/* linalg/invtri.c * * Copyright (C) 2016 Patrick Alken * * This is free software; you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by the * Free Software Foundation; either version 3, or (at your option) any * later version. * * This source is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or * FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License * for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. * * This module contains code to invert triangular matrices */ #include #include #include #include #include #include #include static int triangular_inverse(CBLAS_UPLO_t Uplo, CBLAS_DIAG_t Diag, gsl_matrix * T); int gsl_linalg_tri_upper_invert(gsl_matrix * T) { int status = triangular_inverse(CblasUpper, CblasNonUnit, T); return status; } int gsl_linalg_tri_lower_invert(gsl_matrix * T) { int status = triangular_inverse(CblasLower, CblasNonUnit, T); return status; } int gsl_linalg_tri_upper_unit_invert(gsl_matrix * T) { int status = triangular_inverse(CblasUpper, CblasUnit, T); return status; } int gsl_linalg_tri_lower_unit_invert(gsl_matrix * T) { int status = triangular_inverse(CblasLower, CblasUnit, T); return status; } /* triangular_inverse() Invert a triangular matrix T Inputs: Uplo - CblasUpper or CblasLower Diag - unit triangular? T - on output the upper (or lower) part of T is replaced by its inverse Return: success/error */ static int triangular_inverse(CBLAS_UPLO_t Uplo, CBLAS_DIAG_t Diag, gsl_matrix * T) { const size_t N = T->size1; if (N != T->size2) { GSL_ERROR ("matrix must be square", GSL_ENOTSQR); } else { gsl_matrix_view m; gsl_vector_view v; size_t i; if (Uplo == CblasUpper) { for (i = 0; i < N; ++i) { double aii; if (Diag == CblasNonUnit) { double *Tii = gsl_matrix_ptr(T, i, i); *Tii = 1.0 / *Tii; aii = -(*Tii); } else { aii = -1.0; } if (i > 0) { m = gsl_matrix_submatrix(T, 0, 0, i, i); v = gsl_matrix_subcolumn(T, i, 0, i); gsl_blas_dtrmv(CblasUpper, CblasNoTrans, Diag, &m.matrix, &v.vector); gsl_blas_dscal(aii, &v.vector); } } /* for (i = 0; i < N; ++i) */ } else { for (i = 0; i < N; ++i) { double ajj; size_t j = N - i - 1; if (Diag == CblasNonUnit) { double *Tjj = gsl_matrix_ptr(T, j, j); *Tjj = 1.0 / *Tjj; ajj = -(*Tjj); } else { ajj = -1.0; } if (j < N - 1) { m = gsl_matrix_submatrix(T, j + 1, j + 1, N - j - 1, N - j - 1); v = gsl_matrix_subcolumn(T, j, j + 1, N - j - 1); gsl_blas_dtrmv(CblasLower, CblasNoTrans, Diag, &m.matrix, &v.vector); gsl_blas_dscal(ajj, &v.vector); } } /* for (i = 0; i < N; ++i) */ } return GSL_SUCCESS; } }