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Diffstat (limited to '2.3-1/thirdparty/includes/GSL/gsl/gsl_multilarge.h')
-rw-r--r-- | 2.3-1/thirdparty/includes/GSL/gsl/gsl_multilarge.h | 141 |
1 files changed, 141 insertions, 0 deletions
diff --git a/2.3-1/thirdparty/includes/GSL/gsl/gsl_multilarge.h b/2.3-1/thirdparty/includes/GSL/gsl/gsl_multilarge.h new file mode 100644 index 00000000..e99c1e1c --- /dev/null +++ b/2.3-1/thirdparty/includes/GSL/gsl/gsl_multilarge.h @@ -0,0 +1,141 @@ +/* gsl_multilarge.h + * + * Copyright (C) 2015 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_MULTILARGE_H__ +#define __GSL_MULTILARGE_H__ + +#include <gsl/gsl_math.h> +#include <gsl/gsl_vector.h> +#include <gsl/gsl_matrix.h> +#include <gsl/gsl_types.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 + +/* iteration solver type */ +typedef struct +{ + const char *name; + void * (*alloc) (const size_t p); + int (*reset) (void *); + int (*accumulate) (gsl_matrix * X, gsl_vector * y, + void *); + int (*solve) (const double lambda, gsl_vector * c, + double * rnorm, double * snorm, void *); + int (*rcond) (double * rcond, void *); + int (*lcurve) (gsl_vector * reg_param, gsl_vector * rho, + gsl_vector * eta, void *); + void (*free) (void *); +} gsl_multilarge_linear_type; + +typedef struct +{ + const gsl_multilarge_linear_type * type; + void * state; + size_t p; +} gsl_multilarge_linear_workspace; + +/* available types */ +GSL_VAR const gsl_multilarge_linear_type * gsl_multilarge_linear_normal; +GSL_VAR const gsl_multilarge_linear_type * gsl_multilarge_linear_tsqr; + +/* + * Prototypes + */ +gsl_multilarge_linear_workspace * +gsl_multilarge_linear_alloc(const gsl_multilarge_linear_type * T, + const size_t p); + +void gsl_multilarge_linear_free(gsl_multilarge_linear_workspace * w); + +const char *gsl_multilarge_linear_name(const gsl_multilarge_linear_workspace * w); + +int gsl_multilarge_linear_reset(gsl_multilarge_linear_workspace * w); + +int gsl_multilarge_linear_accumulate(gsl_matrix * X, + gsl_vector * y, + gsl_multilarge_linear_workspace * w); + +int gsl_multilarge_linear_solve(const double lambda, gsl_vector * c, + double * rnorm, double * snorm, + gsl_multilarge_linear_workspace * w); + +int gsl_multilarge_linear_rcond(double *rcond, gsl_multilarge_linear_workspace * w); + +int gsl_multilarge_linear_lcurve(gsl_vector * reg_param, gsl_vector * rho, + gsl_vector * eta, + gsl_multilarge_linear_workspace * w); + +int gsl_multilarge_linear_wstdform1 (const gsl_vector * L, + const gsl_matrix * X, + const gsl_vector * w, + const gsl_vector * y, + gsl_matrix * Xs, + gsl_vector * ys, + gsl_multilarge_linear_workspace * work); + +int gsl_multilarge_linear_stdform1 (const gsl_vector * L, + const gsl_matrix * X, + const gsl_vector * y, + gsl_matrix * Xs, + gsl_vector * ys, + gsl_multilarge_linear_workspace * work); + +int gsl_multilarge_linear_L_decomp (gsl_matrix * L, gsl_vector * tau); + +int gsl_multilarge_linear_wstdform2 (const gsl_matrix * LQR, + const gsl_vector * Ltau, + const gsl_matrix * X, + const gsl_vector * w, + const gsl_vector * y, + gsl_matrix * Xs, + gsl_vector * ys, + gsl_multilarge_linear_workspace * work); + +int gsl_multilarge_linear_stdform2 (const gsl_matrix * LQR, + const gsl_vector * Ltau, + const gsl_matrix * X, + const gsl_vector * y, + gsl_matrix * Xs, + gsl_vector * ys, + gsl_multilarge_linear_workspace * work); + +int gsl_multilarge_linear_genform1 (const gsl_vector * L, + const gsl_vector * cs, + gsl_vector * c, + gsl_multilarge_linear_workspace * work); + +int gsl_multilarge_linear_genform2 (const gsl_matrix * LQR, + const gsl_vector * Ltau, + const gsl_vector * cs, + gsl_vector * c, + gsl_multilarge_linear_workspace * work); + +__END_DECLS + +#endif /* __GSL_MULTILARGE_H__ */ |