pspline 5.0.5 → 5.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +5 -5
- data/README.md +44 -43
- data/Rakefile +6 -6
- data/bin/console +14 -14
- data/bin/setup +8 -8
- data/ext/pspline/basis.cpp +394 -351
- data/ext/pspline/example/exbspline.rb +57 -57
- data/ext/pspline/example/excspline.rb +57 -57
- data/ext/pspline/example/exdspline.rb +55 -55
- data/ext/pspline/example/exfspline.rb +44 -44
- data/ext/pspline/example/exfspline1.rb +40 -40
- data/ext/pspline/example/exfspline2.rb +68 -68
- data/ext/pspline/example/exfspline3.rb +64 -64
- data/ext/pspline/example/exmspline.rb +68 -68
- data/ext/pspline/example/expspline.rb +29 -29
- data/ext/pspline/example/expspline1.rb +29 -29
- data/ext/pspline/example/expspline2.rb +47 -47
- data/ext/pspline/example/exqspline.rb +31 -31
- data/ext/pspline/example/exqspline1.rb +31 -31
- data/ext/pspline/example/exqspline2.rb +50 -50
- data/ext/pspline/example/exqspline3.rb +51 -51
- data/ext/pspline/example/exqspline4.rb +35 -35
- data/ext/pspline/example/exrspline.rb +34 -34
- data/ext/pspline/example/exrspline1.rb +34 -34
- data/ext/pspline/example/exrspline2.rb +44 -44
- data/ext/pspline/example/exsspline.rb +35 -35
- data/ext/pspline/example/exsspline1.rb +35 -35
- data/ext/pspline/example/extspline.rb +54 -54
- data/ext/pspline/extconf.rb +7 -7
- data/ext/pspline/fft.cpp +27 -552
- data/ext/pspline/include/basis/basis.h +145 -137
- data/ext/pspline/include/basis/fft.h +188 -152
- data/ext/pspline/include/basis/fft_complex.h +215 -0
- data/ext/pspline/include/basis/fft_real.h +625 -0
- data/ext/pspline/include/basis/gabs.h +35 -0
- data/ext/pspline/include/basis/marray_class_ext.h +568 -0
- data/ext/pspline/include/basis/marray_ext.h +100 -0
- data/ext/pspline/include/basis/matrix_luc_ext.h +300 -0
- data/ext/pspline/include/basis/matrix_lud_ext.h +298 -0
- data/ext/pspline/include/basis/poly.h +454 -0
- data/ext/pspline/include/basis/poly_array.h +1030 -1568
- data/ext/pspline/include/basis/pspline.h +806 -642
- data/ext/pspline/include/basis/real.h +526 -0
- data/ext/pspline/include/basis/real_inline.h +442 -0
- data/ext/pspline/include/basis/spline.h +83 -0
- data/ext/pspline/include/basis/uspline.h +251 -210
- data/ext/pspline/include/basis/util.h +122 -656
- data/ext/pspline/include/bspline.h +71 -377
- data/ext/pspline/include/bspline_Config.h +8 -2
- data/ext/pspline/include/real_config.h +3 -0
- data/ext/pspline/pspline.cpp +1236 -1038
- data/ext/pspline/real.cpp +1607 -0
- data/ext/pspline/real_const.cpp +585 -0
- data/lib/pspline.rb +71 -71
- data/lib/pspline/version.rb +1 -1
- data/pspline.gemspec +25 -25
- metadata +17 -5
- data/ext/pspline/plotsub.cpp +0 -139
- data/ext/pspline/util.cpp +0 -483
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@@ -0,0 +1,100 @@
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#ifndef _MARRAY_H_
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#define _MARRAY_H_
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/*******************************************************************************
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marray utility.
