NEW FEATURES AND NEW FUNCTIONS

1 files changed, 141 insertions, 0 deletions

diff --git a/thirdparty/includes/GSL/gsl/gsl_multilarge.h b/thirdparty/includes/GSL/gsl/gsl_multilarge.h
new file mode 100644
index 00000000..e99c1e1c
--- /dev/null
+++ b/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__ */