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4305 lines (4009 loc) · 139 KB
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/*
linalg.c
Ruby/GSL: Ruby extension library for GSL (GNU Scientific Library)
(C) Copyright 2001-2006 by Yoshiki Tsunesada
Ruby/GSL is free software: you can redistribute it and/or modify it
under the terms of the GNU General Public License.
This library is distributed in the hope that it will be useful, but
WITHOUT ANY WARRANTY.
*/
#include <gsl/gsl_math.h>
#include "include/rb_gsl_array.h"
#include "include/rb_gsl_common.h"
#include "include/rb_gsl_linalg.h"
static VALUE cgsl_matrix_LU;
static VALUE cgsl_matrix_QR;
static VALUE cgsl_matrix_QRPT;
static VALUE cgsl_vector_tau;
static VALUE cgsl_matrix_Q;
static VALUE cgsl_matrix_R;
static VALUE cgsl_matrix_LQ;
static VALUE cgsl_matrix_PTLQ;
static VALUE cgsl_matrix_L;
static VALUE cgsl_matrix_SV;
static VALUE cgsl_matrix_U;
static VALUE cgsl_matrix_V;
static VALUE cgsl_vector_S;
static VALUE cgsl_matrix_C;
enum {
LINALG_DECOMP,
LINALG_DECOMP_BANG,
};
#ifdef HAVE_NARRAY_H
static VALUE rb_gsl_linalg_LU_decomp_narray(int argc, VALUE *argv, VALUE obj,
int flag)
{
struct NARRAY *na, *na2;
VALUE m;
gsl_matrix_view mv;
gsl_permutation *p;
int signum;
if (argc != 1)
rb_raise(rb_eArgError, "wrong number of arguments (%d for 1)", argc);
GetNArray(argv[0], na);
if (na->rank < 2) rb_raise(rb_eRuntimeError, "rank >= 2 required");
if (na->shape[0] != na->shape[1])
rb_raise(rb_eRuntimeError, "square matrix required");
if (flag == LINALG_DECOMP) {
m = na_make_object(NA_DFLOAT, 2, na->shape, CLASS_OF(argv[0]));
GetNArray(m, na2);
memcpy((double*)na2->ptr, (double*)na->ptr, sizeof(double)*na2->total);
mv = gsl_matrix_view_array((double*)na2->ptr, na->shape[1], na->shape[0]);
} else {
mv = gsl_matrix_view_array((double*)na->ptr, na->shape[1], na->shape[0]);
}
p = gsl_permutation_alloc(mv.matrix.size1);
gsl_linalg_LU_decomp(&mv.matrix, p, &signum);
if (flag == LINALG_DECOMP) {
return rb_ary_new3(3, m,
Data_Wrap_Struct(cgsl_permutation, 0, gsl_permutation_free, p),
INT2FIX(signum));
} else {
return rb_ary_new3(3, argv[0],
Data_Wrap_Struct(cgsl_permutation, 0, gsl_permutation_free, p),
INT2FIX(signum));
}
}
#endif
#ifdef HAVE_NMATRIX_H
static VALUE rb_gsl_linalg_LU_decomp_nmatrix(int argc, VALUE *argv, VALUE obj,
int flag)
{
NM_DENSE_STORAGE *input_nmatrix, *temp_nmatrix;
VALUE m;
gsl_matrix_view mv;
gsl_permutation *p;
int signum;
if (argc != 1)
rb_raise(rb_eArgError, "wrong number of arguments (%d for 1)", argc);
input_nmatrix = NM_STORAGE_DENSE(argv[0]);
if (input_nmatrix->shape[0] != input_nmatrix->shape[1])
rb_raise(rb_eRuntimeError, "square matrix required");
if (flag == LINALG_DECOMP) {
m = rb_nmatrix_dense_create(FLOAT64, input_nmatrix->shape, 2,
input_nmatrix->elements, input_nmatrix->shape[0] * input_nmatrix->shape[1]);
temp_nmatrix = NM_STORAGE_DENSE(m);
mv = gsl_matrix_view_array((double*)temp_nmatrix->elements,
temp_nmatrix->shape[0], temp_nmatrix->shape[1]);
} else {
mv = gsl_matrix_view_array((double*)input_nmatrix->elements,
input_nmatrix->shape[0], input_nmatrix->shape[1]);
}
p = gsl_permutation_alloc(mv.matrix.size1);
gsl_linalg_LU_decomp(&mv.matrix, p, &signum);
if (flag == LINALG_DECOMP) {
return rb_ary_new3(3, m,
Data_Wrap_Struct(cgsl_permutation, 0, gsl_permutation_free, p),
INT2FIX(signum));
} else {
return rb_ary_new3(3, argv[0],
