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/* linalg/gsl_linalg.h
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*
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* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2006, 2007 Gerard Jungman, Brian Gough, Patrick Alken
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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 3 of the License, or (at
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* 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, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* 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., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#ifndef __GSL_LINALG_H__
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#define __GSL_LINALG_H__
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#include <stdlib.h>
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#include <gsl/gsl_mode.h>
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#include <gsl/gsl_permutation.h>
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#include <gsl/gsl_vector.h>
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#include <gsl/gsl_matrix.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_inline.h>
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#include <gsl/gsl_blas.h>
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#undef __BEGIN_DECLS
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#undef __END_DECLS
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#ifdef __cplusplus
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#define __BEGIN_DECLS extern "C" {
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#define __END_DECLS }
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#else
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#define __BEGIN_DECLS /* empty */
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#define __END_DECLS /* empty */
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#endif
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__BEGIN_DECLS
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typedef enum
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{
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GSL_LINALG_MOD_NONE = 0,
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GSL_LINALG_MOD_TRANSPOSE = 1,
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GSL_LINALG_MOD_CONJUGATE = 2
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}
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gsl_linalg_matrix_mod_t;
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/* Note: You can now use the gsl_blas_dgemm function instead of matmult */
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/* Simple implementation of matrix multiply.
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* Calculates C = A.B
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*
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* exceptions: GSL_EBADLEN
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*/
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int gsl_linalg_matmult (const gsl_matrix * A,
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const gsl_matrix * B,
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gsl_matrix * C);
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/* Simple implementation of matrix multiply.
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* Allows transposition of either matrix, so it
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* can compute A.B or Trans(A).B or A.Trans(B) or Trans(A).Trans(B)
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*
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* exceptions: GSL_EBADLEN
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*/
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int gsl_linalg_matmult_mod (const gsl_matrix * A,
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gsl_linalg_matrix_mod_t modA,
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const gsl_matrix * B,
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gsl_linalg_matrix_mod_t modB,
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gsl_matrix * C);
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/* Calculate the matrix exponential by the scaling and
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* squaring method described in Moler + Van Loan,
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* SIAM Rev 20, 801 (1978). The mode argument allows
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* choosing an optimal strategy, from the table
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* given in the paper, for a given precision.
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*
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* exceptions: GSL_ENOTSQR, GSL_EBADLEN
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*/
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int gsl_linalg_exponential_ss(
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const gsl_matrix * A,
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gsl_matrix * eA,
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gsl_mode_t mode
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);
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/* Householder Transformations */
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double gsl_linalg_householder_transform (gsl_vector * v);
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gsl_complex gsl_linalg_complex_householder_transform (gsl_vector_complex * v);
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int gsl_linalg_householder_hm (double tau,
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const gsl_vector * v,
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gsl_matrix * A);
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int gsl_linalg_householder_mh (double tau,
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const gsl_vector * v,
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gsl_matrix * A);
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int gsl_linalg_householder_hv (double tau,
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const gsl_vector * v,
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gsl_vector * w);
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int gsl_linalg_householder_hm1 (double tau,
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gsl_matrix * A);
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int gsl_linalg_complex_householder_hm (gsl_complex tau,
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const gsl_vector_complex * v,
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gsl_matrix_complex * A);
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int gsl_linalg_complex_householder_mh (gsl_complex tau,
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const gsl_vector_complex * v,
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gsl_matrix_complex * A);
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int gsl_linalg_complex_householder_hv (gsl_complex tau,
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const gsl_vector_complex * v,
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gsl_vector_complex * w);
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/* Hessenberg reduction */
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int gsl_linalg_hessenberg_decomp(gsl_matrix *A, gsl_vector *tau);
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int gsl_linalg_hessenberg_unpack(gsl_matrix * H, gsl_vector * tau,
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gsl_matrix * U);
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int gsl_linalg_hessenberg_unpack_accum(gsl_matrix * H, gsl_vector * tau,