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*******************************************************************************/
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template <class T>
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T ** marray_alloc(char *mm, size_t nr, size_t sr, size_t sc)
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{
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T **m = (T **)mm;
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m[0] = (T *)(mm = mm + sr);
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for (size_t i = 1; i < nr; ++i) m[i] = (T *)(mm = mm + sc);
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return m;
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}
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template <typename T>
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T ** create_marray(size_t nr, size_t nc, size_t a = 0)
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{
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size_t sr = nr * sizeof(T *);
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size_t sc = nc * sizeof(T) * (a + 1);
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char * mm = (char *)malloc(sr + nr * sc);
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if (mm == NULL) throw "allocate error, create_marray";
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return marray_alloc<T>(mm, nr, sr, sc);
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}
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template <typename T>
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T ** marray_view_alloc(T **m, int nr, int nc, T *v, int a = 0)
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{
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m[0] = v;
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for (int i = 1; i < nr; i++) m[i] = m[i-1] + nc * (a + 1);
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m[nr] = v;
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return m;
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}
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template <typename T>
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T ** create_marray_view(T *v, int nr, int nc, int a = 0)
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{
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T **m = (T**)malloc((nr+1) * sizeof(T*));
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return marray_view_alloc(m, nr, nc, v, a);
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}
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template <typename T>
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T ** carray_alloc(char *mm, size_t sr, size_t n, size_t *s, size_t a = 0)
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{
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T **m = (T**)mm;
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m[0] = (T*)(mm = mm + sr);
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for (size_t i = 1; i < n; ++i) m[i] = (T*)(mm = mm + s[i-1] * (a + 1) * sizeof(T));
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return m;
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}
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template <typename T>
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T ** create_carray(size_t n, size_t *s, size_t a = 0)
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{
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size_t c = 0;
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for (size_t i = 0; i < n; ++i) c += s[i];
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size_t sr = n * sizeof(T*);
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size_t sc = c * sizeof(T) * (a + 1);
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char * mm = (char *)malloc(sr + sc);
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if (mm == NULL) throw "allocate error, create_carray";
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return carray_alloc<T>(mm, sr, n, s, a);
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}
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template <typename T>
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T ** carray_view_alloc(T **m, size_t n, size_t *s, T *d, size_t a = 0)
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{
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m[0] = d;
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for (size_t i = 1; i < n; ++i) m[i] = m[i-1] + s[i-1] * (a+1);
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m[n] = d;
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return m;