Data_Wrap_Struct(cgsl_permutation, 0, gsl_permutation_free, p),
INT2FIX(signum));
}
}
#endif
static VALUE rb_gsl_linalg_LU_decomposition(int argc, VALUE *argv, VALUE obj, int flag)
{
gsl_matrix *mtmp = NULL, *m = NULL;
gsl_permutation *p = NULL;
int signum, itmp;
size_t size;
VALUE objp, objm, omatrix;
switch (TYPE(obj)) {
case T_MODULE: case T_CLASS: case T_OBJECT:
#ifdef HAVE_NARRAY_H
if (NA_IsNArray(argv[0])) {
return rb_gsl_linalg_LU_decomp_narray(argc, argv, obj, flag);
}
#endif
#ifdef HAVE_NMATRIX_H
if (NM_IsNMatrix(argv[0])) {
return rb_gsl_linalg_LU_decomp_nmatrix(argc, argv, obj, flag);
}
#endif
if (MATRIX_COMPLEX_P(argv[0]))
return rb_gsl_linalg_complex_LU_decomp2(argc, argv, obj);
omatrix = argv[0];
itmp = 1;
break;
default:
if (MATRIX_COMPLEX_P(obj))
return rb_gsl_linalg_complex_LU_decomp2(argc, argv, obj);
omatrix = obj;
itmp = 0;
break;
}
CHECK_MATRIX(omatrix);
Data_Get_Struct(omatrix, gsl_matrix, mtmp);
if (flag == LINALG_DECOMP_BANG) {
m = mtmp;
RBGSL_SET_CLASS(omatrix, cgsl_matrix_LU);
objm = omatrix;
} else {
m = make_matrix_clone(mtmp);
objm = Data_Wrap_Struct(cgsl_matrix_LU, 0, gsl_matrix_free, m);
}
size = m->size1;
switch (argc-itmp) {
case 0:
p = gsl_permutation_alloc(size);
gsl_linalg_LU_decomp(m, p, &signum);
objp = Data_Wrap_Struct(cgsl_permutation, 0, gsl_permutation_free, p);
if (flag == LINALG_DECOMP_BANG) return rb_ary_new3(2, objp, INT2FIX(signum));
else return rb_ary_new3(3, objm, objp, INT2FIX(signum));
break;
case 1:
CHECK_PERMUTATION(argv[itmp]);
Data_Get_Struct(argv[itmp], gsl_permutation, p);
gsl_linalg_LU_decomp(m, p, &signum);
if (flag == LINALG_DECOMP_BANG) return INT2FIX(signum);
else return rb_ary_new3(2, objm, INT2FIX(signum));
break;
default:
rb_raise(rb_eArgError, "Usage: LU_decomp() or LU_decomp(permutation)");
break;
}
return Qnil; /* never reach here */
}
static VALUE rb_gsl_linalg_LU_decomp(int argc, VALUE *argv, VALUE obj)
{
return rb_gsl_linalg_LU_decomposition(argc, argv, obj, LINALG_DECOMP);
}
static VALUE rb_gsl_linalg_LU_decomp_bang(int argc, VALUE *argv, VALUE obj)
{
return rb_gsl_linalg_LU_decomposition(argc, argv, obj, LINALG_DECOMP_BANG);
}
static gsl_matrix* get_matrix(VALUE obj, VALUE klass,int *flagm);
static gsl_permutation* get_permutation(VALUE obj, size_t size, int *flagp);
static gsl_vector* get_vector2(VALUE obj, int *flagv);
static gsl_matrix* get_matrix(VALUE obj, VALUE klass, int *flagm)
{
gsl_matrix *mtmp = NULL, *m = NULL;
if (CLASS_OF(obj) == klass) {
Data_Get_Struct(obj, gsl_matrix, m);
*flagm = 0;
#ifdef HAVE_NARRAY_H
} else if (NA_IsNArray(obj)) {
gsl_matrix_view mv;
struct NARRAY *na;
GetNArray(obj, na);
mv = gsl_matrix_view_array((double*)na->ptr, na->shape[1], na->shape[0]);
m = &mv.matrix;
*flagm = -1;
#endif
} else {
CHECK_MATRIX(obj);
Data_Get_Struct(obj, gsl_matrix, mtmp);
m = make_matrix_clone(mtmp);
*flagm = 1;
}
return m;
}
static gsl_permutation* get_permutation(VALUE obj, size_t size, int *flagp)
{
gsl_permutation *p = NULL;
if (CLASS_OF(obj) == cgsl_permutation) {
Data_Get_Struct(obj, gsl_permutation, p);
*flagp = 0;
} else {
p = gsl_permutation_alloc(size);
*flagp = 1;
}
return p;
}
static gsl_vector* get_vector2(VALUE obj, int *flagv)
{
gsl_vector *v = NULL;
if (TYPE(obj) == T_ARRAY) {
v = make_cvector_from_rarray(obj);
*flagv = 1;
#ifdef HAVE_NARRAY_H
} else if (NA_IsNArray(obj)) {
gsl_vector_view vv;
struct NARRAY *na;
GetNArray(obj, na);
vv = gsl_vector_view_array((double*) na->ptr, na->total);
