classicui_plat/ode_api/inc/matrix.h
author Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
Tue, 27 Apr 2010 16:55:05 +0300
branchRCL_3
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Revision: 201015 Kit: 201017
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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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 */
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ODE_API IMPORT_C int dIsPositiveDefinite (const dReal *A, int n);
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/* 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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 */
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ODE_API IMPORT_C void dFactorLDLT (dReal *A, dReal *d, int n, int nskip);
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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 dSolveL1 (const dReal *L, dReal *b, int n, int nskip);
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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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/* in matlab syntax: a(1:n) = a(1:n) .* d(1:n) */
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ODE_API IMPORT_C void dVectorScale (dReal *a, const dReal *d, int n);
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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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 */
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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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/* 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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 *
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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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 *
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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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 */
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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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/* 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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   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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#ifdef __cplusplus
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}
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#endif
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#endif