1 | /*************************************************************************
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2 | Copyright (c) 1992-2007 The University of Tennessee. All rights reserved.
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3 |
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4 | Contributors:
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5 | * Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
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6 | pseudocode.
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7 |
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8 | See subroutines comments for additional copyrights.
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9 |
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10 | >>> SOURCE LICENSE >>>
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11 | This program is free software; you can redistribute it and/or modify
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12 | it under the terms of the GNU General Public License as published by
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13 | the Free Software Foundation (www.fsf.org); either version 2 of the
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14 | License, or (at your option) any later version.
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15 |
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16 | This program is distributed in the hope that it will be useful,
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17 | but WITHOUT ANY WARRANTY; without even the implied warranty of
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18 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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19 | GNU General Public License for more details.
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20 |
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21 | A copy of the GNU General Public License is available at
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22 | http://www.fsf.org/licensing/licenses
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23 |
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24 | >>> END OF LICENSE >>>
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25 | *************************************************************************/
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26 |
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27 | using System;
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28 |
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29 | namespace alglib
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30 | {
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31 | public class rcond
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32 | {
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33 | /*************************************************************************
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34 | Estimate of a matrix condition number (1-norm)
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35 |
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36 | The algorithm calculates a lower bound of the condition number. In this case,
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37 | the algorithm does not return a lower bound of the condition number, but an
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38 | inverse number (to avoid an overflow in case of a singular matrix).
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39 |
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40 | Input parameters:
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41 | A - matrix. Array whose indexes range within [0..N-1, 0..N-1].
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42 | N - size of matrix A.
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43 |
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44 | Result: 1/LowerBound(cond(A))
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45 |
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46 | NOTE:
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47 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
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48 | 0.0 is returned in such cases.
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49 | *************************************************************************/
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50 | public static double rmatrixrcond1(double[,] a,
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51 | int n)
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52 | {
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53 | double result = 0;
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54 | int i = 0;
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55 | int j = 0;
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56 | double v = 0;
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57 | double nrm = 0;
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58 | int[] pivots = new int[0];
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59 | double[] t = new double[0];
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60 |
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61 | a = (double[,])a.Clone();
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62 |
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63 | System.Diagnostics.Debug.Assert(n>=1, "RMatrixRCond1: N<1!");
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64 | t = new double[n];
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65 | for(i=0; i<=n-1; i++)
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66 | {
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67 | t[i] = 0;
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68 | }
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69 | for(i=0; i<=n-1; i++)
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70 | {
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71 | for(j=0; j<=n-1; j++)
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72 | {
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73 | t[j] = t[j]+Math.Abs(a[i,j]);
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74 | }
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75 | }
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76 | nrm = 0;
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77 | for(i=0; i<=n-1; i++)
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78 | {
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79 | nrm = Math.Max(nrm, t[i]);
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80 | }
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81 | trfac.rmatrixlu(ref a, n, n, ref pivots);
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82 | rmatrixrcondluinternal(ref a, n, true, true, nrm, ref v);
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83 | result = v;
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84 | return result;
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85 | }
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86 |
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87 |
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88 | /*************************************************************************
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89 | Estimate of a matrix condition number (infinity-norm).
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90 |
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91 | The algorithm calculates a lower bound of the condition number. In this case,
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92 | the algorithm does not return a lower bound of the condition number, but an
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93 | inverse number (to avoid an overflow in case of a singular matrix).
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94 |
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95 | Input parameters:
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96 | A - matrix. Array whose indexes range within [0..N-1, 0..N-1].
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97 | N - size of matrix A.
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98 |
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99 | Result: 1/LowerBound(cond(A))
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100 |
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101 | NOTE:
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102 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
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103 | 0.0 is returned in such cases.
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104 | *************************************************************************/
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105 | public static double rmatrixrcondinf(double[,] a,
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106 | int n)
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107 | {
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108 | double result = 0;
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109 | int i = 0;
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110 | int j = 0;
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111 | double v = 0;
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112 | double nrm = 0;
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113 | int[] pivots = new int[0];
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114 |
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115 | a = (double[,])a.Clone();
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116 |
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117 | System.Diagnostics.Debug.Assert(n>=1, "RMatrixRCondInf: N<1!");
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118 | nrm = 0;
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119 | for(i=0; i<=n-1; i++)
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120 | {
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121 | v = 0;
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122 | for(j=0; j<=n-1; j++)
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123 | {
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124 | v = v+Math.Abs(a[i,j]);
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125 | }
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126 | nrm = Math.Max(nrm, v);
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127 | }
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128 | trfac.rmatrixlu(ref a, n, n, ref pivots);
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129 | rmatrixrcondluinternal(ref a, n, false, true, nrm, ref v);
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130 | result = v;
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131 | return result;
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132 | }
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133 |
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134 |
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135 | /*************************************************************************
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136 | Condition number estimate of a symmetric positive definite matrix.
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137 |
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138 | The algorithm calculates a lower bound of the condition number. In this case,
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139 | the algorithm does not return a lower bound of the condition number, but an
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140 | inverse number (to avoid an overflow in case of a singular matrix).
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141 |
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142 | It should be noted that 1-norm and inf-norm of condition numbers of symmetric
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143 | matrices are equal, so the algorithm doesn't take into account the
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144 | differences between these types of norms.
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145 |
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146 | Input parameters:
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147 | A - symmetric positive definite matrix which is given by its
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148 | upper or lower triangle depending on the value of
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149 | IsUpper. Array with elements [0..N-1, 0..N-1].
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150 | N - size of matrix A.
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151 | IsUpper - storage format.
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152 |
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153 | Result:
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154 | 1/LowerBound(cond(A)), if matrix A is positive definite,
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155 | -1, if matrix A is not positive definite, and its condition number
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156 | could not be found by this algorithm.
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157 |
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158 | NOTE:
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159 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
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160 | 0.0 is returned in such cases.
