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author | siddhu8990 | 2017-06-20 15:26:40 +0530 |
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committer | siddhu8990 | 2017-06-20 15:26:40 +0530 |
commit | 633deb856914bd374d62b3fb3b63447bd81bc03c (patch) | |
tree | d1a0da837c4ba6ec87b071dcb4661abe087d92a1 /2.3-1/thirdparty/includes/GSL/gsl/gsl_linalg.h | |
parent | 8031e1c2d3560523dc57da9f790ae4da39c796df (diff) | |
download | Scilab2C-633deb856914bd374d62b3fb3b63447bd81bc03c.tar.gz Scilab2C-633deb856914bd374d62b3fb3b63447bd81bc03c.tar.bz2 Scilab2C-633deb856914bd374d62b3fb3b63447bd81bc03c.zip |
Bug fixed for GSL library
Diffstat (limited to '2.3-1/thirdparty/includes/GSL/gsl/gsl_linalg.h')
-rw-r--r-- | 2.3-1/thirdparty/includes/GSL/gsl/gsl_linalg.h | 650 |
1 files changed, 650 insertions, 0 deletions
diff --git a/2.3-1/thirdparty/includes/GSL/gsl/gsl_linalg.h b/2.3-1/thirdparty/includes/GSL/gsl/gsl_linalg.h new file mode 100644 index 00000000..ac3e6433 --- /dev/null +++ b/2.3-1/thirdparty/includes/GSL/gsl/gsl_linalg.h @@ -0,0 +1,650 @@ +/* linalg/gsl_linalg.h + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2006, 2007 Gerard Jungman, Brian Gough, Patrick Alken + * + * 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 3 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. + */ + +#ifndef __GSL_LINALG_H__ +#define __GSL_LINALG_H__ + +#include <stdlib.h> +#include <gsl/gsl_mode.h> +#include <gsl/gsl_permutation.h> +#include <gsl/gsl_vector.h> +#include <gsl/gsl_matrix.h> +#include <gsl/gsl_math.h> +#include <gsl/gsl_inline.h> + +#undef __BEGIN_DECLS +#undef __END_DECLS +#ifdef __cplusplus +#define __BEGIN_DECLS extern "C" { +#define __END_DECLS } +#else +#define __BEGIN_DECLS /* empty */ +#define __END_DECLS /* empty */ +#endif + +__BEGIN_DECLS + +typedef enum + { + GSL_LINALG_MOD_NONE = 0, + GSL_LINALG_MOD_TRANSPOSE = 1, + GSL_LINALG_MOD_CONJUGATE = 2 + } +gsl_linalg_matrix_mod_t; + + +/* Note: You can now use the gsl_blas_dgemm function instead of matmult */ + +/* Simple implementation of matrix multiply. + * Calculates C = A.B + * + * exceptions: GSL_EBADLEN + */ +int gsl_linalg_matmult (const gsl_matrix * A, + const gsl_matrix * B, + gsl_matrix * C); + + +/* Simple implementation of matrix multiply. + * Allows transposition of either matrix, so it + * can compute A.B or Trans(A).B or A.Trans(B) or Trans(A).Trans(B) + * + * exceptions: GSL_EBADLEN + */ +int gsl_linalg_matmult_mod (const gsl_matrix * A, + gsl_linalg_matrix_mod_t modA, + const gsl_matrix * B, + gsl_linalg_matrix_mod_t modB, + gsl_matrix * C); + +/* Calculate the matrix exponential by the scaling and + * squaring method described in Moler + Van Loan, + * SIAM Rev 20, 801 (1978). The mode argument allows + * choosing an optimal strategy, from the table + * given in the paper, for a given precision. + * + * exceptions: GSL_ENOTSQR, GSL_EBADLEN + */ +int gsl_linalg_exponential_ss( + const gsl_matrix * A, + gsl_matrix * eA, + gsl_mode_t mode + ); + + +/* Householder Transformations */ + +double gsl_linalg_householder_transform (gsl_vector * v); +gsl_complex gsl_linalg_complex_householder_transform (gsl_vector_complex * v); + +int gsl_linalg_householder_hm (double tau, + const gsl_vector * v, + gsl_matrix * A); + +int gsl_linalg_householder_mh (double tau, + const gsl_vector * v, + gsl_matrix * A); + +int gsl_linalg_householder_hv (double tau, + const gsl_vector * v, + gsl_vector * w); + +int gsl_linalg_householder_hm1 (double tau, + gsl_matrix * A); + +int