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agomez |
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#include "ludecomposition.h" |
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#include "errorhandler.h" |
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#include "global.h" |
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LUDecomposition::LUDecomposition(const DoubleMatrix& A) {
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if (A.Ncol() != A.Nrow())
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handle.logMessage(LOGFAIL, "Error in ludecomposition - matrix not rectangular");
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illegal = 0;
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int i, k, j;
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double s, tmp;
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size = A.Nrow();
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L = DoubleMatrix(size, size, 0.0);
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U = DoubleMatrix(A);
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logdet = 0.0;
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tmp = 0.0;
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for (k = 0; k < size; k++) {
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L[k][k] = 1.0;
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if (isZero(U[k][k])) {
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handle.logMessage(LOGWARN, "Warning in ludecomposition - zero on matrix diagonal");
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illegal = 1;
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logdet = verybig;
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tmp = 0.0;
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} else if (U[k][k] > 0.0) {
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logdet += log(U[k][k]);
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tmp = 1.0 / U[k][k];
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} else if (U[k][k] < 0.0 ) {
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handle.logMessage(LOGWARN, "Warning in ludecomposition - negative number on matrix diagonal");
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illegal = 1;
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logdet = verybig;
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tmp = 0.0;
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}
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for (i = k + 1; i < size; i++) {
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s = U[i][k] * tmp;
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L[i][k] = s;
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U[i][k] = 0.0;
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for (j = k + 1; j < size; j++)
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U[i][j] -= s * U[k][j];
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}
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}
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}
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// calculates the solution of Ax=b using the LU decomposition calculated in the constructor
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DoubleVector LUDecomposition::Solve(const DoubleVector& b) {
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if (size != b.Size())
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handle.logMessage(LOGFAIL, "Error in ludecomposition - sizes not the same");
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int i, j;
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double s;
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DoubleVector y(b);
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DoubleVector x(size, 0.0);
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for (i = 0; i < size; i++) {
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s = 0.0;
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for (j = 0; j < i; j++)
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s += L[i][j] * y[j];
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y[i] -= s;
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}
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for (i = size - 1; i >= 0; i--) {
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x[i] = y[i];
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s = 0.0;
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for (j = i + 1; j < size; j++)
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s += U[i][j] * x[j];
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x[i] -= s;
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if (isZero(U[i][i])) {
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handle.logMessage(LOGWARN, "Warning in ludecomposition - divide by zero");
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} else
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x[i] /= U[i][i];
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}
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return x;
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}
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