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}
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template <typename T>
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T ** create_carray_view(T *d, size_t n, size_t *s, size_t a = 0)
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{
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T **m = (T**)malloc((n+1) * sizeof(T*));
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m[n] = NULL;
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return d == NULL ? m : carray_view_alloc<T>(m, n, s, d, a);
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}
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/*
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T行列 [[T00,...],...] : T**
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*/
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#define T_MALLOC(T,i,j) create_marray<T>((i),(j))
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#define T_MALLOC_VIEW(T,v,i,j) create_marray_view<T>((v),(i),(j))
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/*
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実数行列 [[X00,...,X0(c-1)],...,[X(r-1)0,...,X(r-1)(c-1)]] : marray
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*/
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#define MALLOC(r,c) create_marray<double>((r),(c))
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#define MALLOC_VIEW(v,r,c) create_marray_view<double>((v),(r),(c))
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/*
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TC行列 [[T00,...],...] : T**
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*/
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#define T_CALLOC(T,i,j) create_carray<T>((i),(j))
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#define T_CALLOC_VIEW(T,v,i,j) create_carray<T>((v),(i),(j))
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/*
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C行列 [[X00,...,X0(c-1)],...,[X(r-1)0,...,X(r-1)(c-1)]] : marray
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*/
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#define CALLOC(r,c) create_carray<double>((r),(c))
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#define CALLOC_VIEW(v,r,c) create_carray_view<double>((v),(r),(c))
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#endif
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#ifndef _MATRIX_LU_H_
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#define _MATRIX_LU_H_
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#define _MATRIX_LU_C_
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#include "basis/gabs.h"
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#include "basis/marray_ext.h"
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/*******************************************************************************
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Crout : LU分解 クラウト法
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U0j = a0j; j = 0,...,n-1
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Uij = aij - ΣLik*Ukj; i <= j, k = 0,...,i-1
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Lij =(aij - ΣLik*Ukj)/Ujj; i > j, k = 0,...,j-1
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*******************************************************************************/
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template<class T> void luc_decomp(T * a, size_t n, size_t * p, int & s)
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{
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size_t i, j, k, L;
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T *ai, *ak;
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s = 1;
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for (ak = a, k = 0; k < n-1; ++k, ak += n) {
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T akk = ak[k]; L = k;
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// ピボット選択
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for (j = k+1; j < n; ++j)
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if (gabs(akk) < gabs(ak[j])) { L = j; akk = ak[j]; }
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// ピボット列交換
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if (L != k) {
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for (ai = a, i = 0; i < n; ++i, ai += n) {
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T w = ai[k]; ai[k] = ai[L]; ai[L] = w; // a[*,k] <=> a[*,L]
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} s *= -1;
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} p[k] = L;
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// 前進消去
