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Diffstat (limited to 'lapack.cpp')
| -rw-r--r-- | lapack.cpp | 609 |
1 files changed, 0 insertions, 609 deletions
diff --git a/lapack.cpp b/lapack.cpp deleted file mode 100644 index 83d5290..0000000 --- a/lapack.cpp +++ /dev/null @@ -1,609 +0,0 @@ -/* - Genome-wide Efficient Mixed Model Association (GEMMA) - Copyright (C) 2011 Xiang Zhou - - 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 3 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, see <http://www.gnu.org/licenses/>. -*/ - -#include <iostream> -#include <cmath> -#include "gsl/gsl_vector.h" -#include "gsl/gsl_matrix.h" -#include "gsl/gsl_linalg.h" - -using namespace std; - -extern "C" void sgemm_(char *TRANSA, char *TRANSB, int *M, int *N, int *K, float *ALPHA, float *A, int *LDA, float *B, int *LDB, float *BETA, float *C, int *LDC); -extern "C" void spotrf_(char *UPLO, int *N, float *A, int *LDA, int *INFO); -extern "C" void spotrs_(char *UPLO, int *N, int *NRHS, float *A, int *LDA, float *B, int *LDB, int *INFO); -extern "C" void ssyev_(char* JOBZ, char* UPLO, int *N, float *A, int *LDA, float *W, float *WORK, int *LWORK, int *INFO); -extern "C" void ssyevr_(char* JOBZ, char *RANGE, char* UPLO, int *N, float *A, int *LDA, float *VL, float *VU, int *IL, int *IU, float *ABSTOL, int *M, float *W, float *Z, int *LDZ, int *ISUPPZ, float *WORK, int *LWORK, int *IWORK, int *LIWORK, int *INFO); - -extern "C" void dgemm_(char *TRANSA, char *TRANSB, int *M, int *N, int *K, double *ALPHA, double *A, int *LDA, double *B, int *LDB, double *BETA, double *C, int *LDC); -extern "C" void dpotrf_(char *UPLO, int *N, double *A, int *LDA, int *INFO); -extern "C" void dpotrs_(char *UPLO, int *N, int *NRHS, double *A, int *LDA, double *B, int *LDB, int *INFO); -extern "C" void dsyev_(char* JOBZ, char* UPLO, int *N, double *A, int *LDA, double *W, double *WORK, int *LWORK, int *INFO); -extern "C" void dsyevr_(char* JOBZ, char *RANGE, char* UPLO, int *N, double *A, int *LDA, double *VL, double *VU, int *IL, int *IU, double *ABSTOL, int *M, double *W, double *Z, int *LDZ, int *ISUPPZ, double *WORK, int *LWORK, int *IWORK, int *LIWORK, int *INFO); - - -//cholesky decomposition, A is distroyed -void lapack_float_cholesky_decomp (gsl_matrix_float *A) -{ - int N=A->size1, LDA=A->size1, INFO; - char UPLO='L'; - - if (N!=(int)A->size2) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_decomp."<<endl; return;} - - spotrf_(&UPLO, &N, A->data, &LDA, &INFO); - if (INFO!=0) {cout<<"Cholesky decomposition unsuccessful in lapack_cholesky_decomp."<<endl; return;} - - return; -} - -//cholesky decomposition, A is distroyed -void lapack_cholesky_decomp (gsl_matrix *A) -{ - int N=A->size1, LDA=A->size1, INFO; - char UPLO='L'; - - if (N!=(int)A->size2) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_decomp."<<endl; return;} - - dpotrf_(&UPLO, &N, A->data, &LDA, &INFO); - if (INFO!=0) {cout<<"Cholesky decomposition unsuccessful in lapack_cholesky_decomp."<<endl; return;} - - return; -} - -//cholesky solve, A is decomposed, -void lapack_float_cholesky_solve (gsl_matrix_float *A, const gsl_vector_float *b, gsl_vector_float *x) -{ - int N=A->size1, NRHS=1, LDA=A->size1, LDB=b->size, INFO; - char UPLO='L'; - - if (N!