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161 | *************************************************************************/
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162 | public static double spdmatrixrcond(double[,] a,
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163 | int n,
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164 | bool isupper)
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165 | {
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166 | double result = 0;
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167 | int i = 0;
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168 | int j = 0;
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169 | int j1 = 0;
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170 | int j2 = 0;
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171 | double v = 0;
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172 | double nrm = 0;
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173 | double[] t = new double[0];
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174 |
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175 | a = (double[,])a.Clone();
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176 |
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177 | t = new double[n];
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178 | for(i=0; i<=n-1; i++)
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179 | {
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180 | t[i] = 0;
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181 | }
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182 | for(i=0; i<=n-1; i++)
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183 | {
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184 | if( isupper )
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185 | {
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186 | j1 = i;
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187 | j2 = n-1;
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188 | }
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189 | else
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190 | {
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191 | j1 = 0;
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192 | j2 = i;
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193 | }
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194 | for(j=j1; j<=j2; j++)
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195 | {
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196 | if( i==j )
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197 | {
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198 | t[i] = t[i]+Math.Abs(a[i,i]);
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199 | }
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200 | else
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201 | {
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202 | t[i] = t[i]+Math.Abs(a[i,j]);
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203 | t[j] = t[j]+Math.Abs(a[i,j]);
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204 | }
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205 | }
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206 | }
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207 | nrm = 0;
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208 | for(i=0; i<=n-1; i++)
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209 | {
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210 | nrm = Math.Max(nrm, t[i]);
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211 | }
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212 | if( trfac.spdmatrixcholesky(ref a, n, isupper) )
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213 | {
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214 | spdmatrixrcondcholeskyinternal(ref a, n, isupper, true, nrm, ref v);
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215 | result = v;
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216 | }
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217 | else
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218 | {
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219 | result = -1;
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220 | }
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221 | return result;
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222 | }
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223 |
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224 |
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225 | /*************************************************************************
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226 | Triangular matrix: estimate of a condition number (1-norm)
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227 |
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228 | The algorithm calculates a lower bound of the condition number. In this case,
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229 | the algorithm does not return a lower bound of the condition number, but an
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230 | inverse number (to avoid an overflow in case of a singular matrix).
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231 |
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232 | Input parameters:
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233 | A - matrix. Array[0..N-1, 0..N-1].
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234 | N - size of A.
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235 | IsUpper - True, if the matrix is upper triangular.
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236 | IsUnit - True, if the matrix has a unit diagonal.
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237 |
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238 | Result: 1/LowerBound(cond(A))
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239 |
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240 | NOTE:
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241 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
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242 | 0.0 is returned in such cases.
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243 | *************************************************************************/
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244 | public static double rmatrixtrrcond1(ref double[,] a,
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245 | int n,
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246 | bool isupper,
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247 | bool isunit)
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248 | {
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249 | double result = 0;
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250 | int i = 0;
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251 | int j = 0;
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252 | double v = 0;
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253 | double nrm = 0;
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254 | int[] pivots = new int[0];
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255 | double[] t = new double[0];
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256 | int j1 = 0;
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257 | int j2 = 0;
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258 |
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259 | System.Diagnostics.Debug.Assert(n>=1, "RMatrixTRRCond1: N<1!");
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260 | t = new double[n];
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261 | for(i=0; i<=n-1; i++)
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262 | {
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263 | t[i] = 0;
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264 | }
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265 | for(i=0; i<=n-1; i++)
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266 | {
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267 | if( isupper )
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268 | {
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269 | j1 = i+1;
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270 | j2 = n-1;
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271 | }
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272 | else
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273 | {
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274 | j1 = 0;
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275 | j2 = i-1;
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276 | }
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277 | for(j=j1; j<=j2; j++)
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278 | {
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279 | t[j] = t[j]+Math.Abs(a[i,j]);
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280 | }
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281 | if( isunit )
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282 | {
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283 | t[i] = t[i]+1;
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284 | }
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285 | else
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286 | {
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287 | t[i] = t[i]+Math.Abs(a[i,i]);
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288 | }
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289 | }
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290 | nrm = 0;
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291 | for(i=0; i<=n-1; i++)
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292 | {
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293 | nrm = Math.Max(nrm, t[i]);
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294 | }
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295 | rmatrixrcondtrinternal(ref a, n, isupper, isunit, true, nrm, ref v);
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296 | result = v;
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297 | return result;
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298 | }
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299 |
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300 |
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301 | /*************************************************************************
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302 | Triangular matrix: estimate of a matrix condition number (infinity-norm).
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303 |
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304 | The algorithm calculates a lower bound of the condition number. In this case,
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305 | the algorithm does not return a lower bound of the condition number, but an
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306 | inverse number (to avoid an overflow in case of a singular matrix).
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307 |
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308 | Input parameters:
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309 | A - matrix. Array whose indexes range within [0..N-1, 0..N-1].
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310 | N - size of matrix A.
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311 | IsUpper - True, if the matrix is upper triangular.
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312 | IsUnit - True, if the matrix has a unit diagonal.
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313 |
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314 | Result: 1/LowerBound(cond(A))
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315 |
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316 | NOTE:
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317 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
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318 | 0.0 is returned in such cases.
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319 | *************************************************************************/
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320 | public static double rmatrixtrrcondinf(ref double[,] a,
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321 | int n,
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322 | bool isupper,
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323 | bool isunit)
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324 | {
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325 | double result = 0;
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326 | int i = 0;
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327 | int j = 0;
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328 | double v = 0;
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329 | double nrm = 0;
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330 | int[] pivots = new int[0];
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331 | int j1 = 0;
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332 | int j2 = 0;
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333 |
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334 | System.Diagnostics.Debug.Assert(n>=1, "RMatrixTRRCondInf: N<1!");
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335 | nrm = 0;
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336 | for(i=0; i<=n-1; i++)
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337 | {
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338 | if( isupper )
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339 | {
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340 | j1 = i+1;
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341 | j2 = n-1;
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342 | }
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343 | else
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344 | {
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345 | j1 = 0;
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346 | j2 = i-1;
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347 | }
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348 | v = 0;
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349 | for(j=j1; j<=j2; j++)
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350 | {
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351 | v = v+Math.Abs(a[i,j]);
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352 | }
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353 | if( isunit )
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354 | {
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355 | v = v+1;
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356 | }
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357 | else
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358 | {
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359 | v = v+Math.Abs(a[i,i]);
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360 | }
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361 | nrm = Math.Max(nrm, v);
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362 | }
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363 | rmatrixrcondtrinternal(ref a, n, isupper, isunit, false, nrm, ref v);
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364 | result = v;
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365 | return result;
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366 | }
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367 |
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368 |
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369 | /*************************************************************************
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370 | Condition number estimate of a Hermitian positive definite matrix.
