src/parsec/disk-image/parsec/parsec-benchmark/pkgs/libs/gsl/src/linalg/lu.c - public/gem5-resources - Git at Google

 /* linalg/lu.c
  *
  * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman, 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.
  */

 /* Author:  G. Jungman */

 #include <config.h>
 #include <stdlib.h>
 #include <string.h>
 #include <gsl/gsl_math.h>
 #include <gsl/gsl_vector.h>
 #include <gsl/gsl_matrix.h>
 #include <gsl/gsl_permute_vector.h>
 #include <gsl/gsl_blas.h>

 #include <gsl/gsl_linalg.h>

 #define REAL double

 /* Factorise a general N x N matrix A into,
  *
  *   P A = L U
  *
  * where P is a permutation matrix, L is unit lower triangular and U
  * is upper triangular.
  *
  * L is stored in the strict lower triangular part of the input
  * matrix. The diagonal elements of L are unity and are not stored.
  *
  * U is stored in the diagonal and upper triangular part of the
  * input matrix.
  *
  * P is stored in the permutation p. Column j of P is column k of the
  * identity matrix, where k = permutation->data[j]
  *
  * signum gives the sign of the permutation, (-1)^n, where n is the
  * number of interchanges in the permutation.
  *
  * See Golub & Van Loan, Matrix Computations, Algorithm 3.4.1 (Gauss
  * Elimination with Partial Pivoting).
  */

 int
 gsl_linalg_LU_decomp (gsl_matrix * A, gsl_permutation * p, int *signum)
 {
   if (A->size1 != A->size2)
     {
       GSL_ERROR ("LU decomposition requires square matrix", GSL_ENOTSQR);
     }
   else if (p->size != A->size1)
     {
       GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
     }
   else
     {
       const size_t N = A->size1;
       size_t i, j, k;

       *signum = 1;
       gsl_permutation_init (p);

       for (j = 0; j < N - 1; j++)
         {
           /* Find maximum in the j-th column */

           REAL ajj, max = fabs (gsl_matrix_get (A, j, j));
           size_t i_pivot = j;

           for (i = j + 1; i < N; i++)
             {
               REAL aij = fabs (gsl_matrix_get (A, i, j));

               if (aij > max)
                 {
                   max = aij;
                   i_pivot = i;
                 }
             }

           if (i_pivot != j)
             {
               gsl_matrix_swap_rows (A, j, i_pivot);
               gsl_permutation_swap (p, j, i_pivot);
               *signum = -(*signum);
             }

           ajj = gsl_matrix_get (A, j, j);

           if (ajj != 0.0)
             {
               for (i = j + 1; i < N; i++)
                 {
                   REAL aij = gsl_matrix_get (A, i, j) / ajj;
                   gsl_matrix_set (A, i, j, aij);

                   for (k = j + 1; k < N; k++)
                     {
                       REAL aik = gsl_matrix_get (A, i, k);
                       REAL ajk = gsl_matrix_get (A, j, k);
                       gsl_matrix_set (A, i, k, aik - aij * ajk);
                     }
                 }
             }
         }

       return GSL_SUCCESS;
     }
 }

 int
 gsl_linalg_LU_solve (const gsl_matrix * LU, const gsl_permutation * p, const gsl_vector * b, gsl_vector * x)
 {
   if (LU->size1 != LU->size2)
     {
       GSL_ERROR ("LU matrix must be square", GSL_ENOTSQR);
     }
   else if (LU->size1 != p->size)
     {
       GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
     }
   else if (LU->size1 != b->size)
     {
       GSL_ERROR ("matrix size must match b size", GSL_EBADLEN);
     }
   else if (LU->size2 != x->size)
     {
       GSL_ERROR ("matrix size must match solution size", GSL_EBADLEN);
     }
   else
     {
       /* Copy x <- b */

       gsl_vector_memcpy (x, b);

