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+
+/*
+ * matrix.h, matrix.c: Liner equation solver using LU decomposition.
+ * $Id: matrix.c,v 1.1 2001/11/08 05:15:20 a-ito Exp $
+ *
+ * by K.Okabe Aug. 1999
+ *
+ * LUfactor, LUsolve, Usolve and Lsolve, are based on the functions in
+ * Meschach Library Version 1.2b.
+ */
+
+/**************************************************************************
+**
+** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved.
+**
+** Meschach Library
+**
+** This Meschach Library is provided "as is" without any express
+** or implied warranty of any kind with respect to this software.
+** In particular the authors shall not be liable for any direct,
+** indirect, special, incidental or consequential damages arising
+** in any way from use of the software.
+**
+** Everyone is granted permission to copy, modify and redistribute this
+** Meschach Library, provided:
+** 1. All copies contain this copyright notice.
+** 2. All modified copies shall carry a notice stating who
+** made the last modification and the date of such modification.
+** 3. No charge is made for this software or works derived from it.
+** This clause shall not be construed as constraining other software
+** distributed on the same medium as this software, nor is a
+** distribution fee considered a charge.
+**
+***************************************************************************/
+
+#include "config.h"
+#include "matrix.h"
+#include "gc.h"
+
+/*
+ * Macros from "fm.h".
+ */
+
+#define New(type) ((type*)GC_MALLOC(sizeof(type)))
+#define NewAtom(type) ((type*)GC_MALLOC_ATOMIC(sizeof(type)))
+#define New_N(type,n) ((type*)GC_MALLOC((n)*sizeof(type)))
+#define NewAtom_N(type,n) ((type*)GC_MALLOC_ATOMIC((n)*sizeof(type)))
+#define Renew_N(type,ptr,n) ((type*)GC_REALLOC((ptr),(n)*sizeof(type)))
+
+#define SWAPD(a,b) { double tmp = a; a = b; b = tmp; }
+#define SWAPI(a,b) { int tmp = a; a = b; b = tmp; }
+
+#ifndef NO_FLOAT_H
+#include <float.h>
+#endif /* not NO_FLOAT_H */
+#if defined(DBL_MAX)
+static double Tiny = 10.0 / DBL_MAX;
+#elif defined(FLT_MAX)
+static double Tiny = 10.0 / FLT_MAX;
+#else /* not defined(FLT_MAX) */
+static double Tiny = 1.0e-30;
+#endif /* not defined(FLT_MAX */
+
+/*
+ * LUfactor -- gaussian elimination with scaled partial pivoting
+ * -- Note: returns LU matrix which is A.
+ */
+
+int
+LUfactor(Matrix A, int *index)
+{
+ int dim = A->dim, i, j, k, i_max, k_max;
+ Vector scale;
+ double mx, tmp;
+
+ scale = new_vector(dim);
+
+ for (i = 0; i < dim; i++)
+ index[i] = i;
+
+ for (i = 0; i < dim; i++) {
+ mx = 0.;
+ for (j = 0; j < dim; j++) {
+ tmp = fabs(M_VAL(A, i, j));
+ if (mx < tmp)
+ mx = tmp;
+ }
+ scale->ve[i] = mx;
+ }
+
+ k_max = dim - 1;
+ for (k = 0; k < k_max; k++) {
+ mx = 0.;
+ i_max = -1;
+ for (i = k; i < dim; i++) {
+ if (fabs(scale->ve[i]) >= Tiny * fabs(M_VAL(A, i, k))) {
+ tmp = fabs(M_VAL(A, i, k)) / scale->ve[i];
+ if (mx < tmp) {
+ mx = tmp;
+ i_max = i;
+ }
+ }
+ }
+ if (i_max == -1) {
+ M_VAL(A, k, k) = 0.;
+ continue;
+ }
+
+ if (i_max != k) {
+ SWAPI(index[i_max], index[k]);
+ for (j = 0; j < dim; j++)
+ SWAPD(M_VAL(A, i_max, j), M_VAL(A, k, j));
+ }
+
+ for (i = k + 1; i < dim; i++) {
+ tmp = M_VAL(A, i, k) = M_VAL(A, i, k) / M_VAL(A, k, k);
+ for (j = k + 1; j < dim; j++)
+ M_VAL(A, i, j) -= tmp * M_VAL(A, k, j);
+ }
+ }
+ return 0;
+}
+
+/*
+ * LUsolve -- given an LU factorisation in A, solve Ax=b.