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for (ai = ak + n, i = k+1; i < n; ++i, ai += n) {
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T aik = ai[k] / akk;
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for (j = k+1; j < n; ++j) ai[j] -= aik * ak[j];
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ai[k] = aik;
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}
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}
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}
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template<class T, class S> void luc_subst(T * a, size_t n, size_t * p, S * b)
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{
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size_t i, j, js = n, k; S sum;
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T *ai;
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// 前進代入
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for (ai = a, i = 0; i < n; ++i, ai += n) {
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sum = b[i];
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if (js < n)
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for (j = js; j < i; ++j) sum -= ai[j] * b[j];
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else if (sum != 0) js = i;
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b[i] = sum;
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}
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// 後退代入
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for (k = n; k > 0; --k) {
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i = k - 1; ai -= n;
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sum = b[i];
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for (j = n-1; j > i; --j) sum -= ai[j] * b[j];
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b[i] = sum / ai[i];
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}
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// 解の保存
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for (k = n-1; k > 0; --k) {
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i = k - 1; j = p[i];
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if (i != j) { sum = b[j]; b[j] = b[i]; b[i] = sum; }
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}
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}
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template<class T, class S> void luc_subst(T * a, size_t n, size_t * p, S * x, int K)
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{
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S sum, *su, *sv, **b = T_MALLOC_VIEW(S, x, n, K);
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size_t i, j, k, l, js = n;
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T* ai;
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// 前進代入
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for (ai = a, i = 0; i < n; ++i, ai += n) {
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su = b[i];
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for (l = 0; l < size_t(K); ++l) {
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sum = su[l];
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if (js < n)
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for (j = js; j < i; ++j) sum -= ai[j] * b[j][l];
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else if (sum != 0) js = i;
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su[l] = sum;
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}
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}
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// 後退代入
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for (k = n; k > 0; --k) {
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i = k - 1; ai -= n;
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su = b[i];
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for (l = 0; l < size_t(K); ++l) {
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sum = su[l];
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for (j = n-1; j > i; --j) sum -= ai[j] * b[j][l];
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su[l] = sum / ai[i];
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}
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}
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// 解の保存
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for (k = n-1; k > 0; --k) {
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i = k - 1; j = p[i];
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su = b[i]; sv = b[j];
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if (i != j) for (l = 0; l < size_t(K); ++l) {