       /* Solve for x */

       gsl_linalg_LU_svx (LU, p, x);

       return GSL_SUCCESS;
     }
 }


 int
 gsl_linalg_LU_svx (const gsl_matrix * LU, const gsl_permutation * p, gsl_vector * x)
 {
   if (LU->size1 != LU->size2)
     {
       GSL_ERROR ("LU matrix must be square", GSL_ENOTSQR);
     }
   else if (LU->size1 != p->size)
     {
       GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
     }
   else if (LU->size1 != x->size)
     {
       GSL_ERROR ("matrix size must match solution/rhs size", GSL_EBADLEN);
     }
   else
     {
       /* Apply permutation to RHS */

       gsl_permute_vector (p, x);

       /* Solve for c using forward-substitution, L c = P b */

       gsl_blas_dtrsv (CblasLower, CblasNoTrans, CblasUnit, LU, x);

       /* Perform back-substitution, U x = c */

       gsl_blas_dtrsv (CblasUpper, CblasNoTrans, CblasNonUnit, LU, x);

       return GSL_SUCCESS;
     }
 }


 int
 gsl_linalg_LU_refine (const gsl_matrix * A, const gsl_matrix * LU, const gsl_permutation * p, const gsl_vector * b, gsl_vector * x, gsl_vector * residual)
 {
   if (A->size1 != A->size2)
     {
       GSL_ERROR ("matrix a must be square", GSL_ENOTSQR);
     }
   if (LU->size1 != LU->size2)
     {
       GSL_ERROR ("LU matrix must be square", GSL_ENOTSQR);
     }
   else if (A->size1 != LU->size2)
     {
       GSL_ERROR ("LU matrix must be decomposition of a", GSL_ENOTSQR);
     }
   else if (LU->size1 != p->size)
     {
       GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
     }
   else if (LU->size1 != b->size)
     {
       GSL_ERROR ("matrix size must match b size", GSL_EBADLEN);
     }
   else if (LU->size1 != x->size)
     {
       GSL_ERROR ("matrix size must match solution size", GSL_EBADLEN);
     }
   else
     {
       /* Compute residual, residual = (A * x  - b) */

       gsl_vector_memcpy (residual, b);
       gsl_blas_dgemv (CblasNoTrans, 1.0, A, x, -1.0, residual);

       /* Find correction, delta = - (A^-1) * residual, and apply it */

       gsl_linalg_LU_svx (LU, p, residual);
       gsl_blas_daxpy (-1.0, residual, x);

       return GSL_SUCCESS;
     }
 }

 int
 gsl_linalg_LU_invert (const gsl_matrix * LU, const gsl_permutation * p, gsl_matrix * inverse)
 {
   size_t i, n = LU->size1;

   int status = GSL_SUCCESS;

   gsl_matrix_set_identity (inverse);

   for (i = 0; i < n; i++)
     {
       gsl_vector_view c = gsl_matrix_column (inverse, i);
       int status_i = gsl_linalg_LU_svx (LU, p, &(c.vector));

       if (status_i)
         status = status_i;
     }

   return status;
 }

 double
 gsl_linalg_LU_det (gsl_matrix * LU, int signum)
 {
   size_t i, n = LU->size1;

   double det = (double) signum;

   for (i = 0; i < n; i++)
     {
       det *= gsl_matrix_get (LU, i, i);
     }

   return det;
 }


 double
 gsl_linalg_LU_lndet (gsl_matrix * LU)
 {
   size_t i, n = LU->size1;

   double lndet = 0.0;

   for (i = 0; i < n; i++)
     {
       lndet += log (fabs (gsl_matrix_get (LU, i, i)));
     }

   return lndet;
 }


 int
 gsl_linalg_LU_sgndet (gsl_matrix * LU, int signum)
 {
   size_t i, n = LU->size1;

   int s = signum;

   for (i = 0; i < n; i++)
     {
       double u = gsl_matrix_get (LU, i, i);

       if (u < 0)
         {
           s *= -1;
         }
       else if (u == 0)
         {
           s = 0;
           break;
         }
     }

   return s;
 }
	/* linalg/lu.c
	*
	* Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman, 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.
	*/

