Revision 1e790220feb1cb3f461915da11954d8b7fcb4c6b authored by Martin Maechler on 23 December 2013, 00:00:00 UTC, committed by Gabor Csardi on 23 December 2013, 00:00:00 UTC
1 parent d1f70fa
Raw File
factorizations.c
#include "factorizations.h"

SEXP LU_validate(SEXP obj)
{
    return ScalarLogical(1);
}

SEXP BunchKaufman_validate(SEXP obj)
{
    return ScalarLogical(1);
}

SEXP pBunchKaufman_validate(SEXP obj)
{
    return ScalarLogical(1);
}

SEXP Cholesky_validate(SEXP obj)
{
    return ScalarLogical(1);
}

SEXP pCholesky_validate(SEXP obj)
{
    return ScalarLogical(1);
}

SEXP SVD_validate(SEXP obj)
{
    return ScalarLogical(1);
}

SEXP LU_expand(SEXP x)
{
    const char *nms[] = {"L", "U", "P", ""};
    // x[,] is  m x n    (using LAPACK dgetrf notation)
    SEXP L, U, P, val = PROTECT(Rf_mkNamed(VECSXP, nms)),
	lux = GET_SLOT(x, Matrix_xSym),
	dd = GET_SLOT(x, Matrix_DimSym);
    int *iperm, *perm, *pivot = INTEGER(GET_SLOT(x, Matrix_permSym)),
	*dim = INTEGER(dd), m = dim[0], n = dim[1], nn = m, i;
    Rboolean is_sq = (n == m), L_is_tri = TRUE, U_is_tri = TRUE;

    // nn :=  min(n,m) ==  length(pivot[])
    if(!is_sq) {
	if(n < m) { // "long"
	    nn = n;
	    L_is_tri = FALSE;
	} else { // m < n : "wide"
	    U_is_tri = FALSE;
	}
    }

    SET_VECTOR_ELT(val, 0, NEW_OBJECT(MAKE_CLASS(L_is_tri ? "dtrMatrix":"dgeMatrix")));
    SET_VECTOR_ELT(val, 1, NEW_OBJECT(MAKE_CLASS(U_is_tri ? "dtrMatrix":"dgeMatrix")));
    SET_VECTOR_ELT(val, 2, NEW_OBJECT(MAKE_CLASS("pMatrix")));
    L = VECTOR_ELT(val, 0);
    U = VECTOR_ELT(val, 1);
    P = VECTOR_ELT(val, 2);
    if(is_sq || !L_is_tri) {
	SET_SLOT(L, Matrix_xSym, duplicate(lux));
	SET_SLOT(L, Matrix_DimSym, duplicate(dd));
    } else { // !is_sq && L_is_tri -- m < n -- "wide" -- L is  m x m
	double *Lx = REAL(ALLOC_SLOT(L, Matrix_xSym, REALSXP, m * m));
	int *dL = INTEGER(ALLOC_SLOT(L, Matrix_DimSym, INTSXP, 2));
	dL[0] = dL[1] = m;
	// fill lower-diagonal (non-{0,1}) part -- remainder by make_d_matrix*() below:
	Memcpy(Lx, REAL(lux), m * m);
    }
    if(is_sq || !U_is_tri) {
	SET_SLOT(U, Matrix_xSym, duplicate(lux));
	SET_SLOT(U, Matrix_DimSym, duplicate(dd));
    } else { // !is_sq && U_is_tri -- m > n -- "long" -- U is  n x n
	double *Ux = REAL(ALLOC_SLOT(U, Matrix_xSym, REALSXP, n * n)),
	       *xx = REAL(lux);
	int *dU = INTEGER(ALLOC_SLOT(U, Matrix_DimSym, INTSXP, 2));
	dU[0] = dU[1] = n;
	/* fill upper-diagonal (non-0) part -- remainder by make_d_matrix*() below:
	 * this is more complicated than in the L case, as the x / lux part we need
	 * is  *not*  continguous:  Memcpy(Ux, REAL(lux), n * n); -- is  WRONG */
	for (int j = 0; j < n; j++) {
	    Memcpy(Ux+j*n, xx+j*m, j+1);
	    // for (i = 0; i <= j; i++)
	    //   Ux[i + j*n] = xx[i + j*m];
	}
    }
    if(L_is_tri) {
	SET_SLOT(L, Matrix_uploSym, mkString("L"));
	SET_SLOT(L, Matrix_diagSym, mkString("U"));
	make_d_matrix_triangular(REAL(GET_SLOT(L, Matrix_xSym)), L);
    } else { // L is "unit-diagonal" trapezoidal -- m > n -- "long"
	// fill the upper right part with 0  *and* the diagonal with 1
	double *Lx = REAL(GET_SLOT(L, Matrix_xSym));
	int ii;
	for (i = 0, ii = 0; i < n; i++, ii+=(m+1)) { // ii = i*(m+1)
	    Lx[ii] = 1.;
	    for (int j = i*m; j < ii; j++)
		Lx[j] = 0.;
	}
    }

    if(U_is_tri) {
	SET_SLOT(U, Matrix_uploSym, mkString("U"));
	SET_SLOT(U, Matrix_diagSym, mkString("N"));
	make_d_matrix_triangular(REAL(GET_SLOT(U, Matrix_xSym)), U);
    } else { // U is trapezoidal -- m < n
	// fill the lower left part with 0
	double *Ux = REAL(GET_SLOT(U, Matrix_xSym));
	for (i = 0; i < m; i++)
	    for (int j = i*(m+1)+1; j < (i+1)*m; j++)
		Ux[j] = 0.;
    }

    SET_SLOT(P, Matrix_DimSym, duplicate(dd));
    if(!is_sq) // m != n -- P is  m x m
	INTEGER(GET_SLOT(P, Matrix_DimSym))[1] = m;
    perm = INTEGER(ALLOC_SLOT(P, Matrix_permSym, INTSXP, m));
    iperm = Alloca(m, int);
    R_CheckStack();
    for (i = 0; i < m; i++) iperm[i] = i + 1; /* initialize permutation*/
    for (i = 0; i < nn; i++) {	/* generate inverse permutation */
	int newp = pivot[i] - 1;
	if (newp != i) { // swap
	    int tmp = iperm[i]; iperm[i] = iperm[newp]; iperm[newp] = tmp;
	}
    }
    // invert the inverse
    for (i = 0; i < m; i++) perm[iperm[i] - 1] = i + 1;

    UNPROTECT(1);
    return val;
}
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