bidiagonal.h

The document describes an AP library adapted for C++. The AP library for C++ contains a basic set of

/*************************************************************************
Copyright (c) 1992-2007 The University of Tennessee.  All rights reserved.

Contributors:
    * Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
      pseudocode.

See subroutines comments for additional copyrights.

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modification, are permitted provided that the following conditions are
met:

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*************************************************************************/

#ifndef _bidiagonal_h
#define _bidiagonal_h

#include "ap.h"

#include "reflections.h"


/*************************************************************************
Reduction of a rectangular matrix to  bidiagonal form

The algorithm reduces the rectangular matrix A to  bidiagonal form by
orthogonal transformations P and Q: A = Q*B*P.

Input parameters:
    A       -   source matrix. array[0..M-1, 0..N-1]
    M       -   number of rows in matrix A.
    N       -   number of columns in matrix A.

Output parameters:
    A       -   matrices Q, B, P in compact form (see below).
    TauQ    -   scalar factors which are used to form matrix Q.
    TauP    -   scalar factors which are used to form matrix P.

The main diagonal and one of the  secondary  diagonals  of  matrix  A  are
replaced with bidiagonal  matrix  B.  Other  elements  contain  elementary
reflections which form MxM matrix Q and NxN matrix P, respectively.

If M>=N, B is the upper  bidiagonal  MxN  matrix  and  is  stored  in  the
corresponding  elements  of  matrix  A.  Matrix  Q  is  represented  as  a
product   of   elementary   reflections   Q = H(0)*H(1)*...*H(n-1),  where
H(i) = 1-tau*v*v'. Here tau is a scalar which is stored  in  TauQ[i],  and
vector v has the following  structure:  v(0:i-1)=0, v(i)=1, v(i+1:m-1)  is
stored   in   elements   A(i+1:m-1,i).   Matrix   P  is  as  follows:  P =
G(0)*G(1)*...*G(n-2), where G(i) = 1 - tau*u*u'. Tau is stored in TauP[i],
u(0:i)=0, u(i+1)=1, u(i+2:n-1) is stored in elements A(i,i+2:n-1).

If M<N, B is the  lower  bidiagonal  MxN  matrix  and  is  stored  in  the
corresponding   elements  of  matrix  A.  Q = H(0)*H(1)*...*H(m-2),  where
H(i) = 1 - tau*v*v', tau is stored in TauQ, v(0:i)=0, v(i+1)=1, v(i+2:m-1)
is    stored    in   elements   A(i+2:m-1,i).    P = G(0)*G(1)*...*G(m-1),
G(i) = 1-tau*u*u', tau is stored in  TauP,  u(0:i-1)=0, u(i)=1, u(i+1:n-1)
is stored in A(i,i+1:n-1).

EXAMPLE:

m=6, n=5 (m > n):               m=5, n=6 (m < n):

(  d   e   u1  u1  u1 )         (  d   u1  u1  u1  u1  u1 )
(  v1  d   e   u2  u2 )         (  e   d   u2  u2  u2  u2 )
(  v1  v2  d   e   u3 )         (  v1  e   d   u3  u3  u3 )
(  v1  v2  v3  d   e  )         (  v1  v2  e   d   u4  u4 )
(  v1  v2  v3  v4  d  )         (  v1  v2  v3  e   d   u5 )
(  v1  v2  v3  v4  v5 )

Here vi and ui are vectors which form H(i) and G(i), and d and e -
are the diagonal and off-diagonal elements of matrix B.
*************************************************************************/
void rmatrixbd(ap::real_2d_array& a,
     int m,
     int n,
     ap::real_1d_array& tauq,
     ap::real_1d_array& taup);


/*************************************************************************
Unpacking matrix Q which reduces a matrix to bidiagonal form.

