
- pivoting was requested.
-
- Workspace, float WORK[P]. WORK is not referenced if JOB == 0.
-
- Input, int JOB, initiates column pivoting.
- 0, no pivoting is done.
- nonzero, pivoting is done.
- */
- {
- int jp;
- int j;
- int lup;
- int maxj;
- float maxnrm, nrmxl, t, tt;
-
- int pl = 1, pu = 0;
- /**
- If pivoting is requested, rearrange the columns.
- */
- if (job != 0) {
- for (j = 1; j <= p; j++) {
- int swapj = (0 < jpvt[j - 1]);
- jpvt[j - 1] = (jpvt[j - 1] < 0) ? -j : j;
- if (swapj) {
- if (j != pl)
- dswap(n, a + 0 + (pl - 1)*lda, 1, a + 0 + (j - 1), 1);
- jpvt[j - 1] = jpvt[pl - 1];
- jpvt[pl - 1] = j;
- pl++;
- }
- }
- pu = p;
- for (j = p; 1 <= j; j--) {
- if (jpvt[j - 1] < 0) {
- jpvt[j - 1] = -jpvt[j - 1];
- if (j != pu) {
- dswap(n, a + 0 + (pu - 1)*lda, 1, a + 0 + (j - 1)*lda, 1);
- jp = jpvt[pu - 1];
- jpvt[pu - 1] = jpvt[j - 1];
- jpvt[j - 1] = jp;
- }
- pu = pu - 1;
- }
- }
- }
- /**
- Compute the norms of the free columns.
- */
- for (j = pl; j <= pu; j++)
- qraux[j - 1] = dnrm2(n, a + 0 + (j - 1) * lda, 1);
- for (j = pl; j <= pu; j++)
- work[j - 1] = qraux[j - 1];
- /**
- Perform the Householder reduction of A.
- */
- lup = i4_min(n, p);
- for (int l = 1; l <= lup; l++) {
- /**
- Bring the column of largest norm into the pivot position.
- */
- if (pl <= l && l < pu) {
- maxnrm = 0.0;
- maxj = l;
- for (j = l; j <= pu; j++) {
- if (maxnrm < qraux[j - 1]) {
- maxnrm = qraux[j - 1];
- maxj = j;
- }
- }
- if (maxj != l) {
- dswap(n, a + 0 + (l - 1)*lda, 1, a + 0 + (maxj - 1)*lda, 1);
- qraux[maxj - 1] = qraux[l - 1];
- work[maxj - 1] = work[l - 1];
- jp = jpvt[maxj - 1];
- jpvt[maxj - 1] = jpvt[l - 1];
- jpvt[l - 1] = jp;
- }
- }
- /**
- Compute the Householder transformation for column L.
- */
- qraux[l - 1] = 0.0;
- if (l != n) {
- nrmxl = dnrm2(n - l + 1, a + l - 1 + (l - 1) * lda, 1);
- if (nrmxl != 0.0) {
- if (a[l - 1 + (l - 1)*lda] != 0.0)
- nrmxl = nrmxl * r8_sign(a[l - 1 + (l - 1) * lda]);
- dscal(n - l + 1, 1.0 / nrmxl, a + l - 1 + (l - 1)*lda, 1);
- a[l - 1 + (l - 1)*lda] = 1.0 + a[l - 1 + (l - 1) * lda];
- /**
- Apply the transformation to the remaining columns, updating the norms.
