X-Git-Url: http://git.osdn.net/view?p=bytom%2Fvapor.git;a=blobdiff_plain;f=vendor%2Fgonum.org%2Fv1%2Fgonum%2Fmat%2Flq.go;fp=vendor%2Fgonum.org%2Fv1%2Fgonum%2Fmat%2Flq.go;h=0000000000000000000000000000000000000000;hp=cbb906f319f6a7201db83a2c763cc5898e74aeaf;hb=54373c1a3efe0e373ec1605840a4363e4b246c46;hpb=ee01d543fdfe1fd0a4d548965c66f7923ea7b062 diff --git a/vendor/gonum.org/v1/gonum/mat/lq.go b/vendor/gonum.org/v1/gonum/mat/lq.go deleted file mode 100644 index cbb906f3..00000000 --- a/vendor/gonum.org/v1/gonum/mat/lq.go +++ /dev/null @@ -1,235 +0,0 @@ -// Copyright ©2013 The Gonum Authors. All rights reserved. -// Use of this source code is governed by a BSD-style -// license that can be found in the LICENSE file. - -package mat - -import ( - "math" - - "gonum.org/v1/gonum/blas" - "gonum.org/v1/gonum/blas/blas64" - "gonum.org/v1/gonum/lapack" - "gonum.org/v1/gonum/lapack/lapack64" -) - -// LQ is a type for creating and using the LQ factorization of a matrix. -type LQ struct { - lq *Dense - tau []float64 - cond float64 -} - -func (lq *LQ) updateCond(norm lapack.MatrixNorm) { - // Since A = L*Q, and Q is orthogonal, we get for the condition number κ - // κ(A) := |A| |A^-1| = |L*Q| |(L*Q)^-1| = |L| |Q^T * L^-1| - // = |L| |L^-1| = κ(L), - // where we used that fact that Q^-1 = Q^T. However, this assumes that - // the matrix norm is invariant under orthogonal transformations which - // is not the case for CondNorm. Hopefully the error is negligible: κ - // is only a qualitative measure anyway. - m := lq.lq.mat.Rows - work := getFloats(3*m, false) - iwork := getInts(m, false) - l := lq.lq.asTriDense(m, blas.NonUnit, blas.Lower) - v := lapack64.Trcon(norm, l.mat, work, iwork) - lq.cond = 1 / v - putFloats(work) - putInts(iwork) -} - -// Factorize computes the LQ factorization of an m×n matrix a where n <= m. The LQ -// factorization always exists even if A is singular. -// -// The LQ decomposition is a factorization of the matrix A such that A = L * Q. -// The matrix Q is an orthonormal n×n matrix, and L is an m×n upper triangular matrix. -// L and Q can be extracted from the LTo and QTo methods. -func (lq *LQ) Factorize(a Matrix) { - lq.factorize(a, CondNorm) -} - -func (lq *LQ) factorize(a Matrix, norm lapack.MatrixNorm) { - m, n := a.Dims() - if m > n { - panic(ErrShape) - } - k := min(m, n) - if lq.lq == nil { - lq.lq = &Dense{} - } - lq.lq.Clone(a) - work := []float64{0} - lq.tau = make([]float64, k) - lapack64.Gelqf(lq.lq.mat, lq.tau, work, -1) - work = getFloats(int(work[0]), false) - lapack64.Gelqf(lq.lq.mat, lq.tau, work, len(work)) - putFloats(work) - lq.updateCond(norm) -} - -// Cond returns the condition number for the factorized matrix. -// Cond will panic if the receiver does not contain a successful factorization. -func (lq *LQ) Cond() float64 { - if lq.lq == nil || lq.lq.IsZero() { - panic("lq: no decomposition computed") - } - return lq.cond -} - -// TODO(btracey): Add in the "Reduced" forms for extracting the m×m orthogonal -// and upper triangular matrices. - -// LTo extracts the m×n lower trapezoidal matrix from a LQ decomposition. -// If dst is nil, a new matrix is allocated. The resulting L matrix is returned. -func (lq *LQ) LTo(dst *Dense) *Dense { - r, c := lq.lq.Dims() - if dst == nil { - dst = NewDense(r, c, nil) - } else { - dst.reuseAs(r, c) - } - - // Disguise the LQ as a lower triangular. - t := &TriDense{ - mat: blas64.Triangular{ - N: r, - Stride: lq.lq.mat.Stride, - Data: lq.lq.mat.Data, - Uplo: blas.Lower, - Diag: blas.NonUnit, - }, - cap: lq.lq.capCols, - } - dst.Copy(t) - - if r == c { - return dst - } - // Zero right of the triangular. - for i := 0; i < r; i++ { - zero(dst.mat.Data[i*dst.mat.Stride+r : i*dst.mat.Stride+c]) - } - - return