v = &vv.vector;
*flagv = -1;
#endif
} else {
CHECK_VECTOR(obj);
Data_Get_Struct(obj, gsl_vector, v);
*flagv = 0;
}
return v;
}
#ifdef HAVE_NARRAY_H
static VALUE rb_gsl_linalg_LU_solve_narray(int argc, VALUE *argv, VALUE obj)
{
struct NARRAY *na, *b;
VALUE ret;
gsl_permutation *p;
gsl_matrix_view mv;
gsl_vector_view bv, xv;
double *x;
int shape[1];
if (argc < 3)
rb_raise(rb_eArgError,
"wrong number of arguments %d(NArray, GSL::Permutation and NArray expected",
argc);
GetNArray(argv[0], na);
mv = gsl_matrix_view_array((double*) na->ptr, na->shape[1], na->shape[0]);
CHECK_PERMUTATION(argv[1]);
Data_Get_Struct(argv[1], gsl_permutation, p);
GetNArray(argv[2], b);
bv = gsl_vector_view_array((double*) b->ptr, b->total);
if (argc == 3) {
shape[0] = b->total;
ret = na_make_object(NA_DFLOAT, 1, shape, CLASS_OF(argv[0]));
} else {
ret = argv[3];
}
x = NA_PTR_TYPE(ret,double*);
xv = gsl_vector_view_array(x, b->total);
gsl_linalg_LU_solve(&mv.matrix, p, &bv.vector, &xv.vector);
return ret;
}
#endif
#ifdef HAVE_NMATRIX_H
static VALUE rb_gsl_linalg_LU_solve_nmatrix(int argc, VALUE *argv, VALUE obj)
{
VALUE ret;
NM_DENSE_STORAGE *input_nmatrix, *b;
gsl_permutation *p;
gsl_matrix_view mv;
gsl_vector_view bv, xv;
double *x;
unsigned int shape[1];
if (argc < 3) {
rb_raise(rb_eArgError,
"wrong number of arguments %d(NMatrix, GSL::Permutation and NMatrix expected)",
argc);
}
input_nmatrix = NM_STORAGE_DENSE(argv[0]);
mv = gsl_matrix_view_array((double*) input_nmatrix->elements,
input_nmatrix->shape[0], input_nmatrix->shape[1]);
CHECK_PERMUTATION(argv[1]);
Data_Get_Struct(argv[1], gsl_permutation, p);
b = NM_STORAGE_DENSE(argv[2]);
bv = gsl_vector_view_array((double*) b->elements, b->shape[0]);
if (argc == 3) {
shape[0] = b->shape[0];
ret = rb_nmatrix_dense_create(FLOAT64, shape, 1, b->elements, shape[0]);
} else {
ret = argv[3];
}
x = (double*)NM_DENSE_ELEMENTS(ret);
xv = gsl_vector_view_array(x, b->shape[0]);
gsl_linalg_LU_solve(&mv.matrix, p, &bv.vector, &xv.vector);
return ret;
}
#endif
VALUE rb_gsl_linalg_LU_solve(int argc, VALUE *argv, VALUE obj)
{
gsl_matrix *m = NULL;
gsl_permutation *p = NULL;
gsl_vector *b = NULL, *x = NULL;
int signum, flagm = 0, flagp = 0, flagb = 0, flagx = 0, itmp;
size_t size;
VALUE bb;
switch (TYPE(obj)) {
case T_MODULE: case T_CLASS: case T_OBJECT:
if (argc < 2 || argc > 4)
rb_raise(rb_eArgError, "Usage: solve(m, b), solve(m, b, x), solve(lu, p, b), solve(lu, p, b, x)");
#ifdef HAVE_NARRAY_H
if (NA_IsNArray(argv[0]))
return rb_gsl_linalg_LU_solve_narray(argc, argv, obj);
#endif
#ifdef HAVE_NMATRIX_H
if (NM_IsNMatrix(argv[0]))
return rb_gsl_linalg_LU_solve_nmatrix(argc, argv, obj);
#endif
m = get_matrix(argv[0], cgsl_matrix_LU, &flagm);
itmp = 1;
break;
default:
if (argc < 1 || argc > 3)
rb_raise(rb_eArgError, "Usage: LU_solve(b), LU_solve(p, b), LU_solve(b, x), solve(p, b, x)");
m = get_matrix(obj, cgsl_matrix_LU, &flagm);
itmp = 0;
break;
}
size = m->size1;
p = get_permutation(argv[itmp], size, &flagp);
if (flagp == 1 && flagm == 0) rb_raise(rb_eArgError, "permutation must be given");
if (flagp == 0) itmp++;
bb = argv[itmp];
b = get_vector2(argv[itmp], &flagb);
itmp++;
if (itmp == argc) {
x = gsl_vector_alloc(size);
flagx = 1;
} else {
CHECK_VECTOR(argv[itmp]);
Data_Get_Struct(argv[itmp], gsl_vector, x);
}
if (flagm == 1) gsl_linalg_LU_decomp(m, p, &signum);
gsl_linalg_LU_solve(m, p, b, x);
