| /* linalg/balance.c |
| * |
| * Copyright (C) 2001, 2004 Brian Gough |
| * |
| * 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. |
| * |
| * You should have received a copy of the GNU General Public License |
| * along with this program; if not, write to the Free Software |
| * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. |
| */ |
| |
| /* Balance a general matrix by scaling the columns |
| * |
| * B = A D |
| * |
| * where D is a diagonal matrix |
| */ |
| |
| #include <config.h> |
| #include <stdlib.h> |
| #include <gsl/gsl_math.h> |
| #include <gsl/gsl_vector.h> |
| #include <gsl/gsl_matrix.h> |
| #include <gsl/gsl_blas.h> |
| |
| #include <gsl/gsl_linalg.h> |
| |
| int |
| gsl_linalg_balance_columns (gsl_matrix * A, gsl_vector * D) |
| { |
| const size_t N = A->size2; |
| size_t j; |
| |
| if (D->size != A->size2) |
| { |
| GSL_ERROR("length of D must match second dimension of A", GSL_EINVAL); |
| } |
| |
| gsl_vector_set_all (D, 1.0); |
| |
| for (j = 0; j < N; j++) |
| { |
| gsl_vector_view A_j = gsl_matrix_column (A, j); |
| |
| double s = gsl_blas_dasum(&A_j.vector); |
| |
| double f = 1.0; |
| |
| if (s == 0.0 || !gsl_finite(s)) |
| { |
| gsl_vector_set (D, j, f); |
| continue; |
| } |
| |
| /* FIXME: we could use frexp() here */ |
| |
| while (s > 1.0) |
| { |
| s /= 2.0; |
| f *= 2.0; |
| } |
| |
| while (s < 0.5) |
| { |
| s *= 2.0; |
| f /= 2.0; |
| } |
| |
| gsl_vector_set (D, j, f); |
| |
| if (f != 1.0) |
| { |
| gsl_blas_dscal(1.0/f, &A_j.vector); |
| } |
| } |
| |
| return GSL_SUCCESS; |
| } |