source: pacpussensors/trunk/Vislab/lib3dv/eigen/bench/btl/libs/mtl4/mtl4_LU_solve_interface.hh@ 136

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1//=====================================================
2// File : blitz_LU_solve_interface.hh
3// Author : L. Plagne <laurent.plagne@edf.fr)>
4// Copyright (C) EDF R&D, lun sep 30 14:23:31 CEST 2002
5//=====================================================
6//
7// This program is free software; you can redistribute it and/or
8// modify it under the terms of the GNU General Public License
9// as published by the Free Software Foundation; either version 2
10// of the License, or (at your option) any later version.
11//
12// This program is distributed in the hope that it will be useful,
13// but WITHOUT ANY WARRANTY; without even the implied warranty of
14// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
15// GNU General Public License for more details.
16// You should have received a copy of the GNU General Public License
17// along with this program; if not, write to the Free Software
18// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
19//
20#ifndef BLITZ_LU_SOLVE_INTERFACE_HH
21#define BLITZ_LU_SOLVE_INTERFACE_HH
22
23#include "blitz/array.h"
24#include <vector>
25
26BZ_USING_NAMESPACE(blitz)
27
28template<class real>
29class blitz_LU_solve_interface : public blitz_interface<real>
30{
31
32public :
33
34 typedef typename blitz_interface<real>::gene_matrix gene_matrix;
35 typedef typename blitz_interface<real>::gene_vector gene_vector;
36
37 typedef blitz::Array<int,1> Pivot_Vector;
38
39 inline static void new_Pivot_Vector(Pivot_Vector & pivot,int N)
40 {
41
42 pivot.resize(N);
43
44 }
45
46 inline static void free_Pivot_Vector(Pivot_Vector & pivot)
47 {
48
49 return;
50
51 }
52
53
54 static inline real matrix_vector_product_sliced(const gene_matrix & A, gene_vector B, int row, int col_start, int col_end)
55 {
56
57 real somme=0.;
58
59 for (int j=col_start ; j<col_end+1 ; j++){
60
61 somme+=A(row,j)*B(j);
62
63 }
64
65 return somme;
66
67 }
68
69
70
71
72 static inline real matrix_matrix_product_sliced(gene_matrix & A, int row, int col_start, int col_end, gene_matrix & B, int row_shift, int col )
73 {
74
75 real somme=0.;
76
77 for (int j=col_start ; j<col_end+1 ; j++){
78
79 somme+=A(row,j)*B(j+row_shift,col);
80
81 }
82
83 return somme;
84
85 }
86
87 inline static void LU_factor(gene_matrix & LU, Pivot_Vector & pivot, int N)
88 {
89
90 ASSERT( LU.rows()==LU.cols() ) ;
91 int index_max = 0 ;
92 real big = 0. ;
93 real theSum = 0. ;
94 real dum = 0. ;
95 // Get the implicit scaling information :
96 gene_vector ImplicitScaling( N ) ;
97 for( int i=0; i<N; i++ ) {
98 big = 0. ;
99 for( int j=0; j<N; j++ ) {
100 if( abs( LU( i, j ) )>=big ) big = abs( LU( i, j ) ) ;
101 }
102 if( big==0. ) {
103 INFOS( "blitz_LU_factor::Singular matrix" ) ;
104 exit( 0 ) ;
105 }
106 ImplicitScaling( i ) = 1./big ;
107 }
108 // Loop over columns of Crout's method :
109 for( int j=0; j<N; j++ ) {
110 for( int i=0; i<j; i++ ) {
111 theSum = LU( i, j ) ;
112 theSum -= matrix_matrix_product_sliced(LU, i, 0, i-1, LU, 0, j) ;
113 // theSum -= sum( LU( i, Range( fromStart, i-1 ) )*LU( Range( fromStart, i-1 ), j ) ) ;
114 LU( i, j ) = theSum ;
115 }
116
117 // Search for the largest pivot element :
118 big = 0. ;
119 for( int i=j; i<N; i++ ) {
120 theSum = LU( i, j ) ;
121 theSum -= matrix_matrix_product_sliced(LU, i, 0, j-1, LU, 0, j) ;
122 // theSum -= sum( LU( i, Range( fromStart, j-1 ) )*LU( Range( fromStart, j-1 ), j ) ) ;
123 LU( i, j ) = theSum ;
124 if( (ImplicitScaling( i )*abs( theSum ))>=big ) {
125 dum = ImplicitScaling( i )*abs( theSum ) ;
126 big = dum ;
127 index_max = i ;
128 }
129 }
130 // Interchanging rows and the scale factor :
131 if( j!=index_max ) {
132 for( int k=0; k<N; k++ ) {
133 dum = LU( index_max, k ) ;
134 LU( index_max, k ) = LU( j, k ) ;
135 LU( j, k ) = dum ;
136 }
137 ImplicitScaling( index_max ) = ImplicitScaling( j ) ;
138 }
139 pivot( j ) = index_max ;
140 if ( LU( j, j )==0. ) LU( j, j ) = 1.e-20 ;
141 // Divide by the pivot element :
142 if( j<N ) {
143 dum = 1./LU( j, j ) ;
144 for( int i=j+1; i<N; i++ ) LU( i, j ) *= dum ;
145 }
146 }
147
148 }
149
150 inline static void LU_solve(const gene_matrix & LU, const Pivot_Vector pivot, gene_vector &B, gene_vector X, int N)
151 {
152
153 // Pour conserver le meme header, on travaille sur X, copie du second-membre B
154 X = B.copy() ;
155 ASSERT( LU.rows()==LU.cols() ) ;
156 firstIndex indI ;
157 // Forward substitution :
158 int ii = 0 ;
159 real theSum = 0. ;
160 for( int i=0; i<N; i++ ) {
161 int ip = pivot( i ) ;
162 theSum = X( ip ) ;
163 // theSum = B( ip ) ;
164 X( ip ) = X( i ) ;
165 // B( ip ) = B( i ) ;
166 if( ii ) {
167 theSum -= matrix_vector_product_sliced(LU, X, i, ii-1, i-1) ;
168 // theSum -= sum( LU( i, Range( ii-1, i-1 ) )*X( Range( ii-1, i-1 ) ) ) ;
169 // theSum -= sum( LU( i, Range( ii-1, i-1 ) )*B( Range( ii-1, i-1 ) ) ) ;
170 } else if( theSum ) {
171 ii = i+1 ;
172 }
173 X( i ) = theSum ;
174 // B( i ) = theSum ;
175 }
176 // Backsubstitution :
177 for( int i=N-1; i>=0; i-- ) {
178 theSum = X( i ) ;
179 // theSum = B( i ) ;
180 theSum -= matrix_vector_product_sliced(LU, X, i, i+1, N) ;
181 // theSum -= sum( LU( i, Range( i+1, toEnd ) )*X( Range( i+1, toEnd ) ) ) ;
182 // theSum -= sum( LU( i, Range( i+1, toEnd ) )*B( Range( i+1, toEnd ) ) ) ;
183 // Store a component of the solution vector :
184 X( i ) = theSum/LU( i, i ) ;
185 // B( i ) = theSum/LU( i, i ) ;
186 }
187
188 }
189
190};
191
192#endif
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