ls_solve.cpp

强大的C++库

/*!
 * \file
 * \brief Implementation of functions for solving linear equation systems
 * \author Tony Ottosson
 *
 * -------------------------------------------------------------------------
 *
 * IT++ - C++ library of mathematical, signal processing, speech processing,
 *        and communications classes and functions
 *
 * Copyright (C) 1995-2008  (see AUTHORS file for a list of contributors)
 *
 * 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., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
 *
 * -------------------------------------------------------------------------
 */

#ifndef _MSC_VER
#  include <itpp/config.h>
#else
#  include <itpp/config_msvc.h>
#endif

#if defined(HAVE_LAPACK)
#  include <itpp/base/algebra/lapack.h>
#endif

#include <itpp/base/algebra/ls_solve.h>


namespace itpp {

  // ----------- ls_solve_chol -----------------------------------------------------------

#if defined(HAVE_LAPACK)

  bool ls_solve_chol(const mat &A, const vec &b, vec &x)
  {
    int n, lda, ldb, nrhs, info;
    n = lda = ldb = A.rows();
    nrhs = 1;
    char uplo='U';

    it_assert_debug(A.cols() == n, "ls_solve_chol: System-matrix is not square");
    it_assert_debug(n == b.size(), "The number of rows in A must equal the length of b!");

    ivec ipiv(n);
    x = b;
    mat Chol = A;

    dposv_(&uplo, &n, &nrhs, Chol._data(), &lda, x._data(), &ldb, &info);

    return (info==0);
  }


  bool ls_solve_chol(const mat &A, const mat &B, mat &X)
  {
    int n, lda, ldb, nrhs, info;
    n = lda = ldb = A.rows();
    nrhs = B.cols();
    char uplo='U';

    it_assert_debug(A.cols() == n, "ls_solve_chol: System-matrix is not square");
    it_assert_debug(n == B.rows(), "The number of rows in A must equal the length of B!");

    ivec ipiv(n);
    X = B;
    mat Chol = A;

    dposv_(&uplo, &n, &nrhs, Chol._data(), &lda, X._data(), &ldb, &info);

    return (info==0);
  }

  bool ls_solve_chol(const cmat &A, const cvec &b, cvec &x)
  {
    int n, lda, ldb, nrhs, info;
    n = lda = ldb = A.rows();
    nrhs = 1;
    char uplo='U';

    it_assert_debug(A.cols() == n, "ls_solve_chol: System-matrix is not square");
    it_assert_debug(n == b.size(), "The number of rows in A must equal the length of b!");

    ivec ipiv(n);
    x = b;
    cmat Chol = A;

    zposv_(&uplo, &n, &nrhs, Chol._data(), &lda, x._data(), &ldb, &info);

    return (info==0);
  }

  bool ls_solve_chol(const cmat &A, const cmat &B, cmat &X)
  {
    int n, lda, ldb, nrhs, info;
    n = lda = ldb = A.rows();
    nrhs = B.cols();
    char uplo='U';

    it_assert_debug(A.cols() == n, "ls_solve_chol: System-matrix is not square");
    it_assert_debug(n == B.rows(), "The number of rows in A must equal the length of B!");

    ivec ipiv(n);
    X = B;
    cmat Chol = A;

    zposv_(&uplo, &n, &nrhs, Chol._data(), &lda, X._data(), &ldb, &info);

    return (info==0);
  }

#else

  bool ls_solve_chol(const mat &A, const vec &b, vec &x)
  {
    it_error("LAPACK library is needed to use ls_solve_chol() function");
    return false;
  }

  bool ls_solve_chol(const mat &A, const mat &B, mat &X)
  {
    it_error("LAPACK library is needed to use ls_solve_chol() function");
    return false;
  }

  bool ls_solve_chol(const cmat &A, const cvec &b, cvec &x)
  {
    it_error("LAPACK library is needed to use ls_solve_chol() function");
    return false;
  }

  bool ls_solve_chol(const cmat &A, const cmat &B, cmat &X)
  {
    it_error("LAPACK library is needed to use ls_solve_chol() function");
    return false;
  }