if (flagm == 1) gsl_matrix_free(m);
if (flagp == 1) gsl_permutation_free(p);
if (flagb == 1) gsl_vector_free(b);
if (flagx == 1) return Data_Wrap_Struct(VECTOR_ROW_COL(bb), 0, gsl_vector_free, x);
else return argv[argc-1];
}
#ifdef HAVE_NARRAY_H
static VALUE rb_gsl_linalg_LU_svx_narray(int argc, VALUE *argv, VALUE obj)
{
struct NARRAY *na, *b;
gsl_permutation *p;
gsl_matrix_view mv;
gsl_vector_view bv;
if (argc != 3)
rb_raise(rb_eArgError,
"wrong number of arguments %d(NArray, GSL::Permutation and NArray expected",
argc);
GetNArray(argv[0], na);
mv = gsl_matrix_view_array((double*) na->ptr, na->shape[1], na->shape[0]);
CHECK_PERMUTATION(argv[1]);
Data_Get_Struct(argv[1], gsl_permutation, p);
GetNArray(argv[2], b);
bv = gsl_vector_view_array((double*) b->ptr, b->total);
gsl_linalg_LU_svx(&mv.matrix, p, &bv.vector);
return argv[2];
}
#endif
/* bb must be Vector, it is replaced by the root of the system */
static VALUE rb_gsl_linalg_LU_svx(int argc, VALUE *argv, VALUE obj)
{
gsl_matrix *m = NULL;
gsl_permutation *p = NULL;
gsl_vector *b = NULL;
int signum, flagm = 0, flagp = 0, flagb = 0, itmp;
size_t size;
switch (TYPE(obj)) {
case T_MODULE: case T_CLASS: case T_OBJECT:
if (argc < 2 || argc > 3)
rb_raise(rb_eArgError, "Usage: svx(m, b), svx(lu, p, b)");
#ifdef HAVE_NARRAY_H
if (NA_IsNArray(argv[0]))
return rb_gsl_linalg_LU_svx_narray(argc, argv, obj);
#endif
m = get_matrix(argv[0], cgsl_matrix_LU, &flagm);
itmp = 1;
break;
default:
if (argc < 1 || argc > 2)
rb_raise(rb_eArgError, "Usage: LU_svx(b), LU_svx(p, b)");
m = get_matrix(obj, cgsl_matrix_LU, &flagm);
itmp = 0;
break;
}
size = m->size1;
p = get_permutation(argv[itmp], size, &flagp);
if (flagp == 1 && flagm == 0) rb_raise(rb_eArgError, "permutation must be given");
if (flagp == 0) itmp++;
CHECK_VECTOR(argv[itmp]);
b = get_vector2(argv[itmp], &flagb);
if (flagm == 1) gsl_linalg_LU_decomp(m, p, &signum);
gsl_linalg_LU_svx(m, p, b);
if (flagm == 1) gsl_matrix_free(m);
if (flagp == 1) gsl_permutation_free(p);
return argv[itmp];
}
/* singleton */
static VALUE rb_gsl_linalg_LU_refine(VALUE obj, VALUE vm,
VALUE lu, VALUE pp, VALUE bb,
VALUE xx)
{
gsl_matrix *m = NULL, *mlu = NULL;
gsl_permutation *p = NULL;
gsl_vector *b = NULL, *x = NULL, *r = NULL;
int flagb = 0;
VALUE vr;
CHECK_MATRIX(vm); CHECK_MATRIX(lu);
CHECK_PERMUTATION(pp); CHECK_VECTOR(xx);
Data_Get_Struct(vm, gsl_matrix, m);
Data_Get_Struct(lu, gsl_matrix, mlu);
Data_Get_Struct(pp, gsl_permutation, p);
if (TYPE(bb) == T_ARRAY) {
b = make_cvector_from_rarray(bb);
flagb = 1;
} else {
CHECK_VECTOR(bb);
Data_Get_Struct(bb, gsl_vector, b);
}
Data_Get_Struct(xx, gsl_vector, x);
r = gsl_vector_alloc(m->size1);
gsl_linalg_LU_refine(m, mlu, p, b, x, r);
vr = Data_Wrap_Struct(cgsl_vector_col, 0, gsl_vector_free, r);
if (flagb == 1) gsl_vector_free(b);
return rb_ary_new3(2, xx, vr);
}
#ifdef HAVE_NARRAY_H
static VALUE rb_gsl_linalg_LU_invert_narray(int argc, VALUE *argv, VALUE obj)
{
struct NARRAY *na;
VALUE inv;
gsl_permutation *p;
gsl_matrix_view mv1, mv2;
if (argc != 2) {
rb_raise(rb_eArgError, "Usage: LU.invert(lu, perm)");
}
CHECK_PERMUTATION(argv[1]);
GetNArray(argv[0], na);
inv = na_make_object(NA_DFLOAT, 2, na->shape, CLASS_OF(argv[0]));
mv1 = gsl_matrix_view_array((double*)na->ptr, na->shape[1], na->shape[0]);
mv2 = gsl_matrix_view_array(NA_PTR_TYPE(inv, double*), na->shape[1], na->shape[0]);
CHECK_PERMUTATION(argv[1]);
Data_Get_Struct(argv[1], gsl_permutation, p);
