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-rw-r--r-- | test/gsl_helper.h | 212 |
1 files changed, 0 insertions, 212 deletions
diff --git a/test/gsl_helper.h b/test/gsl_helper.h deleted file mode 100644 index d6172d2ff..000000000 --- a/test/gsl_helper.h +++ /dev/null @@ -1,212 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> -// -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, 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. -// -// Eigen 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 Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. - -#ifndef EIGEN_GSL_HELPER -#define EIGEN_GSL_HELPER - -#include <Eigen/Core> - -#include <gsl/gsl_blas.h> -#include <gsl/gsl_multifit.h> -#include <gsl/gsl_eigen.h> -#include <gsl/gsl_linalg.h> -#include <gsl/gsl_complex.h> -#include <gsl/gsl_complex_math.h> -#include <gsl/gsl_poly.h> - -namespace Eigen { - -template<typename Scalar, bool IsComplex = NumTraits<Scalar>::IsComplex> struct GslTraits -{ - typedef gsl_matrix* Matrix; - typedef gsl_vector* Vector; - static Matrix createMatrix(int rows, int cols) { return gsl_matrix_alloc(rows,cols); } - static Vector createVector(int size) { return gsl_vector_alloc(size); } - static void free(Matrix& m) { gsl_matrix_free(m); m=0; } - static void free(Vector& m) { gsl_vector_free(m); m=0; } - static void prod(const Matrix& m, const Vector& v, Vector& x) { gsl_blas_dgemv(CblasNoTrans,1,m,v,0,x); } - static void cholesky(Matrix& m) { gsl_linalg_cholesky_decomp(m); } - static void cholesky_solve(const Matrix& m, const Vector& b, Vector& x) { gsl_linalg_cholesky_solve(m,b,x); } - static void eigen_symm(const Matrix& m, Vector& eval, Matrix& evec) - { - gsl_eigen_symmv_workspace * w = gsl_eigen_symmv_alloc(m->size1); - Matrix a = createMatrix(m->size1, m->size2); - gsl_matrix_memcpy(a, m); - gsl_eigen_symmv(a,eval,evec,w); - gsl_eigen_symmv_sort(eval, evec, GSL_EIGEN_SORT_VAL_ASC); - gsl_eigen_symmv_free(w); - free(a); - } - static void eigen_symm_gen(const Matrix& m, const Matrix& _b, Vector& eval, Matrix& evec) - { - gsl_eigen_gensymmv_workspace * w = gsl_eigen_gensymmv_alloc(m->size1); - Matrix a = createMatrix(m->size1, m->size2); - Matrix b = createMatrix(_b->size1, _b->size2); - gsl_matrix_memcpy(a, m); - gsl_matrix_memcpy(b, _b); - gsl_eigen_gensymmv(a,b,eval,evec,w); - gsl_eigen_symmv_sort(eval, evec, GSL_EIGEN_SORT_VAL_ASC); - gsl_eigen_gensymmv_free(w); - free(a); - } - - template<class EIGEN_VECTOR, class EIGEN_ROOTS> - static void eigen_poly_solve(const EIGEN_VECTOR& poly, EIGEN_ROOTS& roots ) - { - const int deg = poly.size()-1; - double *z = new double[2*deg]; - double *a = new double[poly.size()]; - for( int i=0; i<poly.size(); ++i ){ a[i] = poly[i]; } - - gsl_poly_complex_workspace * w = gsl_poly_complex_workspace_alloc (poly.size()); - gsl_poly_complex_solve(a, poly.size(), w, z); - gsl_poly_complex_workspace_free (w); - for( int i=0; i<deg; ++i ) - { - roots[i].real() = z[2*i]; - roots[i].imag() = z[2*i+1]; - } - - delete[] a; - delete[] z; - } -}; - -template<typename Scalar> struct GslTraits<Scalar,true> -{ - typedef gsl_matrix_complex* Matrix; - typedef gsl_vector_complex* Vector; - static Matrix createMatrix(int rows, int cols) { return gsl_matrix_complex_alloc(rows,cols); } - static Vector createVector(int size) { return gsl_vector_complex_alloc(size); } - static void free(Matrix& m) { gsl_matrix_complex_free(m); m=0; } - static void