mirror of
https://github.com/VK3FNG/soundmodem.git
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128 lines
2.8 KiB
C
128 lines
2.8 KiB
C
/*
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* Matrix operations library
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*
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* Copyright (C) 1999-2000
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* Thomas Sailer, <sailer@ife.ee.ethz.ch>
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 2 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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*/
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#ifdef HAVE_CONFIG_H
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#include "config.h"
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#endif
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/* AIX requires this to be the first thing in the file. */
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#ifndef __GNUC__
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# if HAVE_ALLOCA_H
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# include <alloca.h>
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# else
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# ifdef _AIX
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#pragma alloca
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# else
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# ifndef alloca /* predefined by HP cc +Olibcalls */
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char *alloca ();
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# endif
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# endif
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# endif
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#endif
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#include <math.h>
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#include <string.h>
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#include "mat.h"
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/*
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* Golub/van Loan, 3.1.3, p 112; PA=LU factorization with partial pivoting
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*/
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#define exch(x,y) do { float z; z = (x); (x) = (y); (y) = z; } while (0)
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void frlufact(float *u, unsigned int *p, const float *a, unsigned int d)
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{
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unsigned int i, j, k, mu;
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float f1, f2;
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if (u != a)
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memcpy(u, a, d*d*sizeof(u[0]));
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for (k = 0; k < d-1; k++) {
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/* search pivot index */
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for (f1 = 0, i = mu = k; i < d; i++) {
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f2 = fabs(u[i*d+k]);
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if (f2 > f1) {
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f1 = f2;
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mu = i;
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}
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}
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/* exchange rows */
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p[k] = mu;
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for (i = k; i < d; i++)
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exch(u[k*d+i], u[mu*d+i]);
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f1 = u[k*d+k];
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if (f1 != 0) {
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f1 = 1 / f1;
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for (i = k+1; i < d; i++)
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u[i*d+k] *= f1;
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for (i = k+1; i < d; i++)
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for (j = k+1; j < d; j++)
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u[i*d+j] -= u[i*d+k] * u[k*d+j];
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}
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}
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}
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void frlusolve(float *x, const float *b, const float *u, const unsigned int *p, unsigned int d)
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{
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float *y, s;
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unsigned int k, i;
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y = alloca(d * sizeof(y[0]));
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memcpy(y, b, d * sizeof(y[0]));
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for (k = 0; k < d-1; k++) {
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i = p[k];
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if (i != k)
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exch(y[k], y[i]);
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if (y[k] == 0)
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continue;
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for (i = k+1; i < d; i++)
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y[i] -= y[k] * u[i*d+k];
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}
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/* solve Ux=y */
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for (k = d; k > 0; k--) {
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s = y[k-1];
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for (i = k; i < d; i++)
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s -= u[(k-1)*d+i] * x[i];
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x[k-1] = s / u[(k-1)*d+(k-1)];
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}
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}
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void frinv(float *ainv, const float *a, unsigned d)
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{
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float *u, *y;
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unsigned int *p;
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unsigned int k;
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u = alloca(d * d * sizeof(u[0]));
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p = alloca((d-1) * sizeof(p[0]));
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frlufact(u, p, a, d);
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for (k = 0; k < d; k++) {
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y = &ainv[k*d];
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memset(y, 0, d * sizeof(y[0]));
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y[k] = 1;
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frlusolve(y, y, u, p, d);
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}
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frtranspose(ainv, ainv, d, d);
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}
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