gsl_linalg_LU_invert(&mv1.matrix, p, &mv2.matrix);
return inv;
}
static VALUE rb_gsl_linalg_LU_det_narray(int argc, VALUE *argv, VALUE obj)
{
struct NARRAY *na;
gsl_matrix_view mv;
int signum = 1;
switch (argc) {
case 2:
signum = FIX2INT(argv[1]);
/* no break */
case 1:
GetNArray(argv[0], na);
mv = gsl_matrix_view_array((double*)na->ptr, na->shape[1], na->shape[0]);
break;
default:
rb_raise(rb_eArgError, "Usage: LU.det(lu, perm)");
break;
}
return rb_float_new(gsl_linalg_LU_det(&mv.matrix, signum));
}
static VALUE rb_gsl_linalg_LU_lndet_narray(int argc, VALUE *argv, VALUE obj)
{
struct NARRAY *na;
gsl_matrix_view mv;
switch (argc) {
case 1:
GetNArray(argv[0], na);
mv = gsl_matrix_view_array((double*)na->ptr, na->shape[1], na->shape[0]);
break;
default:
rb_raise(rb_eArgError, "Usage: LU.lndet(lu)");
break;
}
return rb_float_new(gsl_linalg_LU_lndet(&mv.matrix));
}
#endif
#ifdef HAVE_NMATRIX_H
static VALUE rb_gsl_linalg_LU_invert_nmatrix(int argc, VALUE *argv, VALUE obj)
{
NM_DENSE_STORAGE* lu_nmatrix;
VALUE inv;
gsl_permutation *p;
gsl_matrix_view mv1, mv2;
if (argc != 2) {
rb_raise(rb_eArgError, "Usage: LU.invert(lu, perm)");
}
CHECK_PERMUTATION(argv[1]);
lu_nmatrix = NM_STORAGE_DENSE(argv[0]);
inv = rb_nmatrix_dense_create(FLOAT64, lu_nmatrix->shape, 2,
lu_nmatrix->elements, NM_DENSE_COUNT(argv[0]));
mv1 = gsl_matrix_view_array((double*)lu_nmatrix->elements,
lu_nmatrix->shape[0], lu_nmatrix->shape[1]);
mv2 = gsl_matrix_view_array((double*)NM_DENSE_ELEMENTS(inv),
lu_nmatrix->shape[0], lu_nmatrix->shape[1]);
Data_Get_Struct(argv[1], gsl_permutation, p);
gsl_linalg_LU_invert(&mv1.matrix, p, &mv2.matrix);
return inv;
}
#endif
static VALUE rb_gsl_linalg_LU_invert(int argc, VALUE *argv, VALUE obj)
{
gsl_matrix *m = NULL, *inverse = NULL;
gsl_permutation *p = NULL;
int signum, flagm = 0, flagp = 0, itmp;
size_t size;
switch (TYPE(obj)) {
case T_MODULE: case T_CLASS: case T_OBJECT:
#ifdef HAVE_NARRAY_H
if (NA_IsNArray(argv[0]))
return rb_gsl_linalg_LU_invert_narray(argc, argv, obj);
#endif
#ifdef HAVE_NMATRIX_H
if (NM_IsNMatrix(argv[0])) {
return rb_gsl_linalg_LU_invert_nmatrix(argc, argv, obj);
}
#endif
m = get_matrix(argv[0], cgsl_matrix_LU, &flagm);
itmp = 1;
break;
default:
m = get_matrix(obj, cgsl_matrix_LU, &flagm);
itmp = 0;
}
size = m->size1;
if (argc == itmp) {
p = gsl_permutation_alloc(size);
flagp = 1;
} else {
CHECK_PERMUTATION(argv[itmp]);
p = get_permutation(argv[itmp], size, &flagp);
}
if (flagp == 1 && flagm == 0) rb_raise(rb_eArgError, "permutation must be given");
if (flagp == 0) itmp++;
if (flagm == 1 || flagp == 1) {
gsl_linalg_LU_decomp(m, p, &signum);
}
if (argc-1 == itmp) {
CHECK_MATRIX(argv[itmp]);
Data_Get_Struct(argv[itmp], gsl_matrix, inverse);
} else {
inverse = gsl_matrix_alloc(size, size);
}
gsl_linalg_LU_invert(m, p, inverse);
if (flagm == 1) gsl_matrix_free(m);
if (flagp == 1) gsl_permutation_free(p);
if (argc-1 == itmp) return argv[itmp];
else return Data_Wrap_Struct(cgsl_matrix, 0, gsl_matrix_free, inverse);
}
#ifdef HAVE_NMATRIX_H
static VALUE rb_gsl_linalg_LU_det_nmatrix(int argc, VALUE *argv, VALUE obj)
{
NM_DENSE_STORAGE *input_nmatrix;
gsl_matrix_view mv;
int signum = 1;
switch (argc) {
case 2:
signum = FIX2INT(argv[1]);
/* no break */
case 1:
input_nmatrix = NM_STORAGE_DENSE(argv[0]);
mv = gsl_matrix_view_array((double*)input_nmatrix->elements,
input_nmatrix->shape[0], input_nmatrix->shape[1]);
