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jiri 2010-01-07 16:59:44 +00:00
parent 5f5f0343a6
commit 12c88e6872
1 changed files with 14 additions and 2 deletions
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16
sparsesmat.h
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@ -87,7 +87,8 @@ public:
void gemm(const T beta, const SparseSMat &a, const char transa, const SparseSMat &b, const char transb, const T alpha); //this := alpha*op( A )*op( B ) + beta*this !!!NOT A GENERAL ROUTINE, JUST FOR THE CASES WHEN THE RESULT STAYS SYMMETRIC
inline void add(const SPMatindex n, const SPMatindex m, const T elem, const bool both=true);
inline unsigned long long length() {return simplify();};
void transposeme() const {};
void transposeme() const {laerror("in-place transposition not necessary/implemented for SparseSMat");};
SparseSMat transpose(bool conj=false) const; //if we store a non-symmetric matrix there
void get(int fd, bool dimen, bool transp);
void put(int fd, bool dimen, bool transp) const;
int nrows() const {return nn;}
@ -404,11 +405,20 @@ std::istream& operator>>(std::istream &s, SparseSMat<T> &x)
return s;
}
template <typename T>
SparseSMat<T> SparseSMat<T>::transpose(bool conj) const
{
SparseSMat<T> r(nn);
typename SparseSMat<T>::iterator p(*this);
for(; p.notend(); ++p) r.add(p->col, p->row, (conj?LA_traits<T>::conjugate(p->elem):p->elem), false);
return r;
}
//Cholesky decomposition, pivoted, positive semidefinite, not in place
//it is NOT checked that the input matrix is symmetric/hermitean
//result.transpose(true)*result reproduces the original matrix
//Due to pivoting the result is upper triangular only before permutation
//Due to pivoting the result is upper triangular only before applying final permutation
//
template <typename T>
SparseSMat<T> SparseSMat<T>::cholesky(void) const
@ -427,6 +437,8 @@ for(int i=0; i<nn; ++i) pivot[i]=i;
//pivot by sorting
//!this is actually not fully correct approach, since the pivoting should be done during the Cholesky process
//Now it can happen that some elements will vanish in the process, while there will be some remaining ones later
//However, column swapping in the regular pivoting in an in-place algorithm would be rather clumsy with std::map , since simply renumbering the key is not allowed
//This works reasonably well so keep it like this at the moment
diagreal.sort(1,0,nn-1,pivot);
//prepare inverse permutation