1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
use crate::{error::*, layout::MatrixLayout, *};
use cauchy::*;
use num_traits::{ToPrimitive, Zero};
pub trait QR_: Sized {
fn householder(l: MatrixLayout, a: &mut [Self]) -> Result<Vec<Self>>;
fn q(l: MatrixLayout, a: &mut [Self], tau: &[Self]) -> Result<()>;
fn qr(l: MatrixLayout, a: &mut [Self]) -> Result<Vec<Self>>;
}
macro_rules! impl_qr {
($scalar:ty, $qrf:path, $lqf:path, $gqr:path, $glq:path) => {
impl QR_ for $scalar {
fn householder(l: MatrixLayout, mut a: &mut [Self]) -> Result<Vec<Self>> {
let m = l.lda();
let n = l.len();
let k = m.min(n);
let mut tau = unsafe { vec_uninit(k as usize) };
let mut info = 0;
let mut work_size = [Self::zero()];
unsafe {
match l {
MatrixLayout::F { .. } => {
$qrf(m, n, &mut a, m, &mut tau, &mut work_size, -1, &mut info);
}
MatrixLayout::C { .. } => {
$lqf(m, n, &mut a, m, &mut tau, &mut work_size, -1, &mut info);
}
}
}
info.as_lapack_result()?;
let lwork = work_size[0].to_usize().unwrap();
let mut work = unsafe { vec_uninit(lwork) };
unsafe {
match l {
MatrixLayout::F { .. } => {
$qrf(
m,
n,
&mut a,
m,
&mut tau,
&mut work,
lwork as i32,
&mut info,
);
}
MatrixLayout::C { .. } => {
$lqf(
m,
n,
&mut a,
m,
&mut tau,
&mut work,
lwork as i32,
&mut info,
);
}
}
}
info.as_lapack_result()?;
Ok(tau)
}
fn q(l: MatrixLayout, mut a: &mut [Self], tau: &[Self]) -> Result<()> {
let m = l.lda();
let n = l.len();
let k = m.min(n);
assert_eq!(tau.len(), k as usize);
let mut info = 0;
let mut work_size = [Self::zero()];
unsafe {
match l {
MatrixLayout::F { .. } => {
$gqr(m, k, k, &mut a, m, &tau, &mut work_size, -1, &mut info)
}
MatrixLayout::C { .. } => {
$glq(k, n, k, &mut a, m, &tau, &mut work_size, -1, &mut info)
}
}
};
let lwork = work_size[0].to_usize().unwrap();
let mut work = unsafe { vec_uninit(lwork) };
unsafe {
match l {
MatrixLayout::F { .. } => {
$gqr(m, k, k, &mut a, m, &tau, &mut work, lwork as i32, &mut info)
}
MatrixLayout::C { .. } => {
$glq(k, n, k, &mut a, m, &tau, &mut work, lwork as i32, &mut info)
}
}
}
info.as_lapack_result()?;
Ok(())
}
fn qr(l: MatrixLayout, a: &mut [Self]) -> Result<Vec<Self>> {
let tau = Self::householder(l, a)?;
let r = Vec::from(&*a);
Self::q(l, a, &tau)?;
Ok(r)
}
}
};
} impl_qr!(
f64,
lapack::dgeqrf,
lapack::dgelqf,
lapack::dorgqr,
lapack::dorglq
);
impl_qr!(
f32,
lapack::sgeqrf,
lapack::sgelqf,
lapack::sorgqr,
lapack::sorglq
);
impl_qr!(
c64,
lapack::zgeqrf,
lapack::zgelqf,
lapack::zungqr,
lapack::zunglq
);
impl_qr!(
c32,
lapack::cgeqrf,
lapack::cgelqf,
lapack::cungqr,
lapack::cunglq
);