=(int)A->size2 || N!=LDB) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_solve."<<endl; return;} - - gsl_vector_float_memcpy (x, b); - spotrs_(&UPLO, &N, &NRHS, A->data, &LDA, x->data, &LDB, &INFO); - if (INFO!=0) {cout<<"Cholesky solve unsuccessful in lapack_cholesky_solve."<<endl; return;} - - return; -} - -//cholesky solve, A is decomposed, -void lapack_cholesky_solve (gsl_matrix *A, const gsl_vector *b, gsl_vector *x) -{ - int N=A->size1, NRHS=1, LDA=A->size1, LDB=b->size, INFO; - char UPLO='L'; - - if (N!=(int)A->size2 || N!=LDB) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_solve."<<endl; return;} - - gsl_vector_memcpy (x, b); - dpotrs_(&UPLO, &N, &NRHS, A->data, &LDA, x->data, &LDB, &INFO); - if (INFO!=0) {cout<<"Cholesky solve unsuccessful in lapack_cholesky_solve."<<endl; return;} - - return; -} - - -void lapack_sgemm (char *TransA, char *TransB, float alpha, const gsl_matrix_float *A, const gsl_matrix_float *B, float beta, gsl_matrix_float *C) -{ - int M, N, K1, K2, LDA=A->size1, LDB=B->size1, LDC=C->size2; - - if (*TransA=='N' || *TransA=='n') {M=A->size1; K1=A->size2;} - else if (*TransA=='T' || *TransA=='t') {M=A->size2; K1=A->size1;} - else {cout<<"need 'N' or 'T' in lapack_sgemm"<<endl; return;} - - if (*TransB=='N' || *TransB=='n') {N=B->size2; K2=B->size1;} - else if (*TransB=='T' || *TransB=='t') {N=B->size1; K2=B->size2;} - else {cout<<"need 'N' or 'T' in lapack_sgemm"<<endl; return;} - - if (K1!=K2) {cout<<"A and B not compatible in lapack_sgemm"<<endl; return;} - if (C->size1!=(size_t)M || C->size2!=(size_t)N) {cout<<"C not compatible in lapack_sgemm"<<endl; return;} - - gsl_matrix_float *A_t=gsl_matrix_float_alloc (A->size2, A->size1); - gsl_matrix_float_transpose_memcpy (A_t, A); - gsl_matrix_float *B_t=gsl_matrix_float_alloc (B->size2, B->size1); - gsl_matrix_float_transpose_memcpy (B_t, B); - gsl_matrix_float *C_t=gsl_matrix_float_alloc (C->size2, C->size1); - gsl_matrix_float_transpose_memcpy (C_t, C); - - sgemm_(TransA, TransB, &M, &N, &K1, &alpha, A_t->data, &LDA, B_t->data, &LDB, &beta, C_t->data, &LDC); - gsl_matrix_float_transpose_memcpy (C, C_t); - - gsl_matrix_float_free (A_t); - gsl_matrix_float_free (B_t); - gsl_matrix_float_free (C_t); - return; -} - - - -void lapack_dgemm (char *TransA, char *TransB, double alpha, const gsl_matrix *A, const gsl_matrix *B, double beta, gsl_matrix *C) -{ - int M, N, K1, K2, LDA=A->size1, LDB=B->size1, LDC=C->size2; - - if (*TransA=='N' || *TransA=='n') {M=A->size1; K1=A->size2;} - else if (*TransA=='T' || *TransA=='t') {M=A->size2; K1=A->size1;} - else {cout<<"need 'N' or 'T' in lapack_dgemm"<<endl; return;} - - if (*TransB=='N' || *TransB=='n') {N=B->size2; K2=B->size1;} - else if (*TransB=='T' || *TransB=='t') {N=B->size1; K2=B->size2;} - else {cout<<"need 'N' or 'T' in lapack_dgemm"<<endl; return;} - - if (K1!=K2) {cout<<"A and B not compatible in lapack_dgemm"<<endl; return;} - if (C->size1!=(size_t)M || C->size2!