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371 |
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372 | The algorithm calculates a lower bound of the condition number. In this case,
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373 | the algorithm does not return a lower bound of the condition number, but an
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374 | inverse number (to avoid an overflow in case of a singular matrix).
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375 |
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376 | It should be noted that 1-norm and inf-norm of condition numbers of symmetric
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377 | matrices are equal, so the algorithm doesn't take into account the
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378 | differences between these types of norms.
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379 |
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380 | Input parameters:
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381 | A - Hermitian positive definite matrix which is given by its
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382 | upper or lower triangle depending on the value of
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383 | IsUpper. Array with elements [0..N-1, 0..N-1].
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384 | N - size of matrix A.
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385 | IsUpper - storage format.
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386 |
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387 | Result:
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388 | 1/LowerBound(cond(A)), if matrix A is positive definite,
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389 | -1, if matrix A is not positive definite, and its condition number
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390 | could not be found by this algorithm.
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391 |
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392 | NOTE:
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393 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
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394 | 0.0 is returned in such cases.
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395 | *************************************************************************/
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396 | public static double hpdmatrixrcond(AP.Complex[,] a,
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397 | int n,
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398 | bool isupper)
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399 | {
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400 | double result = 0;
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401 | int i = 0;
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402 | int j = 0;
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403 | int j1 = 0;
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404 | int j2 = 0;
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405 | double v = 0;
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406 | double nrm = 0;
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407 | double[] t = new double[0];
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408 |
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409 | a = (AP.Complex[,])a.Clone();
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410 |
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411 | t = new double[n];
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412 | for(i=0; i<=n-1; i++)
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413 | {
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414 | t[i] = 0;
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415 | }
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416 | for(i=0; i<=n-1; i++)
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417 | {
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418 | if( isupper )
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419 | {
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420 | j1 = i;
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421 | j2 = n-1;
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422 | }
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423 | else
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424 | {
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425 | j1 = 0;
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426 | j2 = i;
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427 | }
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428 | for(j=j1; j<=j2; j++)
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429 | {
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430 | if( i==j )
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431 | {
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432 | t[i] = t[i]+AP.Math.AbsComplex(a[i,i]);
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433 | }
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434 | else
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435 | {
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436 | t[i] = t[i]+AP.Math.AbsComplex(a[i,j]);
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437 | t[j] = t[j]+AP.Math.AbsComplex(a[i,j]);
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438 | }
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439 | }
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440 | }
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441 | nrm = 0;
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442 | for(i=0; i<=n-1; i++)
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443 | {
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444 | nrm = Math.Max(nrm, t[i]);
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445 | }
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446 | if( trfac.hpdmatrixcholesky(ref a, n, isupper) )
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447 | {
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448 | hpdmatrixrcondcholeskyinternal(ref a, n, isupper, true, nrm, ref v);
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449 | result = v;
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450 | }
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451 | else
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452 | {
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453 | result = -1;
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454 | }
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455 | return result;
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456 | }
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457 |
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458 |
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459 | /*************************************************************************
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460 | Estimate of a matrix condition number (1-norm)
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461 |
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462 | The algorithm calculates a lower bound of the condition number. In this case,
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463 | the algorithm does not return a lower bound of the condition number, but an
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464 | inverse number (to avoid an overflow in case of a singular matrix).
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465 |
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466 | Input parameters:
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467 | A - matrix. Array whose indexes range within [0..N-1, 0..N-1].
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468 | N - size of matrix A.
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469 |
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470 | Result: 1/LowerBound(cond(A))
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471 |
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472 | NOTE:
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473 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
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474 | 0.0 is returned in such cases.
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475 | *************************************************************************/
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476 | public static double cmatrixrcond1(AP.Complex[,] a,
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477 | int n)
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478 | {
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479 | double result = 0;
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480 | int i = 0;
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481 | int j = 0;
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482 | double v = 0;
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483 | double nrm = 0;
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484 | int[] pivots = new int[0];
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485 | double[] t = new double[0];
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486 |
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487 | a = (AP.Complex[,])a.Clone();
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488 |
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489 | System.Diagnostics.Debug.Assert(n>=1, "CMatrixRCond1: N<1!");
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490 | t = new double[n];
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491 | for(i=0; i<=n-1; i++)
|
---|
492 | {
|
---|
493 | t[i] = 0;
|
---|
494 | }
|
---|
495 | for(i=0; i<=n-1; i++)
|
---|
496 | {
|
---|
497 | for(j=0; j<=n-1; j++)
|
---|
498 | {
|
---|
499 | t[j] = t[j]+AP.Math.AbsComplex(a[i,j]);
|
---|
500 | }
|
---|
501 | }
|
---|
502 | nrm = 0;
|
---|
503 | for(i=0; i<=n-1; i++)
|
---|
504 | {
|
---|
505 | nrm = Math.Max(nrm, t[i]);
|
---|
506 | }
|
---|
507 | trfac.cmatrixlu(ref a, n, n, ref pivots);
|
---|
508 | cmatrixrcondluinternal(ref a, n, true, true, nrm, ref v);
|
---|
509 | result = v;
|
---|
510 | return result;
|
---|
511 | }
|
---|
512 |
|
---|
513 |
|
---|
514 | /*************************************************************************
|
---|
515 | Estimate of a matrix condition number (infinity-norm).
|
---|
516 |
|
---|
517 | The algorithm calculates a lower bound of the condition number. In this case,
|
---|
518 | the algorithm does not return a lower bound of the condition number, but an
|
---|
519 | inverse number (to avoid an overflow in case of a singular matrix).
|
---|
520 |
|
---|
521 | Input parameters:
|
---|
522 | A - matrix. Array whose indexes range within [0..N-1, 0..N-1].
|
---|
523 | N - size of matrix A.
|
---|
524 |
|
---|
525 | Result: 1/LowerBound(cond(A))
|
---|
526 |
|
---|
527 | NOTE:
|
---|
528 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
|
---|
529 | 0.0 is returned in such cases.