gsl_linalg_complex_householder_hm (gsl_complex tau, + const gsl_vector_complex * v, + gsl_matrix_complex * A); + +int gsl_linalg_complex_householder_mh (gsl_complex tau, + const gsl_vector_complex * v, + gsl_matrix_complex * A); + +int gsl_linalg_complex_householder_hv (gsl_complex tau, + const gsl_vector_complex * v, + gsl_vector_complex * w); + +/* Hessenberg reduction */ + +int gsl_linalg_hessenberg_decomp(gsl_matrix *A, gsl_vector *tau); +int gsl_linalg_hessenberg_unpack(gsl_matrix * H, gsl_vector * tau, + gsl_matrix * U); +int gsl_linalg_hessenberg_unpack_accum(gsl_matrix * H, gsl_vector * tau, + gsl_matrix * U); +int gsl_linalg_hessenberg_set_zero(gsl_matrix * H); +int gsl_linalg_hessenberg_submatrix(gsl_matrix *M, gsl_matrix *A, + size_t top, gsl_vector *tau); + +/* To support gsl-1.9 interface: DEPRECATED */ +int gsl_linalg_hessenberg(gsl_matrix *A, gsl_vector *tau); + + +/* Hessenberg-Triangular reduction */ + +int gsl_linalg_hesstri_decomp(gsl_matrix * A, gsl_matrix * B, + gsl_matrix * U, gsl_matrix * V, + gsl_vector * work); + +/* Singular Value Decomposition + + * exceptions: + */ + +int +gsl_linalg_SV_decomp (gsl_matrix * A, + gsl_matrix * V, + gsl_vector * S, + gsl_vector * work); + +int +gsl_linalg_SV_decomp_mod (gsl_matrix * A, + gsl_matrix * X, + gsl_matrix * V, + gsl_vector * S, + gsl_vector * work); + +int gsl_linalg_SV_decomp_jacobi (gsl_matrix * A, + gsl_matrix * Q, + gsl_vector * S); + +int +gsl_linalg_SV_solve (const gsl_matrix * U, + const gsl_matrix * Q, + const gsl_vector * S, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_SV_leverage(const gsl_matrix *U, gsl_vector *h); + + +/* LU Decomposition, Gaussian elimination with partial pivoting + */ + +int gsl_linalg_LU_decomp (gsl_matrix * A, gsl_permutation * p, int *signum); + +int gsl_linalg_LU_solve (const gsl_matrix * LU, + const gsl_permutation * p, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_LU_svx (const gsl_matrix * LU, + const gsl_permutation * p, + gsl_vector * x); + +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); + +int gsl_linalg_LU_invert (const gsl_matrix * LU, + const gsl_permutation * p, + gsl_matrix * inverse); + +double gsl_linalg_LU_det (gsl_matrix * LU, int signum); +double gsl_linalg_LU_lndet (gsl_matrix * LU); +int gsl_linalg_LU_sgndet (gsl_matrix * lu, int signum); + +/* Complex LU Decomposition */ + +int gsl_linalg_complex_LU_decomp (gsl_matrix_complex * A, + gsl_permutation * p, + int *signum); + +int gsl_linalg_complex_LU_solve (const gsl_matrix_complex * LU, + const gsl_permutation * p, + const gsl_vector_complex * b, + gsl_vector_complex * x); + +int gsl_linalg_complex_LU_svx (const gsl_matrix_complex * LU, + const gsl_permutation * p, + gsl_vector_complex * x); + +int gsl_linalg_complex_LU_refine (const gsl_matrix_complex * A, + const gsl_matrix_complex * LU, + const gsl_permutation * p, + const gsl_vector_complex * b, + gsl_vector_complex * x, + gsl_vector_complex * residual); + +int gsl_linalg_complex_LU_invert (const gsl_matrix_complex * LU, + const gsl_permutation * p, + gsl_matrix_complex * inverse); + +gsl_complex gsl_linalg_complex_LU_det (gsl_matrix_complex * LU, + int signum); + +double gsl_linalg_complex_LU_lndet (gsl_matrix_complex * LU); + +gsl_complex gsl_linalg_complex_LU_sgndet (gsl_matrix_complex * LU, + int signum); + +/* QR decomposition */ + +int gsl_linalg_QR_decomp (gsl_matrix * A, + gsl_vector * tau); + +int gsl_linalg_QR_solve (const gsl_matrix * QR, + const gsl_vector * tau, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_QR_svx (const gsl_matrix * QR, + const gsl_vector * tau, + gsl_vector * x); + +int gsl_linalg_QR_lssolve (const gsl_matrix * QR, + const gsl_vector * tau, + const gsl_vector * b, + gsl_vector * x, + gsl_vector * residual); + + +int gsl_linalg_QR_QRsolve (gsl_matrix * Q, + gsl_matrix * R, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_QR_Rsolve (const gsl_matrix * QR, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_QR_Rsvx (const gsl_matrix * QR, + gsl_vector * x); + +int gsl_linalg_QR_update (gsl_matrix * Q, + gsl_matrix * R, + gsl_vector * w, + const gsl_vector * v); + +int gsl_linalg_QR_QTvec (const gsl_matrix * QR, + const gsl_vector * tau, + gsl_vector * v); + +int gsl_linalg_QR_Qvec (const gsl_matrix * QR, + const gsl_vector * tau, + gsl_vector * v); + +int gsl_linalg_QR_QTmat (const gsl_matrix * QR, + const gsl_vector * tau, + gsl_matrix * A); + +int gsl_linalg_QR_matQ (const gsl_matrix * QR, + const gsl_vector * tau, + gsl_matrix * A); + +int gsl_linalg_QR_unpack (const gsl_matrix * QR, + const gsl_vector * tau, + gsl_matrix * Q, + gsl_matrix * R); + +int gsl_linalg_R_solve (const gsl_matrix * R, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_R_svx (const gsl_matrix * R, + gsl_vector * x); + + +/* Q R P^T decomposition */ + +int gsl_linalg_QRPT_decomp (gsl_matrix * A, + gsl_vector * tau, + gsl_permutation * p, + int *signum, + gsl_vector * norm); + +int gsl_linalg_QRPT_decomp2 (const gsl_matrix * A, + gsl_matrix * q, gsl_matrix * r, + gsl_vector * tau, + gsl_permutation * p, + int *signum, + gsl_vector * norm); + +int gsl_linalg_QRPT_solve (const gsl_matrix * QR, + const gsl_vector * tau, + const gsl_permutation * p, + const gsl_vector * b, + gsl_vector * x); + + +int gsl_linalg_QRPT_svx (const gsl_matrix * QR, + const gsl_vector * tau, + const gsl_permutation * p, + gsl_vector * x); + +int gsl_linalg_QRPT_QRsolve (const gsl_matrix * Q, + const gsl_matrix * R, + const gsl_permutation * p, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_QRPT_Rsolve (const gsl_matrix * QR, + const gsl_permutation * p, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_QRPT_Rsvx (const gsl_matrix * QR, + const gsl_permutation * p, + gsl_vector * x); + +int gsl_linalg_QRPT_update (gsl_matrix * Q, + gsl_matrix * R, + const gsl_permutation * p, + gsl_vector * u, + const gsl_vector * v); + +/* LQ decomposition */ + +int gsl_linalg_LQ_decomp (gsl_matrix * A, gsl_vector * tau); + +int gsl_linalg_LQ_solve_T (const gsl_matrix * LQ, const gsl_vector * tau, + const gsl_vector * b, gsl_vector * x); + +int gsl_linalg_LQ_svx_T (const gsl_matrix * LQ, const gsl_vector * tau, + gsl_vector * x); + +int gsl_linalg_LQ_lssolve_T (const gsl_matrix * LQ, const gsl_vector * tau, + const gsl_vector * b, gsl_vector * x, + gsl_vector * residual); + +int gsl_linalg_LQ_Lsolve_T (const gsl_matrix * LQ, const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_LQ_Lsvx_T (const gsl_matrix * LQ, gsl_vector * x); + +int gsl_linalg_L_solve_T (const gsl_matrix * L, const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_LQ_vecQ (const gsl_matrix * LQ, const gsl_vector * tau, + gsl_vector * v); + +int gsl_linalg_LQ_vecQT (const gsl_matrix * LQ, const gsl_vector * tau, + gsl_vector * v); + +int gsl_linalg_LQ_unpack (const gsl_matrix * LQ, const gsl_vector * tau, + gsl_matrix * Q, gsl_matrix * L); + +int gsl_linalg_LQ_update (gsl_matrix * Q, gsl_matrix * R, + const gsl_vector * v, gsl_vector * w); +int gsl_linalg_LQ_LQsolve (gsl_matrix * Q, gsl_matrix * L, + const gsl_vector * b, gsl_vector * x); + +/* P^T L Q decomposition */ + +int gsl_linalg_PTLQ_decomp (gsl_matrix * A, gsl_vector * tau, + gsl_permutation * p, int *signum, + gsl_vector * norm); + +int gsl_linalg_PTLQ_decomp2 (const gsl_matrix * A, gsl_matrix * q, + gsl_matrix * r, gsl_vector * tau, + gsl_permutation * p, int *signum, + gsl_vector * norm); + +int gsl_linalg_PTLQ_solve_T (const gsl_matrix * QR, + const gsl_vector * tau, + const gsl_permutation * p, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_PTLQ_svx_T (const gsl_matrix * LQ, + const gsl_vector * tau, + const gsl_permutation * p, + gsl_vector * x); + +int gsl_linalg_PTLQ_LQsolve_T (const gsl_matrix * Q, const gsl_matrix * L, + const gsl_permutation * p, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_PTLQ_Lsolve_T (const gsl_matrix * LQ, + const gsl_permutation * p, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_PTLQ_Lsvx_T (const gsl_matrix * LQ, + const gsl_permutation * p, + gsl_vector * x); + +int gsl_linalg_PTLQ_update (gsl_matrix * Q, gsl_matrix * L, + const gsl_permutation * p, + const gsl_vector * v, gsl_vector * w); + +/* Cholesky Decomposition */ + +int gsl_linalg_cholesky_decomp (gsl_matrix * A); + +int gsl_linalg_cholesky_solve (const gsl_matrix * cholesky, + const gsl_vector * b, + gsl_vector * x); + +int gsl_linalg_cholesky_svx (const gsl_matrix * cholesky, + gsl_vector * x); + +int gsl_linalg_cholesky_invert(gsl_matrix * cholesky); + +/* Cholesky decomposition with unit-diagonal triangular parts. + * A = L D L^T, where diag(L) = (1,1,...,1). + * Upon exit, A contains L and L^T as for Cholesky, and + * the diagonal of A is (1,1,...,1). The vector Dis set + * to the diagonal elements of the diagonal matrix D. + */ +int gsl_linalg_cholesky_decomp_unit(gsl_matrix * A, gsl_vector * D); + +/* Complex Cholesky Decomposition */ + +int gsl_linalg_complex_cholesky_decomp (gsl_matrix_complex * A); + +int gsl_linalg_complex_cholesky_solve (const gsl_matrix_complex * cholesky, + const gsl_vector_complex * b, + gsl_vector_complex * x); + +int gsl_linalg_complex_cholesky_svx (const gsl_matrix_complex * cholesky, + gsl_vector_complex * x); + +int gsl_linalg_complex_cholesky_invert(gsl_matrix_complex * cholesky); + + +/* Symmetric to symmetric tridiagonal decomposition */ + +int gsl_linalg_symmtd_decomp (gsl_matrix * A, + gsl_vector * tau); + +int gsl_linalg_symmtd_unpack (const gsl_matrix * A, + const gsl_vector * tau, + gsl_matrix * Q, + gsl_vector * diag, + gsl_vector * subdiag); + +int gsl_linalg_symmtd_unpack_T (const gsl_matrix * A, + gsl_vector * diag, + gsl_vector * subdiag); + +/* Hermitian to symmetric tridiagonal decomposition */ + +int gsl_linalg_hermtd_decomp (gsl_matrix_complex * A, + gsl_vector_complex * tau); + +int gsl_linalg_hermtd_unpack (const gsl_matrix_complex * A, + const gsl_vector_complex * tau, + gsl_matrix_complex * U, + gsl_vector * diag, + gsl_vector * sudiag); + +int gsl_linalg_hermtd_unpack_T (const gsl_matrix_complex * A, + gsl_vector * diag, + gsl_vector * subdiag); + +/* Linear Solve Using Householder Transformations + + * exceptions: + */ + +int gsl_linalg_HH_solve (gsl_matrix * A, const gsl_vector * b, gsl_vector * x); +int gsl_linalg_HH_svx (gsl_matrix * A, gsl_vector * x); + +/* Linear solve for a symmetric tridiagonal system. + + * The input vectors represent the NxN matrix as follows: + * + * diag[0] offdiag[0] 0 ... + * offdiag[0] diag[1] offdiag[1] ... + * 0 offdiag[1] diag[2] ... + * 