=(size_t)N) {cout<<"C not compatible in lapack_dgemm"<<endl; return;} - - gsl_matrix *A_t=gsl_matrix_alloc (A->size2, A->size1); - gsl_matrix_transpose_memcpy (A_t, A); - gsl_matrix *B_t=gsl_matrix_alloc (B->size2, B->size1); - gsl_matrix_transpose_memcpy (B_t, B); - gsl_matrix *C_t=gsl_matrix_alloc (C->size2, C->size1); - gsl_matrix_transpose_memcpy (C_t, C); - - dgemm_(TransA, TransB, &M, &N, &K1, &alpha, A_t->data, &LDA, B_t->data, &LDB, &beta, C_t->data, &LDC); - - gsl_matrix_transpose_memcpy (C, C_t); - - gsl_matrix_free (A_t); - gsl_matrix_free (B_t); - gsl_matrix_free (C_t); - return; -} - - - -//eigen value decomposition, matrix A is destroyed, float seems to have problem with large matrices (in mac) -void lapack_float_eigen_symmv (gsl_matrix_float *A, gsl_vector_float *eval, gsl_matrix_float *evec, const size_t flag_largematrix) -{ - if (flag_largematrix==1) { - int N=A->size1, LDA=A->size1, INFO, LWORK=-1; - char JOBZ='V', UPLO='L'; - - if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_eigen_symmv."<<endl; return;} - - // float temp[1]; - // ssyev_(&JOBZ, &UPLO, &N, A->data, &LDA, eval->data, temp, &LWORK, &INFO); - // if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_eigen_symmv."<<endl; return;} - // LWORK=(int)temp[0]; - - LWORK=3*N; - float *WORK=new float [LWORK]; - ssyev_(&JOBZ, &UPLO, &N, A->data, &LDA, eval->data, WORK, &LWORK, &INFO); - if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_eigen_symmv."<<endl; return;} - - gsl_matrix_float_view A_sub=gsl_matrix_float_submatrix(A, 0, 0, N, N); - gsl_matrix_float_memcpy (evec, &A_sub.matrix); - gsl_matrix_float_transpose (evec); - - delete [] WORK; - } else { - int N=A->size1, LDA=A->size1, LDZ=A->size1, INFO, LWORK=-1, LIWORK=-1; - char JOBZ='V', UPLO='L', RANGE='A'; - float ABSTOL=1.0E-7; - - //VL, VU, IL, IU are not referenced; M equals N if RANGE='A' - float VL=0.0, VU=0.0; - int IL=0, IU=0, M; - - if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_float_eigen_symmv."<<endl; return;} - - int *ISUPPZ=new int [2*N]; - - float WORK_temp[1]; - int IWORK_temp[1]; - ssyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK_temp, &LWORK, IWORK_temp, &LIWORK, &INFO); - if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_float_eigen_symmv."<<endl; return;} - LWORK=(int)WORK_temp[0]; LIWORK=(int)IWORK_temp[0]; - - //LWORK=26*N; - //LIWORK=10*N; - float *WORK=new float [LWORK]; - int *IWORK=new int [LIWORK]; - - ssyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK, &LWORK, IWORK, &LIWORK, &INFO); - if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_float_eigen_symmv."<<endl; return;} - - gsl_matrix_float_transpose (evec); - - delete [] ISUPPZ; - delete [] WORK; - delete [] IWORK; - } - - - return; -} - - - -//eigen value decomposition, matrix A is destroyed -void lapack_eigen_symmv (gsl_matrix *A, gsl_vector *eval, gsl_matrix *evec, const size_t flag_largematrix) -{ - if (flag_largematrix==1) { - int N=A->size1, LDA=A->size1, INFO, LWORK=-1; - char JOBZ='V', UPLO='L'; - - if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_eigen_symmv."<<endl; return;} - - // double temp[1]; - // dsyev_(&JOBZ, &UPLO, &N, A->data, &LDA, eval->data, temp, &LWORK, &INFO); - // if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_eigen_symmv."<<endl; return;} - // LWORK=(int)temp[0]; - - LWORK=3*N; - double *WORK=new double [LWORK]; - dsyev_(&JOBZ, &UPLO, &N, A->data, &LDA, eval->data, WORK, &LWORK, &INFO); - if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_eigen_symmv."