ode/src/matrix.cpp
author Stefan Karlsson <stefan.karlsson@nokia.com>
Sat, 10 Apr 2010 13:41:05 +0100
branchCompilerCompatibility
changeset 13 e68b6005d280
parent 0 2f259fa3e83a
permissions -rw-r--r--
Got rid of some trivial warnings (nested comments and tokens after #endif).
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
0
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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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#include <ode/common.h>
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#include <ode/matrix.h>
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// misc defines
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//#define ALLOCA dALLOCA16
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EXPORT_C void dSetZero (dReal *a, int n)
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{
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  while (n > 0) {
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    *(a++) = 0;
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    n--;
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  }
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}
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EXPORT_C void dSetValue (dReal *a, int n, dReal value)
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{
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  while (n > 0) {
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    *(a++) = value;
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    n--;
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  }
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}
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EXPORT_C void dMultiply0 (dReal *A, const dReal *B, const dReal *C, int p, int q, int r)
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{
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  int i,j,k,qskip,rskip,rpad;
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  qskip = dPAD(q);
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  rskip = dPAD(r);
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  rpad = rskip - r;
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  dReal sum;
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  const dReal *b,*c,*bb;
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  bb = B;
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  for (i=p; i; i--) {
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    for (j=0 ; j<r; j++) {
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      c = C + j;
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      b = bb;
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      sum = 0;
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      for (k=q; k; k--, c+=rskip) sum += dMUL((*(b++)),(*c));
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      *(A++) = sum; 
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    }
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    A += rpad;
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    bb += qskip;
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  }
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}
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EXPORT_C void dMultiply1 (dReal *A, const dReal *B, const dReal *C, int p, int q, int r)
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{
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  int i,j,k,pskip,rskip;
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  dReal sum;
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  pskip = dPAD(p);
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  rskip = dPAD(r);
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  for (i=0; i<p; i++) {
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    for (j=0; j<r; j++) {
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      sum = 0;
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      for (k=0; k<q; k++) sum += dMUL(B[i+k*pskip],C[j+k*rskip]);
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      A[i*rskip+j] = sum;
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    }
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  }
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}
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EXPORT_C void dMultiply2 (dReal *A, const dReal *B, const dReal *C, int p, int q, int r)
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{
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  int i,j,k,z,rpad,qskip;
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  dReal sum;
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  const dReal *bb,*cc;
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  rpad = dPAD(r) - r;
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  qskip = dPAD(q);
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  bb = B;
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  for (i=p; i; i--) {
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    cc = C;
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    for (j=r; j; j--) {
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      z = 0;
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      sum = 0;
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      for (k=q; k; k--,z++) sum += dMUL(bb[z],cc[z]);
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      *(A++) = sum; 
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      cc += qskip;
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    }
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    A += rpad;
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    bb += qskip;
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  }
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}
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EXPORT_C int dFactorCholesky (dReal *A, int n)
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{
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parents:
diff changeset
   112
  int i,j,k,nskip;
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parents:
diff changeset
   113
  dReal sum,*a,*b,*aa,*bb,*cc,*recip;
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parents:
diff changeset
   114
  nskip = dPAD (n);
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parents:
diff changeset
   115
  recip = (dReal*) malloc (n * sizeof(dReal));
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parents:
diff changeset
   116
  if(recip == NULL) {
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parents:
diff changeset
   117
  	return 0;
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parents:
diff changeset
   118
  }
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parents:
diff changeset
   119
  aa = A;
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parents:
diff changeset
   120
  for (i=0; i<n; i++) {
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parents:
diff changeset
   121
    bb = A;
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parents:
diff changeset
   122
    cc = A + i*nskip;
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parents:
diff changeset
   123
    for (j=0; j<i; j++) {
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parents:
diff changeset
   124
      sum = *cc;
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parents:
diff changeset
   125
      a = aa;
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parents:
diff changeset
   126
      b = bb;
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   127
      for (k=j; k; k--) sum -= dMUL((*(a++)),(*(b++)));
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parents:
diff changeset
   128
      *cc = dMUL(sum,recip[j]);
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parents:
diff changeset
   129
      bb += nskip;
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parents:
diff changeset
   130
      cc++;
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parents:
diff changeset
   131
    }
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parents:
diff changeset
   132
    sum = *cc;
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parents:
diff changeset
   133
    a = aa;
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   134