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gsl_matrix * U);
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int gsl_linalg_hessenberg_set_zero(gsl_matrix * H);
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int gsl_linalg_hessenberg_submatrix(gsl_matrix *M, gsl_matrix *A,
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size_t top, gsl_vector *tau);
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/* Hessenberg-Triangular reduction */
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int gsl_linalg_hesstri_decomp(gsl_matrix * A, gsl_matrix * B,
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gsl_matrix * U, gsl_matrix * V,
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gsl_vector * work);
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/* Singular Value Decomposition
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* exceptions:
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*/
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int
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gsl_linalg_SV_decomp (gsl_matrix * A,
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gsl_matrix * V,
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gsl_vector * S,
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gsl_vector * work);
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int
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gsl_linalg_SV_decomp_mod (gsl_matrix * A,
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gsl_matrix * X,
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gsl_matrix * V,
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gsl_vector * S,
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gsl_vector * work);
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int gsl_linalg_SV_decomp_jacobi (gsl_matrix * A,
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gsl_matrix * Q,
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gsl_vector * S);
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int
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gsl_linalg_SV_solve (const gsl_matrix * U,
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const gsl_matrix * Q,
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const gsl_vector * S,
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const gsl_vector * b,
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gsl_vector * x);
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int gsl_linalg_SV_leverage(const gsl_matrix *U, gsl_vector *h);
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/* LU Decomposition, Gaussian elimination with partial pivoting
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*/
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int gsl_linalg_LU_decomp (gsl_matrix * A, gsl_permutation * p, int *signum);
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int gsl_linalg_LU_solve (const gsl_matrix * LU,
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const gsl_permutation * p,
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const gsl_vector * b,
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gsl_vector * x);
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int gsl_linalg_LU_svx (const gsl_matrix * LU,
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const gsl_permutation * p,
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gsl_vector * x);
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int gsl_linalg_LU_refine (const gsl_matrix * A,
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const gsl_matrix * LU,
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const gsl_permutation * p,
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const gsl_vector * b,
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gsl_vector * x,
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gsl_vector * work);
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int gsl_linalg_LU_invert (const gsl_matrix * LU,
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const gsl_permutation * p,
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gsl_matrix * inverse);
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double gsl_linalg_LU_det (gsl_matrix * LU, int signum);
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double gsl_linalg_LU_lndet (gsl_matrix * LU);
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int gsl_linalg_LU_sgndet (gsl_matrix * lu, int signum);
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/* Complex LU Decomposition */
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int gsl_linalg_complex_LU_decomp (gsl_matrix_complex * A,
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gsl_permutation * p,
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int *signum);
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int gsl_linalg_complex_LU_solve (const gsl_matrix_complex * LU,
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const gsl_permutation * p,
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const gsl_vector_complex * b,
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gsl_vector_complex * x);
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int gsl_linalg_complex_LU_svx (const gsl_matrix_complex * LU,
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const gsl_permutation * p,
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gsl_vector_complex * x);
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int gsl_linalg_complex_LU_refine (const gsl_matrix_complex * A,
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const gsl_matrix_complex * LU,
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const gsl_permutation * p,
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const gsl_vector_complex * b,
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gsl_vector_complex * x,
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gsl_vector_complex * work);
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int gsl_linalg_complex_LU_invert (const gsl_matrix_complex * LU,
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const gsl_permutation * p,
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gsl_matrix_complex * inverse);
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gsl_complex gsl_linalg_complex_LU_det (gsl_matrix_complex * LU,
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int signum);
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double gsl_linalg_complex_LU_lndet (gsl_matrix_complex * LU);
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gsl_complex gsl_linalg_complex_LU_sgndet (gsl_matrix_complex * LU,
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int signum);
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/* QR decomposition */
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int gsl_linalg_QR_decomp (gsl_matrix * A,
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gsl_vector * tau);
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int gsl_linalg_QR_solve (const gsl_matrix * QR,
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const gsl_vector * tau,
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const gsl_vector * b,
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gsl_vector * x);
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int gsl_linalg_QR_svx (const gsl_matrix * QR,
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const gsl_vector * tau,
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gsl_vector * x);
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int gsl_linalg_QR_lssolve (const gsl_matrix * QR,
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const gsl_vector * tau,
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const gsl_vector * b,
