#include #include #include #include #include #include #include #include #include "gsl/gsl_blas.h" #include "gsl/gsl_cdf.h" #include "gsl/gsl_eigen.h" #include "gsl/gsl_linalg.h" #include "gsl/gsl_matrix.h" #include "gsl/gsl_vector.h" #include "debug.h" #include "mathfunc.h" // Helper function called by macro validate_K(K, check) void do_validate_K(const gsl_matrix *K, bool do_check, bool strict, const char *__file, int __line) { if (do_check) { // debug_msg("Validating K"); auto eigenvalues = getEigenValues(K); const uint count_small = count_small_values(eigenvalues,EIGEN_MINVALUE); if (count_small>1) { std::string msg = "K has "; msg += std::to_string(count_small); msg += " eigenvalues close to zero"; warning_at_msg(__file,__line,msg); } if (!isMatrixIllConditioned(eigenvalues)) warning_at_msg(__file,__line,"K is ill conditioned!"); if (!isMatrixSymmetric(K)) fail_at_msg(strict,__file,__line,"K is not symmetric!" ); bool negative_values; if (negative_values = has_negative_values_but_one(eigenvalues)) { warning_at_msg(__file,__line,"K has more than one negative eigenvalues!"); } if (count_small>0 && negative_values && !isMatrixPositiveDefinite(K)) fail_at_msg(strict,__file,__line,"K is not positive definite!"); gsl_vector_free(eigenvalues); } }