    for (k=i; k; k--, a++) sum -= dMUL((*a),(*a));
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parents:
diff changeset
   135
    if (sum <= REAL(0.0)) {
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   136
        free(recip);
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parents:
diff changeset
   137
        return 0;
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   138
    }
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   139
    *cc = dSqrt(sum);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   140
    recip[i] = dRecip (*cc);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   141
    aa += nskip;
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   142
  }
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   143
  free(recip);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   144
  return 1;
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parents:
diff changeset
   145
}
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parents:
diff changeset
   146
2f259fa3e83a Revision: 201003
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parents:
diff changeset
   147
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   148
EXPORT_C void dSolveCholesky (const dReal *L, dReal *b, int n)
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   149
{
2f259fa3e83a Revision: 201003
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parents:
diff changeset
   150
  int i,k,nskip;
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parents:
diff changeset
   151
  dReal sum,*y;
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parents:
diff changeset
   152
  nskip = dPAD (n);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   153
  y = (dReal*) malloc (n*sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   154
  if (y == NULL) {
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   155
  	return;
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   156
  }
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   157
  for (i=0; i<n; i++) {
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   158
    sum = 0;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   159
    for (k=0; k < i; k++) sum += dMUL(L[i*nskip+k],y[k]);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   160
    y[i] = dDIV((b[i]-sum),L[i*nskip+i]);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   161
  }
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   162
  for (i=n-1; i >= 0; i--) {
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   163
    sum = 0;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   164
    for (k=i+1; k < n; k++) sum += dMUL(L[k*nskip+i],b[k]);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   165
    b[i] = dDIV((y[i]-sum),L[i*nskip+i]);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   166
  }
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   167
  free(y);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   168
}
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   169
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   170
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   171
EXPORT_C int dInvertPDMatrix (const dReal *A, dReal *Ainv, int n)
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   172
{
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   173
  int i,j,nskip;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   174
  dReal *L,*x;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   175
  nskip = dPAD (n);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   176
  L = (dReal*) malloc (nskip*n*sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   177
  if (L == NULL) {
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   178
  	return 0;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   179
  }
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   180
  memcpy (L,A,nskip*n*sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   181
  x = (dReal*) malloc (n*sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   182
  if (x == NULL) {
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   183
  	free(L);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   184
  	return 0;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   185
  }
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   186
  if (dFactorCholesky (L,n)==0) {
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   187
    free(L);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   188
    free(x);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   189
    return 0;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   190
  }
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   191
  dSetZero (Ainv,n*nskip);	// make sure all padding elements set to 0
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   192
  for (i=0; i<n; i++) {
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   193
    for (j=0; j<n; j++) x[j] = REAL(0.0);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   194
    x[i] = REAL(1.0);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   195
    dSolveCholesky (L,x,n);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   196
    for (j=0; j<n; j++) Ainv[j*nskip+i] = x[j];
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   197
  }
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   198
  free(L);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   199
  free(x);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   200
  return 1;  
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   201
}
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   202
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   203
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   204
EXPORT_C int dIsPositiveDefinite (const dReal *A, int n)
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   205
{
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   206
  dReal *Acopy;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   207
  int nskip = dPAD (n);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   208
  Acopy = (dReal*) malloc (nskip*n * sizeof(dReal));
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   209
  if ( Acopy == NULL) {
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   210
  	return 0;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   211
  }
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   212
  memcpy (Acopy,A,nskip*n * sizeof(dReal));
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   213
  int ret = dFactorCholesky (Acopy,n);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   214
  free(Acopy);
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   215
  return ret;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   216
}
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   217
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   218
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   219
/***** this has been replaced by a faster version
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   220
void dSolveL1T (const dReal *L, dReal *b, int n, int nskip)
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   221
{
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   222
  int i,j;
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   223
  dReal sum;
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   224
  for (i=n-2; i>=0; i--) {
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    sum = 0;
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   226
    for (j=i+1; j<n; j++) sum += L[j*nskip+i]*b[j];
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    b[i] -= sum;
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   228
  }
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   229
}
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   230
*/
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   231
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   232
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   233
EXPORT_C void dVectorScale (dReal *a, const dReal *d, int n)
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   234
{
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   235
  for (int i=0; i<n; i++) a[i] = dMUL(a[i],d[i]);
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   236
}