|
---|
530 | *************************************************************************/
|
---|
531 | public static double cmatrixrcondinf(AP.Complex[,] a,
|
---|
532 | int n)
|
---|
533 | {
|
---|
534 | double result = 0;
|
---|
535 | int i = 0;
|
---|
536 | int j = 0;
|
---|
537 | double v = 0;
|
---|
538 | double nrm = 0;
|
---|
539 | int[] pivots = new int[0];
|
---|
540 |
|
---|
541 | a = (AP.Complex[,])a.Clone();
|
---|
542 |
|
---|
543 | System.Diagnostics.Debug.Assert(n>=1, "CMatrixRCondInf: N<1!");
|
---|
544 | nrm = 0;
|
---|
545 | for(i=0; i<=n-1; i++)
|
---|
546 | {
|
---|
547 | v = 0;
|
---|
548 | for(j=0; j<=n-1; j++)
|
---|
549 | {
|
---|
550 | v = v+AP.Math.AbsComplex(a[i,j]);
|
---|
551 | }
|
---|
552 | nrm = Math.Max(nrm, v);
|
---|
553 | }
|
---|
554 | trfac.cmatrixlu(ref a, n, n, ref pivots);
|
---|
555 | cmatrixrcondluinternal(ref a, n, false, true, nrm, ref v);
|
---|
556 | result = v;
|
---|
557 | return result;
|
---|
558 | }
|
---|
559 |
|
---|
560 |
|
---|
561 | /*************************************************************************
|
---|
562 | Estimate of the condition number of a matrix given by its LU decomposition (1-norm)
|
---|
563 |
|
---|
564 | The algorithm calculates a lower bound of the condition number. In this case,
|
---|
565 | the algorithm does not return a lower bound of the condition number, but an
|
---|
566 | inverse number (to avoid an overflow in case of a singular matrix).
|
---|
567 |
|
---|
568 | Input parameters:
|
---|
569 | LUA - LU decomposition of a matrix in compact form. Output of
|
---|
570 | the RMatrixLU subroutine.
|
---|
571 | N - size of matrix A.
|
---|
572 |
|
---|
573 | Result: 1/LowerBound(cond(A))
|
---|
574 |
|
---|
575 | NOTE:
|
---|
576 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
|
---|
577 | 0.0 is returned in such cases.
|
---|
578 | *************************************************************************/
|
---|
579 | public static double rmatrixlurcond1(ref double[,] lua,
|
---|
580 | int n)
|
---|
581 | {
|
---|
582 | double result = 0;
|
---|
583 | double v = 0;
|
---|
584 |
|
---|
585 | rmatrixrcondluinternal(ref lua, n, true, false, 0, ref v);
|
---|
586 | result = v;
|
---|
587 | return result;
|
---|
588 | }
|
---|
589 |
|
---|
590 |
|
---|
591 | /*************************************************************************
|
---|
592 | Estimate of the condition number of a matrix given by its LU decomposition
|
---|
593 | (infinity norm).
|
---|
594 |
|
---|
595 | The algorithm calculates a lower bound of the condition number. In this case,
|
---|
596 | the algorithm does not return a lower bound of the condition number, but an
|
---|
597 | inverse number (to avoid an overflow in case of a singular matrix).
|
---|
598 |
|
---|
599 | Input parameters:
|
---|
600 | LUA - LU decomposition of a matrix in compact form. Output of
|
---|
601 | the RMatrixLU subroutine.
|
---|
602 | N - size of matrix A.
|
---|
603 |
|
---|
604 | Result: 1/LowerBound(cond(A))
|
---|
605 |
|
---|
606 | NOTE:
|
---|
607 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
|
---|
608 | 0.0 is returned in such cases.
|
---|
609 | *************************************************************************/
|
---|
610 | public static double rmatrixlurcondinf(ref double[,] lua,
|
---|
611 | int n)
|
---|
612 | {
|
---|
613 | double result = 0;
|
---|
614 | double v = 0;
|
---|
615 |
|
---|
616 | rmatrixrcondluinternal(ref lua, n, false, false, 0, ref v);
|
---|
617 | result = v;
|
---|
618 | return result;
|
---|
619 | }
|
---|
620 |
|
---|
621 |
|
---|
622 | /*************************************************************************
|
---|
623 | Condition number estimate of a symmetric positive definite matrix given by
|
---|
624 | Cholesky decomposition.
|
---|
625 |
|
---|
626 | The algorithm calculates a lower bound of the condition number. In this
|
---|
627 | case, the algorithm does not return a lower bound of the condition number,
|
---|
628 | but an inverse number (to avoid an overflow in case of a singular matrix).
|
---|
629 |
|
---|
630 | It should be noted that 1-norm and inf-norm condition numbers of symmetric
|
---|
631 | matrices are equal, so the algorithm doesn't take into account the
|
---|
632 | differences between these types of norms.
|
---|
633 |
|
---|
634 | Input parameters:
|
---|
635 | CD - Cholesky decomposition of matrix A,
|
---|
636 | output of SMatrixCholesky subroutine.
|
---|
637 | N - size of matrix A.
|
---|
638 |
|
---|
639 | Result: 1/LowerBound(cond(A))
|
---|
640 |
|
---|
641 | NOTE:
|
---|
642 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
|
---|
643 | 0.0 is returned in such cases.
|
---|
644 | *************************************************************************/
|
---|
645 | public static double spdmatrixcholeskyrcond(ref double[,] a,
|
---|
646 | int n,
|
---|
647 | bool isupper)
|
---|
648 | {
|
---|
649 | double result = 0;
|
---|
650 | double v = 0;
|
---|
651 |
|
---|
652 | spdmatrixrcondcholeskyinternal(ref a, n, isupper, false, 0, ref v);
|
---|
653 | result = v;
|
---|
654 | return result;
|
---|
655 | }
|
---|
656 |
|
---|
657 |
|
---|
658 | /*************************************************************************
|
---|
659 | Condition number estimate of a Hermitian positive definite matrix given by
|
---|
660 | Cholesky decomposition.
|
---|
661 |
|
---|
662 | The algorithm calculates a lower bound of the condition number. In this
|
---|
663 | case, the algorithm does not return a lower bound of the condition number,
|
---|
664 | but an inverse number (to avoid an overflow in case of a singular matrix).
|
---|
665 |
|
---|
666 | It should be noted that 1-norm and inf-norm condition numbers of symmetric
|
---|
667 | matrices are equal, so the algorithm doesn't take into account the
|
---|
668 | differences between these types of norms.
