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Diffstat (limited to 'bench/btl/libs/eigen2/eigen2_LU_solve_interface.hh')
| -rw-r--r-- | bench/btl/libs/eigen2/eigen2_LU_solve_interface.hh | 192 |
1 files changed, 0 insertions, 192 deletions
diff --git a/bench/btl/libs/eigen2/eigen2_LU_solve_interface.hh b/bench/btl/libs/eigen2/eigen2_LU_solve_interface.hh deleted file mode 100644 index dcb9f567f..000000000 --- a/bench/btl/libs/eigen2/eigen2_LU_solve_interface.hh +++ /dev/null @@ -1,192 +0,0 @@ -//===================================================== -// File : blitz_LU_solve_interface.hh -// Author : L. Plagne <laurent.plagne@edf.fr)> -// 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 <vector> - -BZ_USING_NAMESPACE(blitz) - -template<class real> -class blitz_LU_solve_interface : public blitz_interface<real> -{ - -public : - - typedef typename blitz_interface<real>::gene_matrix gene_matrix; - typedef typename blitz_interface<real>::gene_vector gene_vector; - - typedef blitz::Array<int,1> 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 |