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   237
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   238
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   239
EXPORT_C void dSolveLDLT (const dReal *L, const dReal *d, dReal *b, int n, int nskip)
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{
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  dSolveL1 (L,b,n,nskip);
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   242
  dVectorScale (b,d,n);
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   243
  dSolveL1T (L,b,n,nskip);
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   244
}
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   245
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   246
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   247
EXPORT_C void dLDLTAddTL (dReal *L, dReal *d, const dReal *a, int n, int nskip)
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{
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   249
  int j,p;
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   250
  dReal *W1,*W2,W11,W21,alpha1,alpha2,alphanew,gamma1,gamma2,k1,k2,Wp,ell,dee;
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   251
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   252
  if (n < 2) return;
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   253
  W1 = (dReal*) malloc (n*sizeof(dReal));
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   254
  if (W1 == NULL) {
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   255
  	return;
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   256
  }
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   257
  W2 = (dReal*) malloc (n*sizeof(dReal));
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   258
  if (W2 == NULL) {
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   259
  	free(W1);
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  	return;
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   261
  }
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   262
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   263
  W1[0] = 0;
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   264
  W2[0] = 0;
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   265
  for (j=1; j<n; j++) W1[j] = W2[j] = dMUL(a[j],dSQRT1_2);
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   266
  W11 = dMUL((dMUL(REAL(0.5),a[0])+REAL(1.0)),dSQRT1_2);
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   267
  W21 = dMUL((dMUL(REAL(0.5),a[0])-REAL(1.0)),dSQRT1_2);
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   268
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   269
  alpha1=REAL(1.0);
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   270
  alpha2=REAL(1.0);
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   271
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   272
  dee = d[0];
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   273
  alphanew = alpha1 + dMUL(dMUL(W11,W11),dee);
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   274
  dee = dDIV(dee,alphanew);
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   275
  gamma1 = dMUL(W11,dee);
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   276
  dee = dMUL(dee,alpha1);
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   277
  alpha1 = alphanew;
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   278
  alphanew = alpha2 - dMUL(dMUL(W21,W21),dee);
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   279
  dee = dDIV(dee,alphanew);
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   280
  gamma2 = dMUL(W21,dee);
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   281
  alpha2 = alphanew;
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   282
  k1 = REAL(1.0) - dMUL(W21,gamma1);
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   283
  k2 = dMUL(W21,dMUL(gamma1,W11)) - W21;
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   284
  for (p=1; p<n; p++) {
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   285
    Wp = W1[p];
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   286
    ell = L[p*nskip];
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   287
    W1[p] =    Wp - dMUL(W11,ell);
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   288
    W2[p] = dMUL(k1,Wp) +  dMUL(k2,ell);
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   289
  }
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   290
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   291
  for (j=1; j<n; j++) {
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   292
    dee = d[j];
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   293
    alphanew = alpha1 + dMUL(dMUL(W1[j],W1[j]),dee);
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   294
    dee = dDIV(dee,alphanew);
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   295
    gamma1 = dMUL(W1[j],dee);
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parents:
diff changeset
   296
    dee = dMUL(dee,alpha1);
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diff changeset
   297
    alpha1 = alphanew;
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   298
    alphanew = alpha2 - dMUL(dMUL(W2[j],W2[j]),dee);
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parents:
diff changeset
   299
    dee = dDIV(dee,alphanew);
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parents:
diff changeset
   300
    gamma2 = dMUL(W2[j],dee);
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parents:
diff changeset
   301
    dee = dMUL(dee,alpha2);
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parents:
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   302
    d[j] = dee;
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parents:
diff changeset
   303
    alpha2 = alphanew;
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parents:
diff changeset
   304
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   305
    k1 = W1[j];
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parents:
diff changeset
   306
    k2 = W2[j];
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parents:
diff changeset
   307
    for (p=j+1; p<n; p++) {
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   308
      ell = L[p*nskip+j];
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   309
      Wp = W1[p] - dMUL(k1,ell);
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parents:
diff changeset
   310
      ell += dMUL(gamma1,Wp);
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parents:
diff changeset
   311
      W1[p] = Wp;
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parents:
diff changeset
   312
      Wp = W2[p] - dMUL(k2,ell);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   313
      ell -= dMUL(gamma2,Wp);
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parents:
diff changeset
   314
      W2[p] = Wp;
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   315
      L[p*nskip+j] = ell;
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parents:
diff changeset
   316
    }
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parents:
diff changeset
   317
  }
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parents:
diff changeset
   318
  free(W1);
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parents:
diff changeset
   319
  free(W2);
2f259fa3e83a Revision: 201003
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parents:
diff changeset
   320
}
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   321
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   322
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   323
// macros for dLDLTRemove() for accessing A - either access the matrix
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   324
// directly or access it via row pointers. we are only supposed to reference
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   325
// the lower triangle of A (it is symmetric), but indexes i and j come from
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   326
// permutation vectors so they are not predictable. so do a test on the
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   327
// indexes - this should not slow things down too much, as we don't do this
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   328
// in an inner loop.