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gsl_vector * x,
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gsl_vector * residual);
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int gsl_linalg_QR_QRsolve (gsl_matrix * Q,
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gsl_matrix * R,
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const gsl_vector * b,
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gsl_vector * x);
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int gsl_linalg_QR_Rsolve (const gsl_matrix * QR,
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const gsl_vector * b,
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gsl_vector * x);
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int gsl_linalg_QR_Rsvx (const gsl_matrix * QR,
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gsl_vector * x);
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int gsl_linalg_QR_update (gsl_matrix * Q,
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gsl_matrix * R,
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gsl_vector * w,
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const gsl_vector * v);
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int gsl_linalg_QR_QTvec (const gsl_matrix * QR,
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const gsl_vector * tau,
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gsl_vector * v);
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int gsl_linalg_QR_Qvec (const gsl_matrix * QR,
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const gsl_vector * tau,
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gsl_vector * v);
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int gsl_linalg_QR_QTmat (const gsl_matrix * QR,
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const gsl_vector * tau,
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gsl_matrix * A);
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int gsl_linalg_QR_matQ (const gsl_matrix * QR,
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const gsl_vector * tau,
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gsl_matrix * A);
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int gsl_linalg_QR_unpack (const gsl_matrix * QR,
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const gsl_vector * tau,
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gsl_matrix * Q,
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gsl_matrix * R);
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int gsl_linalg_R_solve (const gsl_matrix * R,
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const gsl_vector * b,
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gsl_vector * x);
|
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int gsl_linalg_R_svx (const gsl_matrix * R,
|
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gsl_vector * x);
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/* Q R P^T decomposition */
|
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int gsl_linalg_QRPT_decomp (gsl_matrix * A,
|
|
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gsl_vector * tau,
|
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gsl_permutation * p,
|
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int *signum,
|
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gsl_vector * norm);
|
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|
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int gsl_linalg_QRPT_decomp2 (const gsl_matrix * A,
|
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gsl_matrix * q, gsl_matrix * r,
|
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gsl_vector * tau,
|
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gsl_permutation * p,
|
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int *signum,
|
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gsl_vector * norm);
|
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|
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int gsl_linalg_QRPT_solve (const gsl_matrix * QR,
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const gsl_vector * tau,
|
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const gsl_permutation * p,
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const gsl_vector * b,
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gsl_vector * x);
|
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|
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int gsl_linalg_QRPT_lssolve (const gsl_matrix * QR,
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const gsl_vector * tau,
|
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const gsl_permutation * p,
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const gsl_vector * b,
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gsl_vector * x,
|
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gsl_vector * residual);
|
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|
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int gsl_linalg_QRPT_lssolve2 (const gsl_matrix * QR,
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const gsl_vector * tau,
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const gsl_permutation * p,
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const gsl_vector * b,
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const size_t rank,
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gsl_vector * x,
|
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gsl_vector * residual);
|
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|
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int gsl_linalg_QRPT_svx (const gsl_matrix * QR,
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const gsl_vector * tau,
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const gsl_permutation * p,
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gsl_vector * x);
|
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|
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int gsl_linalg_QRPT_QRsolve (const gsl_matrix * Q,
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const gsl_matrix * R,
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const gsl_permutation * p,
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const gsl_vector * b,
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gsl_vector * x);
|
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|
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int gsl_linalg_QRPT_Rsolve (const gsl_matrix * QR,
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const gsl_permutation * p,
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const gsl_vector * b,
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gsl_vector * x);
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|
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int gsl_linalg_QRPT_Rsvx (const gsl_matrix * QR,
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const gsl_permutation * p,
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gsl_vector * x);
|
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|
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int gsl_linalg_QRPT_update (gsl_matrix * Q,
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gsl_matrix * R,
|
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const gsl_permutation * p,
|
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gsl_vector * u,
|
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const gsl_vector * v);
|
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|
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size_t gsl_linalg_QRPT_rank (const gsl_matrix * QR, const double tol);
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int gsl_linalg_QRPT_rcond(const gsl_matrix * QR, double * rcond, gsl_vector * work);