free(Vector& m) { gsl_vector_complex_free(m); m=0; } - static void cholesky(Matrix& m) { gsl_linalg_complex_cholesky_decomp(m); } - static void cholesky_solve(const Matrix& m, const Vector& b, Vector& x) { gsl_linalg_complex_cholesky_solve(m,b,x); } - static void prod(const Matrix& m, const Vector& v, Vector& x) - { gsl_blas_zgemv(CblasNoTrans,gsl_complex_rect(1,0),m,v,gsl_complex_rect(0,0),x); } - static void eigen_symm(const Matrix& m, gsl_vector* &eval, Matrix& evec) - { - gsl_eigen_hermv_workspace * w = gsl_eigen_hermv_alloc(m->size1); - Matrix a = createMatrix(m->size1, m->size2); - gsl_matrix_complex_memcpy(a, m); - gsl_eigen_hermv(a,eval,evec,w); - gsl_eigen_hermv_sort(eval, evec, GSL_EIGEN_SORT_VAL_ASC); - gsl_eigen_hermv_free(w); - free(a); - } - static void eigen_symm_gen(const Matrix& m, const Matrix& _b, gsl_vector* &eval, Matrix& evec) - { - gsl_eigen_genhermv_workspace * w = gsl_eigen_genhermv_alloc(m->size1); - Matrix a = createMatrix(m->size1, m->size2); - Matrix b = createMatrix(_b->size1, _b->size2); - gsl_matrix_complex_memcpy(a, m); - gsl_matrix_complex_memcpy(b, _b); - gsl_eigen_genhermv(a,b,eval,evec,w); - gsl_eigen_hermv_sort(eval, evec, GSL_EIGEN_SORT_VAL_ASC); - gsl_eigen_genhermv_free(w); - free(a); - } -}; - -template<typename MatrixType> -void convert(const MatrixType& m, gsl_matrix* &res) -{ -// if (res) -// gsl_matrix_free(res); - res = gsl_matrix_alloc(m.rows(), m.cols()); - for (int i=0 ; i<m.rows() ; ++i) - for (int j=0 ; j<m.cols(); ++j) - gsl_matrix_set(res, i, j, m(i,j)); -} - -template<typename MatrixType> -void convert(const gsl_matrix* m, MatrixType& res) -{ - res.resize(int(m->size1), int(m->size2)); - for (int i=0 ; i<res.rows() ; ++i) - for (int j=0 ; j<res.cols(); ++j) - res(i,j) = gsl_matrix_get(m,i,j); -} - -template<typename VectorType> -void convert(const VectorType& m, gsl_vector* &res) -{ - if (res) gsl_vector_free(res); - res = gsl_vector_alloc(m.size()); - for (int i=0 ; i<m.size() ; ++i) - gsl_vector_set(res, i, m[i]); -} - -template<typename VectorType> -void convert(const gsl_vector* m, VectorType& res) -{ - res.resize (m->size); - for (int i=0 ; i<res.rows() ; ++i) - res[i] = gsl_vector_get(m, i); -} - -template<typename MatrixType> -void convert(const MatrixType& m, gsl_matrix_complex* &res) -{ - res = gsl_matrix_complex_alloc(m.rows(), m.cols()); - for (int i=0 ; i<m.rows() ; ++i) - for (int j=0 ; j<m.cols(); ++j) - { - gsl_matrix_complex_set(res, i, j, - gsl_complex_rect(m(i,j).real(), m(i,j).imag())); - } -} - -template<typename MatrixType> -void convert(const gsl_matrix_complex* m, MatrixType& res) -{ - res.resize(int(m->size1), int(m->size2)); - for (int i=0 ; i<res.rows() ; ++i) - for (int j=0 ; j<res.cols(); ++j) - res(i,j) = typename MatrixType::Scalar( - GSL_REAL(gsl_matrix_complex_get(m,i,j)), - GSL_IMAG(gsl_matrix_complex_get(m,i,j))); -} - -template<typename VectorType> -void convert(const VectorType& m, gsl_vector_complex* &res) -{ - res = gsl_vector_complex_alloc(m.size()); - for (int i=0 ; i<m.size() ; ++i) - gsl_vector_complex_set(res, i, gsl_complex_rect(m[i].real(), m[i].imag())); -} - -template<typename VectorType> -void convert(const gsl_vector_complex* m, VectorType& res) -{ - res.resize(m->size); - for (int i=0 ; i<res.rows() ; ++i) - res[i] = typename VectorType::Scalar( - GSL_REAL(gsl_vector_complex_get(m, i)), - GSL_IMAG(gsl_vector_complex_get(m, i))); -} - -} - -#endif // EIGEN_GSL_HELPER |