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sum = sv[l]; sv[l] = su[l]; su[l] = sum;
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}
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}
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free((void*)b);
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}
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template <class T, class P> void luc_decomp(P& A, size_t * p, int& s)
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// T = double, P = marray<double> || marray_view<double>
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{
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size_t N = A.rows(), a = A.atom();
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size_t i, j, k, l, L;
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real<T> big, tmp; varray<T> v(N, a);
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s = 1;
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for (i = 0; i < N; ++i) {
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big = 0.0;
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for (j = 0; j < N; ++j) {
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real<T> aij(a, A(i,j));
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if ((tmp = gabs(aij)) > big) big = tmp;
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}
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if (big == 0.0) throw "Singular matrix in routine luc_decomp";
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tmp = 1.0 / big;
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qd_ass(a, v(i), (double*)tmp);
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}
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for (j = 0; j < N; j++) {
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L = j; big = 0.0;
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for (i = 1; i < N; i++) {
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l = j < i ? j : i;
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T *aij = A(i,j);
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for (k = 0; k < l; k++) {
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T u[a+1], *aik = A(i,k), *akj = A(k,j);
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// aij -= A[i][k] * A[k][j];
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qd_mul(a, u, aik, akj);
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qd_sub(a, aij, aij, u);
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}
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// ピボット選択
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if (i >= j) {
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real<T> Aij(a, aij), vi(v[i]);
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if ((tmp = gabs(Aij) * vi) > big) { big = tmp; L = i; }
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}
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} p[j] = L;
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// ピボット行交換
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if (L != j) {
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A.row_swap(j, L); // A[j,*] <=> A[L,*]
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qd_ass(a, v(L), v(j));
|
|
141
|
+
s *= -1;
|
|
142
|
+
}
|
|
143
|
+
real<T> ajj(a, A(j,j));
|
|
144
|
+
if (ajj == 0.0) throw "Divide by zero in luc_decomp";
|
|
145
|
+
if (j < N-1) for (i = j+1; i < N; i++) {
|
|
146
|
+
T *u = ajj, *aij = A(i,j);
|
|
147
|
+
// A[i][j] /= ajj;
|
|
148
|
+
qd_div(a, aij, aij, u);
|
|
149
|
+
}
|
|
150
|
+
}
|
|
151
|
+
}
|
|
152
|
+
|
|
153
|
+
template <class T, class P> void luc_subst(const P& A, size_t * p, varray<T>& B)
|
|
154
|
+
// T = double, P = marray<double> || marray_view<double>
|
|
155
|
+
{
|
|
156
|
+
size_t N = A.rows(), a = A.atom();
|
|
157
|
+
size_t i, j, k, js = N; T u[a+1];
|
|
158
|
+
// 前進代入
|
|
159
|
+
for (i = 0; i < N; ++i) {
|
|
160
|
+
k = p[i];
|
|
161
|
+
real<T> sum(a, B(k));
|
|
162
|
+
if (i != k) qd_ass(a, B(k), B(i));
|
|
163
|
+
T *s = sum;
|
|
164
|
+
if (js < N)
|
|
165
|
+
for (j = js; j < i; ++j) {
|
|
166
|
+
// sum -= A[i][j] * B[j];
|
|
167
|
+
qd_mul(a, u, A(i,j), B(j));
|
|
168
|
+
qd_sub(a, s, s, u);
|
|
169
|
+
}
|
|
170
|
+
else if (sum != 0) js = i;
|
|
171
|
+
qd_ass(a, B(i), s);
|
|
172
|
+
}
|
|
173
|
+
// 後退代入
|
|
174
|
+
for (k = N; k > 0; --k) {
|
|
175
|
+
i = k - 1;
|
|
176
|
+
for (j = N-1; j > i; --j) {
|
|
177
|
+
// B[i] -= A[i][j] * B[j];
|
|
178
|
+
qd_mul(a, u, A(i,j), B(j));
|
|
179
|
+
qd_sub(a, B(i), B(i), u);
|
|
180
|
+
}
|
|
181
|
+
// B[i] /= A[i][i];
|
|
182
|
+
qd_div(a, B(i), B(i), A(i,i));
|
|
183
|
+
}
|
|
184
|
+
}
|
|
185
|
+
|
|
186
|
+
