1 |
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2 | /*
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3 | * These routines are based on the work of Edward T. Seidl at the
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4 | * National Institutes of Health.
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5 | */
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6 |
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7 | #include <stdio.h>
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8 | #include <stdlib.h>
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9 | #include <math.h>
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10 | #include <string.h>
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11 | #include <math/scmat/cmatrix.h>
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12 |
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13 | static void ludcmp(double**, int, int*, double*);
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14 | static void lubksb(double**, int, int*, double*);
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15 | static void symm_lu_decomp(double**, int, double*);
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16 | static void symm_lu_back_sub(double**, int, double*);
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17 |
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18 | static void tred2(int dim,double**,double*,double*,int);
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19 | static void tqli(int dim,double*,double**,double*,int,double);
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20 | static void eigsort(int dim,double*,double**);
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21 |
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22 | double**
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23 | cmat_new_square_matrix(int n)
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24 | {
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25 | double *mat;
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26 | double **r;
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27 | if (n == 0) return 0;
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28 | mat = (double*) malloc(sizeof(double)*n*n);
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29 | if (!mat) return 0;
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30 | r = (double**) malloc(sizeof(double*)*n);
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31 | if (!r) {
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32 | free(mat);
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33 | return 0;
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34 | }
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35 | cmat_matrix_pointers(r,mat,n,n);
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36 | return r;
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37 | }
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38 |
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39 | double**
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40 | cmat_new_rect_matrix(int n,int m)
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41 | {
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42 | double *mat;
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43 | double **r;
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44 | if (n == 0 || m == 0) return 0;
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45 | mat = (double*) malloc(sizeof(double)*n*m);
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46 | if (!mat) return 0;
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47 | r = (double**) malloc(sizeof(double*)*n);
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48 | if (!r) {
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49 | free(mat);
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50 | return 0;
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51 | }
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52 | cmat_matrix_pointers(r,mat,n,m);
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53 | return r;
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54 | }
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55 |
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56 | /* this deletes both square and triangular matrices */
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57 | void
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58 | cmat_delete_matrix(double**m)
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59 | {
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60 | if (m) {
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61 | free(m[0]);
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62 | free(m);
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63 | }
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64 | }
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65 |
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66 | void
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67 | cmat_transpose_square_matrix(double**matrix, int n)
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68 | {
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69 | int i,j;
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70 | for (i=0; i<n; i++) {
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71 | for (j=0; j<i; j++) {
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72 | double tmp = matrix[i][j];
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73 | matrix[i][j] = matrix[j][i];
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74 | matrix[j][i] = tmp;
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75 | }
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76 | }
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77 | }
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78 |
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79 | void
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80 | cmat_matrix_pointers(double**ptrs,double*matrix,int nrow, int ncol)
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81 | {
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82 | int i;
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83 | for (i=0; i<nrow; i++) ptrs[i] = &matrix[i*ncol];
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84 | }
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85 |
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86 | /*
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87 | * a contains pointers to the an area of contiguous storage.
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88 | * Its dimensions are nr by nc. On exit it will be transposed,
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89 | * however the a vector of double* is itself unchanged. Another
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90 | * vector is needed to access the storage or a must be updated
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91 | * after this routine is called.
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92 | */
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93 | void
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94 | cmat_transpose_matrix(double**a, int nr, int nc)
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95 | {
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96 | int i,j;
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97 | double* tmpp;
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98 | double* tmp;
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99 |
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100 | if (nr == 0 || nc == 0) return;
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101 |
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102 | if (nr == nc) {
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103 | cmat_transpose_square_matrix(a,nr);
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104 | return;
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105 | };
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106 |
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107 | tmp = (double*) malloc(sizeof(double)*nr*nc);
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108 | if (!tmp && nr && nc) {
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109 | fprintf(stderr,"cmat_transpose_matrix: malloc failed\n");
