adding [mtx_qr] using gsl support; performs QR-decomposition, but Q is not implemented yet.

svn path=/trunk/externals/iem/iemmatrix/; revision=11727

4 files changed, 219 insertions, 2 deletions

diff --git a/doc/mtx_qr-help.pd b/doc/mtx_qr-help.pd
new file mode 100644
index 0000000..eb88ea1
--- /dev/null
+++ b/doc/mtx_qr-help.pd
@@ -0,0 +1,17 @@
+#N canvas 0 0 670 367 10;
+#X obj 93 216 mtx_qr;
+#X obj 93 108 mtx_rand;
+#X obj 93 131 t a a;
+#X text 442 338 Franz Zotter \, 2009;
+#X obj 169 155 mtx_print A;
+#X msg 93 85 4 3;
+#X obj 201 298 mtx_print R;
+#X obj 93 298 mtx_print Q;
+#X text 353 153 A = Q * R;
+#X text 64 24 [mtx_qr] qr decomposition using gsl;
+#X connect 0 0 7 0;
+#X connect 0 1 6 0;
+#X connect 1 0 2 0;
+#X connect 2 0 0 0;
+#X connect 2 1 4 0;
+#X connect 5 0 1 0;
diff --git a/src/iemmatrix_sources.c b/src/iemmatrix_sources.c
index b65ca8e..a246ec1 100644
--- a/src/iemmatrix_sources.c
+++ b/src/iemmatrix_sources.c
@@ -57,8 +57,8 @@ void iemmatrix_sources_setup(void)
 	iemtx_mean_setup(); /* mtx_mean.c */
 	iemtx_min2_setup(); /* mtx_min2.c */
 	iemtx_minmax_setup(); /* mtx_minmax.c */
-	iemtx_mul_setup(); /* mtx_mul.c */
 	iemtx_mul__setup(); /* mtx_mul~.c */
+	iemtx_mul_setup(); /* mtx_mul.c */
 	iemtx_neq_setup(); /* mtx_neq.c */
 	iemtx_not_setup(); /* mtx_not.c */
 	iemtx_ones_setup(); /* mtx_ones.c */
@@ -69,6 +69,7 @@ void iemmatrix_sources_setup(void)
 	iemtx_powtodb_setup(); /* mtx_powtodb.c */
 	iemtx_print_setup(); /* mtx_print.c */
 	iemtx_prod_setup(); /* mtx_prod.c */
+	iemtx_qr_setup(); /* mtx_qr.c */
 	iemtx_rand_setup(); /* mtx_rand.c */
 	iemtx_repmat_setup(); /* mtx_repmat.c */
 	iemtx_resize_setup(); /* mtx_resize.c */
diff --git a/src/iemmatrix_sources.h b/src/iemmatrix_sources.h
index 3ccd923..cda8fc5 100644
--- a/src/iemmatrix_sources.h
+++ b/src/iemmatrix_sources.h
@@ -55,8 +55,8 @@ void iemtx_max2_setup(void); /* mtx_max2.c */
 void iemtx_mean_setup(void); /* mtx_mean.c */
 void iemtx_min2_setup(void); /* mtx_min2.c */
 void iemtx_minmax_setup(void); /* mtx_minmax.c */
-void iemtx_mul_setup(void); /* mtx_mul.c */
 void iemtx_mul__setup(void); /* mtx_mul~.c */
+void iemtx_mul_setup(void); /* mtx_mul.c */
 void iemtx_neq_setup(void); /* mtx_neq.c */
 void iemtx_not_setup(void); /* mtx_not.c */
 void iemtx_ones_setup(void); /* mtx_ones.c */
@@ -67,6 +67,7 @@ void iemtx_pow_setup(void); /* mtx_pow.c */
 void iemtx_powtodb_setup(void); /* mtx_powtodb.c */
 void iemtx_print_setup(void); /* mtx_print.c */
 void iemtx_prod_setup(void); /* mtx_prod.c */
+void iemtx_qr_setup(void); /* mtx_qr.c */
 void iemtx_rand_setup(void); /* mtx_rand.c */
 void iemtx_repmat_setup(void); /* mtx_repmat.c */
 void iemtx_resize_setup(void); /* mtx_resize.c */
diff --git a/src/mtx_qr.c b/src/mtx_qr.c
new file mode 100644
index 0000000..ef09d0f
--- /dev/null
+++ b/src/mtx_qr.c
@@ -0,0 +1,198 @@
+/*
+ *  iemmatrix
+ *
+ *  objects for manipulating simple matrices
+ *  mostly refering to matlab/octave matrix functions
+ *  this functions depends on the GNU scientific library
+ *
+ * Copyright (c) 2009, Franz Zotter
+ * IEM, Graz, Austria
+ *
+ * For information on usage and redistribution, and for a DISCLAIMER OF ALL
+ * WARRANTIES, see the file, "LICENSE.txt," in this distribution.
+ *
+ */
+
+#include "iemmatrix.h"
+#include <stdlib.h>
+
+#ifdef HAVE_LIBGSL
+#include <gsl/gsl_linalg.h>
+#endif
+
+static t_class *mtx_qr_class;
+
+typedef struct _MTXQr_ MTXQr;
+struct _MTXQr_
+{
+  t_object x_obj;
+#ifdef HAVE_LIBGSL
+  gsl_matrix *a;
+  gsl_vector *tau;
+#endif
+  t_outlet *list_q_out;
+  t_outlet *list_r_out;
+  t_atom *list_q;
+  t_atom *list_r;
+  int rows;
+  int columns;
+};
+
+#ifdef HAVE_LIBGSL
+static void allocMTXqr (MTXQr *x) 
+{
+     x->a=(gsl_matrix*)gsl_matrix_alloc(x->rows,x->columns);