#endif // HAVE_LAPACK

  vec ls_solve_chol(const mat &A, const vec &b)
  {
    vec x;
    bool info;
    info = ls_solve_chol(A, b, x);
    it_assert_debug(info, "ls_solve_chol: Failed solving the system");
    return x;
  }

  mat ls_solve_chol(const mat &A, const mat &B)
  {
    mat X;
    bool info;
    info = ls_solve_chol(A, B, X);
    it_assert_debug(info, "ls_solve_chol: Failed solving the system");
    return X;
  }

  cvec ls_solve_chol(const cmat &A, const cvec &b)
  {
    cvec x;
    bool info;
    info = ls_solve_chol(A, b, x);
    it_assert_debug(info, "ls_solve_chol: Failed solving the system");
    return x;
  }

  cmat ls_solve_chol(const cmat &A, const cmat &B)
  {
    cmat X;
    bool info;
    info = ls_solve_chol(A, B, X);
    it_assert_debug(info, "ls_solve_chol: Failed solving the system");
    return X;
  }


  // --------- ls_solve ---------------------------------------------------------------
#if defined(HAVE_LAPACK)

  bool ls_solve(const mat &A, const vec &b, vec &x)
  {
    int n, lda, ldb, nrhs, info;
    n = lda = ldb = A.rows();
    nrhs = 1;

    it_assert_debug(A.cols() == n, "ls_solve: System-matrix is not square");
    it_assert_debug(n == b.size(), "The number of rows in A must equal the length of b!");

    ivec ipiv(n);
    x = b;
    mat LU = A;

    dgesv_(&n, &nrhs, LU._data(), &lda, ipiv._data(), x._data(), &ldb, &info);

    return (info==0);
  }

  bool ls_solve(const mat &A, const mat &B, mat &X)
  {
    int n, lda, ldb, nrhs, info;
    n = lda = ldb = A.rows();
    nrhs = B.cols();

    it_assert_debug(A.cols() == n, "ls_solve: System-matrix is not square");
    it_assert_debug(n == B.rows(), "The number of rows in A must equal the length of B!");

    ivec ipiv(n);
    X = B;
    mat LU = A;

    dgesv_(&n, &nrhs, LU._data(), &lda, ipiv._data(), X._data(), &ldb, &info);

    return (info==0);
  }

  bool ls_solve(const cmat &A, const cvec &b, cvec &x)
  {
    int n, lda, ldb, nrhs, info;
    n = lda = ldb = A.rows();
    nrhs = 1;

    it_assert_debug(A.cols() == n, "ls_solve: System-matrix is not square");
    it_assert_debug(n == b.size(), "The number of rows in A must equal the length of b!");

    ivec ipiv(n);
    x = b;
    cmat LU = A;

    zgesv_(&n, &nrhs, LU._data(), &lda, ipiv._data(), x._data(), &ldb, &info);

    return (info==0);
  }

  bool ls_solve(const cmat &A, const cmat &B, cmat &X)
  {
    int n, lda, ldb, nrhs, info;
    n = lda = ldb = A.rows();
    nrhs = B.cols();

    it_assert_debug(A.cols() == n, "ls_solve: System-matrix is not square");
    it_assert_debug(n == B.rows(), "The number of rows in A must equal the length of B!");

    ivec ipiv(n);
    X = B;
    cmat LU = A;

    zgesv_(&n, &nrhs, LU._data(), &lda, ipiv._data(), X._data(), &ldb, &info);

    return (info==0);
  }

#else

  bool ls_solve(const mat &A, const vec &b, vec &x)
  {
    it_error("LAPACK library is needed to use ls_solve() function");
    return false;
  }

  bool ls_solve(const mat &A, const mat &B, mat &X)
  {
    it_error("LAPACK library is needed to use ls_solve() function");
    return false;
  }

  bool ls_solve(const cmat &A, const cvec &b, cvec &x)
  {
    it_error("LAPACK library is needed to use ls_solve() function");
    return false;
  }

  bool ls_solve(const cmat &A, const cmat &B, cmat &X)
  {
    it_error("LAPACK library is needed to use ls_solve() function");
    return false;
  }