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110 | abort();
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111 | }
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112 |
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113 | tmpp = tmp;
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114 | for (i=0; i<nc; i++) {
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115 | for (j=0; j<nr; j++) {
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116 | *tmpp = a[j][i];
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117 | tmpp++;
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118 | }
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119 | }
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120 |
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121 | memcpy(a[0],tmp,sizeof(double)*nr*nc);
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122 |
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123 | if (tmp) free(tmp);
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124 | }
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125 |
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126 | /* a is symmetric if sym is true */
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127 | double
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128 | cmat_determ(double** a, int sym, int dim)
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129 | {
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130 | int i;
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131 | double det=0;
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132 |
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133 | if (sym) {
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134 | symm_lu_decomp(a,dim,&det);
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135 | } else {
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136 | int *indx= (int*) malloc(sizeof(int)*dim);
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137 | ludcmp(a,dim,indx,&det);
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138 | free(indx);
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139 | }
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140 |
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141 | if (fabs(det) < 1.0e-16) return 0;
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142 |
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143 | for (i=0; i < dim; i++) det *= a[i][i];
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144 |
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145 | return det;
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146 | }
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147 |
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148 | /* a is symmetric if sym is true */
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149 | double
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150 | cmat_solve_lin(double** a, int sym, double* b, int dim)
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151 | {
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152 | int i;
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153 | double det=0;
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154 |
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155 | if (sym) {
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156 | symm_lu_decomp(a,dim,&det);
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157 | if (fabs(det) < 1.0e-16) return 0;
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158 | symm_lu_back_sub(a,dim,b);
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159 | } else {
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160 | int *indx= (int*) malloc(sizeof(int)*dim);
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161 | ludcmp(a,dim,indx,&det);
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162 | if (fabs(det) < 1.0e-16) return 0;
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163 | lubksb(a,dim,indx,b);
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164 | free(indx);
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165 | }
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166 |
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167 | for(i=0; i < dim; i++) det *= a[i][i];
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168 | if (fabs(det) < 1.0e-16) return 0;
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169 |
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170 | return det;
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171 | }
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172 |
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173 | double
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174 | cmat_invert(double**a, int sym, int dim)
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175 | {
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176 | int i,j;
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177 | double det=0;
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178 | double **y;
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179 | double *b;
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180 |
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181 | b = (double*) malloc(sizeof(double)*dim);
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182 | y = cmat_new_square_matrix(dim);
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183 |
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184 | if (sym) {
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185 | symm_lu_decomp(a,dim,&det);
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186 | if (fabs(det) < 1.0e-16) return 0;
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187 |
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188 | for (i=0; i < dim; i++) det *= a[i][i];
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189 | if (fabs(det) < 1.0e-16) return 0;
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190 |
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191 | for (i=0; i < dim; i++) {
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192 | for (j=0; j < dim; j++) b[j]=0;
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193 | b[i]=1;
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194 | symm_lu_back_sub(a,dim,b);
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195 | for (j=0; j < dim; j++) y[j][i]=b[j];
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196 | }
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197 |
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198 | for (i=0; i < dim; i++)
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199 | for (j=0; j <= i; j++)
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200 | a[i][j] = y[i][j];
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201 |
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202 | } else {
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203 | int *indx= (int*) malloc(sizeof(int)*dim);
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204 |
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205 | ludcmp(a,dim,indx,&det);
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206 | if (fabs(det) < 1.0e-16) return 0;
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207 |
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208 | for (i=0; i < dim; i++) det *= a[i][i];
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209 | if (fabs(det) < 1.0e-16) return 0;
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210 |
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211 | for (i=0; i < dim; i++) {
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212 | memset(b,0,sizeof(double)*dim);
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213 | b[i]=1;
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214 | lubksb(a,dim,indx,b);
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215 | for (j=0; j < dim; j++) y[j][i]=b[j];
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216 | }
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217 |
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218 | for (i=0; i < dim; i++)
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219 | for (j=0; j < dim; j++)
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220 | a[i][j] = y[i][j];
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221 | free(indx);
