Examples of com.github.fommil.netlib.LAPACK

    int lwork1, lwork2;
    intW info = new intW(0);
    double dummy[] = new double[1];
    double ret[] = new double[1];


    LAPACK lapack = LAPACK.getInstance();


    // Query optimal workspace. First for computing the factorization
    lapack.dgeqrf(m, n, dummy, Matrices.ld(m), dummy, ret, -1, info);
    lwork1 = (info.val != 0) ? n : (int) ret[0];


    // Workspace needed for generating an explicit orthogonal matrix
    lapack.dorgqr(m, m, k, dummy, Matrices.ld(m), dummy, ret, -1, info);
    lwork2 = (info.val != 0) ? n : (int) ret[0];


    work = new double[Math.max(lwork1, lwork2)];
  }

    for (MatrixEntry e : A) {
      Afact.set(e.row(), e.column(), e.get());
    }


    intW info = new intW(0);
    LAPACK lapack = LAPACK.getInstance();


    /*
     * Calculate factorisation
     */
    lapack.dgeqp3(m, n, Afact.getData(), Matrices.ld(m), jpvt, tau, work,
      work.length, info);


    if (info.val < 0)
      throw new IllegalArgumentException();


    /*
     * Get R from Afact
     */
    R.zero();
    for (MatrixEntry e : Afact) {
      if (e.row() <= e.column() && e.column() < R.numColumns()) {
        R.set(e.row(), e.column(), e.get());
      }
    }


    /*
     * Calculate the rank based on a precision EPS
     */
    final double EPS = 1e-12;
    for (rank = 0; rank < k; rank++) {
      if (Math.abs(R.get(rank, rank)) < EPS)
        break;
    }


    /*
     * Explicit the orthogonal matrix
     */
    lapack.dorgqr(m, m, k, Afact.getData(), Matrices.ld(m), tau, work,
      work.length, info);
    for (MatrixEntry e : Afact) {
      if (e.column() < Q.numColumns())
        Q.set(e.row(), e.column(), e.get());
    }

Examples of com.github.fommil.netlib.LAPACK

Related Classes of com.github.fommil.netlib.LAPACK