cs_qrsol.c
Go to the documentation of this file.
00001 #include "cs.h"
00002 /* x=A\b where A can be rectangular; b overwritten with solution */
00003 int cs_qrsol (int order, const cs *A, double *b)
00004 {
00005     double *x ;
00006     css *S ;
00007     csn *N ;
00008     cs *AT = NULL ;
00009     int k, m, n, ok ;
00010     if (!CS_CSC (A) || !b) return (0) ; /* check inputs */
00011     n = A->n ;
00012     m = A->m ;
00013     if (m >= n)
00014     {
00015         S = cs_sqr (order, A, 1) ;          /* ordering and symbolic analysis */
00016         N = cs_qr (A, S) ;                  /* numeric QR factorization */
00017         x = cs_calloc (S ? S->m2 : 1, sizeof (double)) ;    /* get workspace */
00018         ok = (S && N && x) ;
00019         if (ok)
00020         {
00021             cs_ipvec (S->pinv, b, x, m) ;   /* x(0:m-1) = b(p(0:m-1) */
00022             for (k = 0 ; k < n ; k++)       /* apply Householder refl. to x */
00023             {
00024                 cs_happly (N->L, k, N->B [k], x) ;
00025             }
00026             cs_usolve (N->U, x) ;           /* x = R\x */
00027             cs_ipvec (S->q, x, b, n) ;      /* b(q(0:n-1)) = x(0:n-1) */
00028         }
00029     }
00030     else
00031     {
00032         AT = cs_transpose (A, 1) ;          /* Ax=b is underdetermined */
00033         S = cs_sqr (order, AT, 1) ;         /* ordering and symbolic analysis */
00034         N = cs_qr (AT, S) ;                 /* numeric QR factorization of A' */
00035         x = cs_calloc (S ? S->m2 : 1, sizeof (double)) ;    /* get workspace */
00036         ok = (AT && S && N && x) ;
00037         if (ok)
00038         {
00039             cs_pvec (S->q, b, x, m) ;       /* x(q(0:m-1)) = b(0:m-1) */
00040             cs_utsolve (N->U, x) ;          /* x = R'\x */
00041             for (k = m-1 ; k >= 0 ; k--)    /* apply Householder refl. to x */
00042             {
00043                 cs_happly (N->L, k, N->B [k], x) ;
00044             }
00045             cs_pvec (S->pinv, x, b, n) ;    /* b(0:n-1) = x(p(0:n-1)) */
00046         }
00047     }
00048     cs_free (x) ;
00049     cs_sfree (S) ;
00050     cs_nfree (N) ;
00051     cs_spfree (AT) ;
00052     return (ok) ;
00053 }
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Properties Friends Defines


hogman_minimal
Author(s): Maintained by Juergen Sturm
autogenerated on Wed Dec 26 2012 15:36:47