//===================================================== // File : blitz_LU_solve_interface.hh // Author : L. Plagne // Copyright (C) EDF R&D, lun sep 30 14:23:31 CEST 2002 //===================================================== // // This program is free software; you can redistribute it and/or // modify it under the terms of the GNU General Public License // as published by the Free Software Foundation; either version 2 // of the License, or (at your option) any later version. // // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program; if not, write to the Free Software // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. // #ifndef BLITZ_LU_SOLVE_INTERFACE_HH #define BLITZ_LU_SOLVE_INTERFACE_HH #include "blitz/array.h" #include BZ_USING_NAMESPACE(blitz) template class blitz_LU_solve_interface : public blitz_interface { public: typedef typename blitz_interface::gene_matrix gene_matrix; typedef typename blitz_interface::gene_vector gene_vector; typedef blitz::Array Pivot_Vector; inline static void new_Pivot_Vector(Pivot_Vector &pivot, int N) { pivot.resize(N); } inline static void free_Pivot_Vector(Pivot_Vector &pivot) { return; } static inline real matrix_vector_product_sliced(const gene_matrix &A, gene_vector B, int row, int col_start, int col_end) { real somme = 0.; for (int j = col_start; j < col_end + 1; j++) { somme += A(row, j) * B(j); } return somme; } static inline real matrix_matrix_product_sliced(gene_matrix &A, int row, int col_start, int col_end, gene_matrix &B, int row_shift, int col) { real somme = 0.; for (int j = col_start; j < col_end + 1; j++) { somme += A(row, j) * B(j + row_shift, col); } return somme; } inline static void LU_factor(gene_matrix &LU, Pivot_Vector &pivot, int N) { ASSERT(LU.rows() == LU.cols()); int index_max = 0; real big = 0.; real theSum = 0.; real dum = 0.; // Get the implicit scaling information : gene_vector ImplicitScaling(N); for (int i = 0; i < N; i++) { big = 0.; for (int j = 0; j < N; j++) { if (abs(LU(i, j)) >= big) big = abs(LU(i, j)); } if (big == 0.) { INFOS("blitz_LU_factor::Singular matrix"); exit(0); } ImplicitScaling(i) = 1. / big; } // Loop over columns of Crout's method : for (int j = 0; j < N; j++) { for (int i = 0; i < j; i++) { theSum = LU(i, j); theSum -= matrix_matrix_product_sliced(LU, i, 0, i - 1, LU, 0, j); // theSum -= sum( LU( i, Range( fromStart, i-1 ) )*LU( Range( fromStart, i-1 ), j ) ) ; LU(i, j) = theSum; } // Search for the largest pivot element : big = 0.; for (int i = j; i < N; i++) { theSum = LU(i, j); theSum -= matrix_matrix_product_sliced(LU, i, 0, j - 1, LU, 0, j); // theSum -= sum( LU( i, Range( fromStart, j-1 ) )*LU( Range( fromStart, j-1 ), j ) ) ; LU(i, j) = theSum; if ((ImplicitScaling(i) * abs(theSum)) >= big) { dum = ImplicitScaling(i) * abs(theSum); big = dum; index_max = i; } } // Interchanging rows and the scale factor : if (j != index_max) { for (int k = 0; k < N; k++) { dum = LU(index_max, k); LU(index_max, k) = LU(j, k); LU(j, k) = dum; } ImplicitScaling(index_max) = ImplicitScaling(j); } pivot(j) = index_max; if (LU(j, j) == 0.) LU(j, j) = 1.e-20; // Divide by the pivot element : if (j < N) { dum = 1. / LU(j, j); for (int i = j + 1; i < N; i++) LU(i, j) *= dum; } } } inline static void LU_solve(const gene_matrix &LU, const Pivot_Vector pivot, gene_vector &B, gene_vector X, int N) { // Pour conserver le meme header, on travaille sur X, copie du second-membre B X = B.copy(); ASSERT(LU.rows() == LU.cols()); firstIndex indI; // Forward substitution : int ii = 0; real theSum = 0.; for (int i = 0; i < N; i++) { int ip = pivot(i); theSum = X(ip); // theSum = B( ip ) ; X(ip) = X(i); // B( ip ) = B( i ) ; if (ii) { theSum -= matrix_vector_product_sliced(LU, X, i, ii - 1, i - 1); // theSum -= sum( LU( i, Range( ii-1, i-1 ) )*X( Range( ii-1, i-1 ) ) ) ; // theSum -= sum( LU( i, Range( ii-1, i-1 ) )*B( Range( ii-1, i-1 ) ) ) ; } else if (theSum) { ii = i + 1; } X(i) = theSum; // B( i ) = theSum ; } // Backsubstitution : for (int i = N - 1; i >= 0; i--) { theSum = X(i); // theSum = B( i ) ; theSum -= matrix_vector_product_sliced(LU, X, i, i + 1, N); // theSum -= sum( LU( i, Range( i+1, toEnd ) )*X( Range( i+1, toEnd ) ) ) ; // theSum -= sum( LU( i, Range( i+1, toEnd ) )*B( Range( i+1, toEnd ) ) ) ; // Store a component of the solution vector : X(i) = theSum / LU(i, i); // B( i ) = theSum/LU( i, i ) ; } } }; #endif