break;
default:
rb_raise(rb_eArgError, "Usage: LU.det(lu, perm)");
break;
}
return rb_float_new(gsl_linalg_LU_det(&mv.matrix, signum));
}
#endif
static VALUE rb_gsl_linalg_LU_det(int argc, VALUE *argv, VALUE obj)
{
gsl_matrix *m = NULL;
gsl_permutation *p = NULL;
int flagm = 0, flagp = 0, itmp, sign;
size_t size;
double det;
switch (TYPE(obj)) {
case T_MODULE: case T_CLASS: case T_OBJECT:
if (argc < 1) rb_raise(rb_eArgError, "wrong number of arguments (%d for 1)",
argc);
#ifdef HAVE_NARRAY_H
if (NA_IsNArray(argv[0]))
return rb_gsl_linalg_LU_det_narray(argc, argv, obj);
#endif
#ifdef HAVE_NMATRIX_H
if (NM_IsNMatrix(argv[0])) {
return rb_gsl_linalg_LU_det_nmatrix(argc, argv, obj);
}
#endif
m = get_matrix(argv[0], cgsl_matrix_LU, &flagm);
itmp = 1;
break;
default:
m = get_matrix(obj, cgsl_matrix_LU, &flagm);
itmp = 0;
break;
}
size = m->size1;
if (flagm == 0) {
if (argc-itmp == 1) sign = FIX2INT(argv[itmp]);
else sign = 1;
} else {
if (argc-itmp >= 2) {
get_permutation(argv[itmp], size, &flagp);
} else {
p = gsl_permutation_alloc(size);
flagp = 1;
}
}
if (flagm == 1) gsl_linalg_LU_decomp(m, p, &sign);
det = gsl_linalg_LU_det(m, sign);
if (flagm == 1) gsl_matrix_free(m);
if (flagp == 1) gsl_permutation_free(p);
return rb_float_new(det);
}
static VALUE rb_gsl_linalg_LU_lndet(int argc, VALUE *argv, VALUE obj)
{
gsl_matrix *m = NULL;
gsl_permutation *p = NULL;
int flagm = 0, sign;
double lndet;
switch (TYPE(obj)) {
case T_MODULE: case T_CLASS: case T_OBJECT:
if (argc < 1) rb_raise(rb_eArgError, "wrong number of argument (%d for 1)",
argc);
#ifdef HAVE_NARRAY_H
if (NA_IsNArray(argv[0]))
return rb_gsl_linalg_LU_lndet_narray(argc, argv, obj);
#endif
m = get_matrix(argv[0], cgsl_matrix_LU, &flagm);
break;
default:
m = get_matrix(obj, cgsl_matrix_LU, &flagm);
break;
}
if (flagm == 1) {
p = gsl_permutation_alloc(m->size1);
gsl_linalg_LU_decomp(m, p, &sign);
}
lndet = gsl_linalg_LU_lndet(m);
if (flagm == 1) {
gsl_matrix_free(m);
gsl_permutation_free(p);
}
return rb_float_new(lndet);
}
static VALUE rb_gsl_linalg_LU_sgndet(int argc, VALUE *argv, VALUE obj)
{
gsl_matrix *m = NULL;
gsl_permutation *p = NULL;
int flagm = 0, sign, signdet, itmp;
switch (TYPE(obj)) {
case T_MODULE: case T_CLASS: case T_OBJECT:
m = get_matrix(argv[0], cgsl_matrix_LU, &flagm);
itmp = 1;
break;
default:
m = get_matrix(obj, cgsl_matrix_LU, &flagm);
itmp = 0;
break;
}
if (flagm == 1) {
p = gsl_permutation_alloc(m->size1);
gsl_linalg_LU_decomp(m, p, &sign);
} else {
if (argc-itmp != 1) rb_raise(rb_eArgError, "sign must be given");
sign = FIX2INT(argv[itmp]);
}
signdet = gsl_linalg_LU_sgndet(m, sign);
if (flagm == 1) {
gsl_matrix_free(m);
gsl_permutation_free(p);
}
return INT2FIX(signdet);
}
int gsl_linalg_LQ_solve_T(const gsl_matrix*, const gsl_vector*, const gsl_vector*, gsl_vector*);
int gsl_linalg_LQ_svx_T (const gsl_matrix*, const gsl_vector*, gsl_vector*);
int gsl_linalg_LQ_lssolve_T(const gsl_matrix * LQ, const gsl_vector * tau,
const gsl_vector * b, gsl_vector * x,
gsl_vector * residual);
int
gsl_linalg_LQ_Lsolve_T (const gsl_matrix * LQ, const gsl_vector * b, gsl_vector* x);
int
gsl_linalg_LQ_Lsvx_T (const gsl_matrix * LQ, gsl_vector * x);
int
gsl_linalg_L_solve_T (const gsl_matrix * L, const gsl_vector * b, gsl_vector * x);
enum {
LINALG_QR_DECOMP,
LINALG_QR_DECOMP_BANG,
LINALG_LQ_DECOMP,
LINALG_LQ_DECOMP_BANG,
LINALG_QR_SOLVE,
LINALG_LQ_SOLVE,
LINALG_QR_QTvec,
LINALG_QR_Qvec,