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/* COD decomposition */
|
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int gsl_linalg_COD_decomp(gsl_matrix * A, gsl_vector * tau_Q, gsl_vector * tau_Z,
|
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gsl_permutation * p, size_t * rank, gsl_vector * work);
|
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|
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int gsl_linalg_COD_decomp_e(gsl_matrix * A, gsl_vector * tau_Q, gsl_vector * tau_Z,
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gsl_permutation * p, double tol, size_t * rank, gsl_vector * work);
|
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|
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int gsl_linalg_COD_lssolve (const gsl_matrix * QRZT, const gsl_vector * tau_Q, const gsl_vector * tau_Z,
|
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const gsl_permutation * perm, const size_t rank, const gsl_vector * b,
|
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gsl_vector * x, gsl_vector * residual);
|
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|
|
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int
|
|
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gsl_linalg_COD_lssolve2 (const double lambda, const gsl_matrix * QRZT, const gsl_vector * tau_Q, const gsl_vector * tau_Z,
|
|
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const gsl_permutation * perm, const size_t rank, const gsl_vector * b,
|
|
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gsl_vector * x, gsl_vector * residual, gsl_matrix * S, gsl_vector * work);
|
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|
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int gsl_linalg_COD_unpack(const gsl_matrix * QRZT, const gsl_vector * tau_Q,
|
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const gsl_vector * tau_Z, const size_t rank, gsl_matrix * Q,
|
|
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gsl_matrix * R, gsl_matrix * Z);
|
|
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|
|
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int gsl_linalg_COD_matZ(const gsl_matrix * QRZT, const gsl_vector * tau_Z, const size_t rank,
|
|
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gsl_matrix * A, gsl_vector * work);
|
|
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|
|
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/* LQ decomposition */
|
|
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|
|
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int gsl_linalg_LQ_decomp (gsl_matrix * A, gsl_vector * tau);
|
|
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|
|
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int gsl_linalg_LQ_solve_T (const gsl_matrix * LQ, const gsl_vector * tau,
|
|
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const gsl_vector * b, gsl_vector * x);
|
|
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|
|
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int gsl_linalg_LQ_svx_T (const gsl_matrix * LQ, const gsl_vector * tau,
|
|
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gsl_vector * x);
|
|
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|
|
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int gsl_linalg_LQ_lssolve_T (const gsl_matrix * LQ, const gsl_vector * tau,
|
|
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const gsl_vector * b, gsl_vector * x,
|
|
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gsl_vector * residual);
|
|
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|
|
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int gsl_linalg_LQ_Lsolve_T (const gsl_matrix * LQ, const gsl_vector * b,
|
|
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gsl_vector * x);
|
|
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|
|
Packit |
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int gsl_linalg_LQ_Lsvx_T (const gsl_matrix * LQ, gsl_vector * x);
|
|
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67cb25 |
|
|
Packit |
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int gsl_linalg_L_solve_T (const gsl_matrix * L, const gsl_vector * b,
|
|
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gsl_vector * x);
|
|
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67cb25 |
|
|
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int gsl_linalg_LQ_vecQ (const gsl_matrix * LQ, const gsl_vector * tau,
|
|
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gsl_vector * v);
|
|
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|
|
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int gsl_linalg_LQ_vecQT (const gsl_matrix * LQ, const gsl_vector * tau,
|
|
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gsl_vector * v);
|
|
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67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_LQ_unpack (const gsl_matrix * LQ, const gsl_vector * tau,
|
|
Packit |
67cb25 |
gsl_matrix * Q, gsl_matrix * L);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_LQ_update (gsl_matrix * Q, gsl_matrix * R,
|
|
Packit |
67cb25 |
const gsl_vector * v, gsl_vector * w);
|
|
Packit |
67cb25 |
int gsl_linalg_LQ_LQsolve (gsl_matrix * Q, gsl_matrix * L,
|
|
Packit |
67cb25 |
const gsl_vector * b, gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* P^T L Q decomposition */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_PTLQ_decomp (gsl_matrix * A, gsl_vector * tau,
|
|
Packit |
67cb25 |
gsl_permutation * p, int *signum,
|
|
Packit |
67cb25 |
gsl_vector * norm);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_PTLQ_decomp2 (const gsl_matrix * A, gsl_matrix * q,
|
|
Packit |
67cb25 |
gsl_matrix * r, gsl_vector * tau,
|
|
Packit |
67cb25 |
gsl_permutation * p, int *signum,
|
|
Packit |
67cb25 |
gsl_vector * norm);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_PTLQ_solve_T (const gsl_matrix * QR,
|
|
Packit |
67cb25 |
const gsl_vector * tau,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
const gsl_vector * b,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_PTLQ_svx_T (const gsl_matrix * LQ,
|
|
Packit |
67cb25 |
const gsl_vector * tau,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_PTLQ_LQsolve_T (const gsl_matrix * Q, const gsl_matrix * L,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
const gsl_vector * b,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_PTLQ_Lsolve_T (const gsl_matrix * LQ,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
const gsl_vector * b,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_PTLQ_Lsvx_T (const gsl_matrix * LQ,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_PTLQ_update (gsl_matrix * Q, gsl_matrix * L,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
const gsl_vector * v, gsl_vector * w);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* Cholesky Decomposition */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_decomp (gsl_matrix * A);
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_decomp1 (gsl_matrix * A);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_solve (const gsl_matrix * cholesky,
|
|
Packit |
67cb25 |
const gsl_vector * b,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_solve_mat (const gsl_matrix * cholesky,
|
|
Packit |
67cb25 |
const gsl_matrix * B,
|
|
Packit |
67cb25 |
gsl_matrix * X);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_svx (const gsl_matrix * cholesky,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_svx_mat (const gsl_matrix * cholesky,
|
|
Packit |
67cb25 |
gsl_matrix * X);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_invert(gsl_matrix * cholesky);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* Cholesky decomposition with unit-diagonal triangular parts.