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222 | }
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223 |
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224 | free(b);
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225 | cmat_delete_matrix(y);
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226 |
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227 | return det;
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228 | }
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229 |
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230 | static void
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231 | ludcmp(double** a, int n, int *indx, double *d)
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232 | {
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233 | int i,imax=0,j,k;
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234 | double big,dum,sum,temp;
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235 |
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236 | double* vv = (double*) malloc(sizeof(double)*n);
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237 |
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238 | *d = 1.0;
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239 |
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240 | for (i=0; i < n ; i++) {
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241 | big=0.0;
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242 | for (j=0; j < n; j++) if ((temp=fabs(a[i][j])) > big) big=temp;
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243 | #if 1
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244 | if (big == 0.0) {
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245 | *d = 0.0;
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246 | free(vv);
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247 | return;
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248 | }
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249 | #else
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250 | if(big==0.0) big=1.0e-16;
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251 | #endif
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252 | vv[i] = 1.0/big;
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253 | }
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254 |
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255 | for (j=0; j < n ; j++) {
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256 | for (i=0; i < j ; i++) {
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257 | sum = a[i][j];
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258 | for (k=0; k < i ; k++) sum -= a[i][k]*a[k][j];
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259 | a[i][j] = sum;
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260 | }
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261 |
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262 | big = 0.0;
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263 | for (i=j ; i < n ; i++) {
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264 | sum=a[i][j];
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265 | for (k=0; k < j ; k++) sum -= a[i][k]*a[k][j];
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266 | a[i][j] = sum;
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267 | if ((dum=vv[i]*fabs(sum)) >= big) {
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268 | big = dum;
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269 | imax = i;
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270 | }
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271 | }
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272 |
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273 | if (j != imax) {
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274 | for (k=0; k < n; k++) {
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275 | dum=a[imax][k];
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276 | a[imax][k]=a[j][k];
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277 | a[j][k]=dum;
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278 | }
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279 | *d = -(*d);
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280 | vv[imax]=vv[j];
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281 | }
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282 |
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283 | indx[j]=imax;
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284 | if (a[j][j] == 0.0) a[j][j] = 1.0e-20;
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285 | if (j != n-1) {
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286 | dum = 1.0/a[j][j];
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287 | for (i=j+1; i < n ; i++) a[i][j] *= dum;
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288 | }
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289 | }
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290 | free(vv);
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291 | }
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292 |
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293 | static void
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294 | lubksb(double** a, int n, int *indx, double* b)
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295 | {
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296 | int i,ii=0,ip,j;
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297 | int t=0;
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298 | double sum;
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299 |
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300 | for (i=0; i < n ; i++) {
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301 | ip = indx[i];
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302 | sum = b[ip];
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303 | b[ip]=b[i];
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304 |
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305 | if(t) {
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306 | for (j=ii; j <= i-1 ; j++)
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307 | sum -= a[i][j]*b[j];
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308 | }
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309 | else if(sum) {
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310 | ii=i;
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311 | t++;
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312 | }
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313 |
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314 | b[i]=sum;
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315 | }
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316 |
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317 | for (i=n-1; i >= 0 ; i--) {
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318 | sum = b[i];
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319 | for (j=i+1; j < n ; j++) sum -= a[i][j]*b[j];
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320 | b[i] = sum/a[i][i];
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321 | }
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322 | }
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323 |
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324 | /*
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325 | * this is LU decomposition where A is a symmetric matrix
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326 | * when A is symmetric, then
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327 | * beta(i,j) = A(i,j) - sum_k(i-1) beta(k,i)*beta(k,j)/beta(k,k)
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328 | * alpha(i,j) = beta(j,i)/beta(j,j)
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329 | *
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330 | * since we're storing beta in a, the indices of beta will be switched
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331 | * since alpha is expressed in terms of beta, we don't store it
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332 | *
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333 | * so we have
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334 | * beta(i,j) = A(i,j) - sum_k(i-1) beta(i,k)*beta(j,k)/beta(k,k)
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335 | * alpha(i,j) = beta(i,j)/beta(j,j)