LINALG_LQ_vecQ,
LINALG_LQ_vecQT,
LINALG_QR_RSOLVE,
LINALG_LQ_LSOLVE,
LINALG_QR_RSVX,
LINALG_LQ_LSVX,
LINALG_R_SOLVE,
LINALG_R_SVX,
LINALG_L_SOLVE,
LINALG_L_SVX,
LINALG_QR_UNPACK,
LINALG_LQ_UNPACK,
};
static VALUE rb_gsl_linalg_QR_LQ_decomposition(int argc, VALUE *argv, VALUE obj,
int flag)
{
gsl_matrix *m = NULL, *mtmp = NULL;
gsl_vector *tau = NULL;
int (*fdecomp)(gsl_matrix *, gsl_vector *);
int itmp, status;
VALUE vtau, mdecomp, omatrix;
switch (TYPE(obj)) {
case T_MODULE: case T_CLASS: case T_OBJECT:
if (argc < 1) rb_raise(rb_eArgError, "too few arguments.");
omatrix = argv[0];
itmp = 1;
break;
default:
omatrix = obj;
itmp = 0;
break;
}
CHECK_MATRIX(omatrix);
Data_Get_Struct(omatrix, gsl_matrix, mtmp);
switch (flag) {
case LINALG_QR_DECOMP:
fdecomp = &gsl_linalg_QR_decomp;
m = make_matrix_clone(mtmp);
mdecomp = Data_Wrap_Struct(cgsl_matrix_QR, 0, gsl_matrix_free, m);
break;
case LINALG_QR_DECOMP_BANG:
fdecomp = &gsl_linalg_QR_decomp;
m = mtmp;
mdecomp = omatrix;
RBGSL_SET_CLASS(mdecomp, cgsl_matrix_QR);
break;
case LINALG_LQ_DECOMP:
fdecomp = &gsl_linalg_LQ_decomp;
m = make_matrix_clone(mtmp);
mdecomp = Data_Wrap_Struct(cgsl_matrix_LQ, 0, gsl_matrix_free, m);
break;
case LINALG_LQ_DECOMP_BANG:
fdecomp = &gsl_linalg_LQ_decomp;
m = mtmp;
mdecomp = omatrix;
RBGSL_SET_CLASS(mdecomp, cgsl_matrix_LQ);
break;
default:
rb_raise(rb_eRuntimeError, "unknown operation");
break;
}
switch (argc - itmp) {
case 0:
tau = gsl_vector_alloc(GSL_MIN(mtmp->size1, mtmp->size2));
break;
case 1:
CHECK_VECTOR(argv[itmp]);
Data_Get_Struct(argv[itmp], gsl_vector, tau);
break;
default:
rb_raise(rb_eArgError, "wrong number of arguments");
break;
}
status = (*fdecomp)(m, tau);
switch (flag) {
case LINALG_QR_DECOMP:
case LINALG_LQ_DECOMP:
if (argc == itmp) {
vtau = Data_Wrap_Struct(cgsl_vector_tau, 0, gsl_vector_free, tau);
return rb_ary_new3(2, mdecomp, vtau);
} else {
RBGSL_SET_CLASS(argv[itmp], cgsl_vector_tau);
return mdecomp;
}
break;
case LINALG_QR_DECOMP_BANG:
case LINALG_LQ_DECOMP_BANG:
if (argc == itmp) {
return Data_Wrap_Struct(cgsl_vector_tau, 0, gsl_vector_free, tau);
} else {
RBGSL_SET_CLASS(argv[itmp], cgsl_vector_tau);
return INT2FIX(status);
}
break;
default:
rb_raise(rb_eRuntimeError, "unknown operation");
break;
}
return Qnil;
}
#ifdef HAVE_NARRAY_H
static VALUE rb_gsl_linalg_QR_unpack_narray(int argc, VALUE *argv, VALUE obj)
{
struct NARRAY *m, *tau;
gsl_matrix_view mv, mq, mr;
gsl_vector_view vv;
int shape[2];
VALUE q, r;
if (argc != 2) rb_raise(rb_eArgError, "wrong number of arguments (%d for 2)",
argc);
GetNArray(argv[0], m);
GetNArray(argv[1], tau);
mv = gsl_matrix_view_array((double*)m->ptr, m->shape[1], m->shape[0]);
vv = gsl_vector_view_array((double*)tau->ptr, tau->shape[0]);
shape[0] = m->shape[1];
shape[1] = m->shape[1];
q = na_make_object(NA_DFLOAT, 2, shape, CLASS_OF(argv[0]));
shape[0] = m->shape[1];
shape[1] = m->shape[0];
r = na_make_object(NA_DFLOAT, 2, shape, CLASS_OF(argv[0]));
mq = gsl_matrix_view_array(NA_PTR_TYPE(q,double*), m->shape[1], m->shape[1]);
mr = gsl_matrix_view_array(NA_PTR_TYPE(r,double*), m->shape[1], m->shape[0]);
// printf("OK 4 %d %d\n", mq.matrix.size1, mr.matrix.size2);
gsl_linalg_QR_unpack(&mv.matrix, &vv.vector, &mq.matrix, &mr.matrix);
// printf("OK 5\n");
return rb_ary_new3(2, q, r);
}
static VALUE rb_gsl_linalg_QR_solve_narray(int argc, VALUE *argv, VALUE obj)
{
struct NARRAY *qr, *tau, *b;
VALUE x;
