gtkradiant/libs/mathlib/linear.c
2012-03-17 15:01:54 -05:00

108 lines
2.8 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 */