# File src/library/base/R/qr.R # Part of the R package, https://www.R-project.org # # Copyright (C) 1995-2018 The R Core Team # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program 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 General Public License for more details. # # A copy of the GNU General Public License is available at # https://www.R-project.org/Licenses/ ## be fast rather than "complete": is.qr <- function(x) is.list(x) && inherits(x, "qr") qr <- function(x, ...) UseMethod("qr") qr.default <- function(x, tol = 1e-07, LAPACK = FALSE, ...) { x <- as.matrix(x) if(is.complex(x)) return(structure(.Internal(La_qr_cmplx(x)), class = "qr")) ## otherwise : if(LAPACK) return(structure(.Internal(La_qr(x)), useLAPACK = TRUE, class = "qr")) ## else "Linpack" case: p <- as.integer(ncol(x)) if(is.na(p)) stop("invalid ncol(x)") n <- as.integer(nrow(x)) if(is.na(n)) stop("invalid nrow(x)") if(1.0 * n * p > 2147483647) stop("too large a matrix for LINPACK") storage.mode(x) <- "double" res <- .Fortran(.F_dqrdc2, qr = x, n, n, p, as.double(tol), rank = integer(1L), qraux = double(p), pivot = as.integer(seq_len(p)), double(2L*p))[c(1,6,7,8)]# c("qr", "rank", "qraux", "pivot") if(!is.null(cn <- colnames(x))) colnames(res$qr) <- cn[res$pivot] class(res) <- "qr" res } ## + qr.lm method defined in ../../stats/R/lm.R qr.coef <- function(qr, y) { if( !is.qr(qr) ) stop("first argument must be a QR decomposition") n <- as.integer(nrow(qr$qr)); if(is.na(n)) stop("invalid nrow(qr$qr)") p <- as.integer(ncol(qr$qr)); if(is.na(p)) stop("invalid ncol(qr$qr)") k <- as.integer(qr$rank); if(is.na(k)) stop("invalid ncol(qr$rank)") im <- is.matrix(y) if (!im) y <- as.matrix(y) ny <- as.integer(ncol(y)) if(is.na(ny)) stop("invalid ncol(y)") if(nrow(y) != n) stop("'qr' and 'y' must have the same number of rows") isC <- is.complex(qr$qr) coef <- matrix(if(isC) NA_complex_ else NA_real_, p, ny) ix <- if (p > n) c(seq_len(n), rep(NA, p - n)) else seq_len(p) if(!is.null(nam <- colnames(qr$qr))) pivotted <- NA if (p == 0L) { pivotted <- FALSE } else if(isC) { coef[qr$pivot, ] <- .Internal(qr_coef_cmplx(qr, y))[ix, ] } else if(isTRUE(attr(qr, "useLAPACK"))) { coef[qr$pivot, ] <- .Internal(qr_coef_real(qr, y))[ix, ] } else if (k > 0L) { ## else "Linpack" case, k > 0 : storage.mode(y) <- "double" z <- .Fortran(.F_dqrcf, as.double(qr$qr), n, k, as.double(qr$qraux), y, ny, coef = matrix(0, nrow = k,ncol = ny), info = integer(1L), NAOK = TRUE)[c("coef","info")] if(z$info) stop("exact singularity in 'qr.coef'") pivotted <- k < p if(pivotted) coef[qr$pivot[seq_len(k)], ] <- z$coef else coef <- z$coef } ## else k == 0 ## In all cases, fixup dimnames (and drop to vector when y was): if(!is.null(nam)) { if(is.na(pivotted)) pivotted <- is.unsorted(qr$pivot) if(pivotted) rownames(coef)[qr$pivot] <- nam else # faster rownames(coef) <- nam } if(im && !is.null(nam <- colnames(y))) colnames(coef) <- nam if(im) coef else drop(coef) } qr.qy <- function(qr, y) { if(!is.qr(qr)) stop("argument is not a QR decomposition") if(is.complex(qr$qr)) return(.Internal(qr_qy_cmplx(qr, as.matrix(y), FALSE))) if(isTRUE(attr(qr, "useLAPACK"))) return(.Internal(qr_qy_real(qr, as.matrix(y), FALSE))) n <- as.integer(nrow(qr$qr)) if(is.na(n)) stop("invalid nrow(qr$qr)") k <- as.integer(qr$rank) ny <- as.integer(NCOL(y)) if(is.na(ny)) stop("invalid NCOL(y)") storage.mode(y) <- "double" if(NROW(y) != n) stop("'qr' and 