- */
- for (j = l + 1; j <= p; j++) {
- t = -ddot(n - l + 1, a + l - 1 + (l - 1) * lda, 1, a + l - 1 + (j - 1) * lda, 1)
- / a[l - 1 + (l - 1) * lda];
- daxpy(n - l + 1, t, a + l - 1 + (l - 1)*lda, 1, a + l - 1 + (j - 1)*lda, 1);
- if (pl <= j && j <= pu) {
- if (qraux[j - 1] != 0.0) {
- tt = 1.0 - pow(r8_abs(a[l - 1 + (j - 1) * lda]) / qraux[j - 1], 2);
- tt = r8_max(tt, 0.0);
- t = tt;
- tt = 1.0 + 0.05 * tt * pow(qraux[j - 1] / work[j - 1], 2);
- if (tt != 1.0)
- qraux[j - 1] = qraux[j - 1] * sqrt(t);
- else {
- qraux[j - 1] = dnrm2(n - l, a + l + (j - 1) * lda, 1);
- work[j - 1] = qraux[j - 1];
- }
- }
- }
- }
- /**
- Save the transformation.
- */
- qraux[l - 1] = a[l - 1 + (l - 1) * lda];
- a[l - 1 + (l - 1)*lda] = -nrmxl;
- }
- }
- }
- }
- /******************************************************************************/
-
- int dqrls(float a[], int lda, int m, int n, float tol, int* kr, float b[],
- float x[], float rsd[], int jpvt[], float qraux[], int itask)
-
- /******************************************************************************/
- /**
- Purpose:
-
- DQRLS factors and solves a linear system in the least squares sense.
-
- Discussion:
-
- The linear system may be overdetermined, underdetermined or singular.
- The solution is obtained using a QR factorization of the
- coefficient matrix.
-
- DQRLS can be efficiently used to solve several least squares
- problems with the same matrix A. The first system is solved
- with ITASK = 1. The subsequent systems are solved with
- ITASK = 2, to avoid the recomputation of the matrix factors.
- The parameters KR, JPVT, and QRAUX must not be modified
- between calls to DQRLS.
-
- DQRLS is used to solve in a least squares sense
- overdetermined, underdetermined and singular linear systems.
- The system is A*X approximates B where A is M by N.
- B is a given M-vector, and X is the N-vector to be computed.
- A solution X is found which minimimzes the sum of squares (2-norm)
- of the residual, A*X - B.
-
- The numerical rank of A is determined using the tolerance TOL.
-
- DQRLS uses the LINPACK subroutine DQRDC to compute the QR
- factorization, with column pivoting, of an M by N matrix A.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 10 September 2012
-
- Author:
-
- C version by John Burkardt.
-
- Reference:
-
- David Kahaner, Cleve Moler, Steven Nash,
- Numerical Methods and Software,
- Prentice Hall, 1989,
- ISBN: 0-13-627258-4,
- LC: TA345.K34.
-
- Parameters:
-
- Input/output, float A[LDA*N], an M by N matrix.
- On input, the matrix whose decomposition is to be computed.
- In a least squares data fitting problem, A(I,J) is the
- value of the J-th basis (model) function at the I-th data point.
- On output, A contains the output from DQRDC. The triangular matrix R
- of the QR factorization is contained in the upper triangle and
- information needed to recover the orthogonal matrix Q is stored
- below the diagonal in A and in the vector QRAUX.
-
- Input, int LDA, the leading dimension of A.
-
- Input, int M, the number of rows of A.
-
- Input, int N, the number of columns of A.
-
- Input, float TOL, a relative tolerance used to determine the
- numerical rank. The problem should be scaled so that all the elements
- of A have roughly the same absolute accuracy EPS. Then a reasonable
- value for TOL is roughly EPS divided by the magnitude of the largest
- element.
-
- Output, int *KR, the numerical rank.
-
- Input, float B[M], the right hand side of the linear system.
-
- Output, float X[N], a least squares solution to the linear
- system.
-
- Output, float RSD[M], the residual, B - A*X. RSD may
- overwrite B.
-
- Workspace, int JPVT[N], required if ITASK = 1.
- Columns JPVT(1), ..., JPVT(KR) of the original matrix are linearly
- independent to within the tolerance TOL and the remaining columns
- are linearly dependent. ABS ( A(1,1) ) / ABS ( A(KR,KR) ) is an estimate
- of the condition number of the matrix of independent columns,
- and of R. This estimate will be <= 1/TOL.
