soundmodem/matlib/frgseidel.c

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2018-06-17 14:19:22 +02:00
/*
* Matrix operations library
*
* Copyright (C) 1999-2000
* Thomas Sailer, <sailer@ife.ee.ethz.ch>
*
* 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 2 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., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
#ifdef HAVE_CONFIG_H
#include "config.h"
#endif
/* AIX requires this to be the first thing in the file. */
#ifndef __GNUC__
# if HAVE_ALLOCA_H
# include <alloca.h>
# else
# ifdef _AIX
#pragma alloca
# else
# ifndef alloca /* predefined by HP cc +Olibcalls */
char *alloca ();
# endif
# endif
# endif
#endif
#include "mat.h"
#include <math.h>
#include <stdio.h>
/*
* This routine calculates A*c=b iteratively, using the Gauss-Seidel iteration method
*/
int frgaussseidel(const float *a, const float *b, float *c, unsigned int d, unsigned int iter)
{
float *adiag;
unsigned int i, j, k;
float s;
adiag = alloca(d * sizeof(adiag[0]));
/* initial vector */
for (i = 0; i < d; i++)
c[i] = 0;
c[0] = 1;
/* check for diagonal */
for (i = 0; i < d; i++) {
if (a[i*d+i] <= 0) {
fprintf(stderr, "frgaussseidel: matrix diagonal not positive a[%u][%u]=%g\n", i, i, a[i*d+i]);
return -1;
}
adiag[i] = 1 / a[i*d+i];
}
/* iteration */
for (i = 0; i < iter; i++) {
for (j = 0; j < d; j++) {
s = b[j];
for (k = 0; k < j; k++)
s -= a[j*d+k] * c[k];
for (k = j+1; k < d; k++)
s -= a[j*d+k] * c[k];
c[j] = s * adiag[j];
}
}
return 0;
}