sparse-qr.h

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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2005-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
// Octave 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.
//
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// 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 Octave; see the file COPYING.  If not, see
// <https://www.gnu.org/licenses/>.
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////////////////////////////////////////////////////////////////////////
 
#if ! defined (octave_sparse_qr_h)
#define octave_sparse_qr_h 1
 
#include "octave-config.h"
 
#include <memory>
 
#include "oct-cmplx.h"
#include "MArray-fwd.h"
#include "mx-fwd.h"
 
namespace octave
{
  namespace math
  {
    // If the sparse matrix classes become templated on the element type
    // (i.e., sparse_matrix<double>), then it might be best to make the
    // template parameter of this class also be the element type instead
    // of the matrix type.
 
    template <typename SPARSE_T>
    class
    sparse_qr
    {
    public:
 
      OCTAVE_API sparse_qr (void);
 
#if (defined (HAVE_SPQR) && defined (HAVE_CHOLMOD))
      // order = 7 selects SPQR default ordering
      OCTAVE_API sparse_qr (const SPARSE_T& a, int order = 7);
#else
      OCTAVE_API sparse_qr (const SPARSE_T& a, int order = 0);
#endif
 
      sparse_qr (const sparse_qr& a) = default;
 
      ~sparse_qr (void) = default;
 
      sparse_qr& operator = (const sparse_qr& a) = default;
 
      OCTAVE_API bool ok (void) const;
 
      OCTAVE_API ColumnVector E (void) const;
 
      // constructs permutation matrix from permutation vector rep -> E()
      OCTAVE_API SparseMatrix E_MAT () const;
 
      OCTAVE_API SPARSE_T V (void) const;
 
      OCTAVE_API ColumnVector Pinv (void) const;
 
      OCTAVE_API ColumnVector P (void) const;
 
      OCTAVE_API SPARSE_T R (bool econ = false) const;
 
      OCTAVE_API typename SPARSE_T::dense_matrix_type
      C (const typename SPARSE_T::dense_matrix_type& b, bool econ = false) const;
 
      OCTAVE_API typename SPARSE_T::dense_matrix_type
      Q (bool econ = false) const;
 
      template <typename RHS_T, typename RET_T>
      static OCTAVE_API RET_T
      solve (const SPARSE_T& a, const RHS_T& b,
             octave_idx_type& info);
 
    private:
 
      template <typename RHS_T, typename RET_T>
      static OCTAVE_API RET_T
      min2norm_solve (const SPARSE_T& a, const RHS_T& b,
                      octave_idx_type& info, int order);
 
      template <typename RHS_T, typename RET_T>
      OCTAVE_API RET_T
      tall_solve (const RHS_T& b, octave_idx_type& info) const;
 
      template <typename RHS_T, typename RET_T>
      OCTAVE_API RET_T
      wide_solve (const RHS_T& b, octave_idx_type& info) const;
 
      //--------
      class sparse_qr_rep;
 
      std::shared_ptr<sparse_qr_rep> m_rep;
    };
 
#if defined (__clang__) || defined (_WIN32)
    // extern instantiations with set visibility/export/import attribute
 
    extern template class OCTAVE_API sparse_qr<SparseMatrix>;
 
    extern template class OCTAVE_API sparse_qr<SparseComplexMatrix>;
#endif
 
    // Provide qrsolve for backward compatibility.
 
    extern OCTAVE_API Matrix
    qrsolve (const SparseMatrix& a, const MArray<double>& b,
             octave_idx_type& info);
 
    extern OCTAVE_API SparseMatrix
    qrsolve (const SparseMatrix& a, const SparseMatrix& b,
             octave_idx_type& info);
 
    extern OCTAVE_API ComplexMatrix
    qrsolve (const SparseMatrix& a, const MArray<Complex>& b,
             octave_idx_type& info);
 
    extern OCTAVE_API SparseComplexMatrix
    qrsolve (const SparseMatrix& a, const SparseComplexMatrix& b,
             octave_idx_type& info);
 
    extern OCTAVE_API ComplexMatrix
    qrsolve (const SparseComplexMatrix& a, const MArray<double>& b,
             octave_idx_type& info);
 
    extern OCTAVE_API SparseComplexMatrix
    qrsolve (const SparseComplexMatrix& a, const SparseMatrix& b,
             octave_idx_type& info);
 
    extern OCTAVE_API ComplexMatrix
    qrsolve (const SparseComplexMatrix& a, const MArray<Complex>& b,
             octave_idx_type& info);
 
    extern OCTAVE_API SparseComplexMatrix
    qrsolve (const SparseComplexMatrix& a, const SparseComplexMatrix& b,
             octave_idx_type& info);
 
    typedef sparse_qr<SparseMatrix> SparseQR;
    typedef sparse_qr<SparseComplexMatrix> SparseComplexQR;
  }
}
 
#endif