<<endl; return;} - - gsl_matrix_view A_sub=gsl_matrix_submatrix(A, 0, 0, N, N); - gsl_matrix_memcpy (evec, &A_sub.matrix); - gsl_matrix_transpose (evec); - - delete [] WORK; - } else { - int N=A->size1, LDA=A->size1, LDZ=A->size1, INFO, LWORK=-1, LIWORK=-1; - char JOBZ='V', UPLO='L', RANGE='A'; - double ABSTOL=1.0E-7; - - //VL, VU, IL, IU are not referenced; M equals N if RANGE='A' - double VL=0.0, VU=0.0; - int IL=0, IU=0, M; - - if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_eigen_symmv."<<endl; return;} - - int *ISUPPZ=new int [2*N]; - - double WORK_temp[1]; - int IWORK_temp[1]; - - dsyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK_temp, &LWORK, IWORK_temp, &LIWORK, &INFO); - if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_eigen_symmv."<<endl; return;} - LWORK=(int)WORK_temp[0]; LIWORK=(int)IWORK_temp[0]; - - //LWORK=26*N; - //LIWORK=10*N; - double *WORK=new double [LWORK]; - int *IWORK=new int [LIWORK]; - - dsyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK, &LWORK, IWORK, &LIWORK, &INFO); - if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_eigen_symmv."<<endl; return;} - - gsl_matrix_transpose (evec); - - delete [] ISUPPZ; - delete [] WORK; - delete [] IWORK; - } - - return; -} - -//DO NOT set eigen values to be positive -double EigenDecomp (gsl_matrix *G, gsl_matrix *U, gsl_vector *eval, const size_t flag_largematrix) -{ -#ifdef WITH_LAPACK - lapack_eigen_symmv (G, eval, U, flag_largematrix); -#else - gsl_eigen_symmv_workspace *w=gsl_eigen_symmv_alloc (G->size1); - gsl_eigen_symmv (G, eval, U, w); - gsl_eigen_symmv_free (w); -#endif - /* - for (size_t i=0; i<eval->size; ++i) { - if (gsl_vector_get (eval, i)<1e-10) { -// cout<<gsl_vector_get (eval, i)<<endl; - gsl_vector_set (eval, i, 0); - } - } - */ - //calculate track_G=mean(diag(G)) - double d=0.0; - for (size_t i=0; i<eval->size; ++i) { - d+=gsl_vector_get(eval, i); - } - d/=(double)eval->size; - - return d; -} - - -//DO NOT set eigen values to be positive -double EigenDecomp (gsl_matrix_float *G, gsl_matrix_float *U, gsl_vector_float *eval, const size_t flag_largematrix) -{ -#ifdef WITH_LAPACK - lapack_float_eigen_symmv (G, eval, U, flag_largematrix); -#else - //gsl doesn't provide float precision eigen decomposition; plus, float precision eigen decomposition in lapack may not work on OS 10.4 - //first change to double precision - gsl_matrix *G_double=gsl_matrix_alloc (G->size1, G->size2); - gsl_matrix *U_double=gsl_matrix_alloc (U->size1, U->size2); - gsl_vector *eval_double=gsl_vector_alloc (eval->size); - for (size_t i=0; i<G->size1; i++) { - for (size_t j=0; j<G->size2; j++) { - gsl_matrix_set(G_double, i, j, gsl_matrix_float_get(G, i, j)); - } - } - gsl_eigen_symmv_workspace *w_space=gsl_eigen_symmv_alloc (G->size1); - gsl_eigen_symmv (G_double, eval_double, U_double, w_space); - gsl_eigen_symmv_free (w_space); - - //change back to float precision - for (size_t i=0; i<G->size1; i++) { - for (size_t j=0; j<G->size2; j++) { - gsl_matrix_float_set(K, i, j, gsl_matrix_get(G_double, i, j)); - } - } - for (size_t i=0; i<U->size1; i++) { - for (size_t