-
- Workspace, float QRAUX[N], required if ITASK = 1.
-
- Input, int ITASK.
- 1, DQRLS factors the matrix A and solves the least squares problem.
- 2, DQRLS assumes that the matrix A was factored with an earlier
- call to DQRLS, and only solves the least squares problem.
-
- Output, int DQRLS, error code.
- 0: no error
- -1: LDA < M (fatal error)
- -2: N < 1 (fatal error)
- -3: ITASK < 1 (fatal error)
- */
- {
- int ind;
- if (lda < m) {
- /*fprintf ( stderr, "\n" );
- fprintf ( stderr, "DQRLS - Fatal error!\n" );
- fprintf ( stderr, " LDA < M.\n" );*/
- ind = -1;
- return ind;
- }
-
- if (n <= 0) {
- /*fprintf ( stderr, "\n" );
- fprintf ( stderr, "DQRLS - Fatal error!\n" );
- fprintf ( stderr, " N <= 0.\n" );*/
- ind = -2;
- return ind;
- }
-
- if (itask < 1) {
- /*fprintf ( stderr, "\n" );
- fprintf ( stderr, "DQRLS - Fatal error!\n" );
- fprintf ( stderr, " ITASK < 1.\n" );*/
- ind = -3;
- return ind;
- }
-
- ind = 0;
- /**
- Factor the matrix.
- */
- if (itask == 1)
- dqrank(a, lda, m, n, tol, kr, jpvt, qraux);
- /**
- Solve the least-squares problem.
- */
- dqrlss(a, lda, m, n, *kr, b, x, rsd, jpvt, qraux);
- return ind;
- }
- /******************************************************************************/
-
- void dqrlss(float a[], int lda, int m, int n, int kr, float b[], float x[],
- float rsd[], int jpvt[], float qraux[])
-
- /******************************************************************************/
- /**
- Purpose:
-
- DQRLSS solves a linear system in a least squares sense.
-
- Discussion:
-
- DQRLSS must be preceded by a call to DQRANK.
-
- The system is to be solved is
- A * X = B
- where
- A is an M by N matrix with rank KR, as determined by DQRANK,
- B is a given M-vector,
- X is the N-vector to be computed.
-
- A solution X, with at most KR nonzero components, is found which
- minimizes the 2-norm of the residual (A*X-B).
-
- Once the matrix A has been formed, DQRANK should be
- called once to decompose it. Then, for each right hand
- side B, DQRLSS should be called once to obtain the
- solution and residual.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 10 September 2012
-
- Author:
-
- C version by John Burkardt
-
- Parameters:
-
- Input, float A[LDA*N], the QR factorization information
- from DQRANK. The triangular matrix R of the QR factorization is
- contained in the upper triangle and information needed to recover
- the orthogonal matrix Q is stored below the diagonal in A and in
- the vector QRAUX.
-
- Input, int LDA, the leading dimension of A, which must
- be at least M.
-
- Input, int M, the number of rows of A.
-
- Input, int N, the number of columns of A.
-
- Input, int KR, the rank of the matrix, as estimated by DQRANK.
-
- Input, float B[M], the right hand side of the linear system.
-
- Output, float X[N], a least squares solution to the
- linear system.
-
- Output, float RSD[M], the residual, B - A*X. RSD may
- overwrite B.
-
- Input, int JPVT[N], the pivot information from DQRANK.
- Columns JPVT[0], ..., JPVT[KR-1] of the original matrix are linearly
- independent to within the tolerance TOL and the remaining columns
- are linearly dependent.
-
- Input, float QRAUX[N], auxiliary information from DQRANK
- defining the QR factorization.
