cs_qrsol.c

/*
 * CXSPARSE: a Concise Sparse Matrix package - Extended.
 * Copyright (c) 2006-2009, Timothy A. Davis.
 * http://www.cise.ufl.edu/research/sparse/CXSparse
 * 
 * CXSparse is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 * 
 * CXSparse 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
 * Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public
 * License along with this Module; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
 */

#include "cs.h"
/* x=A\b where A can be rectangular; b overwritten with solution */
CS_INT cs_qrsol (CS_INT order, const cs *A, CS_ENTRY *b)
{
    CS_ENTRY *x ;
    css *S ;
    csn *N ;
    cs *AT = NULL ;
    CS_INT k, m, n, ok ;
    if (!CS_CSC (A) || !b) return (0) ; /* check inputs */
    n = A->n ;
    m = A->m ;
    if (m >= n)
    {
        S = cs_sqr (order, A, 1) ;          /* ordering and symbolic analysis */
        N = cs_qr (A, S) ;                  /* numeric QR factorization */
        x = cs_calloc (S ? S->m2 : 1, sizeof (CS_ENTRY)) ;    /* get workspace */
        ok = (S && N && x) ;
        if (ok)
        {
            cs_ipvec (S->pinv, b, x, m) ;   /* x(0:m-1) = b(p(0:m-1) */
            for (k = 0 ; k < n ; k++)       /* apply Householder refl. to x */
            {
                cs_happly (N->L, k, N->B [k], x) ;
            }
            cs_usolve (N->U, x) ;           /* x = R\x */
            cs_ipvec (S->q, x, b, n) ;      /* b(q(0:n-1)) = x(0:n-1) */
        }
    }
    else
    {
        AT = cs_transpose (A, 1) ;          /* Ax=b is underdetermined */
        S = cs_sqr (order, AT, 1) ;         /* ordering and symbolic analysis */
        N = cs_qr (AT, S) ;                 /* numeric QR factorization of A' */
        x = cs_calloc (S ? S->m2 : 1, sizeof (CS_ENTRY)) ;    /* get workspace */
        ok = (AT && S && N && x) ;
        if (ok)
        {
            cs_pvec (S->q, b, x, m) ;       /* x(q(0:m-1)) = b(0:m-1) */
            cs_utsolve (N->U, x) ;          /* x = R'\x */
            for (k = m-1 ; k >= 0 ; k--)    /* apply Householder refl. to x */
            {
                cs_happly (N->L, k, N->B [k], x) ;
            }
            cs_pvec (S->pinv, x, b, n) ;    /* b(0:n-1) = x(p(0:n-1)) */
        }
    }
    cs_free (x) ;
    cs_sfree (S) ;
    cs_nfree (N) ;
    cs_spfree (AT) ;
    return (ok) ;
}