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336 | */
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337 |
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338 | static void
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339 | symm_lu_decomp(double** a, int n, double *d)
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340 | {
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341 | int i,j,k;
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342 | double tmp;
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343 |
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344 | double* v = (double*) malloc(sizeof(double)*n);
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345 | memset(v,0,sizeof(double)*n);
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346 |
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347 | /* check for singular matrix */
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348 | for (i=0; i < n; i++) {
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349 | for (j=0; j < i; j++) {
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350 | v[i] = ((tmp=fabs(a[i][j])) > v[i]) ? tmp : v[i];
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351 | v[j] = (tmp > v[j]) ? tmp : v[j];
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352 | }
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353 | v[i] = ((tmp=fabs(a[i][i])) > v[i]) ? tmp : v[i];
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354 | }
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355 |
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356 | for (i=0; i < n; i++) {
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357 | if (fabs(v[i]) < 1.0e-16) {
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358 | fprintf(stderr,"\n warning: singular matrix in symm_lu_decomp\n");
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359 | *d = 0.0;
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360 | return;
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361 | }
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362 | }
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363 |
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364 | free(v);
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365 |
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366 | *d = 1.0;
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367 |
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368 | for (i=0; i < n ; i++) {
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369 | /* check to make sure we're not going to blow up */
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370 | if (i < n-1) {
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371 | tmp = 0;
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372 | for (k=0; k < i-1; k++)
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373 | tmp += a[i][k]*a[i][k]/a[k][k];
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374 | if (fabs(a[i][i]-tmp) < 1.0e-16) {
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375 | fprintf(stderr,"\n warning: singular matrix in symm_lu_decomp 2\n");
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376 | *d = 0;
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377 | return;
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378 | }
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379 | }
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380 | for (j=i; j < n; j++) {
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381 | tmp = 0;
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382 | for (k=0; k <= i-1; k++)
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383 | tmp -= a[i][k]*a[j][k]/a[k][k];
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384 | a[j][i] += tmp;
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385 | }
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386 | }
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387 | }
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388 |
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389 | static void
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390 | symm_lu_back_sub(double** a, int n, double* b)
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391 | {
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392 | int i,j;
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393 | double sum;
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394 |
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395 | /* form y(i) = bi - sum_j(i-1) alpha(i,j)*y(j)
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396 | * alpha(i,j) = beta(j,i)/beta(j,j), but beta is stored lower instead of
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397 | * upper triangle, so alpha(i,j) = beta(i,j)/beta(j,j)
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398 | */
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399 | for (i=0; i < n ; i++) {
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400 | sum = 0;
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401 | for (j=0; j < i; j++)
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402 | sum += (a[i][j]/a[j][j]) * b[j];
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403 | b[i] -= sum;
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404 | }
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405 |
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406 | /* now form x(i) = 1/beta(i,i)*[y(i) - sum_j=i+1(N) beta(i,j)*x(j)]
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407 | * is really ...[...beta(j,i)*x(j)]
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408 | */
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409 | for (i=n-1; i >= 0 ; i--) {
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410 | sum = b[i];
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411 | for (j=i+1; j < n ; j++) sum -= a[j][i]*b[j];
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412 | b[i] = sum/a[i][i];
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413 | }
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414 | }
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415 |
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416 | /*
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417 | * This does c(t) (+)= a(t) * b(t), where the (t) means the transpose
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418 | * of the matrix can be optionally used and the (+) means that accumulation
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419 | * is optional. The dimensions of the matrices is as follows:
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420 | * a(nr,nl) (if ta then a(nl,nr))
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421 | * b(nl,nc) (if tb then b(nc,nl))
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422 | * c(nr,nc) (if tc then c(nc,nr))
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423 | */
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424 | void
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425 | cmat_mxm(double** a, int ta, double** b, int tb, double** c, int tc,
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426 | int nr, int nl, int nc, int add)
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427 | {
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428 | int odd_nr,odd_nc;
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429 | int i,j,k;
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430 | double t00,t01,t10,t11;
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431 | double *att,*bt;
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432 | double *at1,*bt1;
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433 | double** old_a = 0;
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434 | double** old_b = 0;
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435 |
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436 | odd_nr = (nr)%2;
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437 | odd_nc = (nc)%2;
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438 |
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439 | if(ta) {
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440 | cmat_transpose_matrix(a,nl,nr);
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441 | if (nr > nl) {
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442 | old_a = a;
