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/*Basic matrix manipulations and QR decompositionCopyright 1997-2005 Douglas M. Bates <bates@stat.wisc.edu>,Jose C. Pinheiro,Saikat DebRoyCopyright 2007-2022 The R Core TeamThis file is part of the nlme package for R and related languagesand is made available under the terms of the GNU General PublicLicense, version 2, or at your option, any later version,incorporated herein by reference.This program is distributed in the hope that it will beuseful, but WITHOUT ANY WARRANTY; without even the impliedwarranty of MERCHANTABILITY or FITNESS FOR A PARTICULARPURPOSE. See the GNU General Public License for moredetails.You should have received a copy of the GNU General Public Licensealong with this program; if not, a copy is available athttp://www.r-project.org/Licenses/*/#include <float.h> // for DBL_EPSILON#include "matrix.h"/* find qr decomposition, dqrdc2() is basis of R's qr(), also used by nlme */void F77_NAME(dqrdc2)(double *x, int *ldx, int *n, int *p,double *tol, int *rank,double *qraux, int *pivot, double *work);void F77_NAME(dqrls)(double *x, int *n, int *p, double *y, int *ny,double *tol, double *b, double *rsd,double *qty, int *k,int *jpvt, double *qraux, double *work);voidd_axpy(double *y, double a, double *x, int n){ /* y <- a * x + y */while (n-- > 0) { *y++ += a * *x++; }}doubled_sum_sqr( double *x, int n ){ /* sum(x * x) */double accum = 0.0;while (n-- > 0) { accum += *x * *x; x++; }return accum;}doubled_dot_prod( double *x, int incx, double *y, int incy, int n ){ /* sum(x * y) */double accum = 0.0;while (n-- > 0) { accum += *x * *y; x +=incx; y += incy; }return accum;}double *copy_mat(double *y, int ldy, double *x, int ldx, int nrow, int ncol){ /* y <- x */double * ret = y;while (ncol-- > 0) { Memcpy(y, x, nrow); y += ldy; x += ldx; }return ret;}double *copy_trans(double *y, int ldy, double *x, int ldx, int nrow, int ncol)/* y <- t(x) */{double * ret = y;int i, j;for (i = 0L; i < nrow; i++) {for (j = 0L; j < ncol; j++) { y[j] = x[i + j * ldx]; }y += ldy;}return ret;}double *mult_mat(double *z, int ldz,double *x, int ldx, int xrows, int xcols,double *y, int ldy, int ycols){ /* z <- x %*% y */double *t, *tmp = R_Calloc((size_t)(xrows * ycols), double);int i, j; /* use tmp so z can be either x or y */t = tmp;for (i = 0; i < ycols; i++) {for (j = 0; j < xcols; j++) {d_axpy(t, y[j], x + j * ldx, xrows);}t += xrows;y += ldy;}copy_mat(z, ldz, tmp, xrows, xrows, ycols);R_Free(tmp);return z;}static voidzero_mat(double *y, int ldy, int nrow, int ncol){ /* y[,] <- 0 */while (ncol-- > 0) {int i;for (i = 0; i < nrow; i++) { y[i] = 0.0; }y += ldy;}}QRptrQR(double *mat, int ldmat, int nrow, int ncol){ /* Constructor for a QR object */QRptr value = R_Calloc((size_t) 1, struct QR_struct);int j; double *work;if (sqrt_eps == 0.) { sqrt_eps = sqrt(DBL_EPSILON); }value->mat = mat;value->ldmat = ldmat;value->nrow = nrow;value->ncol = ncol;value->qraux = R_Calloc((size_t) ncol, double);value->pivot = R_Calloc((size_t) ncol, int);for (j = 0; j < ncol; j++) { (value->pivot)[j] = j; }work = R_Calloc( 2 * ncol, double );F77_CALL(dqrdc2) (mat, &ldmat, &nrow, &ncol, &sqrt_eps, &(value->rank),value->qraux, value->pivot, work);R_Free(work);return value;}voidQRfree(QRptr this){ /* destructor for a QR object*/R_Free(this->pivot);R_Free(this->qraux);R_Free(this);}intQRqty(QRptr this, double *ymat, int ldy, int ycol){ /* ymat <- qr.qty(this, ymat) */int j, info, task = 1000L;for (j = 0; j < ycol; j++) {double *col = ymat + j * ldy;F77_CALL(dqrsl) (this->mat, &(this->ldmat), &(this->nrow), &(this->ncol),this->qraux, col, DNULLP, col, DNULLP, DNULLP, DNULLP,&task, &info);}return info;}intQRsolve( QRptr this, double *ymat, int ldy, int ycol, double *beta, int ldbeta ){ /* beta <- qr.beta(this, ymat) */int j, info, task = 1100L;double *qty = R_Calloc( this->nrow, double ),*bb = R_Calloc( this->ncol, double );for (j = 0; j < ycol; j++) {Memcpy( qty, ymat, this->nrow );F77_CALL(dqrsl) (this->mat, &(this->ldmat), &(this->nrow), &(this->ncol),this->qraux, qty, DNULLP, qty, bb, DNULLP,DNULLP, &task, &info);Memcpy( beta, bb, this->ncol );ymat += ldy;beta += ldbeta;}R_Free( qty ); R_Free( bb );return info;}doubleQRlogAbsDet(QRptr this){ /* log(abs(det(upper triangle))) */int j;double accum = 0.0;for (j = 0; j < this->rank; j++)accum += log(fabs(this->mat[j * (this->ldmat + 1L)]));return accum;}voidQRstoreR(QRptr this, double *dest, int ldDest){ /* store the R part into dest */int i;for (i = 0; i < this->ncol; i++) {Memcpy(dest + this->pivot[i] * ldDest, this->mat + i * this->ldmat,((i + 1) > this->rank) ? this->rank : i + 1);}}intQR_and_rotate(double *mat, int ldmat, int nrow, int ncol,double *DmHalf, int qi, int ndecomp,double *logdet, double *store, int ldstr)/* Append DmHalf to the bottom of mat and take a QR decompositionof the first ndecomp columns. Apply the rotations to the othercolumns. Return the rank and increment log(abs(det(R11))). */{int rank, arow = nrow + qi, /* number of rows in augmented matrix */ndrow = ((arow > ndecomp) ? ndecomp : arow);double *aug = R_Calloc((size_t) arow * ncol, double);QRptr aQR;copy_mat(aug, arow, mat, ldmat, nrow, ncol);copy_mat(aug + nrow, arow, DmHalf, qi, qi, qi);aQR = QR(aug, arow, arow, ndecomp);if (logdet != DNULLP) { *logdet += QRlogAbsDet(aQR); }QRqty(aQR, aug + ndecomp * arow, arow, ncol - ndecomp);if (ldstr > 0) {QRstoreR(aQR, store, ldstr);copy_mat(store + ndecomp * ldstr, ldstr, aug + ndecomp * arow,arow, ndrow, ncol - ndecomp);}if (qi < ndecomp) { zero_mat(mat, ldmat, nrow, ncol); }copy_mat(mat + ndecomp * ldmat, ldmat, aug + ndecomp * (arow + 1L),arow, arow - ndrow, ncol - ndecomp);rank = aQR->rank;QRfree(aQR); R_Free(aug);return rank;}