'y' must have the same number of rows") .Fortran(.F_dqrqy, as.double(qr$qr), n, k, as.double(qr$qraux), y, ny, qy = y# incl. {dim}names )$qy } qr.qty <- function(qr, y) { if(!is.qr(qr)) stop("argument is not a QR decomposition") if(is.complex(qr$qr)) return(.Internal(qr_qy_cmplx(qr, as.matrix(y), TRUE))) if(isTRUE(attr(qr, "useLAPACK"))) return(.Internal(qr_qy_real(qr, as.matrix(y), TRUE))) n <- as.integer(nrow(qr$qr)) if(is.na(n)) stop("invalid nrow(qr$qr)") k <- as.integer(qr$rank) ny <- as.integer(NCOL(y)) if(is.na(ny)) stop("invalid NCOL(y)") if(NROW(y) != n) stop("'qr' and 'y' must have the same number of rows") storage.mode(y) <- "double" .Fortran(.F_dqrqty, as.double(qr$qr), n, k, as.double(qr$qraux), y, ny, qty = y# incl. {dim}names )$qty } qr.resid <- function(qr, y) { if(!is.qr(qr)) stop("argument is not a QR decomposition") if(is.complex(qr$qr)) stop("not implemented for complex 'qr'") if(isTRUE(attr(qr, "useLAPACK"))) stop("not supported for LAPACK QR") k <- as.integer(qr$rank) if (k==0) return(y) n <- as.integer(nrow(qr$qr)) if(is.na(n)) stop("invalid nrow(qr$qr)") ny <- as.integer(NCOL(y)) if(is.na(ny)) stop("invalid NCOL(y)") if( NROW(y) != n ) stop("'qr' and 'y' must have the same number of rows") storage.mode(y) <- "double" .Fortran(.F_dqrrsd, as.double(qr$qr), n, k, as.double(qr$qraux), y, ny, rsd = y)$rsd } qr.fitted <- function(qr, y, k=qr$rank) { if(!is.qr(qr)) stop("argument is not a QR decomposition") if(is.complex(qr$qr)) stop("not implemented for complex 'qr'") if(isTRUE(attr(qr, "useLAPACK"))) stop("not supported for LAPACK QR") n <- as.integer(nrow(qr$qr)) if(is.na(n)) stop("invalid nrow(qr$qr)") k <- as.integer(k) if(k > qr$rank) stop("'k' is too large") ny <- as.integer(NCOL(y)) if(is.na(ny)) stop("invalid NCOL(y)") if( NROW(y) != n ) stop("'qr' and 'y' must have the same number of rows") storage.mode(y) <- "double" .Fortran(.F_dqrxb, as.double(qr$qr), n, k, as.double(qr$qraux), y, ny, xb = y)$xb } ## qr.solve is defined in ./solve.R ##---- The next three are from Doug Bates ('st849'): qr.Q <- function (qr, complete = FALSE, Dvec) { if(!is.qr(qr)) stop("argument is not a QR decomposition") dqr <- dim(qr$qr) n <- dqr[1L] cmplx <- mode(qr$qr) == "complex" if(missing(Dvec)) Dvec <- rep.int(if (cmplx) 1 + 0i else 1, if (complete) n else min(dqr)) D <- if (complete) diag(Dvec, n) else { ncols <- min(dqr) diag(Dvec[seq_len(ncols)], nrow = n, ncol = ncols) } qr.qy(qr, D) } qr.R <- function (qr, complete = FALSE) { if(!is.qr(qr)) stop("argument is not a QR decomposition") R <- qr$qr if (!complete) R <- R[seq.int(min(dim(R))), , drop = FALSE] R[row(R) > col(R)] <- 0 R } qr.X <- function (qr, complete = FALSE, ncol = if (complete) nrow(R) else min(dim(R))) { if(!is.qr(qr)) stop("argument is not a QR decomposition") pivoted <- !identical(qr$pivot, ip <- seq_along(qr$pivot)) R <- qr.R(qr, complete = TRUE) if(pivoted && ncol < length(qr$pivot)) stop("need larger value of 'ncol' as pivoting occurred") cmplx <- mode(R) == "complex" p <- as.integer(dim(R)[2L]) if(is.na(p)) stop("invalid NCOL(R)") if (ncol < p) R <- R[, seq_len(ncol), drop = FALSE] else if (ncol > p) { tmp <- diag(if (!cmplx) 1 else 1 + 0i, nrow(R), ncol) tmp[, seq_len(p)] <- R R <- tmp } res <- qr.qy(qr, R) cn <- colnames(res) if(pivoted) {# res may have more columns than length(qr$pivot) res[, qr$pivot] <- res[, ip] if(!is.null(cn)) colnames(res)[qr$pivot] <- cn[ip] } res }