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443 | a = (double**) malloc(nr*sizeof(double*));
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444 | if (!a) {
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445 | fprintf(stderr,"cmat_mxm: malloc a failed\n");
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446 | abort();
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447 | }
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448 | a[0] = old_a[0];
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449 | }
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450 | cmat_matrix_pointers(a,a[0],nr,nl);
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451 | }
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452 | if(!tb) {
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453 | cmat_transpose_matrix(b,nl,nc);
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454 | if (nc > nl) {
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455 | old_b = b;
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456 | b = (double**) malloc(nc*sizeof(double*));
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457 | if (!b) {
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458 | fprintf(stderr,"cmat_mxm: malloc b failed\n");
|
---|
459 | abort();
|
---|
460 | }
|
---|
461 | b[0] = old_b[0];
|
---|
462 | }
|
---|
463 | cmat_matrix_pointers(b,b[0],nc,nl);
|
---|
464 | }
|
---|
465 |
|
---|
466 | for(j=0; j < nc-1 ; j+=2) {
|
---|
467 | for(i=0; i < nr-1 ; i+=2) {
|
---|
468 | att=a[i]; bt=b[j];
|
---|
469 | at1=a[i+1]; bt1=b[j+1];
|
---|
470 | if(add) {
|
---|
471 | if(tc) {
|
---|
472 | t00 = c[j][i];
|
---|
473 | t01 = c[j+1][i];
|
---|
474 | t10 = c[j][i+1];
|
---|
475 | t11 = c[j+1][i+1];
|
---|
476 | }
|
---|
477 | else {
|
---|
478 | t00 = c[i][j];
|
---|
479 | t01 = c[i][j+1];
|
---|
480 | t10 = c[i+1][j];
|
---|
481 | t11 = c[i+1][j+1];
|
---|
482 | }
|
---|
483 | }
|
---|
484 | else
|
---|
485 | t00=t01=t10=t11=0.0;
|
---|
486 | for(k=nl; k ; k--,att++,bt++,at1++,bt1++) {
|
---|
487 | t00 += *att * *bt;
|
---|
488 | t01 += *att * *bt1;
|
---|
489 | t10 += *at1 * *bt;
|
---|
490 | t11 += *at1 * *bt1;
|
---|
491 | }
|
---|
492 | if(tc) {
|
---|
493 | c[j][i]=t00;
|
---|
494 | c[j+1][i]=t01;
|
---|
495 | c[j][i+1]=t10;
|
---|
496 | c[j+1][i+1]=t11;
|
---|
497 | }
|
---|
498 | else {
|
---|
499 | c[i][j]=t00;
|
---|
500 | c[i][j+1]=t01;
|
---|
501 | c[i+1][j]=t10;
|
---|
502 | c[i+1][j+1]=t11;
|
---|
503 | }
|
---|
504 | }
|
---|
505 | if(odd_nr) {
|
---|
506 | att=a[i]; bt=b[j];
|
---|
507 | bt1=b[j+1];
|
---|
508 | if(add) {
|
---|
509 | if(tc) {
|
---|
510 | t00 = c[j][i];
|
---|
511 | t01 = c[j+1][i];
|
---|
512 | }
|
---|
513 | else {
|
---|
514 | t00 = c[i][j];
|
---|
515 | t01 = c[i][j+1];
|
---|
516 | }
|
---|
517 | }
|
---|
518 | else t00=t01=0.0;
|
---|
519 | for(k= nl; k ; k--,att++,bt++,bt1++) {
|
---|
520 | t00 += *att * *bt;
|
---|
521 | t01 += *att * *bt1;
|
---|
522 | }
|
---|
523 | if(tc) {
|
---|
524 | c[j][i]=t00;
|
---|
525 | c[j+1][i]=t01;
|
---|
526 | }
|
---|
527 | else {
|
---|
528 | c[i][j]=t00;
|
---|
529 | c[i][j+1]=t01;
|
---|
530 | }
|
---|
531 | }
|
---|
532 | }
|
---|
533 | if(odd_nc) {
|
---|
534 | for(i=0; i < nr-1 ; i+=2) {
|
---|
535 | att=a[i]; bt=b[j];
|
---|
536 | at1=a[i+1];
|
---|
537 | if(add) {
|
---|
538 | if(tc) {
|
---|
539 | t00 = c[j][i];
|
---|
540 | t10 = c[j][i+1];
|
---|
541 | }
|
---|
542 | else {
|
---|
543 | t00 = c[i][j];
|
---|
544 | t10 = c[i+1][j];
|
---|
545 | }
|
---|
546 | }
|
---|
547 | else t00=t10=0.0;
|
---|
548 | for(k= nl; k ; k--,att++,bt++,at1++) {
|
---|
549 | t00 += *att * *bt;
|
---|
550 | t10 += *at1 * *bt;
|
---|
551 | }
|
---|
552 | if(tc) {
|
---|
553 | c[j][i]=t00;
|
---|
554 | c[j][i+1]=t10;
|
---|
555 | }
|
---|
556 | else {
|
---|
557 | c[i][j]=t00;
|
---|
558 | c[i+1][j]=t10;
|
---|
559 | }
|
---|
560 | }
|
---|
561 | if(odd_nr) {
|
---|
562 | att=a[i]; bt=b[j];
|
---|
563 | if(add) t00 = (tc) ? c[j][i] : c[i][j];
|
---|
564 | else t00=0.0;
|
---|
565 | for(k=nl; k ; k--,att++,bt++) t00 += *att * *bt;
|
---|
566 | if(tc) c[j][i]=t00;
|
---|
567 | else c[i][j]=t00;
|
---|
568 | }
|
---|
569 | }
|
---|
570 |
|
---|
571 | if(ta) {
|
---|
572 | cmat_transpose_matrix(a,nr,nl);
|
---|
573 | if (old_a) {
|
---|
574 | free(a);
|
---|
575 | a = old_a;
|
---|
576 | }
|
---|
577 | cmat_matrix_pointers(a,a[0],nr,nl);
|
---|
578 | }
|
---|
579 | if(!tb) {
|
---|
580 | cmat_transpose_matrix(b,nc,nl);
|
---|
581 | if (old_b) {
|
---|
582 | free(b);
|
---|
583 | b = old_b;
|
---|
584 | }
|
---|
585 | cmat_matrix_pointers(b,b[0],nl,nc);
|
---|
586 | }
|
---|
587 | }
|
---|
588 |
|
---|
589 | /*
|
---|
590 | * a is symmetric (na,na) in a triangular storage format
|
---|
591 | * b is rectangular (na,nb)
|
---|
592 | * a (+)= b * transpose(b) (+= if add)
|
---|
593 | */
|
---|
594 | void
|
---|
595 | cmat_symmetric_mxm(double**a,int na, /* a is (na,na) */
|
---|
596 | double**b,int nb, /* b is (na,nb) */
|
---|
597 | int add)
|
---|
598 | {
|
---|
599 | int i,j,k;
|
---|
600 | for (i=0; i<na; i++) {
|
---|
601 | double*ai=a[i];
|
---|
602 | for (j=0; j<=i; j++) {
|
---|
603 | double*bi=b[i];
|
---|
604 | double*bj=b[j];
|
---|
605 | double tmp;
|
---|
606 | if (add) tmp = 0.0;
|
---|
607 | else tmp = ai[j];
|
---|
608 | for (k=nb; k; k--,bi++,bj++) {
|
---|
609 | tmp += *bi * *bj;
|
---|
610 | }
|
---|
611 | ai[j] = tmp;
|
---|
612 | }
|
---|
613 | }
|
---|
614 | }
|
---|
615 |
|
---|
616 | /*
|
---|
617 | * a is symmetric (na,na) in a triangular storage format
|
---|
618 | * b is symmetric (nb,nb) in a triangular storage format
|
---|
619 | * a (+)= c * b * transpose(c) (+= if add)
|
---|
620 | */
|
---|
621 | void
|
---|
622 | cmat_transform_symmetric_matrix(double**a,int na, /* a is (na,na) */
|
---|
623 | double**b,int nb, /* b is (nb,nb) */
|
---|
624 | double**c, /* c is (na,nb) */
|
---|
625 | int add)
|
---|
626 | {
|
---|
627 | int i,j,k;
|
---|
628 | double**t;
|
---|
629 | double* brow;
|
---|
630 |
|
---|
631 | /* create a temporary matrix, t */
|
---|
632 | t = cmat_new_rect_matrix(na,nb);
|
---|
633 |
|
---|
634 | /* t = transpose(b * transpose(c)) */
|
---|
635 | brow = (double*) malloc(sizeof(double)*nb);
|
---|
636 | if (!brow) {
|
---|
637 | fprintf(stderr,"cmat_transform_symmetric_matrix: malloc brow failed\n");
|
---|
638 | abort();
|
---|
639 | }
|
---|
640 | for (i=0; i<nb; i++) {
|
---|
641 | for (k=0; k<=i; k++) brow[k] = b[i][k];
|
---|
642 | for ( ; k<nb; k++) brow[k] = b[k][i];
|
---|
643 | for (j=0; j<na; j++) {
|
---|
644 | double*bi = brow;
|
---|
645 | double*cj = c[j];
|
---|
646 | double tmp = 0.0;
|
---|
647 | for (k=nb; k; k--,bi++,cj++) tmp += *bi * *cj;
|
---|
648 | t[j][i] = tmp;
|
---|
649 | }
|
---|
650 | }
|
---|
651 | free(brow);
|
---|
652 |
|
---|
653 | /* a = c * transpose(t) */
|
---|
654 | for (i=0; i<na; i++) {
|
---|
655 | for (j=0; j<=i; j++) {
|
---|
656 | double*ci = c[i];
|
---|
657 | double*tj = t[j];
|
---|
658 | double tmp;
|
---|
659 | if (add) tmp = a[i][j];
|
---|
660 | else tmp = 0.0;
|
---|
661 | for (k=nb; k; k--,ci++,tj++) tmp += *ci * *tj;
|
---|
662 | a[i][j] = tmp;
|
---|
663 | }
|
---|
664 | }
|
---|
665 |
|
---|
666 | /* delete the temporary */
|
---|
667 | cmat_delete_matrix(t);
|
---|
668 | }
|
---|
669 |
|
---|
670 | /*
|
---|
671 | * a is symmetric (na,na) in a triangular storage format
|
---|
672 | * b is diagonal (nb,nb) in a vector storage format
|
---|
673 | * a (+)= c * b * transpose(c) (+= if add)
|
---|
674 | */
|
---|
675 | void
|
---|
676 | cmat_transform_diagonal_matrix(double**a,int na, /* a is (na,na) */
|
---|
677 | double*b,int nb, /* b is (nb,nb) */
|
---|
678 | double**c, /* c is (na,nb) */
|
---|
679 | int add)
|
---|
680 | {
|
---|
681 | int i,j,k;
|
---|
682 | double t;
|
---|
683 |
|
---|
684 | for (i=0; i < na; i++) {
|
---|
685 | for (j=0; j <= i; j++) {
|
---|
686 | t=0;
|
---|
687 | for (k=0; k < nb; k++)
|
---|
688 | t += c[i][k] * c[j][k] * b[k];
|
---|
689 | if (add)
|
---|
690 | a[i][j] += t;
|
---|
691 | else
|
---|
692 | a[i][j] = t;
|
---|
693 | }
|
---|
694 | }
|
---|
695 | }
|
---|
696 |
|
---|
697 | /*
|
---|
698 | * Argument a contains pointers to the rows of a symmetrix matrix. The
|
---|
699 | * in each row is the row number + 1. These rows are stored in
|
---|
700 | * contiguous memory starting with 0. Evecs also contains pointers to
|
---|
701 | * contiguous memory. N is the dimension.