gsl_matrix_view mv;
gsl_vector_view tv, bv, xv;
if (argc != 3) rb_raise(rb_eArgError, "Usage: QR.solve(qr, tau, b)");
GetNArray(argv[0], qr);
GetNArray(argv[1], tau);
GetNArray(argv[2], b);
x = na_make_object(NA_DFLOAT, 1, b->shape, CLASS_OF(argv[2]));
mv = gsl_matrix_view_array((double*)qr->ptr, qr->shape[1], qr->shape[0]);
tv = gsl_vector_view_array((double*)tau->ptr, tau->shape[0]);
bv = gsl_vector_view_array((double*)b->ptr, b->shape[0]);
xv = gsl_vector_view_array(NA_PTR_TYPE(x,double*), b->shape[0]);
gsl_linalg_QR_solve(&mv.matrix, &tv.vector, &bv.vector, &xv.vector);
return x;
}
static VALUE rb_gsl_linalg_QR_svx_narray(int argc, VALUE *argv, VALUE obj)
{
struct NARRAY *qr, *tau, *b;
gsl_matrix_view mv;
gsl_vector_view tv, bv;
if (argc != 3) rb_raise(rb_eArgError, "Usage: QR.solve(qr, tau, b)");
GetNArray(argv[0], qr);
GetNArray(argv[1], tau);
GetNArray(argv[2], b);
mv = gsl_matrix_view_array((double*)qr->ptr, qr->shape[1], qr->shape[0]);
tv = gsl_vector_view_array((double*)tau->ptr, tau->shape[0]);
bv = gsl_vector_view_array((double*)b->ptr, b->shape[0]);
gsl_linalg_QR_svx(&mv.matrix, &tv.vector, &bv.vector);
return argv[2];
}
static VALUE rb_gsl_linalg_QR_decomp_narray(int argc, VALUE *argv, VALUE obj)
{
struct NARRAY *na;
gsl_matrix_view mv;
gsl_vector_view vv;
int shapem[2], shapev[1];
VALUE qr, tau;
if (argc < 1) rb_raise(rb_eArgError, "too few arguments.");
GetNArray(argv[0], na);
shapem[0] = na->shape[1];
shapem[1] = na->shape[1];
shapev[0] = shapem[0];
qr = na_make_object(NA_DFLOAT, 2, shapem, CLASS_OF(argv[0]));
tau = na_make_object(NA_DFLOAT, 1, shapev, cNVector);
memcpy(NA_PTR_TYPE(qr,double*),na->ptr,sizeof(double)*shapem[0]*shapem[1]);
mv = gsl_matrix_view_array(NA_PTR_TYPE(qr,double*), shapem[0], shapem[1]);
vv = gsl_vector_view_array(NA_PTR_TYPE(tau,double*), shapev[0]);
gsl_linalg_QR_decomp(&mv.matrix, &vv.vector);
return rb_ary_new3(2, qr, tau);
}
#endif
#ifdef HAVE_NMATRIX_H
static VALUE rb_gsl_linalg_QR_decomp_nmatrix(int argc, VALUE *argv, VALUE obj)
{
NM_DENSE_STORAGE *nm;
gsl_matrix_view mv;
gsl_vector_view vv;
unsigned shapem[2], shapev[1];
VALUE qr, tau;
if (argc < 1) rb_raise(rb_eArgError, "too few arguments.");
nm = NM_STORAGE_DENSE(argv[0]);
shapem[0] = nm->shape[1];
shapem[1] = nm->shape[1];
shapev[0] = shapem[0];
qr = rb_nmatrix_dense_create(FLOAT64, shapem, 2, nm->elements,
shapem[0]*shapem[1]);
tau = rb_nmatrix_dense_create(FLOAT64, shapev, 1, nm->elements, shapev[0]);
mv = gsl_matrix_view_array((double*)NM_DENSE_ELEMENTS(qr), shapem[0], shapem[1]);
vv = gsl_vector_view_array((double*)NM_DENSE_ELEMENTS(tau), shapev[0]);
gsl_linalg_QR_decomp(&mv.matrix, &vv.vector);
return rb_ary_new3(2, qr, tau);
}
#endif
static VALUE rb_gsl_linalg_QR_decomp(int argc, VALUE *argv, VALUE obj)
{
#ifdef HAVE_NARRAY_H
if (argc >= 1 && NA_IsNArray(argv[0]))
return rb_gsl_linalg_QR_decomp_narray(argc, argv, obj);
#endif
#ifdef HAVE_NMATRIX_H
if (argc >= 1 && NM_IsNMatrix(argv[0]))
return rb_gsl_linalg_QR_decomp_nmatrix(argc, argv, obj);
#endif
return rb_gsl_linalg_QR_LQ_decomposition(argc, argv, obj, LINALG_QR_DECOMP);
}
static VALUE rb_gsl_linalg_QR_decomp_bang(int argc, VALUE *argv, VALUE obj)
{
return rb_gsl_linalg_QR_LQ_decomposition(argc, argv, obj, LINALG_QR_DECOMP_BANG);
}
static VALUE rb_gsl_linalg_LQ_decomp(int argc, VALUE *argv, VALUE obj)
{
return rb_gsl_linalg_QR_LQ_decomposition(argc, argv, obj, LINALG_LQ_DECOMP);