alglib 0.1.1

data/ext/alglib/blas.h

@@ -0,0 +1,132 @@
+/*************************************************************************
+Copyright (c) 2005-2007, Sergey Bochkanov (ALGLIB project).
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#ifndef _blas_h
+#define _blas_h
+
+#include "ap.h"
+#include "ialglib.h"
+
+double vectornorm2(const ap::real_1d_array& x, int i1, int i2);
+
+
+int vectoridxabsmax(const ap::real_1d_array& x, int i1, int i2);
+
+
+int columnidxabsmax(const ap::real_2d_array& x, int i1, int i2, int j);
+
+
+int rowidxabsmax(const ap::real_2d_array& x, int j1, int j2, int i);
+
+
+double upperhessenberg1norm(const ap::real_2d_array& a,
+     int i1,
+     int i2,
+     int j1,
+     int j2,
+     ap::real_1d_array& work);
+
+
+void copymatrix(const ap::real_2d_array& a,
+     int is1,
+     int is2,
+     int js1,
+     int js2,
+     ap::real_2d_array& b,
+     int id1,
+     int id2,
+     int jd1,
+     int jd2);
+
+
+void inplacetranspose(ap::real_2d_array& a,
+     int i1,
+     int i2,
+     int j1,
+     int j2,
+     ap::real_1d_array& work);
+
+
+void copyandtranspose(const ap::real_2d_array& a,
+     int is1,
+     int is2,
+     int js1,
+     int js2,
+     ap::real_2d_array& b,
+     int id1,
+     int id2,
+     int jd1,
+     int jd2);
+
+
+void matrixvectormultiply(const ap::real_2d_array& a,
+     int i1,
+     int i2,
+     int j1,
+     int j2,
+     bool trans,
+     const ap::real_1d_array& x,
+     int ix1,
+     int ix2,
+     double alpha,
+     ap::real_1d_array& y,
+     int iy1,
+     int iy2,
+     double beta);
+
+
+double pythag2(double x, double y);
+
+
+void matrixmatrixmultiply(const ap::real_2d_array& a,
+     int ai1,
+     int ai2,
+     int aj1,
+     int aj2,
+     bool transa,
+     const ap::real_2d_array& b,
+     int bi1,
+     int bi2,
+     int bj1,
+     int bj2,
+     bool transb,
+     double alpha,
+     ap::real_2d_array& c,
+     int ci1,
+     int ci2,
+     int cj1,
+     int cj2,
+     double beta,
+     ap::real_1d_array& work);
+
+
+#endif

data/ext/alglib/cblas.cpp

@@ -0,0 +1,226 @@
+/*************************************************************************
+Copyright (c) 2005-2007, Sergey Bochkanov (ALGLIB project).
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#include <stdafx.h>
+#include "cblas.h"
+
+void complexmatrixvectormultiply(const ap::complex_2d_array& a,
+     int i1,
+     int i2,
+     int j1,
+     int j2,
+     bool transa,
+     bool conja,
+     const ap::complex_1d_array& x,
+     int ix1,
+     int ix2,
+     ap::complex alpha,
+     ap::complex_1d_array& y,
+     int iy1,
+     int iy2,
+     ap::complex beta,
+     ap::complex_1d_array& t)
+{
+    int i;
+    ap::complex v;
+    int i_;
+    int i1_;
+
+    if( !transa )
+    {
+        
+        //
+        // y := alpha*A*x + beta*y
+        //
+        // or
+        //
+        // y := alpha*conj(A)*x + beta*y
+        //
+        if( i1>i2||j1>j2 )
+        {
+            return;
+        }
+        ap::ap_error::make_assertion(j2-j1==ix2-ix1, "ComplexMatrixVectorMultiply: A and X dont match!");
+        ap::ap_error::make_assertion(i2-i1==iy2-iy1, "ComplexMatrixVectorMultiply: A and Y dont match!");
+        
+        //
+        // beta*y
+        //
+        if( beta==0 )
+        {
+            for(i = iy1; i <= iy2; i++)
+            {
+                y(i) = 0;
+            }
+        }
+        else
+        {
+            for(i_=iy1; i_<=iy2;i_++)
+            {
+                y(i_) = beta*y(i_);
+            }
+        }
+        
+        //
+        // conj?
+        //
+        if( conja )
+        {
+            for(i_=ix1; i_<=ix2;i_++)
+            {
+                t(i_) = ap::conj(x(i_));
+            }
+            alpha = ap::conj(alpha);
+            for(i_=iy1; i_<=iy2;i_++)
+            {
+                y(i_) = ap::conj(y(i_));
+            }
+        }
+        else
+        {
+            for(i_=ix1; i_<=ix2;i_++)
+            {
+                t(i_) = x(i_);
+            }
+        }
+        
+        //
+        // alpha*A*x
+        //
+        for(i = i1; i <= i2; i++)
+        {
+            i1_ = (ix1)-(j1);
+            v = 0.0;
+            for(i_=j1; i_<=j2;i_++)
+            {
+                v += a(i,i_)*x(i_+i1_);
+            }
+            y(iy1+i-i1) = y(iy1+i-i1)+alpha*v;
+        }
+        
+        //
+        // conj?
+        //
+        if( conja )
+        {
+            for(i_=iy1; i_<=iy2;i_++)
+            {
+                y(i_) = ap::conj(y(i_));
+            }
+        }
+    }
+    else
+    {
+        
+        //
+        // y := alpha*A'*x + beta*y;
+        //
+        // or
+        //
+        // y := alpha*conj(A')*x + beta*y;
+        //
+        if( i1>i2||j1>j2 )
+        {
+            return;
+        }
+        ap::ap_error::make_assertion(i2-i1==ix2-ix1, "ComplexMatrixVectorMultiply: A and X dont match!");
+        ap::ap_error::make_assertion(j2-j1==iy2-iy1, "ComplexMatrixVectorMultiply: A and Y dont match!");
+        
+        //
+        // beta*y
+        //
+        if( beta==0 )
+        {
+            for(i = iy1; i <= iy2; i++)
+            {
+                y(i) = 0;
+            }
+        }
+        else
+        {
+            for(i_=iy1; i_<=iy2;i_++)
+            {
+                y(i_) = beta*y(i_);
+            }
+        }
+        
+        //
+        // conj?
+        //
+        if( conja )
+        {
+            for(i_=ix1; i_<=ix2;i_++)
+            {
+                t(i_) = ap::conj(x(i_));
+            }
+            alpha = ap::conj(alpha);
+            for(i_=iy1; i_<=iy2;i_++)
+            {
+                y(i_) = ap::conj(y(i_));
+            }
+        }
+        else
+        {
+            for(i_=ix1; i_<=ix2;i_++)
+            {
+                t(i_) = x(i_);
+            }
+        }
+        
+        //
+        // alpha*A'*x
+        //
+        for(i = i1; i <= i2; i++)
+        {
+            v = alpha*x(ix1+i-i1);
+            i1_ = (j1) - (iy1);
+            for(i_=iy1; i_<=iy2;i_++)
+            {
+                y(i_) = y(i_) + v*a(i,i_+i1_);
+            }
+        }
+        
+        //
+        // conj?
+        //
+        if( conja )
+        {
+            for(i_=iy1; i_<=iy2;i_++)
+            {
+                y(i_) = ap::conj(y(i_));
+            }
+        }
+    }
+}
+
+
+