|
---|
702 | */
|
---|
703 | void
|
---|
704 | cmat_diag(double**a, double*evals, double**evecs, int n,
|
---|
705 | int matz, double tol)
|
---|
706 | {
|
---|
707 | int i,j;
|
---|
708 | int diagonal=1;
|
---|
709 | double*fv1;
|
---|
710 |
|
---|
711 | /* I'm having problems with diagonalizing matrices which are already
|
---|
712 | * diagonal. So let's first check to see if _a_ is diagonal, and if it
|
---|
713 | * is, then just return the diagonal elements in evals and a unit matrix
|
---|
714 | * in evecs
|
---|
715 | */
|
---|
716 |
|
---|
717 | for (i=1; i < n; i++) {
|
---|
718 | for (j=0; j < i; j++) {
|
---|
719 | if (fabs(a[i][j]) > tol) diagonal=0;
|
---|
720 | }
|
---|
721 | }
|
---|
722 |
|
---|
723 | if (diagonal) {
|
---|
724 | for(i=0; i < n; i++) {
|
---|
725 | evals[i] = a[i][i];
|
---|
726 | evecs[i][i] = 1.0;
|
---|
727 |
|
---|
728 | for(j=0; j < i; j++) {
|
---|
729 | evecs[i][j] = evecs[j][i] = 0.0;
|
---|
730 | }
|
---|
731 | }
|
---|
732 | eigsort(n,evals,evecs);
|
---|
733 | return;
|
---|
734 | }
|
---|
735 |
|
---|
736 | fv1 = (double*) malloc(sizeof(double)*n);
|
---|
737 | if (!fv1) {
|
---|
738 | fprintf(stderr,"cmat_diag: malloc fv1 failed\n");
|
---|
739 | abort();
|
---|
740 | }
|
---|
741 |
|
---|
742 | for(i=0; i < n; i++) {
|
---|
743 | for(j=0; j <= i; j++) {
|
---|
744 | evecs[i][j] = evecs[j][i] = a[i][j];
|
---|
745 | }
|
---|
746 | }
|
---|
747 |
|
---|
748 | tred2(n,evecs,evals,fv1,1);
|
---|
749 |
|
---|
750 | cmat_transpose_square_matrix(evecs,n);
|
---|
751 | tqli(n,evals,evecs,fv1,1,tol);
|
---|
752 | cmat_transpose_square_matrix(evecs,n);
|
---|
753 |
|
---|
754 | eigsort(n,evals,evecs);
|
---|
755 |
|
---|
756 | free(fv1);
|
---|
757 | }
|
---|
758 |
|
---|
759 | #define dsign(a,b) (((b) >= 0.0) ? fabs(a) : -fabs(a))
|
---|
760 |
|
---|
761 | static void
|
---|
762 | tred2(int n,double** a,double* d,double* e,int matz)
|
---|
763 | {
|
---|
764 | int i,j,k,l;
|
---|
765 | double f,g,h,hh,scale,scale_inv,h_inv;
|
---|
766 | if (n == 1) return;
|
---|
767 |
|
---|
768 | for(i=n-1; i > 0; i--) {
|
---|
769 | l = i-1;
|
---|
770 | h = 0.0;
|
---|
771 | scale = 0.0;
|
---|
772 | if(l) {
|
---|
773 | for(k=0; k <= l; k++) scale += fabs(a[i][k]);
|
---|
774 | if (scale == 0.0) e[i] = a[i][l];
|
---|
775 | else {
|
---|
776 | scale_inv=1.0/scale;
|
---|
777 | for (k=0; k <= l; k++) {
|
---|
778 | a[i][k] *= scale_inv;
|
---|
779 | h += a[i][k]*a[i][k];
|
---|
780 | }
|
---|
781 | f=a[i][l];
|
---|
782 | g= -(dsign(sqrt(h),f));
|
---|
783 | e[i] = scale*g;
|
---|
784 | h -= f*g;
|
---|
785 | a[i][l] = f-g;
|
---|
786 | f = 0.0;
|
---|
787 | h_inv=1.0/h;
|
---|
788 | for (j=0; j <= l; j++) {
|
---|
789 | if (matz) a[j][i] = a[i][j]*h_inv;
|
---|
790 | g = 0.0;
|
---|
791 | for (k=0; k <= j; k++) g += a[j][k]*a[i][k];
|
---|
792 | if (l > j) for (k=j+1; k <= l; k++) g += a[k][j]*a[i][k];
|
---|
793 | e[j] = g*h_inv;
|
---|
794 | f += e[j]*a[i][j];
|
---|
795 | }
|
---|
796 | hh = f/(h+h);
|
---|
797 | for (j=0; j <= l; j++) {
|
---|
798 | f = a[i][j];
|
---|
799 | g = e[j] - hh*f;
|
---|
800 | e[j] = g;
|
---|
801 | for (k=0; k <= j; k++) a[j][k] -= (f*e[k] + g*a[i][k]);
|
---|
802 | }
|
---|
803 | }
|
---|
804 | }
|
---|
805 | else {
|
---|
806 | e[i] = a[i][l];
|
---|
807 | }
|
---|
808 | d[i] = h;
|
---|
809 | }
|
---|