Input parameters:
    QP          -   matrices Q and P in compact form.
                    Output of ToBidiagonal subroutine.
    M           -   number of rows in matrix A.
    N           -   number of columns in matrix A.
    TAUQ        -   scalar factors which are used to form Q.
                    Output of ToBidiagonal subroutine.
    QColumns    -   required number of columns in matrix Q.
                    M>=QColumns>=0.

Output parameters:
    Q           -   first QColumns columns of matrix Q.
                    Array[0..M-1, 0..QColumns-1]
                    If QColumns=0, the array is not modified.

  -- ALGLIB --
     Copyright 2005 by Bochkanov Sergey
*************************************************************************/
void rmatrixbdunpackq(const ap::real_2d_array& qp,
     int m,
     int n,
     const ap::real_1d_array& tauq,
     int qcolumns,
     ap::real_2d_array& q);


/*************************************************************************
Multiplication by matrix Q which reduces matrix A to  bidiagonal form.

The algorithm allows pre- or post-multiply by Q or Q'.

Input parameters:
    QP          -   matrices Q and P in compact form.
                    Output of ToBidiagonal subroutine.
    M           -   number of rows in matrix A.
    N           -   number of columns in matrix A.
    TAUQ        -   scalar factors which are used to form Q.
                    Output of ToBidiagonal subroutine.
    Z           -   multiplied matrix.
                    array[0..ZRows-1,0..ZColumns-1]
    ZRows       -   number of rows in matrix Z. If FromTheRight=False,
                    ZRows=M, otherwise ZRows can be arbitrary.
    ZColumns    -   number of columns in matrix Z. If FromTheRight=True,
                    ZColumns=M, otherwise ZColumns can be arbitrary.
    FromTheRight -  pre- or post-multiply.
    DoTranspose -   multiply by Q or Q'.

Output parameters:
    Z           -   product of Z and Q.
                    Array[0..ZRows-1,0..ZColumns-1]
                    If ZRows=0 or ZColumns=0, the array is not modified.

  -- ALGLIB --
     Copyright 2005 by Bochkanov Sergey
*************************************************************************/
void rmatrixbdmultiplybyq(const ap::real_2d_array& qp,
     int m,
     int n,
     const ap::real_1d_array& tauq,
     ap::real_2d_array& z,
     int zrows,
     int zcolumns,
     bool fromtheright,
     bool dotranspose);


/*************************************************************************
Unpacking matrix P which reduces matrix A to bidiagonal form.
The subroutine returns transposed matrix P.

Input parameters:
    QP      -   matrices Q and P in compact form.
                Output of ToBidiagonal subroutine.
    M       -   number of rows in matrix A.
    N       -   number of columns in matrix A.
    TAUP    -   scalar factors which are used to form P.
                Output of ToBidiagonal subroutine.
    PTRows  -   required number of rows of matrix P^T. N >= PTRows >= 0.

Output parameters:
    PT      -   first PTRows columns of matrix P^T
                Array[0..PTRows-1, 0..N-1]
                If PTRows=0, the array is not modified.

  -- ALGLIB --
     Copyright 2005-2007 by Bochkanov Sergey
*************************************************************************/
void rmatrixbdunpackpt(const ap::real_2d_array& qp,
     int m,
     int n,
     const ap::real_1d_array& taup,
     int ptrows,
     ap::real_2d_array& pt);


/*************************************************************************
Multiplication by matrix P which reduces matrix A to  bidiagonal form.

The algorithm allows pre- or post-multiply by P or P'.

Input parameters:
    QP          -   matrices Q and P in compact form.
                    Output of RMatrixBD subroutine.
    M           -   number of rows in matrix A.
    N           -   number of columns in matrix A.
    TAUP        -   scalar factors which are used to form P.
                    Output of RMatrixBD subroutine.
    Z           -   multiplied matrix.
                    Array whose indexes range within [0..ZRows-1,0..ZColumns-1].
    ZRows       -   number of rows in matrix Z. If FromTheRight=False,
                    ZRows=N, otherwise ZRows can be arbitrary.
    ZColumns    -   number of columns in matrix Z. If FromTheRight=True,
                    ZColumns=N, otherwise ZColumns can be arbitrary.
    FromTheRight -  pre- or post-multiply.
    DoTranspose -   multiply by P or P'.

