dlib C++ Library - ormqr.h

    // Copyright (C) 2010  Davis E. King (davis@dlib.net)
    // License: Boost Software License   See LICENSE.txt for the full license.
    #ifndef DLIB_LAPACk_ORMQR_Hh_
    #define DLIB_LAPACk_ORMQR_Hh_

    #include "fortran_id.h"
    #include "../matrix.h"

    namespace dlib
    {
        namespace lapack
        {
            namespace binding
            {
                extern "C"
                {
                    void DLIB_FORTRAN_ID(dormqr) (const char *side, const char *trans, const integer *m, const integer *n,
                                                  const integer *k, const double *a, const integer *lda, const double *tau,
                                                  double * c_, const integer *ldc, double *work, const integer *lwork,
                                                  integer *info);

                    void DLIB_FORTRAN_ID(sormqr) (const char *side, const char *trans, const integer *m, const integer *n,
                                                  const integer *k, const float *a, const integer *lda, const float *tau,
                                                  float * c_, const integer *ldc, float *work, const integer *lwork,
                                                  integer *info);

                }

                inline int ormqr (char side, char trans, integer m, integer n,
                                  integer k, const double *a, integer lda, const double *tau,
                                  double *c_, integer ldc, double *work, integer lwork)
                {
                    integer info = 0;
                    DLIB_FORTRAN_ID(dormqr)(&side, &trans, &m, &n,
                                            &k, a, &lda, tau,
                                            c_, &ldc, work, &lwork, &info);
                    return info;
                }

                inline int ormqr (char side, char trans, integer m, integer n,
                                  integer k, const float *a, integer lda, const float *tau,
                                  float *c_, integer ldc, float *work, integer lwork)
                {
                    integer info = 0;
                    DLIB_FORTRAN_ID(sormqr)(&side, &trans, &m, &n,
                                            &k, a, &lda, tau,
                                            c_, &ldc, work, &lwork, &info);
                    return info;
                }

            }

        // ------------------------------------------------------------------------------------

    /*  -- LAPACK routine (version 3.1) -- */
    /*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
    /*     November 2006 */

    /*     .. Scalar Arguments .. */
    /*     .. */
    /*     .. Array Arguments .. */
    /*     .. */

    /*  Purpose */
    /*  ======= */

    /*  DORMQR overwrites the general real M-by-N matrix C with */

    /*                  SIDE = 'L'     SIDE = 'R' */
    /*  TRANS = 'N':      Q * C          C * Q */
    /*  TRANS = 'T':      Q**T * C       C * Q**T */

    /*  where Q is a real orthogonal matrix defined as the product of k */
    /*  elementary reflectors */

    /*        Q = H(1) H(2) . . . H(k) */

    /*  as returned by DGEQRF. Q is of order M if SIDE = 'L' and of order N */
    /*  if SIDE = 'R'. */

    /*  Arguments */
    /*  ========= */

    /*  SIDE    (input) CHARACTER*1 */
    /*          = 'L': apply Q or Q**T from the Left; */
    /*          = 'R': apply Q or Q**T from the Right. */

    /*  TRANS   (input) CHARACTER*1 */
    /*          = 'N':  No transpose, apply Q; */
    /*          = 'T':  Transpose, apply Q**T. */

    /*  M       (input) INTEGER */
    /*          The number of rows of the matrix C. M >= 0. */

    /*  N       (input) INTEGER */
    /*          The number of columns of the matrix C. N >= 0. */

    /*  K       (input) INTEGER */
    /*          The number of elementary reflectors whose product defines */
    /*          the matrix Q. */
    /*          If SIDE = 'L', M >= K >= 0; */
    /*          if SIDE = 'R', N >= K >= 0. */

    /*  A       (input) DOUBLE PRECISION array, dimension (LDA,K) */
    /*          The i-th column must contain the vector which defines the */
    /*          elementary reflector H(i), for i = 1,2,...,k, as returned by */
    /*          DGEQRF in the first k columns of its array argument A. */
    /*          A is modified by the routine but restored on exit. */

    /*  LDA     (input) INTEGER */
    /*          The leading dimension of the array A. */
    /*          If SIDE = 'L', LDA >= max(1,M); */
    /*          if SIDE = 'R', LDA >= max(1,N). */

    /*  TAU     (input) DOUBLE PRECISION array, dimension (K) */
    /*          TAU(i) must contain the scalar factor of the elementary */
    /*          reflector H(i), as returned by DGEQRF. */

    /*  C       (input/output) DOUBLE PRECISION array, dimension (LDC,N) */
    /*          On entry, the M-by-N matrix C. */
    /*          On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. */

    /*  LDC     (input) INTEGER */
    /*          The leading dimension of the array C. LDC >= max(1,M). */

    /*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
    /*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

    /*  LWORK   (input) INTEGER */
    /*          The dimension of the array WORK. */
    /*          If SIDE = 'L', LWORK >= max(1,N); */
    /*          if SIDE = 'R', LWORK >= max(1,M). */
    /*          For optimum performance LWORK >= N*NB if SIDE = 'L', and */
    /*          LWORK >= M*NB if SIDE = 'R', where NB is the optimal */
    /*          blocksize. */

    /*          If LWORK = -1, then a workspace query is assumed; the routine */
    /*          only calculates the optimal size of the WORK array, returns */
    /*          this value as the first entry of the WORK array, and no error */
    /*          message related to LWORK is issued by XERBLA. */

    /*  INFO    (output) INTEGER */
    /*          = 0:  successful exit */
    /*          < 0:  if INFO = -i, the i-th argument had an illegal value */

        // ------------------------------------------------------------------------------------

            template <
                typename T,
                long NR1, long NR2, long NR3,
                long NC1, long NC2, long NC3,
                typename MM,
                typename C_LAYOUT
                >
            int ormqr (
                char side,
                char trans,
                const matrix<T,NR1,NC1,MM,column_major_layout>& a,
                const matrix<T,NR2,NC2,MM,column_major_layout>& tau,
                matrix<T,NR3,NC3,MM,C_LAYOUT>& c
            )
            {
                long m = c.nr();
                long n = c.nc();
                const long k = a.nc();
                long ldc;
                if (is_same_type<C_LAYOUT,column_major_layout>::value)
                {
                    ldc = c.nr();
                }
                else
                {
                    // Since lapack expects c to be in column major layout we have to
                    // do something to make this work.  Since a row major layout matrix
                    // will look just like a transposed C we can just swap a few things around.

                    ldc = c.nc();
                    swap(m,n);

                    if (side == 'L')
                        side = 'R';
                    else
                        side = 'L';

                    if (trans == 'T')
                        trans = 'N';
                    else
                        trans = 'T';
                }

                matrix<T,0,1,MM,column_major_layout> work;

                // figure out how big the workspace needs to be.
                T work_size = 1;
                int info = binding::ormqr(side, trans, m, n,
                                          k, &a(0,0), a.nr(), &tau(0,0),
                                          &c(0,0), ldc, &work_size, -1);

                if (info != 0)
                    return info;

                if (work.size() < work_size)
                    work.set_size(static_cast<long>(work_size), 1);

                // compute the actual result
                info = binding::ormqr(side, trans, m, n,
                                      k, &a(0,0), a.nr(), &tau(0,0),
                                      &c(0,0), ldc, &work(0,0), work.size());

                return info;
            }

        // ------------------------------------------------------------------------------------

        }

    }

    // ----------------------------------------------------------------------------------------

    #endif // DLIB_LAPACk_ORMQR_Hh_