	/* Author: G. Jungman */

	#include <config.h>
	#include <stdlib.h>
	#include <string.h>
	#include <gsl/gsl_math.h>
	#include <gsl/gsl_vector.h>
	#include <gsl/gsl_matrix.h>
	#include <gsl/gsl_permute_vector.h>
	#include <gsl/gsl_blas.h>

	#include <gsl/gsl_linalg.h>

	#define REAL double

	/* Factorise a general N x N matrix A into,
	*
	* P A = L U
	*
	* where P is a permutation matrix, L is unit lower triangular and U
	* is upper triangular.
	*
	* L is stored in the strict lower triangular part of the input
	* matrix. The diagonal elements of L are unity and are not stored.
	*
	* U is stored in the diagonal and upper triangular part of the
	* input matrix.
	*
	* P is stored in the permutation p. Column j of P is column k of the
	* identity matrix, where k = permutation->data[j]
	*
	* signum gives the sign of the permutation, (-1)^n, where n is the
	* number of interchanges in the permutation.
	*
	* See Golub & Van Loan, Matrix Computations, Algorithm 3.4.1 (Gauss
	* Elimination with Partial Pivoting).
	*/

	int
	gsl_linalg_LU_decomp (gsl_matrix * A, gsl_permutation * p, int *signum)
	{
	if (A->size1 != A->size2)
	{
	GSL_ERROR ("LU decomposition requires square matrix", GSL_ENOTSQR);
	}
	else if (p->size != A->size1)
	{
	GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
	}
	else
	{
	const size_t N = A->size1;
	size_t i, j, k;

	*signum = 1;
	gsl_permutation_init (p);

	for (j = 0; j < N - 1; j++)
	{
	/* Find maximum in the j-th column */

	REAL ajj, max = fabs (gsl_matrix_get (A, j, j));
	size_t i_pivot = j;

	for (i = j + 1; i < N; i++)
	{
	REAL aij = fabs (gsl_matrix_get (A, i, j));

	if (aij > max)
	{
	max = aij;
	i_pivot = i;
	}
	}

	if (i_pivot != j)
	{
	gsl_matrix_swap_rows (A, j, i_pivot);
	gsl_permutation_swap (p, j, i_pivot);
	signum = -(signum);
	}

	ajj = gsl_matrix_get (A, j, j);

	if (ajj != 0.0)
	{
	for (i = j + 1; i < N; i++)
	{
	REAL aij = gsl_matrix_get (A, i, j) / ajj;
	gsl_matrix_set (A, i, j, aij);

	for (k = j + 1; k < N; k++)
	{
	REAL aik = gsl_matrix_get (A, i, k);
	REAL ajk = gsl_matrix_get (A, j, k);
	gsl_matrix_set (A, i, k, aik - aij * ajk);
	}
	}
	}
	}

	return GSL_SUCCESS;
	}
	}

	int
	gsl_linalg_LU_solve (const gsl_matrix * LU, const gsl_permutation * p, const gsl_vector * b, gsl_vector * x)
	{
	if (LU->size1 != LU->size2)
	{
	GSL_ERROR ("LU matrix must be square", GSL_ENOTSQR);
	}
	else if (LU->size1 != p->size)
	{
	GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
	}
	else if (LU->size1 != b->size)
	{
	GSL_ERROR ("matrix size must match b size", GSL_EBADLEN);
	}
	else if (LU->size2 != x->size)
	{
	GSL_ERROR ("matrix size must match solution size", GSL_EBADLEN);
	}
	else
	{
	/* Copy x <- b */

	gsl_vector_memcpy (x, b);