#endif // HAVE_LAPACK

  vec ls_solve(const mat &A, const vec &b)
  {
    vec x;
    bool info;
    info = ls_solve(A, b, x);
    it_assert_debug(info, "ls_solve: Failed solving the system");
    return x;
  }

  mat ls_solve(const mat &A, const mat &B)
  {
    mat X;
    bool info;
    info = ls_solve(A, B, X);
    it_assert_debug(info, "ls_solve: Failed solving the system");
    return X;
  }

  cvec ls_solve(const cmat &A, const cvec &b)
  {
    cvec x;
    bool info;
    info = ls_solve(A, b, x);
    it_assert_debug(info, "ls_solve: Failed solving the system");
    return x;
  }

  cmat ls_solve(const cmat &A, const cmat &B)
  {
    cmat X;
    bool info;
    info = ls_solve(A, B, X);
    it_assert_debug(info, "ls_solve: Failed solving the system");
    return X;
  }


  // ----------------- ls_solve_od ------------------------------------------------------------------
#if defined(HAVE_LAPACK)

  bool ls_solve_od(const mat &A, const vec &b, vec &x)
  {
    int m, n, lda, ldb, nrhs, lwork, info;
    char trans='N';
    m = lda = ldb = A.rows();
    n = A.cols();
    nrhs = 1;
    lwork = n + std::max(m,nrhs);

    it_assert_debug(m >= n, "The system is under-determined!");
    it_assert_debug(m == b.size(), "The number of rows in A must equal the length of b!");

    vec work(lwork);
    x = b;
    mat QR = A;

    dgels_(&trans, &m, &n, &nrhs, QR._data(), &lda, x._data(), &ldb, work._data(), &lwork, &info);
    x.set_size(n, true);

    return (info==0);
  }

  bool ls_solve_od(const mat &A, const mat &B, mat &X)
  {
    int m, n, lda, ldb, nrhs, lwork, info;
    char trans='N';
    m = lda = ldb = A.rows();
    n = A.cols();
    nrhs = B.cols();
    lwork = n + std::max(m,nrhs);

    it_assert_debug(m >= n, "The system is under-determined!");
    it_assert_debug(m == B.rows(), "The number of rows in A must equal the length of b!");

    vec work(lwork);
    X = B;
    mat QR = A;

    dgels_(&trans, &m, &n, &nrhs, QR._data(), &lda, X._data(), &ldb, work._data(), &lwork, &info);
    X.set_size(n, nrhs, true);

    return (info==0);
  }

  bool ls_solve_od(const cmat &A, const cvec &b, cvec &x)
  {
    int m, n, lda, ldb, nrhs, lwork, info;
    char trans='N';
    m = lda = ldb = A.rows();
    n = A.cols();
    nrhs = 1;
    lwork = n + std::max(m,nrhs);

    it_assert_debug(m >= n, "The system is under-determined!");
    it_assert_debug(m == b.size(), "The number of rows in A must equal the length of b!");

    cvec work(lwork);
    x = b;
    cmat QR = A;

    zgels_(&trans, &m, &n, &nrhs, QR._data(), &lda, x._data(), &ldb, work._data(), &lwork, &info);
    x.set_size(n, true);

    return (info==0);
  }

  bool ls_solve_od(const cmat &A, const cmat &B, cmat &X)
  {
    int m, n, lda, ldb, nrhs, lwork, info;
    char trans='N';
    m = lda = ldb = A.rows();
    n = A.cols();
    nrhs = B.cols();
    lwork = n + std::max(m,nrhs);

    it_assert_debug(m >= n, "The system is under-determined!");
    it_assert_debug(m == B.rows(), "The number of rows in A must equal the length of b!");

    cvec work(lwork);
    X = B;
    cmat QR = A;

    zgels_(&trans, &m, &n, &nrhs, QR._data(), &lda, X._data(), &ldb, work._data(), &lwork, &info);
    X.set_size(n, nrhs, true);

    return (info==0);
  }

#else

  bool ls_solve_od(const mat &A, const vec &b, vec &x)
  {
    it_error("LAPACK library is needed to use ls_solve_od() function");
    return false;
  }

  bool ls_solve_od(const mat &A, const mat &B, mat &X)
  {
    it_error("LAPACK library is needed to use ls_solve_od() function");
    return false;
  }