dst -} - -// QTo extracts the n×n orthonormal matrix Q from an LQ decomposition. -// If dst is nil, a new matrix is allocated. The resulting Q matrix is returned. -func (lq *LQ) QTo(dst *Dense) *Dense { - _, c := lq.lq.Dims() - if dst == nil { - dst = NewDense(c, c, nil) - } else { - dst.reuseAsZeroed(c, c) - } - q := dst.mat - - // Set Q = I. - ldq := q.Stride - for i := 0; i < c; i++ { - q.Data[i*ldq+i] = 1 - } - - // Construct Q from the elementary reflectors. - work := []float64{0} - lapack64.Ormlq(blas.Left, blas.NoTrans, lq.lq.mat, lq.tau, q, work, -1) - work = getFloats(int(work[0]), false) - lapack64.Ormlq(blas.Left, blas.NoTrans, lq.lq.mat, lq.tau, q, work, len(work)) - putFloats(work) - - return dst -} - -// Solve finds a minimum-norm solution to a system of linear equations defined -// by the matrices A and b, where A is an m×n matrix represented in its LQ factorized -// form. If A is singular or near-singular a Condition error is returned. -// See the documentation for Condition for more information. -// -// The minimization problem solved depends on the input parameters. -// If trans == false, find the minimum norm solution of A * X = b. -// If trans == true, find X such that ||A*X - b||_2 is minimized. -// The solution matrix, X, is stored in place into m. -func (lq *LQ) Solve(m *Dense, trans bool, b Matrix) error { - r, c := lq.lq.Dims() - br, bc := b.Dims() - - // The LQ solve algorithm stores the result in-place into the right hand side. - // The storage for the answer must be large enough to hold both b and x. - // However, this method's receiver must be the size of x. Copy b, and then - // copy the result into m at the end. - if trans { - if c != br { - panic(ErrShape) - } - m.reuseAs(r, bc) - } else { - if r != br { - panic(ErrShape) - } - m.reuseAs(c, bc) - } - // Do not need to worry about overlap between m and b because x has its own - // independent storage. - x := getWorkspace(max(r, c), bc, false) - x.Copy(b) - t := lq.lq.asTriDense(lq.lq.mat.Rows, blas.NonUnit, blas.Lower).mat - if trans { - work := []float64{0} - lapack64.Ormlq(blas.Left, blas.NoTrans, lq.lq.mat, lq.tau, x.mat, work, -1) - work = getFloats(int(work[0]), false) - lapack64.Ormlq(blas.Left, blas.NoTrans, lq.lq.mat, lq.tau, x.mat, work, len(work)) - putFloats(work) - - ok := lapack64.Trtrs(blas.Trans, t, x.mat) - if !ok { - return Condition(math.Inf(1)) - } - } else { - ok := lapack64.Trtrs(blas.NoTrans, t, x.mat) - if !ok { - return Condition(math.Inf(1)) - } - for i := r; i < c; i++ { - zero(x.mat.Data[i*x.mat.Stride : i*x.mat.Stride+bc]) - } - work := []float64{0} - lapack64.Ormlq(blas.Left, blas.Trans, lq.lq.mat, lq.tau, x.mat, work, -1) - work = getFloats(int(work[0]), false) - lapack64.Ormlq(blas.Left, blas.Trans, lq.lq.mat, lq.tau, x.mat, work, len(work)) - putFloats(work) - } - // M was set above to be the correct size for the result. - m.Copy(x) - putWorkspace(x) - if lq.cond > ConditionTolerance { - return Condition(lq.cond) - } - return nil -} - -// SolveVec finds a minimum-norm solution to a system of linear equations. -// See LQ.Solve for the full documentation. -func (lq *LQ) SolveVec(v *VecDense, trans bool, b Vector) error { - r, c := lq.lq.Dims() - if _, bc := b.Dims(); bc != 1 { - panic(ErrShape) - } - - // The Solve implementation is non-trivial, so rather than duplicate the code, - // instead recast the VecDenses as Dense and call the matrix code. - bm := Matrix(b) - if rv, ok := b.(RawVectorer); ok { - bmat := rv.RawVector() - if v != b { - v.checkOverlap(bmat) - } - b := VecDense{mat: bmat, n: b.Len()} - bm = b.asDense() - } - if trans { - v.reuseAs(r) - } else { - v.reuseAs(c) - } - return lq.Solve(v.asDense(), trans, bm) -}