	/* Solve for x */

	gsl_linalg_LU_svx (LU, p, x);

	return GSL_SUCCESS;
	}
	}


	int
	gsl_linalg_LU_svx (const gsl_matrix * LU, const gsl_permutation * p, gsl_vector * x)
	{
	if (LU->size1 != LU->size2)
	{
	GSL_ERROR ("LU matrix must be square", GSL_ENOTSQR);
	}
	else if (LU->size1 != p->size)
	{
	GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
	}
	else if (LU->size1 != x->size)
	{
	GSL_ERROR ("matrix size must match solution/rhs size", GSL_EBADLEN);
	}
	else
	{
	/* Apply permutation to RHS */

	gsl_permute_vector (p, x);

	/* Solve for c using forward-substitution, L c = P b */

	gsl_blas_dtrsv (CblasLower, CblasNoTrans, CblasUnit, LU, x);

	/* Perform back-substitution, U x = c */

	gsl_blas_dtrsv (CblasUpper, CblasNoTrans, CblasNonUnit, LU, x);

	return GSL_SUCCESS;
	}
	}


	int
	gsl_linalg_LU_refine (const gsl_matrix * A, const gsl_matrix * LU, const gsl_permutation * p, const gsl_vector * b, gsl_vector * x, gsl_vector * residual)
	{
	if (A->size1 != A->size2)
	{
	GSL_ERROR ("matrix a must be square", GSL_ENOTSQR);
	}
	if (LU->size1 != LU->size2)
	{
	GSL_ERROR ("LU matrix must be square", GSL_ENOTSQR);
	}
	else if (A->size1 != LU->size2)
	{
	GSL_ERROR ("LU matrix must be decomposition of a", GSL_ENOTSQR);
	}
	else if (LU->size1 != p->size)
	{
	GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
	}
	else if (LU->size1 != b->size)
	{
	GSL_ERROR ("matrix size must match b size", GSL_EBADLEN);
	}
	else if (LU->size1 != x->size)
	{
	GSL_ERROR ("matrix size must match solution size", GSL_EBADLEN);
	}
	else
	{
	/* Compute residual, residual = (A * x - b) */

	gsl_vector_memcpy (residual, b);
	gsl_blas_dgemv (CblasNoTrans, 1.0, A, x, -1.0, residual);

	/* Find correction, delta = - (A^-1) * residual, and apply it */

	gsl_linalg_LU_svx (LU, p, residual);
	gsl_blas_daxpy (-1.0, residual, x);

	return GSL_SUCCESS;
	}
	}

	int
	gsl_linalg_LU_invert (const gsl_matrix * LU, const gsl_permutation * p, gsl_matrix * inverse)
	{
	size_t i, n = LU->size1;

	int status = GSL_SUCCESS;

	gsl_matrix_set_identity (inverse);

	for (i = 0; i < n; i++)
	{
	gsl_vector_view c = gsl_matrix_column (inverse, i);
	int status_i = gsl_linalg_LU_svx (LU, p, &(c.vector));

	if (status_i)
	status = status_i;
	}

	return status;
	}

	double
	gsl_linalg_LU_det (gsl_matrix * LU, int signum)
	{
	size_t i, n = LU->size1;

	double det = (double) signum;

	for (i = 0; i < n; i++)
	{
	det *= gsl_matrix_get (LU, i, i);
	}

	return det;
	}


	double
	gsl_linalg_LU_lndet (gsl_matrix * LU)
	{
	size_t i, n = LU->size1;

	double lndet = 0.0;

	for (i = 0; i < n; i++)
	{
	lndet += log (fabs (gsl_matrix_get (LU, i, i)));
	}

	return lndet;
	}


	int
	gsl_linalg_LU_sgndet (gsl_matrix * LU, int signum)
	{
	size_t i, n = LU->size1;

	int s = signum;

	for (i = 0; i < n; i++)
	{
	double u = gsl_matrix_get (LU, i, i);

	if (u < 0)
	{
	s *= -1;
	}
	else if (u == 0)
	{
	s = 0;
	break;
	}
	}

	return s;
	}