- */
- {
- int i;
- int info;
- int j;
- int job;
- int k;
- float t;
-
- if (kr != 0) {
- job = 110;
- info = dqrsl(a, lda, m, kr, qraux, b, rsd, rsd, x, rsd, rsd, job); UNUSED(info);
- }
-
- for (i = 0; i < n; i++)
- jpvt[i] = - jpvt[i];
-
- for (i = kr; i < n; i++)
- x[i] = 0.0;
-
- for (j = 1; j <= n; j++) {
- if (jpvt[j - 1] <= 0) {
- k = - jpvt[j - 1];
- jpvt[j - 1] = k;
-
- while (k != j) {
- t = x[j - 1];
- x[j - 1] = x[k - 1];
- x[k - 1] = t;
- jpvt[k - 1] = -jpvt[k - 1];
- k = jpvt[k - 1];
- }
- }
- }
- }
- /******************************************************************************/
-
- int dqrsl(float a[], int lda, int n, int k, float qraux[], float y[],
- float qy[], float qty[], float b[], float rsd[], float ab[], int job)
-
- /******************************************************************************/
- /**
- Purpose:
-
- DQRSL computes transformations, projections, and least squares solutions.
-
- Discussion:
-
- DQRSL requires the output of DQRDC.
-
- For K <= min(N,P), let AK be the matrix
-
- AK = ( A(JPVT[0]), A(JPVT(2)), ..., A(JPVT(K)) )
-
- formed from columns JPVT[0], ..., JPVT(K) of the original
- N by P matrix A that was input to DQRDC. If no pivoting was
- done, AK consists of the first K columns of A in their
- original order. DQRDC produces a factored orthogonal matrix Q
- and an upper triangular matrix R such that
-
- AK = Q * (R)
- (0)
-
- This information is contained in coded form in the arrays
- A and QRAUX.
-
- The parameters QY, QTY, B, RSD, and AB are not referenced
- if their computation is not requested and in this case
- can be replaced by dummy variables in the calling program.
- To save storage, the user may in some cases use the same
- array for different parameters in the calling sequence. A
- frequently occurring example is when one wishes to compute
- any of B, RSD, or AB and does not need Y or QTY. In this
- case one may identify Y, QTY, and one of B, RSD, or AB, while
- providing separate arrays for anything else that is to be
- computed.
-
- Thus the calling sequence
-
- dqrsl ( a, lda, n, k, qraux, y, dum, y, b, y, dum, 110, info )
-
- will result in the computation of B and RSD, with RSD
- overwriting Y. More generally, each item in the following
- list contains groups of permissible identifications for
- a single calling sequence.
-
- 1. (Y,QTY,B) (RSD) (AB) (QY)
-
- 2. (Y,QTY,RSD) (B) (AB) (QY)
-
- 3. (Y,QTY,AB) (B) (RSD) (QY)
-
- 4. (Y,QY) (QTY,B) (RSD) (AB)
-
- 5. (Y,QY) (QTY,RSD) (B) (AB)
-
- 6. (Y,QY) (QTY,AB) (B) (RSD)
-
- In any group the value returned in the array allocated to
- the group corresponds to the last member of the group.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 07 June 2005
-
- Author:
-
- C version by John Burkardt.
-
- Reference:
-
- Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart,
- LINPACK User's Guide,
- SIAM, (Society for Industrial and Applied Mathematics),
- 3600 University City Science Center,
- Philadelphia, PA, 19104-2688.
- ISBN 0-89871-172-X
-
- Parameters:
-
- Input, float A[LDA*P], contains the output of DQRDC.
-
- Input, int LDA, the leading dimension of the array A.
-
- Input, int N, the number of rows of the matrix AK. It must
- have the same value as N in DQRDC.
-
- Input, int K, the number of columns of the matrix AK. K
- must not be greater than min(N,P), where P is the same as in the
- calling sequence to DQRDC.
-
- Input, float QRAUX[P], the auxiliary output from DQRDC.
-
- Input, float Y[N], a vector to be manipulated by DQRSL.
-
- Output, float QY[N], contains Q * Y, if requested.
-
- Output, float QTY[N], contains Q' * Y, if requested.
