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jiri
2010-02-25 20:47:01 +00:00
parent 03ef09deb8
commit df9ac6894b
4 changed files with 274 additions and 95 deletions
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73
nonclass.h
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@@ -88,8 +88,8 @@ extern const NRVec<T> diagofproduct(const NRMat<T> &a, const NRMat<T> &b,\
extern T trace2(const NRMat<T> &a, const NRMat<T> &b, bool trb=0); \
extern T trace2(const NRSMat<T> &a, const NRSMat<T> &b, const bool diagscaled=0);\
extern T trace2(const NRSMat<T> &a, const NRMat<T> &b, const bool diagscaled=0);\
extern void linear_solve(NRMat<T> &a, NRMat<T> *b, double *det=0,int n=0); \
extern void linear_solve(NRSMat<T> &a, NRMat<T> *b, double *det=0, int n=0); \
extern void linear_solve(NRMat<T> &a, NRMat<T> *b, double *det=0,int n=0); /*solve Ax^T=b^T (b is nrhs x n) */ \
extern void linear_solve(NRSMat<T> &a, NRMat<T> *b, double *det=0, int n=0); /*solve Ax^T=b^T (b is nrhs x n) */\
extern void linear_solve(NRMat<T> &a, NRVec<T> &b, double *det=0, int n=0); \
extern void linear_solve(NRSMat<T> &a, NRVec<T> &b, double *det=0, int n=0); \
extern void diagonalize(NRMat<T> &a, NRVec<LA_traits<T>::normtype> &w, const bool eivec=1, const bool corder=1, int n=0, NRMat<T> *b=NULL, const int itype=1); \
@@ -184,51 +184,38 @@ return det;
}
//extended linear solve routines
template<class T>
extern int linear_solve_x_(NRMat<T> &A, T *B, const bool eq, const int nrhs, const int ldb, const char trans);
//solve Ax = b using zgesvx
//------------------------------------------------------------------------------
// solves set of linear equations using gesvx
// input:
// A double precision matrix of dimension nn x mm, where min(nn, mm) >= n
// B double prec. array dimensioned as nrhs x n
// rhsCount nrhs - count of right hand sides
// eqCount n - count of equations
// eq use equilibration of matrix A before solving
// saveA if set, do no overwrite A if equilibration in effect
// rcond if not NULL, store the returned rcond value from dgesvx
// output:
// solution is stored in B
// the info parameter of gesvx is returned (see man dgesvx)
//------------------------------------------------------------------------------
template<class T>
inline int linear_solve_x(NRMat<complex<double> > &A, NRVec<complex<double> > &B, const bool eq)
{
B.copyonwrite();
return linear_solve_x_(A, &B[0], eq, 1, B.size(), 'T');
}
int linear_solve_x(NRMat<T> &A, T *B, const int rhsCount, const int eqCount, const bool eq, const bool saveA, double *rcond);
//solve AX = B using zgesvx
//------------------------------------------------------------------------------
// for given square matrices A, B computes X = AB^{-1} as follows
// XB = A => B^TX^T = A^T
// input:
// _A double precision matrix of dimension nn x nn
// _B double prec. matrix of dimension nn x nn
// _useEq use equilibration suitable for badly conditioned matrices
// _rcond if not NULL, store the returned value of rcond fromd dgesvx
// output:
// solution is stored in _B
// the info parameter of dgesvx is returned (see man dgesvx)
//------------------------------------------------------------------------------
template<class T>
inline int linear_solve_x(NRMat<complex<double> > &A, NRMat<complex<double> > &B, const bool eq, const bool transpose=true)
{
B.copyonwrite();
if(transpose) B.transposeme();//because of corder
int info(0);
info = linear_solve_x_(A, B[0], eq, B.ncols(), B.nrows(), transpose?'T':'N');
if(transpose) B.transposeme();
return info;
}
#define multiply_by_inverse(P,Q,eq) linear_solve_x(P,Q,eq,false)
/*
* input:
* P,Q - general complex square matrices
* eq - use equilibration (man cgesvx)
* description:
* evaluates matrix expression QP^{-1} as
* Z = QP^{-1}
* ZP = Q
* P^TZ^T = Q^T
* Z is computed by solving this linear system instead of computing inverse
* of P followed by multiplication by Q
* returns:
* returns the info parameter of cgesvx
* result is stored in Q
*/
int multiply_by_inverse(NRMat<T> &A, NRMat<T> &B, bool useEq, double *rcond);
//general submatrix, INDEX will typically be NRVec<int> or even int*