/* * Matrix operations library * * Copyright (C) 1999-2000 * Thomas Sailer, * * 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 # else # ifdef _AIX #pragma alloca # else # ifndef alloca /* predefined by HP cc +Olibcalls */ char *alloca (); # endif # endif # endif #endif #include #include #include "mat.h" /* * Golub/van Loan, 3.1.3, p 112; PA=LU factorization with partial pivoting */ #define exch(x,y) do { cplxfloat_t z; z = (x); (x) = (y); (y) = z; } while (0) static inline float csqr(cplxfloat_t x) { return real(x) * real(x) + imag(x) * imag(x); } void fclufact(cplxfloat_t *u, unsigned int *p, const cplxfloat_t *a, unsigned int d) { unsigned int i, j, k, mu; cplxfloat_t fm; float f1, f2; if (u != a) memcpy(u, a, d*d*sizeof(u[0])); for (k = 0; k < d-1; k++) { /* search pivot index */ for (f1 = 0, i = mu = k; i < d; i++) { f2 = csqr(u[i*d+k]); if (f2 > f1) { f1 = f2; mu = i; } } /* exchange rows */ p[k] = mu; for (i = k; i < d; i++) exch(u[k*d+i], u[mu*d+i]); fm = u[k*d+k]; if (real(fm) != 0 || imag(fm) != 0) { cinv(fm, fm); for (i = k+1; i < d; i++) cmul(u[i*d+k], u[i*d+k], fm); for (i = k+1; i < d; i++) for (j = k+1; j < d; j++) cmsub(u[i*d+j], u[i*d+k], u[k*d+j]); } } } void fclusolve(cplxfloat_t *x, const cplxfloat_t *b, const cplxfloat_t *u, const unsigned int *p, unsigned int d) { cplxfloat_t *y, s, udiaginv; unsigned int k, i; y = alloca(d * sizeof(y[0])); memcpy(y, b, d * sizeof(y[0])); for (k = 0; k < d-1; k++) { i = p[k]; if (i != k) exch(y[k], y[i]); if (real(y[k]) == 0 && imag(y[k]) == 0) continue; for (i = k+1; i < d; i++) cmsub(y[i], y[k], u[i*d+k]); } /* solve Ux=y */ for (k = d; k > 0; k--) { s = y[k-1]; for (i = k; i < d; i++) cmsub(s, u[(k-1)*d+i], x[i]); cinv(udiaginv, u[(k-1)*d+(k-1)]); cmul(x[k-1], s, udiaginv); } } void fcinv(cplxfloat_t *ainv, const cplxfloat_t *a, unsigned d) { cplxfloat_t *u, *y; unsigned int *p; unsigned int k; u = alloca(d * d * sizeof(u[0])); p = alloca((d-1) * sizeof(p[0])); fclufact(u, p, a, d); for (k = 0; k < d; k++) { y = &ainv[k*d]; memset(y, 0, d * sizeof(y[0])); cplx(y[k], 1, 0); fclusolve(y, y, u, p, d); } fctranspose(ainv, ainv, d, d); }