author | hgs |
Wed, 23 Jun 2010 05:40:10 +0800 | |
changeset 33 | b3425bf29f82 |
parent 0 | 2f259fa3e83a |
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/************************************************************************* |
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* * |
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* Open Dynamics Engine, Copyright (C) 2001,2002 Russell L. Smith. * |
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* All rights reserved. Email: russ@q12.org Web: www.q12.org * |
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* * |
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* This library is free software; you can redistribute it and/or * |
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* modify it under the terms of EITHER: * |
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* (1) The GNU Lesser General Public License as published by the Free * |
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* Software Foundation; either version 2.1 of the License, or (at * |
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* your option) any later version. The text of the GNU Lesser * |
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* General Public License is included with this library in the * |
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* file LICENSE.TXT. * |
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* (2) The BSD-style license that is included with this library in * |
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* the file LICENSE-BSD.TXT. * |
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* * |
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* This library is distributed in the hope that it will be useful, * |
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* but WITHOUT ANY WARRANTY; without even the implied warranty of * |
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the files * |
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* LICENSE.TXT and LICENSE-BSD.TXT for more details. * |
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* * |
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*************************************************************************/ |
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/* optimized and unoptimized vector and matrix functions */ |
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#ifndef _ODE_MATRIX_H_ |
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#define _ODE_MATRIX_H_ |
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#include <ode/common.h> |
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#ifdef __cplusplus |
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extern "C" { |
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#endif |
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/* set a vector/matrix of size n to all zeros, or to a specific value. */ |
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ODE_API IMPORT_C void dSetZero (dReal *a, int n); |
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ODE_API IMPORT_C void dSetValue (dReal *a, int n, dReal value); |
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/* get the dot product of two n*1 vectors. if n <= 0 then |
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* zero will be returned (in which case a and b need not be valid). |
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*/ |
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ODE_API IMPORT_C dReal dDot (const dReal *a, const dReal *b, int n); |
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/* get the dot products of (a0,b), (a1,b), etc and return them in outsum. |
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* all vectors are n*1. if n <= 0 then zeroes will be returned (in which case |
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* the input vectors need not be valid). this function is somewhat faster |
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* than calling dDot() for all of the combinations separately. |
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*/ |
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/* NOT INCLUDED in the library for now. |
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void dMultidot2 (const dReal *a0, const dReal *a1, |
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const dReal *b, dReal *outsum, int n); |
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*/ |
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/* matrix multiplication. all matrices are stored in standard row format. |
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* the digit refers to the argument that is transposed: |
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* 0: A = B * C (sizes: A:p*r B:p*q C:q*r) |
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* 1: A = B' * C (sizes: A:p*r B:q*p C:q*r) |
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* 2: A = B * C' (sizes: A:p*r B:p*q C:r*q) |
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* case 1,2 are equivalent to saying that the operation is A=B*C but |
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* B or C are stored in standard column format. |
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*/ |
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ODE_API IMPORT_C void dMultiply0 (dReal *A, const dReal *B, const dReal *C, int p,int q,int r); |
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ODE_API IMPORT_C void dMultiply1 (dReal *A, const dReal *B, const dReal *C, int p,int q,int r); |
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ODE_API IMPORT_C void dMultiply2 (dReal *A, const dReal *B, const dReal *C, int p,int q,int r); |
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/* do an in-place cholesky decomposition on the lower triangle of the n*n |
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* symmetric matrix A (which is stored by rows). the resulting lower triangle |
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* will be such that L*L'=A. return 1 on success and 0 on failure (on failure |
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* the matrix is not positive definite). |
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*/ |
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ODE_API IMPORT_C int dFactorCholesky (dReal *A, int n); |
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/* solve for x: L*L'*x = b, and put the result back into x. |
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* L is size n*n, b is size n*1. only the lower triangle of L is considered. |
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*/ |
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ODE_API IMPORT_C void dSolveCholesky (const dReal *L, dReal *b, int n); |
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/* compute the inverse of the n*n positive definite matrix A and put it in |
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* Ainv. this is not especially fast. this returns 1 on success (A was |
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* positive definite) or 0 on failure (not PD). |
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*/ |
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ODE_API IMPORT_C int dInvertPDMatrix (const dReal *A, dReal *Ainv, int n); |
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/* check whether an n*n matrix A is positive definite, return 1/0 (yes/no). |
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* positive definite means that x'*A*x > 0 for any x. this performs a |
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* cholesky decomposition of A. if the decomposition fails then the matrix |
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* is not positive definite. A is stored by rows. A is not altered. |
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103 |
*/ |
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104 |
|
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ODE_API IMPORT_C int dIsPositiveDefinite (const dReal *A, int n); |
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106 |
|
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107 |