|
---|
669 |
|
---|
670 | Input parameters:
|
---|
671 | CD - Cholesky decomposition of matrix A,
|
---|
672 | output of SMatrixCholesky subroutine.
|
---|
673 | N - size of matrix A.
|
---|
674 |
|
---|
675 | Result: 1/LowerBound(cond(A))
|
---|
676 |
|
---|
677 | NOTE:
|
---|
678 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
|
---|
679 | 0.0 is returned in such cases.
|
---|
680 | *************************************************************************/
|
---|
681 | public static double hpdmatrixcholeskyrcond(ref AP.Complex[,] a,
|
---|
682 | int n,
|
---|
683 | bool isupper)
|
---|
684 | {
|
---|
685 | double result = 0;
|
---|
686 | double v = 0;
|
---|
687 |
|
---|
688 | hpdmatrixrcondcholeskyinternal(ref a, n, isupper, false, 0, ref v);
|
---|
689 | result = v;
|
---|
690 | return result;
|
---|
691 | }
|
---|
692 |
|
---|
693 |
|
---|
694 | /*************************************************************************
|
---|
695 | Estimate of the condition number of a matrix given by its LU decomposition (1-norm)
|
---|
696 |
|
---|
697 | The algorithm calculates a lower bound of the condition number. In this case,
|
---|
698 | the algorithm does not return a lower bound of the condition number, but an
|
---|
699 | inverse number (to avoid an overflow in case of a singular matrix).
|
---|
700 |
|
---|
701 | Input parameters:
|
---|
702 | LUA - LU decomposition of a matrix in compact form. Output of
|
---|
703 | the CMatrixLU subroutine.
|
---|
704 | N - size of matrix A.
|
---|
705 |
|
---|
706 | Result: 1/LowerBound(cond(A))
|
---|
707 |
|
---|
708 | NOTE:
|
---|
709 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
|
---|
710 | 0.0 is returned in such cases.
|
---|
711 | *************************************************************************/
|
---|
712 | public static double cmatrixlurcond1(ref AP.Complex[,] lua,
|
---|
713 | int n)
|
---|
714 | {
|
---|
715 | double result = 0;
|
---|
716 | double v = 0;
|
---|
717 |
|
---|
718 | System.Diagnostics.Debug.Assert(n>=1, "CMatrixLURCond1: N<1!");
|
---|
719 | cmatrixrcondluinternal(ref lua, n, true, false, 0.0, ref v);
|
---|
720 | result = v;
|
---|
721 | return result;
|
---|
722 | }
|
---|
723 |
|
---|
724 |
|
---|
725 | /*************************************************************************
|
---|
726 | Estimate of the condition number of a matrix given by its LU decomposition
|
---|
727 | (infinity norm).
|
---|
728 |
|
---|
729 | The algorithm calculates a lower bound of the condition number. In this case,
|
---|
730 | the algorithm does not return a lower bound of the condition number, but an
|
---|
731 | inverse number (to avoid an overflow in case of a singular matrix).
|
---|
732 |
|
---|
733 | Input parameters:
|
---|
734 | LUA - LU decomposition of a matrix in compact form. Output of
|
---|
735 | the CMatrixLU subroutine.
|
---|
736 | N - size of matrix A.
|
---|
737 |
|
---|
738 | Result: 1/LowerBound(cond(A))
|
---|
739 |
|
---|
740 | NOTE:
|
---|
741 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
|
---|
742 | 0.0 is returned in such cases.
|
---|
743 | *************************************************************************/
|
---|
744 | public static double cmatrixlurcondinf(ref AP.Complex[,] lua,
|
---|
745 | int n)
|
---|
746 | {
|
---|
747 | double result = 0;
|
---|
748 | double v = 0;
|
---|
749 |
|
---|
750 | System.Diagnostics.Debug.Assert(n>=1, "CMatrixLURCondInf: N<1!");
|
---|
751 | cmatrixrcondluinternal(ref lua, n, false, false, 0.0, ref v);
|
---|
752 | result = v;
|
---|
753 | return result;
|
---|
754 | }
|
---|
755 |
|
---|
756 |
|
---|
757 | /*************************************************************************
|
---|
758 | Triangular matrix: estimate of a condition number (1-norm)
|
---|
759 |
|
---|
760 | The algorithm calculates a lower bound of the condition number. In this case,
|
---|
761 | the algorithm does not return a lower bound of the condition number, but an
|
---|
762 | inverse number (to avoid an overflow in case of a singular matrix).
|
---|
763 |
|
---|
764 | Input parameters:
|
---|
765 | A - matrix. Array[0..N-1, 0..N-1].
|
---|
766 | N - size of A.
|
---|
767 | IsUpper - True, if the matrix is upper triangular.
|
---|
768 | IsUnit - True, if the matrix has a unit diagonal.
|
---|
769 |
|
---|
770 | Result: 1/LowerBound(cond(A))
|
---|
771 |
|
---|
772 | NOTE:
|
---|
773 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
|
---|
774 | 0.0 is returned in such cases.