-
- Output, float B[K], the solution of the least squares problem
- minimize norm2 ( Y - AK * B),
- if its computation has been requested. Note that if pivoting was
- requested in DQRDC, the J-th component of B will be associated with
- column JPVT(J) of the original matrix A that was input into DQRDC.
-
- Output, float RSD[N], the least squares residual Y - AK * B,
- if its computation has been requested. RSD is also the orthogonal
- projection of Y onto the orthogonal complement of the column space
- of AK.
-
- Output, float AB[N], the least squares approximation Ak * B,
- if its computation has been requested. AB is also the orthogonal
- projection of Y onto the column space of A.
-
- Input, integer JOB, specifies what is to be computed. JOB has
- the decimal expansion ABCDE, with the following meaning:
-
- if A != 0, compute QY.
- if B != 0, compute QTY.
- if C != 0, compute QTY and B.
- if D != 0, compute QTY and RSD.
- if E != 0, compute QTY and AB.
-
- Note that a request to compute B, RSD, or AB automatically triggers
- the computation of QTY, for which an array must be provided in the
- calling sequence.
-
- Output, int DQRSL, is zero unless the computation of B has
- been requested and R is exactly singular. In this case, INFO is the
- index of the first zero diagonal element of R, and B is left unaltered.
- */
- {
- int cab;
- int cb;
- int cqty;
- int cqy;
- int cr;
- int i;
- int info;
- int j;
- int jj;
- int ju;
- float t;
- float temp;
- /**
- Set INFO flag.
- */
- info = 0;
-
- /**
- Determine what is to be computed.
- */
- cqy = ( job / 10000 != 0);
- cqty = ((job % 10000) != 0);
- cb = ((job % 1000) / 100 != 0);
- cr = ((job % 100) / 10 != 0);
- cab = ((job % 10) != 0);
- ju = i4_min(k, n - 1);
-
- /**
- Special action when N = 1.
- */
- if (ju == 0) {
- if (cqy)
- qy[0] = y[0];
- if (cqty)
- qty[0] = y[0];
- if (cab)
- ab[0] = y[0];
- if (cb) {
- if (a[0 + 0 * lda] == 0.0)
- info = 1;
- else
- b[0] = y[0] / a[0 + 0 * lda];
- }
- if (cr)
- rsd[0] = 0.0;
- return info;
- }
- /**
- Set up to compute QY or QTY.
- */
- if (cqy) {
- for (i = 1; i <= n; i++)
- qy[i - 1] = y[i - 1];
- }
- if (cqty) {
- for (i = 1; i <= n; i++)
- qty[i - 1] = y[i - 1];
- }
- /**
- Compute QY.
- */
- if (cqy) {
- for (jj = 1; jj <= ju; jj++) {
- j = ju - jj + 1;
- if (qraux[j - 1] != 0.0) {
- temp = a[j - 1 + (j - 1) * lda];
- a[j - 1 + (j - 1)*lda] = qraux[j - 1];
- t = -ddot(n - j + 1, a + j - 1 + (j - 1) * lda, 1, qy + j - 1, 1) / a[j - 1 + (j - 1) * lda];
- daxpy(n - j + 1, t, a + j - 1 + (j - 1)*lda, 1, qy + j - 1, 1);
- a[j - 1 + (j - 1)*lda] = temp;
- }
- }
- }
- /**
- Compute Q'*Y.
- */
- if (cqty) {
- for (j = 1; j <= ju; j++) {
- if (qraux[j - 1] != 0.0) {
- temp = a[j - 1 + (j - 1) * lda];
- a[j - 1 + (j - 1)*lda] = qraux[j - 1];
- t = -ddot(n - j + 1, a + j - 1 + (j - 1) * lda, 1, qty + j - 1, 1) / a[j - 1 + (j - 1) * lda];
- daxpy(n - j + 1, t, a + j - 1 + (j - 1)*lda, 1, qty + j - 1, 1);
- a[j - 1 + (j - 1)*lda] = temp;
- }
- }
- }
- /**
- Set up to compute B, RSD, or AB.