|
|
Packit |
67cb25 |
* A = L D L^T, where diag(L) = (1,1,...,1).
|
|
Packit |
67cb25 |
* Upon exit, A contains L and L^T as for Cholesky, and
|
|
Packit |
67cb25 |
* the diagonal of A is (1,1,...,1). The vector Dis set
|
|
Packit |
67cb25 |
* to the diagonal elements of the diagonal matrix D.
|
|
Packit |
67cb25 |
*/
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_decomp_unit(gsl_matrix * A, gsl_vector * D);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_scale(const gsl_matrix * A, gsl_vector * S);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_scale_apply(gsl_matrix * A, const gsl_vector * S);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_decomp2(gsl_matrix * A, gsl_vector * S);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_svx2 (const gsl_matrix * LLT,
|
|
Packit |
67cb25 |
const gsl_vector * S,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_solve2 (const gsl_matrix * LLT,
|
|
Packit |
67cb25 |
const gsl_vector * S,
|
|
Packit |
67cb25 |
const gsl_vector * b,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_cholesky_rcond (const gsl_matrix * LLT, double * rcond,
|
|
Packit |
67cb25 |
gsl_vector * work);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* Complex Cholesky Decomposition */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_complex_cholesky_decomp (gsl_matrix_complex * A);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_complex_cholesky_solve (const gsl_matrix_complex * cholesky,
|
|
Packit |
67cb25 |
const gsl_vector_complex * b,
|
|
Packit |
67cb25 |
gsl_vector_complex * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_complex_cholesky_svx (const gsl_matrix_complex * cholesky,
|
|
Packit |
67cb25 |
gsl_vector_complex * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_complex_cholesky_invert(gsl_matrix_complex * cholesky);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* Pivoted Cholesky LDLT decomposition */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_pcholesky_decomp (gsl_matrix * A, gsl_permutation * p);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_pcholesky_solve(const gsl_matrix * LDLT,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
const gsl_vector * b,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_pcholesky_svx(const gsl_matrix * LDLT,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_pcholesky_decomp2(gsl_matrix * A, gsl_permutation * p,
|
|
Packit |
67cb25 |
gsl_vector * S);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_pcholesky_solve2(const gsl_matrix * LDLT,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
const gsl_vector * S,
|
|
Packit |
67cb25 |
const gsl_vector * b,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_pcholesky_svx2(const gsl_matrix * LDLT,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
const gsl_vector * S,
|
|
Packit |
67cb25 |
gsl_vector * x);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_pcholesky_invert(const gsl_matrix * LDLT, const gsl_permutation * p,
|
|
Packit |
67cb25 |
gsl_matrix * Ainv);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_pcholesky_rcond (const gsl_matrix * LDLT, const gsl_permutation * p,
|
|
Packit |
67cb25 |
double * rcond, gsl_vector * work);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* Modified Cholesky decomposition */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_mcholesky_decomp (gsl_matrix * A, gsl_permutation * p,
|
|
Packit |
67cb25 |
gsl_vector * E);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_linalg_mcholesky_solve(const gsl_matrix * LDLT,
|
|
Packit |
67cb25 |
const gsl_permutation * p,
|
|
Packit |
67cb25 |
const gsl_vector * b,
|
|
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gsl_vector * x);
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int gsl_linalg_mcholesky_svx(const gsl_matrix * LDLT,
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const gsl_permutation * p,
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gsl_vector * x);
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int gsl_linalg_mcholesky_rcond (const gsl_matrix * LDLT, const gsl_permutation * p,
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double * rcond, gsl_vector * work);
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int gsl_linalg_mcholesky_invert(const gsl_matrix * LDLT, const gsl_permutation * p,
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gsl_matrix * Ainv);
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/* Symmetric to symmetric tridiagonal decomposition */
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int gsl_linalg_symmtd_decomp (gsl_matrix * A,
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gsl_vector * tau);
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int gsl_linalg_symmtd_unpack (const gsl_matrix * A,
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const gsl_vector * tau,
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gsl_matrix * Q,
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gsl_vector * diag,
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gsl_vector * subdiag);
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int gsl_linalg_symmtd_unpack_T (const gsl_matrix * A,
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gsl_vector * diag,
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gsl_vector * subdiag);
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/* Hermitian to symmetric tridiagonal decomposition */
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int gsl_linalg_hermtd_decomp (gsl_matrix_complex * A,