|
---|
775 | *************************************************************************/
|
---|
776 | public static double cmatrixtrrcond1(ref AP.Complex[,] a,
|
---|
777 | int n,
|
---|
778 | bool isupper,
|
---|
779 | bool isunit)
|
---|
780 | {
|
---|
781 | double result = 0;
|
---|
782 | int i = 0;
|
---|
783 | int j = 0;
|
---|
784 | double v = 0;
|
---|
785 | double nrm = 0;
|
---|
786 | int[] pivots = new int[0];
|
---|
787 | double[] t = new double[0];
|
---|
788 | int j1 = 0;
|
---|
789 | int j2 = 0;
|
---|
790 |
|
---|
791 | System.Diagnostics.Debug.Assert(n>=1, "RMatrixTRRCond1: N<1!");
|
---|
792 | t = new double[n];
|
---|
793 | for(i=0; i<=n-1; i++)
|
---|
794 | {
|
---|
795 | t[i] = 0;
|
---|
796 | }
|
---|
797 | for(i=0; i<=n-1; i++)
|
---|
798 | {
|
---|
799 | if( isupper )
|
---|
800 | {
|
---|
801 | j1 = i+1;
|
---|
802 | j2 = n-1;
|
---|
803 | }
|
---|
804 | else
|
---|
805 | {
|
---|
806 | j1 = 0;
|
---|
807 | j2 = i-1;
|
---|
808 | }
|
---|
809 | for(j=j1; j<=j2; j++)
|
---|
810 | {
|
---|
811 | t[j] = t[j]+AP.Math.AbsComplex(a[i,j]);
|
---|
812 | }
|
---|
813 | if( isunit )
|
---|
814 | {
|
---|
815 | t[i] = t[i]+1;
|
---|
816 | }
|
---|
817 | else
|
---|
818 | {
|
---|
819 | t[i] = t[i]+AP.Math.AbsComplex(a[i,i]);
|
---|
820 | }
|
---|
821 | }
|
---|
822 | nrm = 0;
|
---|
823 | for(i=0; i<=n-1; i++)
|
---|
824 | {
|
---|
825 | nrm = Math.Max(nrm, t[i]);
|
---|
826 | }
|
---|
827 | cmatrixrcondtrinternal(ref a, n, isupper, isunit, true, nrm, ref v);
|
---|
828 | result = v;
|
---|
829 | return result;
|
---|
830 | }
|
---|
831 |
|
---|
832 |
|
---|
833 | /*************************************************************************
|
---|
834 | Triangular matrix: estimate of a matrix condition number (infinity-norm).
|
---|
835 |
|
---|
836 | The algorithm calculates a lower bound of the condition number. In this case,
|
---|
837 | the algorithm does not return a lower bound of the condition number, but an
|
---|
838 | inverse number (to avoid an overflow in case of a singular matrix).
|
---|
839 |
|
---|
840 | Input parameters:
|
---|
841 | A - matrix. Array whose indexes range within [0..N-1, 0..N-1].
|
---|
842 | N - size of matrix A.
|
---|
843 | IsUpper - True, if the matrix is upper triangular.
|
---|
844 | IsUnit - True, if the matrix has a unit diagonal.
|
---|
845 |
|
---|
846 | Result: 1/LowerBound(cond(A))
|
---|
847 |
|
---|
848 | NOTE:
|
---|
849 | if k(A) is very large, then matrix is assumed degenerate, k(A)=INF,
|
---|
850 | 0.0 is returned in such cases.
|
---|
851 | *************************************************************************/
|
---|
852 | public static double cmatrixtrrcondinf(ref AP.Complex[,] a,
|
---|
853 | int n,
|
---|
854 | bool isupper,
|
---|
855 | bool isunit)
|
---|
856 | {
|
---|
857 | double result = 0;
|
---|
858 | int i = 0;
|
---|
859 | int j = 0;
|
---|
860 | double v = 0;
|
---|
861 | double nrm = 0;
|
---|
862 | int[] pivots = new int[0];
|
---|
863 | int j1 = 0;
|
---|
864 | int j2 = 0;
|
---|
865 |
|
---|
866 | System.Diagnostics.Debug.Assert(n>=1, "RMatrixTRRCondInf: N<1!");
|
---|
867 | nrm = 0;
|
---|
868 | for(i=0; i<=n-1; i++)
|
---|
869 | {
|
---|
870 | if( isupper )
|
---|
871 | {
|
---|
872 | j1 = i+1;
|
---|
873 | j2 = n-1;
|
---|
874 | }
|
---|
875 | else
|
---|
876 | {
|
---|
877 | j1 = 0;
|
---|
878 | j2 = i-1;
|
---|
879 | }
|
---|
880 | v = 0;
|
---|
881 | for(j=j1; j<=j2; j++)
|
---|
882 | {
|
---|
883 | v = v+AP.Math.AbsComplex(a[i,j]);
|
---|
884 | }
|
---|
885 | if( isunit )
|
---|
886 | {
|
---|
887 | v = v+1;
|
---|
888 | }
|
---|
889 | else
|
---|
890 | {
|
---|
891 | v = v+AP.Math.AbsComplex(a[i,i]);
|
---|
892 | }
|
---|
893 | nrm = Math.Max(nrm, v);
|
---|
894 | }
|
---|
895 | cmatrixrcondtrinternal(ref a, n, isupper, isunit, false, nrm, ref v);
|
---|
896 | result = v;
|
---|
897 | return result;
|
---|
898 | }
|
---|
899 |
|
---|
900 |
|
---|
901 | /*************************************************************************
|
---|
902 | Threshold for rcond: matrices with condition number beyond this threshold
|
---|
903 | are considered singular.
|
---|
904 |
|
---|
905 | Threshold must be far enough from underflow, at least Sqr(Threshold) must
|
---|
906 | be greater than underflow.