template <class T, class P> void luc_subst(const P& a, size_t * p, marray_view<T>& x)
|
|
187
|
+
// T = double, P = marray<double> || marray_view<double>
|
|
188
|
+
{
|
|
189
|
+
size_t K = x.cols();
|
|
190
|
+
for (size_t i = 0; i < K; ++i) { varray<T> v = x.col(i); luc_subst<T>(a, p, v); }
|
|
191
|
+
}
|
|
192
|
+
|
|
193
|
+
template <class T, class P, class S> real<T> luc_solve(P& A, S& B)
|
|
194
|
+
// T = double, P = marray<double> || marray_view<double>, S = varray_view<double> || marray_view<double>
|
|
195
|
+
{
|
|
196
|
+
size_t N = A.rows(), a = A.atom();
|
|
197
|
+
size_t *p = new size_t[N];
|
|
198
|
+
int s; luc_decomp<T>(A, p, s); luc_subst<T>(A, p, B);
|
|
199
|
+
real<T> det(a); det = s; T *u = det;
|
|
200
|
+
for (size_t k = 0; k < N; ++k) qd_mul(a, u, u, A(k,k)); // det *= A[k][k];
|
|
201
|
+
delete[] p;
|
|
202
|
+
return det;
|
|
203
|
+
}
|
|
204
|
+
|
|
205
|
+
#define lu_decomp luc_decomp
|
|
206
|
+
#define lu_subst luc_subst
|
|
207
|
+
#define lu_solve luc_solve
|
|
208
|
+
|
|
209
|
+
template <typename T, typename P> void invert(P& A)
|
|
210
|
+
// T = double, P = marray<double> || marray_view<double>;
|
|
211
|
+
{
|
|
212
|
+
size_t N = A.rows(), a = A.atom();
|
|
213
|
+
size_t i, j, k, *p = new size_t[N];
|
|
214
|
+
varray<T> B(N, a);
|
|
215
|
+
|
|
216
|
+
for (k = 0; k < N; ++k)
|
|
217
|
+
{
|
|
218
|
+
real<T> Akk(a, A(k,k)); j = k;
|
|
219
|
+
for (i = k+1; i < N; ++i) {
|
|
220
|
+
real<T> Aik(a, A(i,k));
|
|
221
|
+
if (gabs(Aik) > gabs(Akk)) { j = i; Akk = real<T>(a, A(i,k)); }
|
|
222
|
+
} if (j != k) A.row_swap(k,j);
|
|
223
|
+
p[k] = j;
|
|
224
|
+
for (i = 0; i < N; ++i) {
|
|
225
|
+
// B[i] = A[i][k];
|
|
226
|
+
T *s = B(i), *t = A(i,k); for (j = 0; j <= a; ++j) s[j] = t[j];
|
|
227
|
+
// A[i][k] = (i == k) ? 1.0 : 0.0;
|
|
228
|
+
s = A(i,k); for (j = 0; j <= a; ++j) s[j] = (j == 0) && (i == k) ? 1.0 : 0.0;
|
|
229
|
+
// A[k][i] /= Akk;
|
|
230
|
+
t = A(k,i); qd_div(a, t, t, s = Akk);
|
|
231
|
+
}
|
|
232
|
+
for (i = 0; i < N; ++i)
|
|
233
|
+
if (i != k)
|
|
234
|
+
for (j = 0; j < N; ++j) {
|
|
235
|
+
T u[a + 1], *v = A(i,j), *s = B(i), *t = A(k,j);
|
|
236
|
+
// A[i][j] -= B[i] * A[k][j];
|
|
237
|
+
qd_mul(a, u, s, t);
|
|
238
|
+
qd_sub(a, v, v, u);
|
|
239
|
+
}
|
|
240
|
+
}
|
|
241
|
+
for (k = N; k > 0; --k)
|
|
242
|
+
{
|
|
243
|
+
j = k - 1;
|
|
244
|
+
if (p[j] != j) for (i = 0; i < N; ++i) {
|
|
245
|
+
T *u = A(i,j), *v = A(i,p[j]);
|
|
246
|
+
for (size_t l = 0; l <= a; ++l) {
|
|
247
|
+
T w = u[l]; u[l] = v[l]; v[l] = w;
|
|
248
|
+
}
|
|
249
|
+
}
|
|
250
|
+
}
|
|
251
|
+
delete[] p;
|
|
252
|
+
}
|
|
253
|
+
|
|
254
|
+
template <typename T>
|
|
255
|
+
void invert(T *A, size_t N)
|
|
256
|
+
{
|
|
257
|
+
size_t i, j, k, *P = new size_t[N]; T *B = new T[N];
|
|
258
|
+
|
|
259
|
+
T *Ak = A;
|
|
260
|
+
for (k = 0; k < N; ++k, Ak += N)
|
|
261
|
+
{
|
|
262
|
+
T Akk = Ak[k]; j = k;
|
|
263
|
+
T *Ai = Ak, *Aj = Ak;
|
|
264
|
+
for (i = k+1; i < N; ++i) {
|
|
265
|
+
Ai += N;
|
|
266
|
+
if (gabs(Ai[k]) > gabs(Akk)) {
|
|
267
|
+
j = i; Akk = Ai[k]; Aj = Ai;
|
|
268
|
+
}
|
|
269
|
+
} if (j != k) for (i = 0; i < N; ++i) {
|
|
270
|
+
T W = Ak[i]; Ak[i] = Aj[i]; Aj[i] = W;
|
|
271
|
+
}
|
|
272
|
+
P[k] = j;
|
|
273
|
+
Ai = A;
|
|
274
|
+
for (i = 0; i < N; ++i, Ai += N) {
|
|
275
|
+
B[i] = Ai[k]; Ai[k] = (i == k) ? 1 : 0;
|
|
276
|
+
Ak[i] /= Akk;
|
|
277
|
+
}
|
|
278
|
+
for (j = N; j > 0; --j) {
|
|
279
|
+
i = j - 1;
|
|
280
|
+
Ai -= N;
|
|
281
|
+
if (i != k)
|
|
282
|
+
for (size_t l = 0; l < N; ++l)
|
|
283
|
+
Ai[l] -= B[i] * Ak[l];
|
|
284
|
+
}
|
|
285
|
+
}
|
|
286
|
+
delete[] B;
|
|
287
|
+
for (k = N; k > 0; --k)
|
|
288
|
+
{
|
|
289
|
+
j = k - 1;
|
|
290
|
+
if (P[j] != j) {
|
|
291
|
+
T *Ai = A;
|
|
292
|
+
for (i = 0; i < N; ++i, Ai += N) {
|
|
293
|
+
T W = Ai[j]; Ai[j] = Ai[P[j]]; Ai[P[j]] = W;
|
|
294
|
+
}
|
|
295
|
+
}
|
|
296
|
+
}
|
|
297
|
+
delete[] P;
|
|
298
|
+
}
|
|
299
|
+
|
|
300
|
+
#endif
|
|
@@ -0,0 +1,298 @@
|
|
|
1
|
+
#ifndef _MATRIX_LU_H_
|
|
2
|
+
#define _MATRIX_LU_H_
|
|
3
|
+
#define _MATRIX_LU_D_
|
|
4
|
+
#include "basis/gabs.h"
|
|
5
|
+
#include "basis/marray_ext.h"
|
|
6
|
+
/*******************************************************************************
|
|
7
|
+
Matrix operation
|
|
8
|
+
|
|
9
|
+
Doolittle : LU分解 ドゥーリトル法
|
|
10
|
+
|
|
11
|
+
Li0 = ai0; i = 0,...,n-1
|
|
12
|
+
Lij = aij - ΣLik*Ukj; i >= j, k = 0,...,j-1
|
|
13
|
+
Uij =(aij - ΣLik*Ukj)/Lii; i < j, k = 0,...,i-1
|
|
14
|
+
*******************************************************************************/
|
|
15
|
+
template <class T> void lud_decomp(T * a, size_t n, size_t * p, int & s)
|
|
16
|
+
{
|
|
17
|
+
size_t i, j, k, l, L;
|
|
18
|
+
T *ai, *ak;
|
|
19
|
+
|
|
20
|