j=0; j<U->size2; j++) { - gsl_matrix_float_set(U, i, j, gsl_matrix_get(U_double, i, j)); - } - } - for (size_t i=0; i<eval->size; i++) { - gsl_vector_float_set(eval, i, gsl_vector_get(eval_double, i)); - } - - //delete double precision matrices - gsl_matrix_free (G_double); - gsl_matrix_free (U_double); - gsl_vector_free (eval_double); -#endif - /* - for (size_t i=0; i<eval->size; ++i) { - if (gsl_vector_float_get (eval, i)<1e-10) { - gsl_vector_float_set (eval, i, 0); - } - } - */ - //calculate track_G=mean(diag(G)) - double d=0.0; - for (size_t i=0; i<eval->size; ++i) { - d+=gsl_vector_float_get(eval, i); - } - d/=(double)eval->size; - - return d; -} - - -double CholeskySolve(gsl_matrix *Omega, gsl_vector *Xty, gsl_vector *OiXty) -{ - double logdet_O=0.0; - -#ifdef WITH_LAPACK - lapack_cholesky_decomp(Omega); - for (size_t i=0; i<Omega->size1; ++i) { - logdet_O+=log(gsl_matrix_get (Omega, i, i)); - } - logdet_O*=2.0; - lapack_cholesky_solve(Omega, Xty, OiXty); -#else - int status = gsl_linalg_cholesky_decomp(Omega); - if(status == GSL_EDOM) { - cout << "## non-positive definite matrix" << endl; - // exit(0); - } - - for (size_t i=0; i<Omega->size1; ++i) { - logdet_O+=log(gsl_matrix_get (Omega, i, i)); - } - logdet_O*=2.0; - - gsl_vector_memcpy (OiXty, Xty); - gsl_blas_dtrsv(CblasLower, CblasNoTrans, CblasNonUnit, Omega, OiXty); - gsl_blas_dtrsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, OiXty); - // gsl_linalg_cholesky_solve(XtX, Xty, iXty); -#endif - - return logdet_O; -} - - -double CholeskySolve(gsl_matrix_float *Omega, gsl_vector_float *Xty, gsl_vector_float *OiXty) -{ - double logdet_O=0.0; - -#ifdef WITH_LAPACK - lapack_float_cholesky_decomp(Omega); - for (size_t i=0; i<Omega->size1; ++i) { - logdet_O+=log(gsl_matrix_float_get (Omega, i, i)); - } - logdet_O*=2.0; - lapack_float_cholesky_solve(Omega, Xty, OiXty); -#else - gsl_matrix *Omega_double=gsl_matrix_alloc (Omega->size1, Omega->size2); - double d; - for (size_t i=0; i<Omega->size1; ++i) { - for (size_t j=0; j<Omega->size2; ++j) { - d=(double)gsl_matrix_float_get (Omega, i, j); - gsl_matrix_set (Omega_double, i, j, d); - } - } - - int status = gsl_linalg_cholesky_decomp(Omega_double); - if(status == GSL_EDOM) { - cout << "## non-positive definite matrix" << endl; - // exit(0); - } - - for (size_t i=0; i<Omega->size1; ++i) { - for (size_t j=0; j<Omega->size2; ++j) { - d=gsl_matrix_get (Omega_double, i, j); - if (j==i) {logdet_O+=log(d);} - gsl_matrix_float_set (Omega, i, j, (float)d); - } - } - logdet_O*=2.0; - - gsl_vector_float_memcpy (OiXty, Xty); - gsl_blas_strsv(CblasLower, CblasNoTrans, CblasNonUnit, Omega, OiXty); - gsl_blas_strsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, OiXty); - // gsl_linalg_cholesky_solve(XtX, Xty, iXty); - - gsl_matrix_free (Omega_double); -#endif - - return logdet_O; -} - - -//LU decomposition -void LUDecomp (gsl_matrix *LU, gsl_permutation *p, int *signum) -{ - gsl_linalg_LU_decomp (LU, p, signum); - return; -} - -void LUDecomp (gsl_matrix_float *LU, gsl_permutation *p, int *signum) -{ - gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2); - - //copy float matrix to double - for (size_t i=0; i<LU->size1; i++) { - for (size_t j=0; j<LU->size2; j++) { - gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j)); - } - } - - //LU