|
---|
907 | *************************************************************************/
|
---|
908 | public static double rcondthreshold()
|
---|
909 | {
|
---|
910 | double result = 0;
|
---|
911 |
|
---|
912 | result = Math.Sqrt(Math.Sqrt(AP.Math.MinRealNumber));
|
---|
913 | return result;
|
---|
914 | }
|
---|
915 |
|
---|
916 |
|
---|
917 | /*************************************************************************
|
---|
918 | Internal subroutine for condition number estimation
|
---|
919 |
|
---|
920 | -- LAPACK routine (version 3.0) --
|
---|
921 | Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
---|
922 | Courant Institute, Argonne National Lab, and Rice University
|
---|
923 | February 29, 1992
|
---|
924 | *************************************************************************/
|
---|
925 | private static void rmatrixrcondtrinternal(ref double[,] a,
|
---|
926 | int n,
|
---|
927 | bool isupper,
|
---|
928 | bool isunit,
|
---|
929 | bool onenorm,
|
---|
930 | double anorm,
|
---|
931 | ref double rc)
|
---|
932 | {
|
---|
933 | double[] ex = new double[0];
|
---|
934 | double[] ev = new double[0];
|
---|
935 | int[] iwork = new int[0];
|
---|
936 | double[] tmp = new double[0];
|
---|
937 | double v = 0;
|
---|
938 | int i = 0;
|
---|
939 | int j = 0;
|
---|
940 | int kase = 0;
|
---|
941 | int kase1 = 0;
|
---|
942 | int j1 = 0;
|
---|
943 | int j2 = 0;
|
---|
944 | double ainvnm = 0;
|
---|
945 | double maxgrowth = 0;
|
---|
946 | double s = 0;
|
---|
947 | bool mupper = new bool();
|
---|
948 | bool mtrans = new bool();
|
---|
949 | bool munit = new bool();
|
---|
950 |
|
---|
951 |
|
---|
952 | //
|
---|
953 | // RC=0 if something happens
|
---|
954 | //
|
---|
955 | rc = 0;
|
---|
956 |
|
---|
957 | //
|
---|
958 | // init
|
---|
959 | //
|
---|
960 | if( onenorm )
|
---|
961 | {
|
---|
962 | kase1 = 1;
|
---|
963 | }
|
---|
964 | else
|
---|
965 | {
|
---|
966 | kase1 = 2;
|
---|
967 | }
|
---|
968 | mupper = true;
|
---|
969 | mtrans = true;
|
---|
970 | munit = true;
|
---|
971 | iwork = new int[n+1];
|
---|
972 | tmp = new double[n];
|
---|
973 |
|
---|
974 | //
|
---|
975 | // prepare parameters for triangular solver
|
---|
976 | //
|
---|
977 | maxgrowth = 1/rcondthreshold();
|
---|
978 | s = 0;
|
---|
979 | for(i=0; i<=n-1; i++)
|
---|
980 | {
|
---|
981 | if( isupper )
|
---|
982 | {
|
---|
983 | j1 = i+1;
|
---|
984 | j2 = n-1;
|
---|
985 | }
|
---|
986 | else
|
---|
987 | {
|
---|
988 | j1 = 0;
|
---|
989 | j2 = i-1;
|
---|
990 | }
|
---|
991 | for(j=j1; j<=j2; j++)
|
---|
992 | {
|
---|
993 | s = Math.Max(s, Math.Abs(a[i,j]));
|
---|
994 | }
|
---|
995 | if( isunit )
|
---|
996 | {
|
---|
997 | s = Math.Max(s, 1);
|
---|
998 | }
|
---|
999 | else
|
---|
1000 | {
|
---|
1001 | s = Math.Max(s, Math.Abs(a[i,i]));
|
---|
1002 | }
|
---|
1003 | }
|
---|
1004 | if( (double)(s)==(double)(0) )
|
---|
1005 | {
|
---|
1006 | s = 1;
|
---|
1007 | }
|
---|
1008 | s = 1/s;
|
---|
1009 |
|
---|
1010 | //
|
---|
1011 | // Scale according to S
|
---|
1012 | //
|
---|
1013 | anorm = anorm*s;
|
---|
1014 |
|
---|
1015 | //
|
---|
1016 | // Quick return if possible
|
---|
1017 | // We assume that ANORM<>0 after this block
|
---|
1018 | //
|
---|
1019 | if( (double)(anorm)==(double)(0) )
|
---|
1020 | {
|
---|
1021 | return;
|
---|
1022 | }
|
---|
1023 | if( n==1 )
|
---|
1024 | {
|
---|
1025 | rc = 1;
|
---|
1026 | return;
|
---|
1027 | }
|
---|
1028 |
|
---|
1029 | //
|
---|
1030 | // Estimate the norm of inv(A).
|
---|
1031 | //
|
---|
1032 | ainvnm = 0;
|
---|
1033 | kase = 0;
|
---|
1034 | while( true )
|
---|
1035 | {
|
---|
1036 | rmatrixestimatenorm(n, ref ev, ref ex, ref iwork, ref ainvnm, ref kase);
|
---|
1037 | if( kase==0 )
|
---|
1038 | {
|
---|
1039 | break;
|
---|
1040 | }
|
---|
1041 |
|
---|
1042 | //
|
---|
1043 | // from 1-based array to 0-based
|
---|
1044 | //
|
---|
1045 | for(i=0; i<=n-1; i++)
|
---|
1046 | {
|
---|
1047 | ex[i] = ex[i+1];
|
---|
1048 | }
|
---|
1049 |
|
---|
1050 | //
|
---|
1051 | // multiply by inv(A) or inv(A')
|
---|
1052 | //
|
---|
1053 | if( kase==kase1 )
|
---|
1054 | {
|
---|
1055 |
|
---|
1056 | //
|
---|
1057 | // multiply by inv(A)
|
---|
1058 | //
|
---|
1059 | if( !safesolve.rmatrixscaledtrsafesolve(ref a, s, n, ref ex, isupper, 0, isunit, maxgrowth) )
|
---|
1060 | {
|
---|
1061 | return;
|
---|
1062 | }
|
---|
1063 | }
|
---|
1064 | else
|
---|
1065 | {
|
---|
1066 |
|
---|
1067 | //
|
---|
1068 | // multiply by inv(A')
|
---|
1069 | //
|
---|
1070 | if( !safesolve.rmatrixscaledtrsafesolve(ref a, s, n, ref ex, isupper, 1, isunit, maxgrowth) )
|
---|
1071 | {
|
---|
1072 | return;
|
---|
1073 | }
|
---|
1074 | }
|
---|
1075 |
|
---|
1076 | //
|
---|
1077 | // from 0-based array to 1-based
|
---|
1078 | //
|
---|
1079 | for(i=n-1; i>=0; i--)
|
---|
1080 | {
|
---|
1081 | ex[i+1] = ex[i];
|
---|
1082 | }
|
---|
1083 | }
|
---|
1084 |
|
---|
1085 | //
|
---|
1086 | // Compute the estimate of the reciprocal condition number.
