gtkradiant/libs/mathlib/linear.c

102 lines
2.6 KiB
C

#ifndef __APPLE__
#include <malloc.h>
#else
#include <stdlib.h>
#endif
#include <limits.h>
#include <float.h>
#include "mathlib.h"
#define TINY FLT_MIN
void lubksb(float **a, int n, int *indx, float b[])
// Solves the set of n linear equations A.X=B. Here a[n][n] is input, not as the matrix
// A but rather as its LU decomposition determined by the routine ludcmp. indx[n] is input
// as the permutation vector returned by ludcmp. b[n] is input as the right-hand side vector
// B, and returns with the solution vector X. a, n and indx are not modified by this routine
// and can be left in place for successive calls with different right-hand sides b. This routine takes
// into account the possibility that b will begin with many zero elements, so it is efficient for use
// in matrix inversion
{
int i,ii=-1,ip,j;
float sum;
for (i=0;i<n;i++) {
ip=indx[i];
sum=b[ip];
b[ip]=b[i];
if (ii>=0)
for (j=ii;j<i;j++) sum -= a[i][j]*b[j];
else if (sum) ii=i;
b[i]=sum;
}
for (i=n-1;i>=0;i--) {
sum=b[i];
for (j=i+1;j<n;j++) sum -= a[i][j]*b[j];
b[i]=sum/a[i][i];
}
}
/* (C) Copr. 1986-92 Numerical Recipes Software */
int ludcmp(float **a, int n, int *indx, float *d)
// given a matrix a[n][n] this routine replaces it with the LU decomposition of a rowwise
// permutation of itself. a and n are input. a is output, arranged as in above equation;
// indx[n] is an output vector that records the row permutation effected by the partial
// pivoting; d is output as +/-1 depending on whether the number of row interchanges was even
// or odd, respectively. This routine is used in combination with lubksb to solve linear
// equations or invert a matrix.
{
int i,imax,j,k;
float big,dum,sum,temp;
float *vv;
imax = 0;
vv=(float*)malloc(sizeof(float)*n);
*d=1.0;
for (i=0;i<n;i++) {
big=0.0;
for (j=0;j<n;j++)
if ((temp=(float)fabs(a[i][j])) > big) big=temp;
if (big == 0.0) return 1;
vv[i]=1.0f/big;
}
for (j=0;j<n;j++) {
for (i=0;i<j;i++) {
sum=a[i][j];
for (k=0;k<i;k++) sum -= a[i][k]*a[k][j];
a[i][j]=sum;
}
big=0.0;
for (i=j;i<n;i++) {
sum=a[i][j];
for (k=0;k<j;k++)
sum -= a[i][k]*a[k][j];
a[i][j]=sum;
if ( (dum=vv[i]*(float)fabs(sum)) >= big) {
big=dum;
imax=i;
}
}
if (j != imax) {
for (k=0;k<n;k++) {
dum=a[imax][k];
a[imax][k]=a[j][k];
a[j][k]=dum;
}
*d = -(*d);
vv[imax]=vv[j];
}
indx[j]=imax;
if (a[j][j] == 0.0) a[j][j]=TINY;
if (j != n) {
dum=1.0f/(a[j][j]);
for (i=j+1;i<n;i++) a[i][j] *= dum;
}
}
free(vv);
return 0;
}
/* (C) Copr. 1986-92 Numerical Recipes Software */