Output parameters:
    Z - product of Z and P.
                Array whose indexes range within [0..ZRows-1,0..ZColumns-1].
                If ZRows=0 or ZColumns=0, the array is not modified.

  -- ALGLIB --
     Copyright 2005-2007 by Bochkanov Sergey
*************************************************************************/
void rmatrixbdmultiplybyp(const ap::real_2d_array& qp,
     int m,
     int n,
     const ap::real_1d_array& taup,
     ap::real_2d_array& z,
     int zrows,
     int zcolumns,
     bool fromtheright,
     bool dotranspose);


/*************************************************************************
Unpacking of the main and secondary diagonals of bidiagonal decomposition
of matrix A.

Input parameters:
    B   -   output of RMatrixBD subroutine.
    M   -   number of rows in matrix B.
    N   -   number of columns in matrix B.

Output parameters:
    IsUpper -   True, if the matrix is upper bidiagonal.
                otherwise IsUpper is False.
    D       -   the main diagonal.
                Array whose index ranges within [0..Min(M,N)-1].
    E       -   the secondary diagonal (upper or lower, depending on
                the value of IsUpper).
                Array index ranges within [0..Min(M,N)-1], the last
                element is not used.

  -- ALGLIB --
     Copyright 2005-2007 by Bochkanov Sergey
*************************************************************************/
void rmatrixbdunpackdiagonals(const ap::real_2d_array& b,
     int m,
     int n,
     bool& isupper,
     ap::real_1d_array& d,
     ap::real_1d_array& e);


/*************************************************************************
Obsolete 1-based subroutine.
See RMatrixBD for 0-based replacement.
*************************************************************************/
void tobidiagonal(ap::real_2d_array& a,
     int m,
     int n,
     ap::real_1d_array& tauq,
     ap::real_1d_array& taup);


/*************************************************************************
Obsolete 1-based subroutine.
See RMatrixBDUnpackQ for 0-based replacement.
*************************************************************************/
void unpackqfrombidiagonal(const ap::real_2d_array& qp,
     int m,
     int n,
     const ap::real_1d_array& tauq,
     int qcolumns,
     ap::real_2d_array& q);


/*************************************************************************
Obsolete 1-based subroutine.
See RMatrixBDMultiplyByQ for 0-based replacement.
*************************************************************************/
void multiplybyqfrombidiagonal(const ap::real_2d_array& qp,
     int m,
     int n,
     const ap::real_1d_array& tauq,
     ap::real_2d_array& z,
     int zrows,
     int zcolumns,
     bool fromtheright,
     bool dotranspose);


/*************************************************************************
Obsolete 1-based subroutine.
See RMatrixBDUnpackPT for 0-based replacement.
*************************************************************************/
void unpackptfrombidiagonal(const ap::real_2d_array& qp,
     int m,
     int n,
     const ap::real_1d_array& taup,
     int ptrows,
     ap::real_2d_array& pt);


/*************************************************************************
Obsolete 1-based subroutine.
See RMatrixBDMultiplyByP for 0-based replacement.
*************************************************************************/
void multiplybypfrombidiagonal(const ap::real_2d_array& qp,
     int m,
     int n,
     const ap::real_1d_array& taup,
     ap::real_2d_array& z,
     int zrows,
     int zcolumns,
     bool fromtheright,
     bool dotranspose);


/*************************************************************************
Obsolete 1-based subroutine.
See RMatrixBDUnpackDiagonals for 0-based replacement.
*************************************************************************/
void unpackdiagonalsfrombidiagonal(const ap::real_2d_array& b,
     int m,
     int n,
     bool& isupper,
     ap::real_1d_array& d,
     ap::real_1d_array& e);


#endif