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Diffstat (limited to 'src/2geom/numeric/matrix.cpp')
-rw-r--r-- | src/2geom/numeric/matrix.cpp | 154 |
1 files changed, 154 insertions, 0 deletions
diff --git a/src/2geom/numeric/matrix.cpp b/src/2geom/numeric/matrix.cpp new file mode 100644 index 0000000..98ff3b6 --- /dev/null +++ b/src/2geom/numeric/matrix.cpp @@ -0,0 +1,154 @@ +/* + * Matrix, MatrixView, ConstMatrixView classes wrap the gsl matrix routines; + * "views" mimic the semantic of C++ references: any operation performed + * on a "view" is actually performed on the "viewed object" + * + * 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. + */ + + +#include <2geom/numeric/matrix.h> +#include <2geom/numeric/vector.h> + + +namespace Geom { namespace NL { + +Vector operator*( detail::BaseMatrixImpl const& A, + detail::BaseVectorImpl const& v ) +{ + assert(A.columns() == v.size()); + + Vector result(A.rows(), 0.0); + for (size_t i = 0; i < A.rows(); ++i) + for (size_t j = 0; j < A.columns(); ++j) + result[i] += A(i,j) * v[j]; + + return result; +} + +Matrix operator*( detail::BaseMatrixImpl const& A, + detail::BaseMatrixImpl const& B ) +{ + assert(A.columns() == B.rows()); + + Matrix C(A.rows(), B.columns(), 0.0); + for (size_t i = 0; i < C.rows(); ++i) + for (size_t j = 0; j < C.columns(); ++j) + for (size_t k = 0; k < A.columns(); ++k) + C(i,j) += A(i,k) * B(k, j); + + return C; +} + +Matrix pseudo_inverse(detail::BaseMatrixImpl const& A) +{ + + Matrix U(A); + Matrix V(A.columns(), A.columns()); + Vector s(A.columns()); + gsl_vector* work = gsl_vector_alloc(A.columns()); + + gsl_linalg_SV_decomp( U.get_gsl_matrix(), + V.get_gsl_matrix(), + s.get_gsl_vector(), + work ); + + Matrix P(A.columns(), A.rows(), 0.0); + + int sz = s.size(); + while ( sz-- > 0 && s[sz] == 0 ) {} + ++sz; + if (sz == 0) return P; + VectorView sv(s, sz); + + for (size_t i = 0; i < sv.size(); ++i) + { + VectorView v = V.column_view(i); + v.scale(1/sv[i]); + for (size_t h = 0; h < P.rows(); ++h) + for (size_t k = 0; k < P.columns(); ++k) + P(h,k) += V(h,i) * U(k,i); + } + + return P; +} + + +double trace (detail::BaseMatrixImpl const& A) +{ + if (A.rows() != A.columns()) + { + THROW_RANGEERROR ("NL::Matrix: computing trace: " + "rows() != columns()"); + } + double t = 0; + for (size_t i = 0; i < A.rows(); ++i) + { + t += A(i,i); + } + return t; +} + + +double det (detail::BaseMatrixImpl const& A) +{ + if (A.rows() != A.columns()) + { + THROW_RANGEERROR ("NL::Matrix: computing determinant: " + "rows() != columns()"); + } + + Matrix LU(A); + int s; + gsl_permutation * p = gsl_permutation_alloc(LU.rows()); + gsl_linalg_LU_decomp (LU.get_gsl_matrix(), p, &s); + + double t = 1; + for (size_t i = 0; i < LU.rows(); ++i) + { + t *= LU(i,i); + } + + gsl_permutation_free(p); + return t; +} + + +} } // end namespaces + +/* + 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 : |