sparse-qr.h

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/*

Copyright (C) 2016-2017 John W. Eaton
Copyright (C) 2005-2016 David Bateman

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.

Octave 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 Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#if ! defined (octave_sparse_qr_h)
#define octave_sparse_qr_h 1

#include "octave-config.h"

#include "dMatrix.h"
#include "CMatrix.h"
#include "dSparse.h"
#include "CSparse.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:

      sparse_qr (void);

      sparse_qr (const SPARSE_T& a, int order = 0);

      sparse_qr (const sparse_qr& a);

      ~sparse_qr (void);

      sparse_qr& operator = (const sparse_qr& a);

      bool ok (void) const;

      SPARSE_T V (void) const;

      ColumnVector Pinv (void) const;

      ColumnVector P (void) const;

      SPARSE_T R (bool econ = false) const;

      typename SPARSE_T::dense_matrix_type
      C (const typename SPARSE_T::dense_matrix_type& b) const;

      typename SPARSE_T::dense_matrix_type
      Q (void) const;

      template <typename RHS_T, typename RET_T>
      static RET_T
      solve (const SPARSE_T& a, const RHS_T& b,
             octave_idx_type& info);

    private:

      class sparse_qr_rep;

      sparse_qr_rep *rep;

      template <typename RHS_T, typename RET_T>
      RET_T
      tall_solve (const RHS_T& b, octave_idx_type& info) const;

      template <typename RHS_T, typename RET_T>
      RET_T
      wide_solve (const RHS_T& b, octave_idx_type& info) const;
    };

    // Provide qrsolve for backward compatibility.

    extern Matrix
    qrsolve (const SparseMatrix& a, const MArray<double>& b,
             octave_idx_type& info);

    extern SparseMatrix
    qrsolve (const SparseMatrix& a, const SparseMatrix& b,
             octave_idx_type& info);

    extern ComplexMatrix
    qrsolve (const SparseMatrix& a, const MArray<Complex>& b,
             octave_idx_type& info);

    extern SparseComplexMatrix
    qrsolve (const SparseMatrix& a, const SparseComplexMatrix& b,
             octave_idx_type& info);

    extern ComplexMatrix
    qrsolve (const SparseComplexMatrix& a, const MArray<double>& b,
             octave_idx_type& info);

    extern SparseComplexMatrix
    qrsolve (const SparseComplexMatrix& a, const SparseMatrix& b,
             octave_idx_type& info);

    extern ComplexMatrix
    qrsolve (const SparseComplexMatrix& a, const MArray<Complex>& b,
             octave_idx_type& info);

    extern SparseComplexMatrix
    qrsolve (const SparseComplexMatrix& a, const SparseComplexMatrix& b,
             octave_idx_type& info);

    typedef sparse_qr<SparseMatrix> SparseQR;
    typedef sparse_qr<SparseComplexMatrix> SparseComplexQR;
  }
}

#endif