+     x->tau=(gsl_vector*)gsl_vector_alloc(
+           ((x->columns<x->rows)?x->columns:x->rows));
+
+     x->list_q=(t_atom*)calloc(sizeof(t_atom),x->rows*x->rows+2);
+     x->list_r=(t_atom*)calloc(sizeof(t_atom),x->rows*x->columns+2);
+}
+
+static void deleteMTXqr (MTXQr *x) 
+{
+   if (x->list_q!=0)
+      free(x->list_q);
+   if (x->list_r!=0)
+      free(x->list_r);
+
+   x->list_q = x->list_r = 0;
+
+   if (x->a!=0)
+      gsl_matrix_free(x->a);
+   if (x->tau!=0)
+      gsl_vector_free(x->tau);
+
+   x->a = 0;
+   x->tau = 0;
+}
+#endif
+
+static void deleteMTXQr (MTXQr *x) 
+{
+#ifdef HAVE_LIBGSL
+   deleteMTXqr(x);
+#endif
+}
+
+static void *newMTXQr (t_symbol *s, int argc, t_atom *argv)
+{
+  MTXQr *x = (MTXQr *) pd_new (mtx_qr_class);
+  x->list_q_out = outlet_new (&x->x_obj, gensym("matrix"));
+  x->list_r_out = outlet_new (&x->x_obj, gensym("matrix"));
+  x->list_q = 0; 
+  x->list_r = 0;
+#ifdef HAVE_LIBGSL
+  x->a=0;
+  x->tau=0;
+#endif
+  
+  return ((void *) x);
+} 
+
+static void mTXQrBang (MTXQr *x)
+{
+  if (x->list_q) {
+    outlet_anything(x->list_r_out, gensym("matrix"), x->rows*x->columns+2, x->list_r);
+    post("mtx_qr: implementation outputs only R currently! Q has to be implemented...");
+    // outlet_anything(x->list_q_out, gensym("matrix"), x->rows*x->rows+2, x->list_q);
+  }
+}
+
+static void mTXQrMatrix (MTXQr *x, t_symbol *s, 
+			      int argc, t_atom *argv)
+{
+  int rows = atom_getint (argv++);
+  int columns = atom_getint (argv++);
+  int size = rows * columns;
+  int in_size = argc-2;
+  int m,n;
+
+
+#ifdef HAVE_LIBGSL
+  /* size check */
+  if (!size) 
+    post("mtx_qr: invalid dimensions");
+  else if (in_size<size) 
+    post("mtx_qr: sparse matrix not yet supported: use \"mtx_check\"");
+  else if (rows<columns)
+     post("mtx_qr: gsl_linalg_SVD_decomp does not support M<N");
+  else {
+     x->rows=rows;
+     x->columns=columns;
+
+    deleteMTXqr(x);
+    allocMTXqr(x);
+
+    for (n=0;n<in_size;n++) 
+       x->a->data[n]=(double) atom_getfloat(argv++);
+    
+    gsl_linalg_QR_decomp(x->a,x->tau);
+
+    
+    SETFLOAT((x->list_r),(float) x->rows);
+    SETFLOAT((x->list_r+1),(float) x->columns);
+    for (n=0,in_size=0;n<x->rows;n++) {
+       for (m=0;m<n;m++) {
+           SETFLOAT((x->list_r+2+in_size), 0);
+           in_size++;
+       }
+       for (;m<x->columns;m++) {
+           SETFLOAT((x->list_r+2+in_size), (float) x->a->data[in_size]);
+           in_size++;
+       }
+    }
+
+    SETFLOAT((x->list_q),(float) x->rows);
+    SETFLOAT((x->list_q+1),(float) x->rows);
+
+//      TODO: Housholder transformations have to be decoded from 
+//      
+//      x->tau and lower triangular part of x->a. 
+//      
+//      with L=min(rows,columns) 
+//      
+//      Matrix multiplications have to be done:
+//      
+//      Q=QL QL-1 ... Q1
+//      
+//      using the matrix factors 
+//
+//      Qi = I - tau[i] vi^T vi
+//      
+//      employing the dyadic vector product of
+//
+//         [   0    ]
+//         [   :    ]
+//         [   0    ]
+//      vi=[A[i+1,i]]
+//         [A[i+1,i]]
+//         [   :    ]
+//         [ A[L,i] ]
+//         
+//      on itself (out of x->a), 
+//      and the scalar tau[i] in the vector x->tau.
+
+    mTXQrBang(x);
+  }
+#else
+    post("mtx_qr: implementation requires gsl");
+#endif
+
+}
+
+void mtx_qr_setup (void)
+{
+  mtx_qr_class = class_new 
+    (gensym("mtx_qr"),
+     (t_newmethod) newMTXQr,
+     (t_method) deleteMTXQr,
+     sizeof (MTXQr),
+     CLASS_DEFAULT, A_GIMME, 0);
+  class_addbang (mtx_qr_class, (t_method) mTXQrBang);
+  class_addmethod (mtx_qr_class, (t_method) mTXQrMatrix, gensym("matrix"), A_GIMME,0);
+}
+
+void iemtx_qr_setup(void){
+  mtx_qr_setup();
+}