+ */
+
+int
+LUsolve(Matrix A, int *index, Vector b, Vector x)
+{
+ int i, dim = A->dim;
+
+ for (i = 0; i < dim; i++)
+ x->ve[i] = b->ve[index[i]];
+
+ if (Lsolve(A, x, x, 1.) == -1 || Usolve(A, x, x, 0.) == -1)
+ return -1;
+ return 0;
+}
+
+/* m_inverse -- returns inverse of A, provided A is not too rank deficient
+ * * * * * * * -- uses LU factorisation */
+#if 0
+Matrix
+m_inverse(Matrix A, Matrix out)
+{
+ int *index = NewAtom_N(int, A->dim);
+ Matrix A1 = new_matrix(A->dim);
+ m_copy(A, A1);
+ LUfactor(A1, index);
+ return LUinverse(A1, index, out);
+}
+#endif /* 0 */
+
+Matrix
+LUinverse(Matrix A, int *index, Matrix out)
+{
+ int i, j, dim = A->dim;
+ Vector tmp, tmp2;
+
+ if (!out)
+ out = new_matrix(dim);
+ tmp = new_vector(dim);
+ tmp2 = new_vector(dim);
+ for (i = 0; i < dim; i++) {
+ for (j = 0; j < dim; j++)
+ tmp->ve[j] = 0.;
+ tmp->ve[i] = 1.;
+ if (LUsolve(A, index, tmp, tmp2) == -1)
+ return NULL;
+ for (j = 0; j < dim; j++)
+ M_VAL(out, j, i) = tmp2->ve[j];
+ }
+ return out;
+}
+
+/*
+ * Usolve -- back substitution with optional over-riding diagonal
+ * -- can be in-situ but doesn't need to be.
+ */
+
+int
+Usolve(Matrix mat, Vector b, Vector out, double diag)
+{
+ int i, j, i_lim, dim = mat->dim;
+ double sum;
+
+ for (i = dim - 1; i >= 0; i--) {
+ if (b->ve[i] != 0.)
+ break;
+ else
+ out->ve[i] = 0.;
+ }
+ i_lim = i;
+
+ for (; i >= 0; i--) {
+ sum = b->ve[i];
+ for (j = i + 1; j <= i_lim; j++)
+ sum -= M_VAL(mat, i, j) * out->ve[j];
+ if (diag == 0.) {
+ if (fabs(M_VAL(mat, i, i)) <= Tiny * fabs(sum))
+ return -1;
+ else
+ out->ve[i] = sum / M_VAL(mat, i, i);
+ }
+ else
+ out->ve[i] = sum / diag;
+ }
+
+ return 0;
+}
+
+/*
+ * Lsolve -- forward elimination with (optional) default diagonal value.
+ */
+
+int
+Lsolve(Matrix mat, Vector b, Vector out, double diag)
+{
+ int i, j, i_lim, dim = mat->dim;
+ double sum;
+
+ for (i = 0; i < dim; i++) {
+ if (b->ve[i] != 0.)
+ break;
+ else
+ out->ve[i] = 0.;
+ }
+ i_lim = i;
+
+ for (; i < dim; i++) {
+ sum = b->ve[i];
+ for (j = i_lim; j < i; j++)
+ sum -= M_VAL(mat, i, j) * out->ve[j];
+ if (diag == 0.) {
+ if (fabs(M_VAL(mat, i, i)) <= Tiny * fabs(sum))
+ return -1;
+ else
+ out->ve[i] = sum / M_VAL(mat, i, i);
+ }
+ else
+ out->ve[i] = sum / diag;
+ }
+
+ return 0;
+}
+
+/*
+ * new_matrix -- generate a nxn matrix.
+ */
+
+Matrix
+new_matrix(int n)
+{
+ Matrix mat;
+
+ mat = New(struct matrix);
+ mat->dim = n;
+ mat->me = NewAtom_N(double, n * n);
+ return mat;
+}
+
+/*
+ * new_matrix -- generate a n-dimension vector.
+ */
+
+Vector
+new_vector(int n)
+{
+ Vector vec;
+
+ vec = New(struct vector);
+ vec->dim = n;
+ vec->ve = NewAtom_N(double, n);
+ return vec;
+}
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