data/ext/alglib/cblas.h

@@ -0,0 +1,57 @@
+/*************************************************************************
+Copyright (c) 2005-2007, Sergey Bochkanov (ALGLIB project).
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#ifndef _cblas_h
+#define _cblas_h
+
+#include "ap.h"
+#include "ialglib.h"
+
+void complexmatrixvectormultiply(const ap::complex_2d_array& a,
+     int i1,
+     int i2,
+     int j1,
+     int j2,
+     bool transa,
+     bool conja,
+     const ap::complex_1d_array& x,
+     int ix1,
+     int ix2,
+     ap::complex alpha,
+     ap::complex_1d_array& y,
+     int iy1,
+     int iy2,
+     ap::complex beta,
+     ap::complex_1d_array& t);
+
+
+#endif

data/ext/alglib/cdet.cpp

@@ -0,0 +1,138 @@
+/*************************************************************************
+Copyright (c) 2005-2007, Sergey Bochkanov (ALGLIB project).
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#include <stdafx.h>
+#include "cdet.h"
+
+/*************************************************************************
+Determinant calculation of the matrix given by its LU decomposition.
+
+Input parameters:
+    A       -   LU decomposition of the matrix (output of
+                RMatrixLU subroutine).
+    Pivots  -   table of permutations which were made during
+                the LU decomposition.
+                Output of RMatrixLU subroutine.
+    N       -   size of matrix A.
+
+Result: matrix determinant.
+
+  -- ALGLIB --
+     Copyright 2005 by Bochkanov Sergey
+*************************************************************************/
+ap::complex cmatrixludet(const ap::complex_2d_array& a,
+     const ap::integer_1d_array& pivots,
+     int n)
+{
+    ap::complex result;
+    int i;
+    int s;
+
+    result = 1;
+    s = 1;
+    for(i = 0; i <= n-1; i++)
+    {
+        result = result*a(i,i);
+        if( pivots(i)!=i )
+        {
+            s = -s;
+        }
+    }
+    result = result*s;
+    return result;
+}
+
+
+/*************************************************************************
+Calculation of the determinant of a general matrix
+
+Input parameters:
+    A       -   matrix, array[0..N-1, 0..N-1]
+    N       -   size of matrix A.
+
+Result: determinant of matrix A.
+
+  -- ALGLIB --
+     Copyright 2005 by Bochkanov Sergey
+*************************************************************************/
+ap::complex cmatrixdet(ap::complex_2d_array a, int n)
+{
+    ap::complex result;
+    ap::integer_1d_array pivots;
+
+    cmatrixlu(a, n, n, pivots);
+    result = cmatrixludet(a, pivots, n);
+    return result;
+}
+
+
+/*************************************************************************
+Obsolete 1-based subroutine.
+*************************************************************************/
+ap::complex complexdeterminantlu(const ap::complex_2d_array& a,
+     const ap::integer_1d_array& pivots,
+     int n)
+{
+    ap::complex result;
+    int i;
+    int s;
+
+    result = 1;
+    s = 1;
+    for(i = 1; i <= n; i++)
+    {
+        result = result*a(i,i);
+        if( pivots(i)!=i )
+        {
+            s = -s;
+        }
+    }
+    result = result*s;
+    return result;
+}
+
+
+/*************************************************************************
+Obsolete 1-based subroutine.
+*************************************************************************/
+ap::complex complexdeterminant(ap::complex_2d_array a, int n)
+{
+    ap::complex result;
+    ap::integer_1d_array pivots;
+
+    complexludecomposition(a, n, n, pivots);
+    result = complexdeterminantlu(a, pivots, n);
+    return result;
+}
+
+
+