810 | if(matz) d[0] = 0.0;
|
---|
811 | e[0] = 0.0;
|
---|
812 |
|
---|
813 | for(i=0; i < n; i++) {
|
---|
814 | l = i-1;
|
---|
815 | if (matz) {
|
---|
816 | if(d[i]) {
|
---|
817 | for(j=0; j <= l; j++) {
|
---|
818 | g = 0.0;
|
---|
819 | for(k=0; k <= l; k++) g += a[i][k]*a[k][j];
|
---|
820 | for(k=0; k <= l; k++) a[k][j] -= g*a[k][i];
|
---|
821 | }
|
---|
822 | }
|
---|
823 | }
|
---|
824 | d[i] = a[i][i];
|
---|
825 | if(matz) {
|
---|
826 | a[i][i] = 1.0;
|
---|
827 | if(l >= 0) for (j=0; j<= l; j++) a[i][j] = a[j][i] = 0.0;
|
---|
828 | }
|
---|
829 | }
|
---|
830 | }
|
---|
831 |
|
---|
832 | static void
|
---|
833 | tqli(int n, double* d, double** z, double* e, int matz, double toler)
|
---|
834 | {
|
---|
835 | register int k;
|
---|
836 | int i,l,m,iter;
|
---|
837 | double g,r,s,c,p,f,b;
|
---|
838 | double azi;
|
---|
839 |
|
---|
840 | f=0.0;
|
---|
841 | if (n == 1) {
|
---|
842 | d[0]=z[0][0];
|
---|
843 | z[0][0] = 1.0;
|
---|
844 | return;
|
---|
845 | }
|
---|
846 |
|
---|
847 | for (i=1; i < n ; i++) e[i-1] = e[i];
|
---|
848 | e[n-1] = 0.0;
|
---|
849 | for (l=0; l < n; l++) {
|
---|
850 | iter = 0;
|
---|
851 | L1:
|
---|
852 | for (m=l; m < n-1;m++) if (fabs(e[m]) < toler) goto L2;
|
---|
853 | m=n-1;
|
---|
854 | L2:
|
---|
855 | if (m != l) {
|
---|
856 | if (iter++ == 30) {
|
---|
857 | fprintf (stderr,"tqli not converging %d %g\n",l,e[l]);
|
---|
858 | continue;
|
---|
859 | }
|
---|
860 |
|
---|
861 | g = (d[l+1]-d[l])/(2.0*e[l]);
|
---|
862 | r = sqrt(g*g + 1.0);
|
---|
863 | g = d[m] - d[l] + e[l]/((g + dsign(r,g)));
|
---|
864 | s=1.0;
|
---|
865 | c=1.0;
|
---|
866 | p=0.0;
|
---|
867 | for (i=m-1; i >= l; i--) {
|
---|
868 | f = s*e[i];
|
---|
869 | b = c*e[i];
|
---|
870 | if (fabs(f) >= fabs(g)) {
|
---|
871 | c = g/f;
|
---|
872 | r = sqrt(c*c + 1.0);
|
---|
873 | e[i+1] = f*r;
|
---|
874 | s=1.0/r;
|
---|
875 | c *= s;
|
---|
876 | }
|
---|
877 | else {
|
---|
878 | s = f/g;
|
---|
879 | r = sqrt(s*s + 1.0);
|
---|
880 | e[i+1] = g*r;
|
---|
881 | c = 1.0/r;
|
---|
882 | s *= c;
|
---|
883 | }
|
---|
884 | g = d[i+1] - p;
|
---|
885 | r = (d[i]-g)*s + 2.0*c*b;
|
---|
886 | p = s*r;
|
---|
887 | d[i+1] = g+p;
|
---|
888 | g = c*r-b;
|
---|
889 |
|
---|
890 | if (matz) {
|
---|
891 | double *zi = z[i];
|
---|
892 | double *zi1 = z[i+1];
|
---|
893 | for (k=n; k ; k--,zi++,zi1++) {
|
---|
894 | azi = *zi;
|
---|
895 | f = *zi1;
|
---|
896 | *zi1 = azi*s + c*f;
|
---|
897 | *zi = azi*c - s*f;
|
---|
898 | }
|
---|
899 | }
|
---|
900 | }
|
---|
901 |
|
---|
902 | d[l] -= p;
|
---|
903 | e[l] = g;
|
---|
904 | e[m] = 0.0;
|
---|
905 | goto L1;
|
---|
906 | }
|
---|
907 | }
|
---|
908 | }
|
---|
909 |
|
---|
910 | static void
|
---|
911 | eigsort(int n, double* d, double** v)
|
---|
912 | {
|
---|
913 | int i,j,k;
|
---|
914 | double p;
|
---|
915 |
|
---|
916 | for(i=0; i < n-1 ; i++) {
|
---|
917 | k=i;
|
---|
918 | p=d[i];
|
---|
919 | for(j=i+1; j < n; j++) {
|
---|
920 | if(d[j] < p) {
|
---|
921 | k=j;
|
---|
922 | p=d[j];
|
---|
923 | }
|
---|
924 | }
|
---|
925 | if(k != i) {
|
---|
926 | d[k]=d[i];
|
---|
927 | d[i]=p;
|
---|
928 | for(j=0; j < n; j++) {
|
---|
929 | p=v[j][i];
|
---|
930 | v[j][i]=v[j][k];
|
---|
931 | v[j][k]=p;
|
---|
932 | }
|
---|
933 | }
|
---|
934 | }
|
---|
935 | }
|
---|
936 |
|
---|
937 | void
|
---|