+
s = 1;
|
|
21
|
+
for (ai = a, i = 0; i < n; i++, ai += n) {
|
|
22
|
+
T aii = ai[i]; L = i;
|
|
23
|
+
for (j = 1; j < n; j++) {
|
|
24
|
+
T aij = ai[j];
|
|
25
|
+
l = i < j ? i : j;
|
|
26
|
+
for (ak = a, k = 0; k < l; k++, ak += n) aij -= ai[k] * ak[j];
|
|
27
|
+
ai[j] = aij;
|
|
28
|
+
// ピボット選択
|
|
29
|
+
if ((j == i) || ((j > i) && (gabs(aii) < gabs(aij)))) { L = j; aii = aij; }
|
|
30
|
+
}
|
|
31
|
+
// ピボット列交換
|
|
32
|
+
if (L != i) {
|
|
33
|
+
for (ak = a, k = 0; k < n; ++k, ak += n) {
|
|
34
|
+
T w = ak[i]; ak[i] = ak[L]; ak[L] = w; // a[*,i] <=> a[*,L]
|
|
35
|
+
} s *= -1;
|
|
36
|
+
} p[i] = L;
|
|
37
|
+
if (i < n-1) for (j = i+1; j < n; j++) ai[j] /= aii;
|
|
38
|
+
}
|
|
39
|
+
}
|
|
40
|
+
|
|
41
|
+
template <class T, class S> void lud_subst(T * a, size_t n, size_t * p, S * b)
|
|
42
|
+
{
|
|
43
|
+
size_t i, j, k, js = n; S sum;
|
|
44
|
+
T *ai;
|
|
45
|
+
// 前進代入
|
|
46
|
+
for (ai = a, i = 0; i < n; ++i, ai += n) {
|
|
47
|
+
sum = b[i];
|
|
48
|
+
if (js < n)
|
|
49
|
+
for (j = js; j < i; ++j) sum -= ai[j] * b[j];
|
|
50
|
+
else if (sum != 0) js = i;
|
|
51
|
+
b[i] = sum / ai[i];
|
|
52
|
+
} ai -= n;
|
|
53
|
+
// 後退代入
|
|
54
|
+
for (k = n-1; k > 0; --k) {
|
|
55
|
+
i = k - 1; ai -= n;
|
|
56
|
+
sum = b[i];
|
|
57
|
+
for (j = n-1; j > i; --j) sum -= ai[j] * b[j];
|
|
58
|
+
b[i] = sum;
|
|
59
|
+
}
|
|
60
|
+
// 解の保存
|
|
61
|
+
for (k = n-1; k > 0; --k) {
|
|
62
|
+
i = k - 1; j = p[i];
|
|
63
|
+
if (i != j) { sum = b[j]; b[j] = b[i]; b[i] = sum; }
|
|
64
|
+
}
|
|
65
|
+
}
|
|
66
|
+
|
|
67
|
+
template <class T, class S> void lud_subst(T * a, size_t n, size_t * p, S * x, int K)
|
|
68
|
+
{
|
|
69
|
+
S sum, *su, *sv, **b = T_MALLOC_VIEW(S, x, n, K);
|
|
70
|
+
size_t i, j, k, l, js = n;
|
|
71
|
+
T *ai;
|
|
72
|
+
// 前進代入
|
|
73
|
+
for (ai = a, i = 0; i < n; ++i, ai += n) {
|
|
74
|
+
su = b[i];
|
|
75
|
+
for (l = 0; l < size_t(K); ++l) {
|
|
76
|
+
sum = su[l];
|
|
77
|
+
if (js < n)
|
|
78
|
+
for (j = js; j < i; ++j) sum -= ai[j] * b[j][l];
|
|
79
|
+
else if (sum != 0) js = i;
|
|
80
|
+
su[l] = sum / ai[i];
|
|
81
|
+
}
|
|
82
|
+
} ai -= n;
|
|
83
|
+
// 後退代入
|
|
84
|
+
for (k = n-1; k > 0; --k) {
|
|
85
|
+
i = k - 1; ai -= n;
|
|
86
|
+
su = b[i];
|
|
87
|
+
for (l = 0; l < size_t(K); ++l) {
|
|
88
|
+
sum = su[l];
|
|
89
|
+
for (j = n-1; j > i; --j) sum -= ai[j] * b[j][l];
|
|
90
|
+
su[l] = sum;
|
|
91
|
+
}
|
|
92
|
+
}
|
|
93
|
+
// 解の保存
|
|
94
|
+
for (k = n-1; k > 0; --k) {
|
|
95
|
+
i = k - 1; j = p[i];
|
|
96
|
+
su = b[i]; sv = b[j];
|
|
97
|
+
if (i != j) for (l = 0; l < size_t(K); ++l) {
|
|
98
|
+
sum = sv[l]; sv[l] = su[l]; su[l] = sum;
|
|
99
|
+
}
|
|
100
|
+
}
|
|
101
|
+
free((void*)b);
|
|
102
|
+
}
|
|
103
|
+
|
|
104
|
+
template<class T, class P> void lud_decomp(P& A, size_t * p, int &s)
|
|
105
|
+
// T = double, P = marray<double> || marray_view<double>
|
|
106
|
+
{
|
|
107
|
+
size_t N = A.rows(), a = A.atom();
|
|
108
|
+
size_t i, j, k, L;
|
|
109
|
+
real<T> big, tmp; varray<T> v(N, a);
|
|
110
|
+
|
|
111
|
+
s = 1;
|
|
112
|
+
for (i = 0; i < N; ++i) {
|
|
113
|
+
big = 0.0;
|
|
114
|
+
for (j = 0; j < N; ++j) {
|
|
115
|
+
real<T> aij(a, A(i,j));
|
|
116
|
+
if ((tmp = gabs(aij)) > big) big = tmp;
|
|
117
|
+
}
|
|
118
|
+
if (big == 0.0) throw "Singular matrix in routine lud_decomp";
|
|
119
|
+
tmp = 1.0 / big;
|
|
120
|
+
qd_ass(a, v(i), (double*)tmp);
|
|
121
|
+
}
|
|
122
|
+
for (k = 0; k < N-1; ++k) {
|
|
123
|
+
// 陰的ピボット選択
|
|
124
|
+
L = k; big = 0.0;
|
|
125
|
+
for (i = k+1; i < N; ++i) {
|
|
126
|
+
real<T> aik(a, A(i,k)), vi(v[i]);
|
|
127
|
+
if ((tmp = gabs(aik * vi)) > big ) { big = tmp; L = i; }
|
|
128
|
+
}
|
|
129
|
+
// ピボット行交換
|
|
130
|
+
if (L != k) {
|
|
131
|
+
A.row_swap(k, L); // A[k,*] <=> A[L,*]
|
|
132
|
+
qd_ass(a, v(L), v(k));
|
|
133
|
+
s *= -1;
|
|
134
|
+
} p[k] = L;
|
|
135
|
+
// 前進消去
|
|
136
|
+
real<T> akk(a, A(k,k));
|
|
137
|
+
if (akk == 0.0) throw "Divide by zero in lud_decomp";
|
|
138
|
+
for (j = k+1; j < N; ++j) {
|
|
139
|
+
T w[a+1], *u = akk;
|
|
140
|
+
// A[k][j] = A[k][j] / akk;
|
|
141
|
+
qd_div(a, A(k,j), A(k,j), u);
|
|
142
|
+
for (i = k+1; i < N; ++i) {
|
|
143
|
+
// A[i][j] -= A[i][k] * A[k][j];
|
|
144
|
+
qd_mul(a, w, A(i,k), A(k,j));
|
|
145
|
+
qd_sub(a, A(i,j), A(i,j), w);
|
|
146
|
+
}
|
|
147
|
+
}
|
|
148
|
+
}
|
|
149
|
+
}
|
|
150
|
+
|
|
151
|
+
template<class T, class P> void lud_subst(const P& A, size_t * p, varray<T>& B)
|
|
152
|
+
// T = double, P = marray<double> || marray_view<double>
|
|
153
|
+
{
|
|
154
|
+
size_t N = A.rows(), a = A.atom();
|
|
155
|
+
size_t i, j, k, js = N; T w[a+1];
|
|
156
|
+
// 前進代入
|
|
157
|
+
for (i = 0; i < N; ++i) {
|
|
158
|
+
k = (i < N-1) ? p[i] : i;
