#include "DenseMatrix.h" #include "Solver.h" //----------------------------------------------------------------------------- //* performs a matrix-matrix multiply with optional transposes BLAS version // C = b*C + a*A*B //----------------------------------------------------------------------------- void MultAB(const MATRIX &A, const MATRIX &B, DENS_MAT &C, const bool At, const bool Bt, double a, double b) { static char t[2] = {'N','T'}; char *ta=t+At, *tb=t+Bt; int sA[2] = {A.nRows(), A.nCols()}; // sizes of A int sB[2] = {B.nRows(), B.nCols()}; // sizes of B GCK(A, B, sA[!At]!=sB[Bt], "MultAB: matrix-matrix multiply"); if (!C.is_size(sA[At],sB[!Bt])) { C.resize(sA[At],sB[!Bt]); if (b != 0.0) C.zero(); } // get pointers to the matrix sizes needed by BLAS int *M = sA+At; // # of rows in op[A] (op[A] = A' if At='T' else A) int *N = sB+!Bt; // # of cols in op[B] int *K = sA+!At; // # of cols in op[A] or # of rows in op[B] double *pa=A.get_ptr(), *pb=B.get_ptr(), *pc=C.get_ptr(); #ifdef COL_STORAGE dgemm_(ta, tb, M, N, K, &a, pa, sA, pb, sB, &b, pc, M); #else dgemm_(tb, ta, N, M, K, &a, pb, sB+1, pa, sA+1, &b, pc, N); #endif } //----------------------------------------------------------------------------- //* returns the inverse of a double precision matrix //----------------------------------------------------------------------------- DenseMatrix inv(const MATRIX& A) { SQCK(A, "DenseMatrix::inv(), matrix not square"); // check matrix is square DENS_MAT invA(A); // Make copy of A to invert // setup for call to BLAS int m, info, lwork=-1; m = invA.nRows(); int *ipiv = new int[m<<1]; // need 2m storage int *iwork=ipiv+m; dgetrf_(&m,&m,invA.get_ptr(),&m,ipiv,&info); // compute LU factorization GCK(A,A,info<0,"DenseMatrix::inv() dgetrf error: Argument had bad value."); GCK(A,A,info>0,"DenseMatrix::inv() dgetrf error: Matrix not invertable."); // LU factorization succeeded // Compute 1-norm of original matrix for use with dgecon char norm = '1'; // Use 1-norm double rcond, anorm, *workc = new double[4*m]; anorm = dlange_(&norm,&m,&m,A.get_ptr(),&m,workc); // Condition number estimation (warn if bad) dgecon_(&norm,&m,invA.get_ptr(),&m,&anorm,&rcond,workc,iwork,&info); GCK(A,A,info<0, "DenseMatrix::inv(): dgecon error: Argument had bad value."); GCK(A,A,rcond<1e-14,"DenseMatrix::inv(): Matrix nearly singular, RCOND0,"DenseMatrix::inv() dgetri error: Matrix not invertable."); // Work size query succeded lwork = (int)work_dummy[0]; double *work = new double[lwork]; // Allocate vector of appropriate size // Compute and store matrix inverse dgetri_(&m,invA.get_ptr(),&m,ipiv,work,&lwork,&info); GCK(A,A,info<0,"DenseMatrix::inv() dgetri error: Argument had bad value."); GCK(A,A,info>0,"DenseMatrix::inv() dgetri error: Matrix not invertable."); // Clean-up delete [] ipiv; delete [] workc; delete [] work; return invA; } //----------------------------------------------------------------------------- //* computes the determinant of a square matrix by LU decomposition (if n>3) //----------------------------------------------------------------------------- double det(const MATRIX& A) { static const double sign[2] = {1.0, -1.0}; SQCK(A, "Matrix::det(), matrix not square"); // check matrix is square int m = A.nRows(); switch (m) // explicit determinant for small matrix sizes { case 1: return A(0,0); case 2: return A(0,0)*A(1,1)-A(0,1)*A(1,0); case 3: return A(0,0)*(A(1,1)*A(2,2)-A(1,2)*A(2,1)) + A(0,1)*(A(1,2)*A(2,0)-A(1,0)*A(2,2)) + A(0,2)*(A(1,0)*A(2,1)-A(1,1)*A(2,0)); default: break; } // First compute LU factorization int info, *ipiv = new int[m]; double det = 1.0; DENS_MAT PLUA(A); dgetrf_(&m,&m,PLUA.get_ptr(),&m,ipiv,&info); GCK(A,A,info>0,"Matrix::det() dgetrf error: Bad argument value."); if (!info) // matrix is non-singular { // Compute det(A) = det(P)*det(L)*det(U) = +/-1 * det(U) int i, OddNumPivots; det = PLUA(0,0); OddNumPivots = ipiv[0]!=(1); for(i=1; i& A) { GCK(A,A,!is_size(3,3), "max_eigenvalue only implimented for 3x3"); const double c0 = det(A); const double c1 = A(1,0)*A(0,1) + A(2,0)*A(0,2) + A(1,2)*A(2,1) - A(0,0)*A(1,1) - A(0,0)*A(2,2) - A(1,1)*A(2,2); const double c2 = trace(A); double c[4] = {c0, c1, c2, -1.0}, x[3]; int num_roots = ATC::solve_cubic(c, x); double max_root = 0.0; for (int i=0; i