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Diffstat (limited to 'src/matrixOperations/expm/cexpma.c')
-rw-r--r-- | src/matrixOperations/expm/cexpma.c | 172 |
1 files changed, 172 insertions, 0 deletions
diff --git a/src/matrixOperations/expm/cexpma.c b/src/matrixOperations/expm/cexpma.c new file mode 100644 index 00000000..97d24b42 --- /dev/null +++ b/src/matrixOperations/expm/cexpma.c @@ -0,0 +1,172 @@ +/* + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008-2008 - INRIA - Allan SIMON + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt + * + */ + +#include "matrixExponential.h" + +void cexpma(floatComplex * in, floatComplex * out, int _iLeadDim) +{ + int iIndex1 = 0; + int iMax = 0; + int iFlag = 0; + int iLoop1 = 0; + int iSquare = 0; + + + float fltExp = 0; + float fltS = 0; + float fltS2 = 0; + float fltCst = 0.5f; + + floatComplex cfltCst ; + + floatComplex *pfltMatrixA = NULL; + floatComplex *pfltMatrixX = NULL; + floatComplex *pfltMatrixD = NULL; + floatComplex *pfltMatrixcX = NULL; + floatComplex *pfltMatrixcA = NULL; + floatComplex *pfltMatrixEye = NULL; + floatComplex *pfltMatrixTemp = NULL; + floatComplex *pfltMatrixTemp2 = NULL; + + + + + iSquare = _iLeadDim * _iLeadDim; + + pfltMatrixA = (floatComplex*)malloc(sizeof(floatComplex) * (unsigned int) iSquare); + pfltMatrixX = (floatComplex*)malloc(sizeof(floatComplex) * (unsigned int) iSquare); + pfltMatrixD = (floatComplex*)malloc(sizeof(floatComplex) * (unsigned int) iSquare); + pfltMatrixcX = (floatComplex*)malloc(sizeof(floatComplex) * (unsigned int) iSquare); + pfltMatrixcA = (floatComplex*)malloc(sizeof(floatComplex) * (unsigned int) iSquare); + pfltMatrixEye = (floatComplex*)malloc(sizeof(floatComplex) * (unsigned int) iSquare); + pfltMatrixTemp = (floatComplex*)malloc(sizeof(floatComplex) * (unsigned int) iSquare); + pfltMatrixTemp2 = (floatComplex*)malloc(sizeof(floatComplex) * (unsigned int) iSquare); + + cfltCst = FloatComplex ( 0.5f , 0 ); + + /*// Scale A by power of 2 so that its norm is < 1/2 .*/ + sfrexps( cinfnorma( in, _iLeadDim, _iLeadDim) , &fltExp); + fltS = max(0, fltExp + 1); + fltS2 = spows(2.0f, fltS); + + /*A = A./2^s */ + + for ( iIndex1 = 0 ; iIndex1 < iSquare ; iIndex1++ ) + pfltMatrixA[iIndex1] = cdevides ( in[iIndex1] , FloatComplex ( fltS2 , 0 )); + + + /* Pade approximation for exp(A) + //X = A */ + /*C2F(zcopy)(&iSquare, pfltMatrixA, &iOne, pfltMatrixX, &iOne );*/ + for ( iIndex1 = 0 ; iIndex1 < iSquare ; iIndex1++ ) + pfltMatrixX[iIndex1] = pfltMatrixA[iIndex1] ; + + + ceyesa(pfltMatrixEye, _iLeadDim, _iLeadDim); + + cmulma ( & cfltCst , 1 ,1, + pfltMatrixA , _iLeadDim, _iLeadDim, + pfltMatrixcA); + + /* cA = A * c */ + + + /*E = Eye + cA*/ + + caddma (pfltMatrixEye , iSquare, pfltMatrixcA ,iSquare, out ) ; + + /* D = Eye - cA */ + + cdiffma (pfltMatrixEye , iSquare, pfltMatrixcA ,iSquare,pfltMatrixD ) ; + + iMax = 6; + iFlag = 1; + + for(iLoop1 = 2 ; iLoop1 <= iMax ; iLoop1++) + { + fltCst *= (float) ((iMax - iLoop1 + 1 ) / (iLoop1 * (2 * iMax - iLoop1 + 1))); + cfltCst = FloatComplex( fltCst , 0); + + /*Temp = X */ + /*C2F(zcopy)(&iSquare, pfltMatrixX, &iOne, pfltMatrixTemp, &iOne);*/ + for ( iIndex1 = 0 ; iIndex1 < iSquare ; iIndex1++ ) + pfltMatrixTemp[iIndex1] = pfltMatrixX[iIndex1] ; + /* X = A * Temp; */ + + cmulma ( pfltMatrixA , _iLeadDim , _iLeadDim, + pfltMatrixTemp , _iLeadDim , _iLeadDim, + pfltMatrixX ); + /* cX = c * X */ + + cmulma ( & cfltCst , 1 ,1, + pfltMatrixX , _iLeadDim, _iLeadDim, + pfltMatrixcX); + + /* E = E + cX */ + + caddma ( out, iSquare , pfltMatrixcX , iSquare , out ) ; + + if(iFlag == 1) /* D = D + cX */ + { + caddma ( pfltMatrixD, iSquare , pfltMatrixcX , iSquare , pfltMatrixD ) ; + } + else /* D = D - cX */ + { + cdiffma ( pfltMatrixD, iSquare , pfltMatrixcX , iSquare , pfltMatrixD ); + } + + /* Toggle iFlag */ + iFlag = !iFlag; + } + + /* Temp = E */ + /*C2F(zcopy)(&iSquare, out, &iOne, pfltMatrixTemp, &iOne);*/ + for ( iIndex1 = 0 ; iIndex1 < iSquare ; iIndex1++ ) + pfltMatrixTemp[iIndex1] = out[iIndex1] ; + + /* E = D\E */ + cldiva ( pfltMatrixD , _iLeadDim , _iLeadDim , pfltMatrixTemp , _iLeadDim , _iLeadDim , out ) ; + + /*/ Undo scaling by repeated squaring */ + for(iLoop1 = 0 ; iLoop1 < fltS ; iLoop1++) + { + /*//Temp = E */ + /*//Temp2 = E */ + + /*C2F(zcopy)(&iSquare, out, &iOne, pfltMatrixTemp, &iOne); + C2F(zcopy)(&iSquare, out, &iOne, pfltMatrixTemp2, &iOne);*/ + for ( iIndex1 = 0 ; iIndex1 < iSquare ; iIndex1++ ) + { + pfltMatrixTemp [iIndex1] = out[iIndex1] ; + pfltMatrixTemp2[iIndex1] = out[iIndex1] ; + } + + /* E = E*E*/ + cmulma ( pfltMatrixTemp , _iLeadDim , _iLeadDim, + pfltMatrixTemp2 , _iLeadDim , _iLeadDim, + out ); + + } + + free(pfltMatrixA); + free(pfltMatrixX); + free(pfltMatrixD); + free(pfltMatrixcX); + free(pfltMatrixcA); + free(pfltMatrixEye); + free(pfltMatrixTemp); + free(pfltMatrixTemp2); + + + + return ; +} |