- */
- if (cb) {
- for (i = 1; i <= k; i++)
- b[i - 1] = qty[i - 1];
- }
- if (cab) {
- for (i = 1; i <= k; i++)
- ab[i - 1] = qty[i - 1];
- }
- if (cr && k < n) {
- for (i = k + 1; i <= n; i++)
- rsd[i - 1] = qty[i - 1];
- }
- if (cab && k + 1 <= n) {
- for (i = k + 1; i <= n; i++)
- ab[i - 1] = 0.0;
- }
- if (cr) {
- for (i = 1; i <= k; i++)
- rsd[i - 1] = 0.0;
- }
- /**
- Compute B.
- */
- if (cb) {
- for (jj = 1; jj <= k; jj++) {
- j = k - jj + 1;
- if (a[j - 1 + (j - 1)*lda] == 0.0) {
- info = j;
- break;
- }
- b[j - 1] = b[j - 1] / a[j - 1 + (j - 1) * lda];
- if (j != 1) {
- t = -b[j - 1];
- daxpy(j - 1, t, a + 0 + (j - 1)*lda, 1, b, 1);
- }
- }
- }
- /**
- Compute RSD or AB as required.
- */
- if (cr || cab) {
- for (jj = 1; jj <= ju; jj++) {
- j = ju - jj + 1;
- if (qraux[j - 1] != 0.0) {
- temp = a[j - 1 + (j - 1) * lda];
- a[j - 1 + (j - 1)*lda] = qraux[j - 1];
- if (cr) {
- t = -ddot(n - j + 1, a + j - 1 + (j - 1) * lda, 1, rsd + j - 1, 1)
- / a[j - 1 + (j - 1) * lda];
- daxpy(n - j + 1, t, a + j - 1 + (j - 1)*lda, 1, rsd + j - 1, 1);
- }
- if (cab) {
- t = -ddot(n - j + 1, a + j - 1 + (j - 1) * lda, 1, ab + j - 1, 1)
- / a[j - 1 + (j - 1) * lda];
- daxpy(n - j + 1, t, a + j - 1 + (j - 1)*lda, 1, ab + j - 1, 1);
- }
- a[j - 1 + (j - 1)*lda] = temp;
- }
- }
- }
- return info;
- }
- /******************************************************************************/
-
- /******************************************************************************/
-
- void dscal(int n, float sa, float x[], int incx)
-
- /******************************************************************************/
- /**
- Purpose:
-
- DSCAL scales a vector by a constant.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 30 March 2007
-
- Author:
-
- C version by John Burkardt
-
- Reference:
-
- Jack Dongarra, Cleve Moler, Jim Bunch, Pete Stewart,
- LINPACK User's Guide,
- SIAM, 1979.
-
- Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh,
- Basic Linear Algebra Subprograms for Fortran Usage,
- Algorithm 539,
- ACM Transactions on Mathematical Software,
- Volume 5, Number 3, September 1979, pages 308-323.
-
- Parameters:
-
- Input, int N, the number of entries in the vector.
-
- Input, float SA, the multiplier.
-
- Input/output, float X[*], the vector to be scaled.
-
- Input, int INCX, the increment between successive entries of X.
