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/* 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__ */
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