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108 |
/* factorize a matrix A into L*D*L', where L is lower triangular with ones on |
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* the diagonal, and D is diagonal. |
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* A is an n*n matrix stored by rows, with a leading dimension of n rounded |
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* up to 4. L is written into the strict lower triangle of A (the ones are not |
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* written) and the reciprocal of the diagonal elements of D are written into |
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* d. |
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114 |
*/ |
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ODE_API IMPORT_C void dFactorLDLT (dReal *A, dReal *d, int n, int nskip); |
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116 |
|
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117 |
|
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/* solve L*x=b, where L is n*n lower triangular with ones on the diagonal, |
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* and x,b are n*1. b is overwritten with x. |
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* the leading dimension of L is `nskip'. |
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121 |
*/ |
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ODE_API IMPORT_C void dSolveL1 (const dReal *L, dReal *b, int n, int nskip); |
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123 |
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124 |
|
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/* solve L'*x=b, where L is n*n lower triangular with ones on the diagonal, |
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* and x,b are n*1. b is overwritten with x. |
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* the leading dimension of L is `nskip'. |
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*/ |
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ODE_API IMPORT_C void dSolveL1T (const dReal *L, dReal *b, int n, int nskip); |
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130 |
|
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131 |
|
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/* in matlab syntax: a(1:n) = a(1:n) .* d(1:n) */ |
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133 |
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ODE_API IMPORT_C void dVectorScale (dReal *a, const dReal *d, int n); |
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135 |
|
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136 |
|
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/* given `L', a n*n lower triangular matrix with ones on the diagonal, |
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* and `d', a n*1 vector of the reciprocal diagonal elements of an n*n matrix |
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* D, solve L*D*L'*x=b where x,b are n*1. x overwrites b. |
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* the leading dimension of L is `nskip'. |
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141 |
*/ |
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142 |
|
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ODE_API IMPORT_C void dSolveLDLT (const dReal *L, const dReal *d, dReal *b, int n, int nskip); |
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144 |
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145 |
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/* given an L*D*L' factorization of an n*n matrix A, return the updated |
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* factorization L2*D2*L2' of A plus the following "top left" matrix: |
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148 |
* |
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* [ b a' ] <-- b is a[0] |
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* [ a 0 ] <-- a is a[1..n-1] |
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151 |
* |
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* - L has size n*n, its leading dimension is nskip. L is lower triangular |
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* with ones on the diagonal. only the lower triangle of L is referenced. |
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* - d has size n. d contains the reciprocal diagonal elements of D. |
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* - a has size n. |
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* the result is written into L, except that the left column of L and d[0] |
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* are not actually modified. see ldltaddTL.m for further comments. |
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158 |
*/ |
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ODE_API IMPORT_C void dLDLTAddTL (dReal *L, dReal *d, const dReal *a, int n, int nskip); |
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160 |
|
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161 |
|
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/* given an L*D*L' factorization of a permuted matrix A, produce a new |
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* factorization for row and column `r' removed. |
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* - A has size n1*n1, its leading dimension in nskip. A is symmetric and |
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* positive definite. only the lower triangle of A is referenced. |
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* A itself may actually be an array of row pointers. |
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* - L has size n2*n2, its leading dimension in nskip. L is lower triangular |
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* with ones on the diagonal. only the lower triangle of L is referenced. |
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* - d has size n2. d contains the reciprocal diagonal elements of D. |
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* - p is a permutation vector. it contains n2 indexes into A. each index |
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* must be in the range 0..n1-1. |
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* - r is the row/column of L to remove. |
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* the new L will be written within the old L, i.e. will have the same leading |
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* dimension. the last row and column of L, and the last element of d, are |
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* undefined on exit. |
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* |
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* a fast O(n^2) algorithm is used. see ldltremove.m for further comments. |
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*/ |
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ODE_API IMPORT_C void dLDLTRemove (dReal **A, const int *p, dReal *L, dReal *d, |
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int n1, int n2, int r, int nskip); |
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181 |
|
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182 |
|
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/* given an n*n matrix A (with leading dimension nskip), remove the r'th row |
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* and column by moving elements. the new matrix will have the same leading |
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* dimension. the last row and column of A are untouched on exit. |
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*/ |
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ODE_API IMPORT_C void dRemoveRowCol (dReal *A, int n, int nskip, int r); |
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188 |
|
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189 |
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#ifdef __cplusplus |
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} |
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#endif |
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194 |
#endif |