lu.cpp

快速fft变换的c实现

//#include "stdafx.h"
#include "LU.h"

#ifdef _DEBUG
#undef THIS_FILE
static char THIS_FILE[]=__FILE__;
#define new DEBUG_NEW
#endif

LU::LU()
{

}

LU::~LU()
{

}

void LU::ludcmp(float **a, int n, int *indx, float *d)
{
	int i,imax,j,k;
	float big,dum,sum,temp;
	float *vv;

	vv=vector(1,n);
	*d=1.0;
	for (i=1;i<=n;i++) {
		big=0.0;
		for (j=1;j<=n;j++){
			if ((temp=(float)fabs(a[i][j])) > big) big=temp;
		}
		if (big == 0.0) nrerror("Singular matrix in routine ludcmp");
		vv[i]=(float)(1.0/big);
	}
	for (j=1;j<=n;j++) {
		for (i=1;i<j;i++) {
			sum=a[i][j];
			for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];
			a[i][j]=sum;
		}
		big=0.0;
		for (i=j;i<=n;i++) {
			sum=a[i][j];
			for (k=1;k<j;k++)
				sum -= a[i][k]*a[k][j];
			a[i][j]=sum;
			if ( (dum=(float)(vv[i]*fabs(sum))) >= big) {
				big=dum;
				imax=i;
			}
		}
		if (j != imax) {
			for (k=1;k<=n;k++) {
				dum=a[imax][k];
				a[imax][k]=a[j][k];
				a[j][k]=dum;
			}
			*d = -(*d);
			vv[imax]=vv[j];
		}
		indx[j]=imax;
		if (a[j][j] == 0.0){
			a[j][j]=TINY;
		}
		if (j != n) {
			dum=(float)(1.0/(a[j][j]));
			for (i=j+1;i<=n;i++) a[i][j] *= dum;
		}
	}
	free_vector(vv,1,n);
}


void LU::lubksb(float **a, int n, int *indx, double *b)
{
	int i,ii=0,ip,j;
	float sum;

	for (i=1;i<=n;i++) {
		ip=indx[i];
		sum=(float)b[ip];
		b[ip]=b[i];
		if (ii)
			for (j=ii;j<=i-1;j++) sum -= (float)(a[i][j]*b[j]);
		else if (sum) ii=i;
		b[i]=sum;
	}
	for (i=n;i>=1;i--) {
		sum=(float)b[i];
		for (j=i+1;j<=n;j++) sum -= (float)(a[i][j]*b[j]);
		b[i]=sum/a[i][i];
	}
}