gsl_linalg.h

该文件为c++的数学函数库!是一个非常有用的编程工具.它含有各种数学函数,为科学计算、工程应用等程序编写提供方便！

/* linalg/gsl_linalg.h
 * 
 * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman, Brian Gough
 * 
 * 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., 675 Mass Ave, Cambridge, MA 02139, USA.
 */

#ifndef __GSL_LINALG_H__
#define __GSL_LINALG_H__

#include <gsl/gsl_mode.h>
#include <gsl/gsl_permutation.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>

#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
#define __BEGIN_DECLS extern "C" {
#define __END_DECLS }
#else
#define __BEGIN_DECLS           /* empty */
#define __END_DECLS             /* empty */
#endif

__BEGIN_DECLS

typedef enum
  {
    GSL_LINALG_MOD_NONE = 0,
    GSL_LINALG_MOD_TRANSPOSE = 1,
    GSL_LINALG_MOD_CONJUGATE = 2
  }
gsl_linalg_matrix_mod_t;


/* Note: You can now use the gsl_blas_dgemm function instead of matmult */

/* Simple implementation of matrix multiply.
 * Calculates C = A.B
 *
 * exceptions: GSL_EBADLEN
 */
int gsl_linalg_matmult (const gsl_matrix * A,
                        const gsl_matrix * B,
                        gsl_matrix * C);


/* Simple implementation of matrix multiply.
 * Allows transposition of either matrix, so it
 * can compute A.B or Trans(A).B or A.Trans(B) or Trans(A).Trans(B)
 *
 * exceptions: GSL_EBADLEN
 */
int gsl_linalg_matmult_mod (const gsl_matrix * A,
                            gsl_linalg_matrix_mod_t modA,
                            const gsl_matrix * B,
                            gsl_linalg_matrix_mod_t modB,
                            gsl_matrix * C);

/* Calculate the matrix exponential by the scaling and
 * squaring method described in Moler + Van Loan,
 * SIAM Rev 20, 801 (1978). The mode argument allows
 * choosing an optimal strategy, from the table
 * given in the paper, for a given precision.
 *
 * exceptions: GSL_ENOTSQR, GSL_EBADLEN
 */
int gsl_linalg_exponential_ss(
  const gsl_matrix * A,
  gsl_matrix * eA,
  gsl_mode_t mode
  );


/* Householder Transformations */

double gsl_linalg_householder_transform (gsl_vector * v);
gsl_complex gsl_linalg_complex_householder_transform (gsl_vector_complex * v);

int gsl_linalg_householder_hm (double tau, 
                               const gsl_vector * v, 
                               gsl_matrix * A);

int gsl_linalg_householder_mh (double tau, 
                               const gsl_vector * v, 
                               gsl_matrix * A);

int gsl_linalg_householder_hv (double tau, 
                               const gsl_vector * v, 
                               gsl_vector * w);

int gsl_linalg_householder_hm1 (double tau, 
                                gsl_matrix * A);

int gsl_linalg_complex_householder_hm (gsl_complex tau, 
                                       const gsl_vector_complex * v, 
                                       gsl_matrix_complex * A);

int gsl_linalg_complex_householder_hv (gsl_complex tau, 
                                       const gsl_vector_complex * v, 
                                       gsl_vector_complex * w);

/* Singular Value Decomposition

 * exceptions: 
 */

int
gsl_linalg_SV_decomp (gsl_matrix * A,
                      gsl_matrix * V,
                      gsl_vector * S,
                      gsl_vector * work);

int
gsl_linalg_SV_decomp_mod (gsl_matrix * A,
                          gsl_matrix * X,
                          gsl_matrix * V,
                          gsl_vector * S,
                          gsl_vector * work);

int gsl_linalg_SV_decomp_jacobi (gsl_matrix * A,
                                 gsl_matrix * Q,
                                 gsl_vector * S);

int
gsl_linalg_SV_solve (const gsl_matrix * U,
                     const gsl_matrix * Q,
                     const gsl_vector * S,
                     const gsl_vector * b,
                     gsl_vector * x);


/* LU Decomposition, Gaussian elimination with partial pivoting
 */

int gsl_linalg_LU_decomp (gsl_matrix * A, gsl_permutation * p, int *signum);

int gsl_linalg_LU_solve (const gsl_matrix * LU,
                         const gsl_permutation * p,
                         const gsl_vector * b,
                         gsl_vector * x);

int gsl_linalg_LU_svx (const gsl_matrix * LU,
                       const gsl_permutation * p,
                       gsl_vector * x);

int gsl_linalg_LU_refine (const gsl_matrix * A,
                          const gsl_matrix * LU,
                          const gsl_permutation * p,
                          const gsl_vector * b,
                          gsl_vector * x,
                          gsl_vector * residual);

int gsl_linalg_LU_invert (const gsl_matrix * LU,
                          const gsl_permutation * p,
                          gsl_matrix * inverse);

double gsl_linalg_LU_det (gsl_matrix * LU, int signum);
double gsl_linalg_LU_lndet (gsl_matrix * LU);
int gsl_linalg_LU_sgndet (gsl_matrix * lu, int signum);

/* Complex LU Decomposition */

int gsl_linalg_complex_LU_decomp (gsl_matrix_complex * A, 
                                  gsl_permutation * p, 
                                  int *signum);

int gsl_linalg_complex_LU_solve (const gsl_matrix_complex * LU,
                                 const gsl_permutation * p,
                                 const gsl_vector_complex * b,
                                 gsl_vector_complex * x);

int gsl_linalg_complex_LU_svx (const gsl_matrix_complex * LU,
                               const gsl_permutation * p,
                               gsl_vector_complex * x);

int gsl_linalg_complex_LU_refine (const gsl_matrix_complex * A,
                                  const gsl_matrix_complex * LU,
                                  const gsl_permutation * p,
                                  const gsl_vector_complex * b,
                                  gsl_vector_complex * x,
                                  gsl_vector_complex * residual);

int gsl_linalg_complex_LU_invert (const gsl_matrix_complex * LU,
                                  const gsl_permutation * p,
                                  gsl_matrix_complex * inverse);

gsl_complex gsl_linalg_complex_LU_det (gsl_matrix_complex * LU,
                                       int signum);

double gsl_linalg_complex_LU_lndet (gsl_matrix_complex * LU);

gsl_complex gsl_linalg_complex_LU_sgndet (gsl_matrix_complex * LU,
                                          int signum);

/* QR decomposition */

int gsl_linalg_QR_decomp (gsl_matrix * A,
                          gsl_vector * tau);

int gsl_linalg_QR_solve (const gsl_matrix * QR,
                         const gsl_vector * tau,
                         const gsl_vector * b,
                         gsl_vector * x);

int gsl_linalg_QR_svx (const gsl_matrix * QR,
                       const gsl_vector * tau,
                       gsl_vector * x);

int gsl_linalg_QR_lssolve (const gsl_matrix * QR, 
                           const gsl_vector * tau, 
                           const gsl_vector * b, 
                           gsl_vector * x, 
                           gsl_vector * residual);


int gsl_linalg_QR_QRsolve (gsl_matrix * Q,
                           gsl_matrix * R,
                           const gsl_vector * b,