|
|
159
|
+
real<T> sum(a, B(k));
|
|
160
|
+
if (i != k) qd_ass(a, B(k), B(i));
|
|
161
|
+
T *s = sum;
|
|
162
|
+
if (js < N) {
|
|
163
|
+
for (j = js; j < i; ++j) {
|
|
164
|
+
// sum -= A[i][j] * B[j];
|
|
165
|
+
qd_mul(a, w, A(i,j), B(j));
|
|
166
|
+
qd_sub(a, s, s, w);
|
|
167
|
+
}
|
|
168
|
+
}
|
|
169
|
+
else if (sum != 0) js = i;
|
|
170
|
+
// B[i] = sum / A[i][i];
|
|
171
|
+
qd_div(a, B(i), s, A(i,i));
|
|
172
|
+
}
|
|
173
|
+
// 後退代入
|
|
174
|
+
for (k = N - 1; k > 0; --k) {
|
|
175
|
+
i = k - 1;
|
|
176
|
+
for (j = N - 1; j > i; --j) {
|
|
177
|
+
// B[i] -= A[i][j] * B[j];
|
|
178
|
+
qd_mul(a, w, A(i,j), B(j));
|
|
179
|
+
qd_sub(a, B(i), B(i), w);
|
|
180
|
+
}
|
|
181
|
+
}
|
|
182
|
+
}
|
|
183
|
+
|
|
184
|
+
template <class T, class P> void lud_subst(const P& a, size_t * p, marray_view<T>& x)
|
|
185
|
+
// T = double, P = marray<double> || marray_view<double>
|
|
186
|
+
{
|
|
187
|
+
size_t K = x.cols();
|
|
188
|
+
for (size_t i = 0; i < K; ++i) { varray<T> v = x.col(i); lud_subst<T>(a, p, v); }
|
|
189
|
+
}
|
|
190
|
+
|
|
191
|
+
template <class T, class P, class S> real<T> lud_solve(P& A, S& B)
|
|
192
|
+
// T = double, P = marray<double> || marray_view<double>, S = varray_view<double> || marray_view<double>
|
|
193
|
+
{
|
|
194
|
+
size_t N = A.rows(), a = A.atom();
|
|
195
|
+
size_t *p = new size_t[N];
|
|
196
|
+
int s; lud_decomp<T>(A, p, s); lud_subst<T>(A, p, B);
|
|
197
|
+
real<T> det(a); det = s; T *u = det;
|
|
198
|
+
for (size_t k = 0; k < N; ++k) qd_mul(a, u, u, A(k,k)); // det *= A[k][k];
|
|
199
|
+
delete[] p;
|
|
200
|
+
return det;
|
|
201
|
+
}
|
|
202
|
+
|
|
203
|
+
#define lu_decomp lud_decomp
|
|
204
|
+
#define lu_subst lud_subst
|
|
205
|
+
#define lu_solve lud_solve
|
|
206
|
+
|
|
207
|
+
template <typename T, typename P> void invert(P& A)
|
|
208
|
+
// T = double, P = marray<double> || marray_view<double>;
|
|
209
|
+
{
|
|
210
|
+
size_t N = A.rows(), a = A.atom();
|
|
211
|
+
size_t i, j, k, *p = new size_t[N];
|
|
212
|
+
varray<T> B(N, a);
|
|
213
|
+
|
|
214
|
+
for (k = 0; k < N; ++k)
|
|
215
|
+
{
|
|
216
|
+
real<T> Akk(a, A(k,k)); j = k;
|
|
217
|
+
for (i = k+1; i < N; ++i) {
|
|
218
|
+
real<T> Aik(a, A(i,k));
|
|
219
|
+
if (gabs(Aik) > gabs(Akk)) { j = i; Akk = real<T>(a, A(i,k)); }
|
|
220
|
+
} if (j != k) A.row_swap(k,j);
|
|
221
|
+
p[k] = j;
|
|
222
|
+
for (i = 0; i < N; ++i) {
|
|
223
|
+
// B[i] = A[i][k];
|
|
224
|
+
T *s = B(i), *t = A(i,k); for (j = 0; j <= a; ++j) s[j] = t[j];
|
|
225
|
+
// A[i][k] = (i == k) ? 1.0 : 0.0;
|
|
226
|
+
s = A(i,k); for (j = 0; j <= a; ++j) s[j] = (j == 0) && (i == k) ? 1.0 : 0.0;
|
|
227
|
+
// A[k][i] /= Akk;
|
|
228
|
+
t = A(k,i); qd_div(a, t, t, s = Akk);
|
|
229
|
+
}
|
|
230
|
+
for (i = 0; i < N; ++i)
|
|
231
|
+
if (i != k)
|
|
232
|
+
for (j = 0; j < N; ++j) {
|
|
233
|
+
T u[a + 1], *v = A(i,j), *s = B(i), *t = A(k,j);
|
|
234
|
+
// A[i][j] -= B[i] * A[k][j];
|
|
235
|
+
qd_mul(a, u, s, t);
|
|
236
|
+
qd_sub(a, v, v, u);
|
|
237
|
+
}
|
|
238
|
+
}
|
|
239
|
+
for (k = N; k > 0; --k)
|
|
240
|
+
{
|
|
241
|
+
j = k - 1;
|
|
242
|
+
if (p[j] != j) for (i = 0; i < N; ++i) {
|
|
243
|
+
T *u = A(i,j), *v = A(i,p[j]);
|
|
244
|
+
for (size_t l = 0; l <= a; ++l) {
|
|
245
|
+
T w = u[l]; u[l] = v[l]; v[l] = w;
|
|
246
|
+
}
|
|
247
|
+
}
|
|
248
|
+
}
|
|
249
|
+
delete[] p;
|
|
250
|
+
}
|
|
251
|
+
|
|
252
|
+
template <typename T>
|
|
253
|
+
void invert(T *A, size_t N)
|
|
254
|
+
{
|
|
255
|
+
size_t i, j, k, *P = new size_t[N]; T *B = new T[N];
|
|
256
|
+
|
|
257
|
+
T *Ak = A;
|
|
258
|
+
for (k = 0; k < N; ++k, Ak += N)
|
|
259
|
+
{
|
|
260
|
+
T Akk = Ak[k]; j = k;
|
|
261
|
+
T *Ai = Ak, *Aj = Ak;
|
|
262
|
+
for (i = k+1; i < N; ++i) {
|
|
263
|
+
Ai += N;
|
|
264
|
+
if (gabs(Ai[k]) > gabs(Akk)) {
|
|
265
|
+
j = i; Akk = Ai[k]; Aj = Ai;
|
|
266
|
+
}
|
|
267
|
+
} if (j != k) for (i = 0; i < N; ++i) {
|
|
268
|
+
T W = Ak[i]; Ak[i] = Aj[i]; Aj[i] = W;
|
|
269
|
+
}
|
|
270
|
+
P[k] = j;
|
|
271
|
+
Ai = A;
|
|
272
|
+
for (i = 0; i < N; ++i, Ai += N) {
|
|
273
|
+
B[i] = Ai[k]; Ai[k] = (i == k) ? 1 : 0;
|
|
274
|
+
Ak[i] /= Akk;
|
|
275
|
+
}
|
|
276
|
+
for (j = N; j > 0; --j) {
|
|
277
|
+
i = j - 1;
|
|
278
|
+
Ai -= N;
|
|
279
|
+
if (i != k)
|
|
280
|
+
for (size_t l = 0; l < N; ++l)
|
|
281
|
+
Ai[l] -= B[i] * Ak[l];
|
|
282
|
+
}
|
|
283
|
+
}
|
|
284
|
+
delete[] B;
|
|
285
|
+
for (k = N; k > 0; --k)
|
|
286
|
+
{
|
|
287
|
+
j = k - 1;
|
|
288
|
+
if (P[j] != j) {
|
|
289
|
+
T *Ai = A;
|
|
290
|
+
for (i = 0; i < N; ++i, Ai += N) {
|
|
291
|
+
T W = Ai[j]; Ai[j] = Ai[P[j]]; Ai[P[j]] = W;
|
|
292
|
+
}
|
|
293
|
+
}
|
|
294
|
+
}
|
|
295
|
+
delete[] P;
|
|
296
|
+
}
|
|
297
|
+
|
|
298
|
+
#endif
|