938 | cmat_schmidt(double **C, double *S, int nrow, int nc)
|
---|
939 | {
|
---|
940 | int i,j,ij;
|
---|
941 | int m;
|
---|
942 | double vtmp;
|
---|
943 | double *v = (double*) malloc(sizeof(double)*nrow);
|
---|
944 |
|
---|
945 | if (!v) {
|
---|
946 | fprintf(stderr,"cmat_schmidt: could not malloc v(%d)\n",nrow);
|
---|
947 | abort();
|
---|
948 | }
|
---|
949 |
|
---|
950 | for (m=0; m < nc; m++) {
|
---|
951 | v[0] = C[0][m] * S[0];
|
---|
952 |
|
---|
953 | for (i=ij=1; i < nrow; i++) {
|
---|
954 | for (j=0,vtmp=0.0; j < i; j++,ij++) {
|
---|
955 | vtmp += C[j][m]*S[ij];
|
---|
956 | v[j] += C[i][m]*S[ij];
|
---|
957 | }
|
---|
958 | v[i] = vtmp + C[i][m]*S[ij];
|
---|
959 | ij++;
|
---|
960 | }
|
---|
961 |
|
---|
962 | for (i=0,vtmp=0.0; i < nrow; i++)
|
---|
963 | vtmp += v[i]*C[i][m];
|
---|
964 |
|
---|
965 | if (!vtmp) {
|
---|
966 | fprintf(stderr,"cmat_schmidt: bogus\n");
|
---|
967 | abort();
|
---|
968 | }
|
---|
969 |
|
---|
970 | if (vtmp < 1.0e-15)
|
---|
971 | vtmp = 1.0e-15;
|
---|
972 |
|
---|
973 | vtmp = 1.0/sqrt(vtmp);
|
---|
974 |
|
---|
975 | for (i=0; i < nrow; i++) {
|
---|
976 | v[i] *= vtmp;
|
---|
977 | C[i][m] *= vtmp;
|
---|
978 | }
|
---|
979 |
|
---|
980 | if (m < nc-1) {
|
---|
981 | for (i=m+1,vtmp=0.0; i < nc; i++) {
|
---|
982 | for (j=0,vtmp=0.0; j < nrow; j++)
|
---|
983 | vtmp += v[j] * C[j][i];
|
---|
984 | for (j=0; j < nrow; j++)
|
---|
985 | C[j][i] -= vtmp * C[j][m];
|
---|
986 | }
|
---|
987 | }
|
---|
988 | }
|
---|
989 | }
|
---|
990 |
|
---|
991 | /* Returns the number of linearly independent vectors
|
---|
992 | orthogonal wrt S. */
|
---|
993 | int
|
---|
994 | cmat_schmidt_tol(double **C, double *S, int nrow, int ncol,
|
---|
995 | double tolerance, double *res)
|
---|
996 | {
|
---|
997 | int i,j,ij;
|
---|
998 | int m;
|
---|
999 | double vtmp;
|
---|
1000 | int northog = 0;
|
---|
1001 | double *v = (double*) malloc(sizeof(double)*nrow);
|
---|
1002 |
|
---|
1003 | if (res) *res = 1.0;
|
---|
1004 |
|
---|
1005 | if (!v) {
|
---|
1006 | fprintf(stderr,"cmat_schmidt_tol: could not malloc v(%d)\n",nrow);
|
---|
1007 | abort();
|
---|
1008 | }
|
---|
1009 |
|
---|
1010 | /* Orthonormalize the columns of C wrt S. */
|
---|
1011 | for (m=0; m < ncol; m++) {
|
---|
1012 | v[0] = C[0][m] * S[0];
|
---|
1013 |
|
---|
1014 | for (i=ij=1; i < nrow; i++) {
|
---|
1015 | for (j=0,vtmp=0.0; j < i; j++,ij++) {
|
---|
1016 | vtmp += C[j][m]*S[ij];
|
---|
1017 | v[j] += C[i][m]*S[ij];
|
---|
1018 | }
|
---|
1019 | v[i] = vtmp + C[i][m]*S[ij];
|
---|
1020 | ij++;
|
---|
1021 | }
|
---|
1022 |
|
---|
1023 | for (i=0,vtmp=0.0; i < nrow; i++)
|
---|
1024 | vtmp += v[i]*C[i][m];
|
---|
1025 |
|
---|
1026 | if (vtmp < tolerance) continue;
|
---|
1027 |
|
---|
1028 | if (res && (m == 0 || vtmp < *res)) *res = vtmp;
|
---|
1029 |
|
---|
1030 | vtmp = 1.0/sqrt(vtmp);
|
---|
1031 |
|
---|
1032 | for (i=0; i < nrow; i++) {
|
---|
1033 | v[i] *= vtmp;
|
---|
1034 | C[i][northog] = C[i][m] * vtmp;
|
---|
1035 | }
|
---|
1036 |
|
---|
1037 | for (i=m+1,vtmp=0.0; i < ncol; i++) {
|
---|
1038 | for (j=0,vtmp=0.0; j < nrow; j++)
|
---|
1039 | vtmp += v[j] * C[j][i];
|
---|
1040 | for (j=0; j < nrow; j++)
|
---|
1041 | C[j][i] -= vtmp * C[j][northog];
|
---|
1042 | }
|
---|
1043 | northog++;
|
---|
1044 | }
|
---|
1045 | return northog;
|
---|
1046 | }
|
---|