This commit is contained in:
elvis
2023-11-19 22:18:28 +01:00
parent 7afb1372f8
commit 671c0371b5
4 changed files with 30 additions and 593 deletions

View File

@ -1,7 +1,7 @@
module thinQR
import Base: size, show, getproperty, getfield, propertynames, \, *
using LinearAlgebra: norm, I, triu, diagm, ldiv!
using LinearAlgebra: norm, I, triu, diagm, ldiv!, dot
export QRthin, qrhous!, qyhous, qyhoust
@ -18,16 +18,22 @@ function qrhous!(A::AbstractMatrix{T})::QRthin{T} where T
m, n = size(A)
d = zeros(n)
for j 1:n
s = norm(A[j:m, j])
# iszero(s) && throw(ArgumentError("The matrix A is singular"))
d[j]= copysign(s, -A[j,j])
fak = sqrt(s * (s + abs(A[j,j])))
A[j,j] -= d[j]
A[j:m, j] ./= fak
@inbounds begin
for j 1:n
s = norm(A[j:m, j])
# iszero(s) && throw(ArgumentError("The matrix A is singular"))
d[j]= copysign(s, -A[j,j])
fak = sqrt(s * (s + abs(A[j,j])))
A[j,j] -= d[j]
A[j:m, j] ./= fak
if j < n
A[j:m, j+1:n] -= A[j:m, j] * (A[j:m, j]' * A[j:m, j+1:n])
if j < n
A[j:m, j+1:n] -= A[j:m, j] * (A[j:m, j]' * A[j:m, j+1:n])
#for k ∈ j+1:n
# A[j:m, k] -= A[j:m, j] .* dot(A[j:m, j], A[j:m, k])
#end
end
end
end
@ -47,7 +53,8 @@ function qyhoust(A::QRthin{T}, y::AbstractArray{T}) where T
m, n = size(A.A)
z = deepcopy(y)
for j 1:n
z[j:m] = z[j:m] - A.A[j:m, j] * (A.A[j:m, j]' * z[j:m])
# z[j:m] = z[j:m] - A.A[j:m, j] * (A.A[j:m, j]' * z[j:m])
z[j:m] -= A.A[j:m, j] .* dot(A.A[j:m, j], z[j:m])
end
return z
end
@ -101,7 +108,7 @@ function (\)(A::QRthin{T}, b::AbstractVector{T}) where T
v = qyhoust(A, b)
x = zeros(m)
for j m:-1:1
x[j] = (v[j] - x[j+1:m]' * A.A[j, j+1:m]) * A.d[j]^-1
x[j] = (v[j] - dot(x[j+1:m], A.A[j, j+1:m])) * A.d[j]^-1
end
return x
end