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gsl_vector_complex * tau);
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int gsl_linalg_hermtd_unpack (const gsl_matrix_complex * A,
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const gsl_vector_complex * tau,
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gsl_matrix_complex * U,
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gsl_vector * diag,
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gsl_vector * sudiag);
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int gsl_linalg_hermtd_unpack_T (const gsl_matrix_complex * A,
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gsl_vector * diag,
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gsl_vector * subdiag);
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/* Linear Solve Using Householder Transformations
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* exceptions:
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*/
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int gsl_linalg_HH_solve (gsl_matrix * A, const gsl_vector * b, gsl_vector * x);
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int gsl_linalg_HH_svx (gsl_matrix * A, gsl_vector * x);
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/* Linear solve for a symmetric tridiagonal system.
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* The input vectors represent the NxN matrix as follows:
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*
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* diag[0] offdiag[0] 0 ...
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* offdiag[0] diag[1] offdiag[1] ...
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* 0 offdiag[1] diag[2] ...
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* 0 0 offdiag[2] ...
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* ... ... ... ...
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*/
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int gsl_linalg_solve_symm_tridiag (const gsl_vector * diag,
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const gsl_vector * offdiag,
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const gsl_vector * b,
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gsl_vector * x);
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/* Linear solve for a nonsymmetric tridiagonal system.
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* The input vectors represent the NxN matrix as follows:
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*
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* diag[0] abovediag[0] 0 ...
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* belowdiag[0] diag[1] abovediag[1] ...
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* 0 belowdiag[1] diag[2] ...
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* 0 0 belowdiag[2] ...
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* ... ... ... ...
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*/
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int gsl_linalg_solve_tridiag (const gsl_vector * diag,
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const gsl_vector * abovediag,
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const gsl_vector * belowdiag,
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const gsl_vector * b,
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gsl_vector * x);
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|
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|
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/* Linear solve for a symmetric cyclic tridiagonal system.
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* The input vectors represent the NxN matrix as follows:
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*
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* diag[0] offdiag[0] 0 ..... offdiag[N-1]
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* offdiag[0] diag[1] offdiag[1] .....
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* 0 offdiag[1] diag[2] .....
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* 0 0 offdiag[2] .....
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* ... ...
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* offdiag[N-1] ...
|
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*/
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int gsl_linalg_solve_symm_cyc_tridiag (const gsl_vector * diag,
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const gsl_vector * offdiag,
|
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const gsl_vector * b,
|
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gsl_vector * x);
|
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|
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/* Linear solve for a nonsymmetric cyclic tridiagonal system.
|
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|
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* The input vectors represent the NxN matrix as follows:
|
|
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*
|
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* diag[0] abovediag[0] 0 ..... belowdiag[N-1]
|
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* belowdiag[0] diag[1] abovediag[1] .....
|
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* 0 belowdiag[1] diag[2]
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* 0 0 belowdiag[2] .....
|
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* ... ...
|
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* abovediag[N-1] ...
