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Diffstat (limited to 'include/2geom/numeric/linear_system.h')
-rw-r--r-- | include/2geom/numeric/linear_system.h | 138 |
1 files changed, 138 insertions, 0 deletions
diff --git a/include/2geom/numeric/linear_system.h b/include/2geom/numeric/linear_system.h new file mode 100644 index 0000000..f793e20 --- /dev/null +++ b/include/2geom/numeric/linear_system.h @@ -0,0 +1,138 @@ +/* + * LinearSystem class wraps some gsl routines for solving linear systems + * + * Authors: + * Marco Cecchetti <mrcekets at gmail.com> + * + * Copyright 2008 authors + * + * This library is free software; you can redistribute it and/or + * modify it either under the terms of the GNU Lesser General Public + * License version 2.1 as published by the Free Software Foundation + * (the "LGPL") or, at your option, under the terms of the Mozilla + * Public License Version 1.1 (the "MPL"). If you do not alter this + * notice, a recipient may use your version of this file under either + * the MPL or the LGPL. + * + * You should have received a copy of the LGPL along with this library + * in the file COPYING-LGPL-2.1; if not, write to the Free Software + * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA + * You should have received a copy of the MPL along with this library + * in the file COPYING-MPL-1.1 + * + * The contents of this file are subject to the Mozilla Public License + * Version 1.1 (the "License"); you may not use this file except in + * compliance with the License. You may obtain a copy of the License at + * http://www.mozilla.org/MPL/ + * + * This software is distributed on an "AS IS" basis, WITHOUT WARRANTY + * OF ANY KIND, either express or implied. See the LGPL or the MPL for + * the specific language governing rights and limitations. + */ + + +#ifndef _NL_LINEAR_SYSTEM_H_ +#define _NL_LINEAR_SYSTEM_H_ + + +#include <cassert> + +#include <gsl/gsl_linalg.h> + +#include <2geom/numeric/matrix.h> +#include <2geom/numeric/vector.h> + + +namespace Geom { namespace NL { + + +class LinearSystem +{ +public: + LinearSystem(MatrixView & _matrix, VectorView & _vector) + : m_matrix(_matrix), m_vector(_vector), m_solution(_matrix.columns()) + { + } + + LinearSystem(Matrix & _matrix, Vector & _vector) + : m_matrix(_matrix), m_vector(_vector), m_solution(_matrix.columns()) + { + } + + const Vector & LU_solve() + { + assert( matrix().rows() == matrix().columns() + && matrix().rows() == vector().size() ); + int s; + gsl_permutation * p = gsl_permutation_alloc(matrix().rows()); + gsl_linalg_LU_decomp (matrix().get_gsl_matrix(), p, &s); + gsl_linalg_LU_solve( matrix().get_gsl_matrix(), + p, + vector().get_gsl_vector(), + m_solution.get_gsl_vector() + ); + gsl_permutation_free(p); + return solution(); + } + + const Vector & SV_solve() + { + assert( matrix().rows() >= matrix().columns() + && matrix().rows() == vector().size() ); + + gsl_matrix* U = matrix().get_gsl_matrix(); + gsl_matrix* V = gsl_matrix_alloc(matrix().columns(), matrix().columns()); + gsl_vector* S = gsl_vector_alloc(matrix().columns()); + gsl_vector* work = gsl_vector_alloc(matrix().columns()); + + gsl_linalg_SV_decomp( U, V, S, work ); + + gsl_vector* b = vector().get_gsl_vector(); + gsl_vector* x = m_solution.get_gsl_vector(); + + gsl_linalg_SV_solve( U, V, S, b, x); + + gsl_matrix_free(V); + gsl_vector_free(S); + gsl_vector_free(work); + + return solution(); + } + + MatrixView & matrix() + { + return m_matrix; + } + + VectorView & vector() + { + return m_vector; + } + + const Vector & solution() const + { + return m_solution; + } + +private: + MatrixView m_matrix; + VectorView m_vector; + Vector m_solution; +}; + + +} } // end namespaces + + +#endif /*_NL_LINEAR_SYSTEM_H_*/ + +/* + Local Variables: + mode:c++ + c-file-style:"stroustrup" + c-file-offsets:((innamespace . 0)(inline-open . 0)(case-label . +)) + indent-tabs-mode:nil + fill-column:99 + End: +*/ +// vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:fileencoding=utf-8:textwidth=99 : |