annotate nnls.h @ 18:dc65d72f6a6b matthiasm-plugin

added a Makefile for octave, yet to test

#ifndef NNLS_H
#define NNLS_H

#include <stdio.h>
#include <math.h>
#define nnls_max(a,b) ((a) >= (b) ? (a) : (b))
#define nnls_abs(x) ((x) >= 0 ? (x) : -(x))

typedef int integer;
typedef float floatreal;

/*     SUBROUTINE NNLS  (A,MDA,M,N,B,X,RNORM,W,ZZ,INDEX,MODE) */
 
/*  Algorithm NNLS: NONNEGATIVE LEAST SQUARES */
 
/*  The original version of this code was developed by */
/*  Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory */
/*  1973 JUN 15, and published in the book */
/*  "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
/*  Revised FEB 1995 to accompany reprinting of the book by SIAM. */
 
/*     GIVEN AN M BY N MATRIX, A, AND AN M-VECTOR, B,  COMPUTE AN */
/*     N-VECTOR, X, THAT SOLVES THE LEAST SQUARES PROBLEM */
 
/*                      A * X = B  SUBJECT TO X .GE. 0 */
/*     ------------------------------------------------------------------ */
/*                     Subroutine Arguments */
 
/*     A(),MDA,M,N     MDA IS THE FIRST DIMENSIONING PARAMETER FOR THE */
/*                     ARRAY, A().   ON ENTRY A() CONTAINS THE M BY N */
/*                     MATRIX, A.           ON EXIT A() CONTAINS */
/*                     THE PRODUCT MATRIX, Q*A , WHERE Q IS AN */
/*                     M BY M ORTHOGONAL MATRIX GENERATED IMPLICITLY BY */
/*                     THIS SUBROUTINE. */
/*     B()     ON ENTRY B() CONTAINS THE M-VECTOR, B.   ON EXIT B() CON- */
/*             TAINS Q*B. */
/*     X()     ON ENTRY X() NEED NOT BE INITIALIZED.  ON EXIT X() WILL */
/*             CONTAIN THE SOLUTION VECTOR. */
/*     RNORM   ON EXIT RNORM CONTAINS THE EUCLIDEAN NORM OF THE */
/*             RESIDUAL VECTOR. */
/*     W()     AN N-ARRAY OF WORKING SPACE.  ON EXIT W() WILL CONTAIN */
/*             THE DUAL SOLUTION VECTOR.   W WILL SATISFY W(I) = 0. */
/*             FOR ALL I IN SET P  AND W(I) .LE. 0. FOR ALL I IN SET Z */
/*     ZZ()     AN M-ARRAY OF WORKING SPACE. */
/*     INDEX()     AN INT WORKING ARRAY OF LENGTH AT LEAST N. */
/*                 ON EXIT THE CONTENTS OF THIS ARRAY DEFINE THE SETS */
/*                 P AND Z AS FOLLOWS.. */
 
/*                 INDEX(1)   THRU INDEX(NSETP) = SET P. */
/*                 INDEX(IZ1) THRU INDEX(IZ2)   = SET Z. */
/*                 IZ1 = NSETP + 1 = NPP1 */
/*                 IZ2 = N */
/*     MODE    THIS IS A SUCCESS-FAILURE FLAG WITH THE FOLLOWING */
/*             MEANINGS. */
/*             1     THE SOLUTION HAS BEEN COMPUTED SUCCESSFULLY. */
/*             2     THE DIMENSIONS OF THE PROBLEM ARE BAD. */
/*                   EITHER M .LE. 0 OR N .LE. 0. */
/*             3    ITERATION COUNT EXCEEDED.  MORE THAN 3*N ITERATIONS. */
 
/*     ------------------------------------------------------------------ */
/* Subroutine */ 
int nnls(float* a, int mda, int m, int n, 
	  float* b, float* x, float* rnorm, 
	  float* w, float* zz, int* index, int* mode);



/*     SUBROUTINE H12 (MODE,LPIVOT,L1,M,U,IUE,UP,C,ICE,ICV,NCV) */
 
/*  CONSTRUCTION AND/OR APPLICATION OF A SINGLE */
/*  HOUSEHOLDER TRANSFORMATION..     Q = I + U*(U**T)/B */
 
/*  The original version of this code was developed by */
/*  Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory */
/*  1973 JUN 12, and published in the book */
/*  "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
/*  Revised FEB 1995 to accompany reprinting of the book by SIAM. */
/*     ------------------------------------------------------------------ */
/*                     Subroutine Arguments */
 
/*     MODE   = 1 OR 2   Selects Algorithm H1 to construct and apply a */
/*            Householder transformation, or Algorithm H2 to apply a */
/*            previously constructed transformation. */
/*     LPIVOT IS THE INDEX OF THE PIVOT ELEMENT. */
/*     L1,M   IF L1 .LE. M   THE TRANSFORMATION WILL BE CONSTRUCTED TO */
/*            ZERO ELEMENTS INDEXED FROM L1 THROUGH M.   IF L1 GT. M */
/*            THE SUBROUTINE DOES AN IDENTITY TRANSFORMATION. */
/*     U(),IUE,UP    On entry with MODE = 1, U() contains the pivot */
/*            vector.  IUE is the storage increment between elements. */
/*            On exit when MODE = 1, U() and UP contain quantities */
/*            defining the vector U of the Householder transformation. */
/*            on entry with MODE = 2, U() and UP should contain */
/*            quantities previously computed with MODE = 1.  These will */
/*            not be modified during the entry with MODE = 2. */
/*     C()    ON ENTRY with MODE = 1 or 2, C() CONTAINS A MATRIX WHICH */
/*            WILL BE REGARDED AS A SET OF VECTORS TO WHICH THE */
/*            HOUSEHOLDER TRANSFORMATION IS TO BE APPLIED. */
/*            ON EXIT C() CONTAINS THE SET OF TRANSFORMED VECTORS. */
/*     ICE    STORAGE INCREMENT BETWEEN ELEMENTS OF VECTORS IN C(). */
/*     ICV    STORAGE INCREMENT BETWEEN VECTORS IN C(). */
/*     NCV    NUMBER OF VECTORS IN C() TO BE TRANSFORMED. IF NCV .LE. 0 */
/*            NO OPERATIONS WILL BE DONE ON C(). */
/*     ------------------------------------------------------------------ */
/* Subroutine */ 
int h12(int mode, int* lpivot, int* l1, 
	 int m, float* u, int* iue, float* up, float* c__, 
	 int* ice, int* icv, int* ncv);


    /*     COMPUTE ORTHOGONAL ROTATION MATRIX.. */
 
    /*  The original version of this code was developed by */
    /*  Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory 
     */
    /*  1973 JUN 12, and published in the book */
    /*  "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
    /*  Revised FEB 1995 to accompany reprinting of the book by SIAM. */
 
    /*     COMPUTE.. MATRIX   (C, S) SO THAT (C, S)(A) = (SQRT(A**2+B**2)) */
    /*                        (-S,C)         (-S,C)(B)   (   0          ) */
    /*     COMPUTE SIG = SQRT(A**2+B**2) */
    /*        SIG IS COMPUTED LAST TO ALLOW FOR THE POSSIBILITY THAT */
    /*        SIG MAY BE IN THE SAME LOCATION AS A OR B . */
int g1(float* a, float* b, float* cterm, float* sterm, float* sig);
#endif