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parents:
diff changeset
   329
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   330
#define _GETA(i,j) (A[i][j])
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   331
//#define _GETA(i,j) (A[(i)*nskip+(j)])
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
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   332
#define GETA(i,j) ((i > j) ? _GETA(i,j) : _GETA(j,i))
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parents:
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   333
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   334
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
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   335
EXPORT_C void dLDLTRemove (dReal **A, const int *p, dReal *L, dReal *d,
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   336
		  int /*n1*/, int n2, int r, int nskip)
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   337
{
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   338
  int i;
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parents:
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   339
 
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parents:
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   340
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
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   341
  if (r==n2-1) {
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   342
    return;		// deleting last row/col is easy
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   343
  }
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   344
  else if (r==0) {
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
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   345
    dReal *a = (dReal*) malloc (n2 * sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
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   346
    if (a == NULL) {
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
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   347
    	return;
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
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   348
    }
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
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   349
    for (i=0; i<n2; i++) a[i] = -GETA(p[i],p[0]);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
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   350
    a[0] += REAL(1.0);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
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   351
    dLDLTAddTL (L,d,a,n2,nskip);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
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   352
    free(a);
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parents:
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   353
  }
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parents:
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   354
  else {
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
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   355
    dReal *t = (dReal*) malloc (r * sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   356
    if (t == NULL) {
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   357
    	return;
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parents:
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   358
    }
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   359
    dReal *a = (dReal*) malloc ((n2-r) * sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   360
    if (a == NULL) {
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   361
    	free(t);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   362
    	return;
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parents:
diff changeset
   363
    }
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   364
    for (i=0; i<r; i++) t[i] = dDIV(L[r*nskip+i],d[i]);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   365
    for (i=0; i<(n2-r); i++)
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   366
      a[i] = dDot(L+(r+i)*nskip,t,r) - GETA(p[r+i],p[r]);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   367
    a[0] += REAL(1.0);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   368
    dLDLTAddTL (L + r*nskip+r, d+r, a, n2-r, nskip);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   369
    free(t);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   370
    free(a);
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parents:
diff changeset
   371
  }
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parents:
diff changeset
   372
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   373
  // snip out row/column r from L and d
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   374
  dRemoveRowCol (L,n2,nskip,r);
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   375
  if (r < (n2-1)) memmove (d+r,d+r+1,(n2-r-1)*sizeof(dReal));
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parents:
diff changeset
   376
}
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   377
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   378
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   379
EXPORT_C void dRemoveRowCol (dReal *A, int n, int nskip, int r)
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   380
{
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   381
  int i;
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   382
  if (r >= n-1) return;
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   383
  if (r > 0) {
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   384
    for (i=0; i<r; i++)
2f259fa3e83a Revision: 201003
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   385
      memmove (A+i*nskip+r,A+i*nskip+r+1,(n-r-1)*sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   386
    for (i=r; i<(n-1); i++)
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   387
      memcpy (A+i*nskip,A+i*nskip+nskip,r*sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   388
  }
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   389
  for (i=r; i<(n-1); i++)
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   390
    memcpy (A+i*nskip+r,A+i*nskip+nskip+r+1,(n-r-1)*sizeof(dReal));
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Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   391
}