decomposition - gsl_linalg_LU_decomp (LU_double, p, signum); - - //copy float matrix to double - for (size_t i=0; i<LU->size1; i++) { - for (size_t j=0; j<LU->size2; j++) { - gsl_matrix_float_set (LU, i, j, gsl_matrix_get(LU_double, i, j)); - } - } - - //free matrix - gsl_matrix_free (LU_double); - return; -} - - -//LU invert -void LUInvert (const gsl_matrix *LU, const gsl_permutation *p, gsl_matrix *inverse) -{ - gsl_linalg_LU_invert (LU, p, inverse); - return; -} - -void LUInvert (const gsl_matrix_float *LU, const gsl_permutation *p, gsl_matrix_float *inverse) -{ - gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2); - gsl_matrix *inverse_double=gsl_matrix_alloc (inverse->size1, inverse->size2); - - //copy float matrix to double - for (size_t i=0; i<LU->size1; i++) { - for (size_t j=0; j<LU->size2; j++) { - gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j)); - } - } - - //LU decomposition - gsl_linalg_LU_invert (LU_double, p, inverse_double); - - //copy float matrix to double - for (size_t i=0; i<inverse->size1; i++) { - for (size_t j=0; j<inverse->size2; j++) { - gsl_matrix_float_set (inverse, i, j, gsl_matrix_get(inverse_double, i, j)); - } - } - - //free matrix - gsl_matrix_free (LU_double); - gsl_matrix_free (inverse_double); - return; -} - -//LU lndet -double LULndet (gsl_matrix *LU) -{ - double d; - d=gsl_linalg_LU_lndet (LU); - return d; -} - -double LULndet (gsl_matrix_float *LU) -{ - gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2); - double d; - - //copy float matrix to double - for (size_t i=0; i<LU->size1; i++) { - for (size_t j=0; j<LU->size2; j++) { - gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j)); - } - } - - //LU decomposition - d=gsl_linalg_LU_lndet (LU_double); - - //copy float matrix to double - /* - for (size_t i=0; i<LU->size1; i++) { - for (size_t j=0; j<LU->size2; j++) { - gsl_matrix_float_set (LU, i, j, gsl_matrix_get(LU_double, i, j)); - } - } - */ - //free matrix - gsl_matrix_free (LU_double); - return d; -} - - -//LU solve -void LUSolve (const gsl_matrix *LU, const gsl_permutation *p, const gsl_vector *b, gsl_vector *x) -{ - gsl_linalg_LU_solve (LU, p, b, x); - return; -} - -void LUSolve (const gsl_matrix_float *LU, const gsl_permutation *p, const gsl_vector_float *b, gsl_vector_float *x) -{ - gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2); - gsl_vector *b_double=gsl_vector_alloc (b->size); - gsl_vector *x_double=gsl_vector_alloc (x->size); - - //copy float matrix to double - for (size_t i=0; i<LU->size1; i++) { - for (size_t j=0; j<LU->size2; j++) { - gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j)); - } - } - - for (size_t i=0; i<b->size; i++) { - gsl_vector_set (b_double, i, gsl_vector_float_get(b, i)); - } - - for (size_t i=0; i<x->size; i++) { - gsl_vector_set (x_double, i, gsl_vector_float_get(x, i)); - } - - //LU decomposition - gsl_linalg_LU_solve (LU_double, p, b_double, x_double); - - //copy float matrix to double - for (size_t i=0; i<x->size; i++) { - gsl_vector_float_set (x, i, gsl_vector_get(x_double, i)); - } - - //free matrix - gsl_matrix_free (LU_double); - gsl_vector_free (b_double); - gsl_vector_free (x_double); - return; -} - - |