- */
- {
- int i;
- int ix;
- int m;
-
- if (n <= 0) return;
-
- if (incx == 1) {
- m = n % 5;
- for (i = 0; i < m; i++)
- x[i] = sa * x[i];
- for (i = m; i < n; i = i + 5) {
- x[i] = sa * x[i];
- x[i + 1] = sa * x[i + 1];
- x[i + 2] = sa * x[i + 2];
- x[i + 3] = sa * x[i + 3];
- x[i + 4] = sa * x[i + 4];
- }
- }
- else {
- if (0 <= incx)
- ix = 0;
- else
- ix = (- n + 1) * incx;
- for (i = 0; i < n; i++) {
- x[ix] = sa * x[ix];
- ix = ix + incx;
- }
- }
- }
- /******************************************************************************/
-
-
- void dswap(int n, float x[], int incx, float y[], int incy)
-
- /******************************************************************************/
- /**
- Purpose:
-
- DSWAP interchanges two vectors.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 30 March 2007
-
- Author:
-
- C version by John Burkardt
-
- Reference:
-
- Jack Dongarra, Cleve Moler, Jim Bunch, Pete Stewart,
- LINPACK User's Guide,
- SIAM, 1979.
-
- Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh,
- Basic Linear Algebra Subprograms for Fortran Usage,
- Algorithm 539,
- ACM Transactions on Mathematical Software,
- Volume 5, Number 3, September 1979, pages 308-323.
-
- Parameters:
-
- Input, int N, the number of entries in the vectors.
-
- Input/output, float X[*], one of the vectors to swap.
-
- Input, int INCX, the increment between successive entries of X.
-
- Input/output, float Y[*], one of the vectors to swap.
-
- Input, int INCY, the increment between successive elements of Y.
- */
- {
- if (n <= 0) return;
-
- int i, ix, iy, m;
- float temp;
-
- if (incx == 1 && incy == 1) {
- m = n % 3;
- for (i = 0; i < m; i++) {
- temp = x[i];
- x[i] = y[i];
- y[i] = temp;
- }
- for (i = m; i < n; i = i + 3) {
- temp = x[i];
- x[i] = y[i];
- y[i] = temp;
- temp = x[i + 1];
- x[i + 1] = y[i + 1];
- y[i + 1] = temp;
- temp = x[i + 2];
- x[i + 2] = y[i + 2];
- y[i + 2] = temp;
- }
- }
- else {
- ix = (incx >= 0) ? 0 : (-n + 1) * incx;
- iy = (incy >= 0) ? 0 : (-n + 1) * incy;
- for (i = 0; i < n; i++) {
- temp = x[ix];
- x[ix] = y[iy];
- y[iy] = temp;
- ix = ix + incx;
- iy = iy + incy;
- }
- }
- }
- /******************************************************************************/
-
- /******************************************************************************/
-
- void qr_solve(float x[], int m, int n, float a[], float b[])
-
- /******************************************************************************/
- /**
- Purpose:
-
- QR_SOLVE solves a linear system in the least squares sense.
-
- Discussion:
-
- If the matrix A has full column rank, then the solution X should be the
- unique vector that minimizes the Euclidean norm of the residual.
-
- If the matrix A does not have full column rank, then the solution is
- not unique; the vector X will minimize the residual norm, but so will
- various other vectors.
-
- Licensing:
-
- This code is distributed under the GNU LGPL license.
-
- Modified:
-
- 11 September 2012
-
- Author:
-
- John Burkardt
-
- Reference:
-
- David Kahaner, Cleve Moler, Steven Nash,
- Numerical Methods and Software,
- Prentice Hall, 1989,
- ISBN: 0-13-627258-4,
- LC: TA345.K34.
-
- Parameters:
-
- Input, int M, the number of rows of A.
-
- Input, int N, the number of columns of A.
-
- Input, float A[M*N], the matrix.
-
- Input, float B[M], the right hand side.
-
- Output, float QR_SOLVE[N], the least squares solution.
- */
- {
- float a_qr[n * m], qraux[n], r[m], tol;
- int ind, itask, jpvt[n], kr, lda;
-
- r8mat_copy(a_qr, m, n, a);
- lda = m;
- tol = r8_epsilon() / r8mat_amax(m, n, a_qr);
- itask = 1;
-
- ind = dqrls(a_qr, lda, m, n, tol, &kr, b, x, r, jpvt, qraux, itask); UNUSED(ind);
- }
- /******************************************************************************/
-
- #endif
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