0 0 offdiag[2] ... + * ... ... ... ... + */ +int gsl_linalg_solve_symm_tridiag (const gsl_vector * diag, + const gsl_vector * offdiag, + const gsl_vector * b, + gsl_vector * x); + +/* Linear solve for a nonsymmetric tridiagonal system. + + * The input vectors represent the NxN matrix as follows: + * + * diag[0] abovediag[0] 0 ... + * belowdiag[0] diag[1] abovediag[1] ... + * 0 belowdiag[1] diag[2] ... + * 0 0 belowdiag[2] ... + * ... ... ... ... + */ +int gsl_linalg_solve_tridiag (const gsl_vector * diag, + const gsl_vector * abovediag, + const gsl_vector * belowdiag, + const gsl_vector * b, + gsl_vector * x); + + +/* Linear solve for a symmetric cyclic tridiagonal system. + + * The input vectors represent the NxN matrix as follows: + * + * diag[0] offdiag[0] 0 ..... offdiag[N-1] + * offdiag[0] diag[1] offdiag[1] ..... + * 0 offdiag[1] diag[2] ..... + * 0 0 offdiag[2] ..... + * ... ... + * offdiag[N-1] ... + */ +int gsl_linalg_solve_symm_cyc_tridiag (const gsl_vector * diag, + const gsl_vector * offdiag, + const gsl_vector * b, + gsl_vector * x); + +/* Linear solve for a nonsymmetric cyclic tridiagonal system. + + * The input vectors represent the NxN matrix as follows: + * + * diag[0] abovediag[0] 0 ..... belowdiag[N-1] + * belowdiag[0] diag[1] abovediag[1] ..... + * 0 belowdiag[1] diag[2] + * 0 0 belowdiag[2] ..... + * ... ... + * abovediag[N-1] ... + */ +int gsl_linalg_solve_cyc_tridiag (const gsl_vector * diag, + const gsl_vector * abovediag, + const gsl_vector * belowdiag, + const gsl_vector * b, + gsl_vector * x); + + +/* Bidiagonal decomposition */ + +int gsl_linalg_bidiag_decomp (gsl_matrix * A, + gsl_vector * tau_U, + gsl_vector * tau_V); + +int gsl_linalg_bidiag_unpack (const gsl_matrix * A, + const gsl_vector * tau_U, + gsl_matrix * U, + const gsl_vector * tau_V, + gsl_matrix * V, + gsl_vector * diag, + gsl_vector * superdiag); + +int gsl_linalg_bidiag_unpack2 (gsl_matrix * A, + gsl_vector * tau_U, + gsl_vector * tau_V, + gsl_matrix * V); + +int gsl_linalg_bidiag_unpack_B (const gsl_matrix * A, + gsl_vector * diag, + gsl_vector * superdiag); + +/* Balancing */ + +int gsl_linalg_balance_matrix (gsl_matrix * A, gsl_vector * D); +int gsl_linalg_balance_accum (gsl_matrix * A, gsl_vector * D); +int gsl_linalg_balance_columns (gsl_matrix * A, gsl_vector * D); + +INLINE_DECL void gsl_linalg_givens (const double a, const double b, + double *c, double *s); +INLINE_DECL void gsl_linalg_givens_gv (gsl_vector * v, const size_t i, + const size_t j, const double c, + const double s); + +#ifdef HAVE_INLINE + +/* Generate a Givens rotation (cos,sin) which takes v=(x,y) to (|v|,0) + From Golub and Van Loan, "Matrix Computations", Section 5.1.8 */ +INLINE_FUN +void +gsl_linalg_givens (const double a, const double b, double *c, double *s) +{ + if (b == 0) + { + *c = 1; + *s = 0; + } + else if (fabs (b) > fabs (a)) + { + double t = -a / b; + double s1 = 1.0 / sqrt (1 + t * t); + *s = s1; + *c = s1 * t; + } + else + { + double t = -b / a; + double c1 = 1.0 / sqrt (1 + t * t); + *c = c1; + *s = c1 * t; + } +} /* gsl_linalg_givens() */ + +INLINE_FUN +void +gsl_linalg_givens_gv (gsl_vector * v, const size_t i, const size_t j, + const double c, const double s) +{ + /* Apply rotation to vector v' = G^T v */ + + double vi = gsl_vector_get (v, i); + double vj = gsl_vector_get (v, j); + gsl_vector_set (v, i, c * vi - s * vj); + gsl_vector_set (v, j, s * vi + c * vj); +} + +#endif /* HAVE_INLINE */ + +__END_DECLS + +#endif /* __GSL_LINALG_H__ */ |