|
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*/
|
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int gsl_linalg_solve_cyc_tridiag (const gsl_vector * diag,
|
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const gsl_vector * abovediag,
|
|
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const gsl_vector * belowdiag,
|
|
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const gsl_vector * b,
|
|
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gsl_vector * x);
|
|
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|
|
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|
|
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/* Bidiagonal decomposition */
|
|
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|
|
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int gsl_linalg_bidiag_decomp (gsl_matrix * A,
|
|
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gsl_vector * tau_U,
|
|
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gsl_vector * tau_V);
|
|
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|
|
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int gsl_linalg_bidiag_unpack (const gsl_matrix * A,
|
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const gsl_vector * tau_U,
|
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gsl_matrix * U,
|
|
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const gsl_vector * tau_V,
|
|
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gsl_matrix * V,
|
|
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gsl_vector * diag,
|
|
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gsl_vector * superdiag);
|
|
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|
|
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int gsl_linalg_bidiag_unpack2 (gsl_matrix * A,
|
|
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gsl_vector * tau_U,
|
|
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gsl_vector * tau_V,
|
|
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gsl_matrix * V);
|
|
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|
|
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int gsl_linalg_bidiag_unpack_B (const gsl_matrix * A,
|
|
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gsl_vector * diag,
|
|
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gsl_vector * superdiag);
|
|
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|
|
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/* Balancing */
|
|
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|
|
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int gsl_linalg_balance_matrix (gsl_matrix * A, gsl_vector * D);
|
|
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int gsl_linalg_balance_accum (gsl_matrix * A, gsl_vector * D);
|
|
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int gsl_linalg_balance_columns (gsl_matrix * A, gsl_vector * D);
|
|
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|
|
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/* condition estimation */
|
|
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|
|
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int gsl_linalg_tri_upper_rcond(const gsl_matrix * A, double * rcond, gsl_vector * work);
|
|
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int gsl_linalg_tri_lower_rcond(const gsl_matrix * A, double * rcond, gsl_vector * work);
|
|
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int gsl_linalg_invnorm1(const size_t N,
|
|
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int (* Ainvx)(CBLAS_TRANSPOSE_t TransA, gsl_vector * x, void * params),
|
|
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void * params, double * Ainvnorm, gsl_vector * work);
|
|
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|
|
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/* triangular matrices */
|
|
Packit |
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|
|
Packit |
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int gsl_linalg_tri_upper_invert(gsl_matrix * T);
|
|
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int gsl_linalg_tri_lower_invert(gsl_matrix * T);
|
|
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int gsl_linalg_tri_upper_unit_invert(gsl_matrix * T);
|
|
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int gsl_linalg_tri_lower_unit_invert(gsl_matrix * T);
|
|
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|
|
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INLINE_DECL void gsl_linalg_givens (const double a, const double b,
|
|
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double *c, double *s);
|
|
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INLINE_DECL void gsl_linalg_givens_gv (gsl_vector * v, const size_t i,
|
|
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const size_t j, const double c,
|
|
Packit |
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const double s);
|
|
Packit |
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|
|
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#ifdef HAVE_INLINE
|
|
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|
|
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/* Generate a Givens rotation (cos,sin) which takes v=(x,y) to (|v|,0)
|
|
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From Golub and Van Loan, "Matrix Computations", Section 5.1.8 */
|
|
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INLINE_FUN
|
|
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67cb25 |
void
|
|
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gsl_linalg_givens (const double a, const double b, double *c, double *s)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
if (b == 0)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
*c = 1;
|
|
Packit |
67cb25 |
*s = 0;
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
else if (fabs (b) > fabs (a))
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
double t = -a / b;
|
|
Packit |
67cb25 |
double s1 = 1.0 / sqrt (1 + t * t);
|
|
Packit |
67cb25 |
*s = s1;
|
|
Packit |
67cb25 |
*c = s1 * t;
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
else
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
double t = -b / a;
|
|
Packit |
67cb25 |
double c1 = 1.0 / sqrt (1 + t * t);
|
|
Packit |
67cb25 |
*c = c1;
|
|
Packit |
67cb25 |
*s = c1 * t;
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
} /* gsl_linalg_givens() */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
INLINE_FUN
|
|
Packit |
67cb25 |
void
|
|
Packit |
67cb25 |
gsl_linalg_givens_gv (gsl_vector * v, const size_t i, const size_t j,
|
|
Packit |
67cb25 |
const double c, const double s)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
/* Apply rotation to vector v' = G^T v */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
double vi = gsl_vector_get (v, i);
|
|
Packit |
67cb25 |
double vj = gsl_vector_get (v, j);
|
|
Packit |
67cb25 |
gsl_vector_set (v, i, c * vi - s * vj);
|
|
Packit |
67cb25 |
gsl_vector_set (v, j, s * vi + c * vj);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#endif /* HAVE_INLINE */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
__END_DECLS
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#endif /* __GSL_LINALG_H__ */
|