|
---|
1087 | //
|
---|
1088 | if( (double)(ainvnm)!=(double)(0) )
|
---|
1089 | {
|
---|
1090 | rc = 1/ainvnm;
|
---|
1091 | rc = rc/anorm;
|
---|
1092 | if( (double)(rc)<(double)(rcondthreshold()) )
|
---|
1093 | {
|
---|
1094 | rc = 0;
|
---|
1095 | }
|
---|
1096 | }
|
---|
1097 | }
|
---|
1098 |
|
---|
1099 |
|
---|
1100 | /*************************************************************************
|
---|
1101 | Condition number estimation
|
---|
1102 |
|
---|
1103 | -- LAPACK routine (version 3.0) --
|
---|
1104 | Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
---|
1105 | Courant Institute, Argonne National Lab, and Rice University
|
---|
1106 | March 31, 1993
|
---|
1107 | *************************************************************************/
|
---|
1108 | private static void cmatrixrcondtrinternal(ref AP.Complex[,] a,
|
---|
1109 | int n,
|
---|
1110 | bool isupper,
|
---|
1111 | bool isunit,
|
---|
1112 | bool onenorm,
|
---|
1113 | double anorm,
|
---|
1114 | ref double rc)
|
---|
1115 | {
|
---|
1116 | AP.Complex[] ex = new AP.Complex[0];
|
---|
1117 | AP.Complex[] cwork2 = new AP.Complex[0];
|
---|
1118 | AP.Complex[] cwork3 = new AP.Complex[0];
|
---|
1119 | AP.Complex[] cwork4 = new AP.Complex[0];
|
---|
1120 | int[] isave = new int[0];
|
---|
1121 | double[] rsave = new double[0];
|
---|
1122 | int kase = 0;
|
---|
1123 | int kase1 = 0;
|
---|
1124 | double ainvnm = 0;
|
---|
1125 | AP.Complex v = 0;
|
---|
1126 | int i = 0;
|
---|
1127 | int j = 0;
|
---|
1128 | int j1 = 0;
|
---|
1129 | int j2 = 0;
|
---|
1130 | double s = 0;
|
---|
1131 | double maxgrowth = 0;
|
---|
1132 |
|
---|
1133 |
|
---|
1134 | //
|
---|
1135 | // RC=0 if something happens
|
---|
1136 | //
|
---|
1137 | rc = 0;
|
---|
1138 |
|
---|
1139 | //
|
---|
1140 | // init
|
---|
1141 | //
|
---|
1142 | if( n<=0 )
|
---|
1143 | {
|
---|
1144 | return;
|
---|
1145 | }
|
---|
1146 | if( n==0 )
|
---|
1147 | {
|
---|
1148 | rc = 1;
|
---|
1149 | return;
|
---|
1150 | }
|
---|
1151 | cwork2 = new AP.Complex[n+1];
|
---|
1152 |
|
---|
1153 | //
|
---|
1154 | // prepare parameters for triangular solver
|
---|
1155 | //
|
---|
1156 | maxgrowth = 1/rcondthreshold();
|
---|
1157 | s = 0;
|
---|
1158 | for(i=0; i<=n-1; i++)
|
---|
1159 | {
|
---|
1160 | if( isupper )
|
---|
1161 | {
|
---|
1162 | j1 = i+1;
|
---|
1163 | j2 = n-1;
|
---|
1164 | }
|
---|
1165 | else
|
---|
1166 | {
|
---|
1167 | j1 = 0;
|
---|
1168 | j2 = i-1;
|
---|
1169 | }
|
---|
1170 | for(j=j1; j<=j2; j++)
|
---|
1171 | {
|
---|
1172 | s = Math.Max(s, AP.Math.AbsComplex(a[i,j]));
|
---|
1173 | }
|
---|
1174 | if( isunit )
|
---|
1175 | {
|
---|
1176 | s = Math.Max(s, 1);
|
---|
1177 | }
|
---|
1178 | else
|
---|
1179 | {
|
---|
1180 | s = Math.Max(s, AP.Math.AbsComplex(a[i,i]));
|
---|
1181 | }
|
---|
1182 | }
|
---|
1183 | if( (double)(s)==(double)(0) )
|
---|
1184 | {
|
---|
1185 | s = 1;
|
---|
1186 | }
|
---|
1187 | s = 1/s;
|
---|
1188 |
|
---|
1189 | //
|
---|
1190 | // Scale according to S
|
---|
1191 | //
|
---|
1192 | anorm = anorm*s;
|
---|
1193 |
|
---|
1194 | //
|
---|
1195 | // Quick return if possible
|
---|
1196 | //
|
---|
1197 | if( (double)(anorm)==(double)(0) )
|
---|
1198 | {
|
---|
1199 | return;
|
---|
1200 | }
|
---|
1201 |
|
---|
1202 | //
|
---|
1203 | // Estimate the norm of inv(A).
|
---|
1204 | //
|
---|
1205 | ainvnm = 0;
|
---|
1206 | if( onenorm )
|
---|
1207 | {
|
---|
1208 | kase1 = 1;
|
---|
1209 | }
|
---|
1210 | else
|
---|
1211 | {
|
---|
1212 | kase1 = 2;
|
---|
1213 | }
|
---|
1214 | kase = 0;
|
---|
1215 | while( true )
|
---|
1216 | {
|
---|
1217 | cmatrixestimatenorm(n, ref cwork4, ref ex, ref ainvnm, ref kase, ref isave, ref rsave);
|
---|
1218 | if( kase==0 )
|
---|
1219 | {
|
---|
1220 | break;
|
---|
1221 | }
|
---|
1222 |
|
---|
1223 | //
|
---|
1224 | // From 1-based to 0-based
|
---|
1225 | //
|
---|
1226 | for(i=0; i<=n-1; i++)
|
---|
1227 | {
|
---|
1228 | ex[i] = ex[i+1];
|
---|
1229 | }
|
---|
1230 |
|
---|
1231 | //
|
---|
1232 | // multiply by inv(A) or inv(A')
|
---|
1233 | //
|
---|
1234 | if( kase==kase1 )
|
---|
1235 | {
|
---|
1236 |
|
---|
1237 | //
|
---|
1238 | // multiply by inv(A)
|
---|
1239 | //
|
---|
1240 | if( !safesolve.cmatrixscaledtrsafesolve(ref a, s, n, ref ex, isupper, 0, isunit, maxgrowth) )
|
---|
1241 | {
|
---|
1242 | return;
|
---|
1243 | }
|
---|
1244 | }
|
---|
1245 | else
|
---|
1246 | {
|
---|
1247 |
|
---|
1248 | //
|
---|
1249 | // multiply by inv(A')
|
---|
1250 | //
|
---|
1251 | if( !safesolve.cmatrixscaledtrsafesolve(ref a, s, n, ref ex, isupper, 2, isunit, maxgrowth) )
|
---|
1252 | {
|
---|
1253 | return;
|
---|
1254 | }
|
---|
1255 | }
|
---|
1256 |
|
---|
1257 | //
|
---|
1258 | // from 0-based to 1-based
|
---|
1259 | //
|
---|
1260 | for(i=n-1; i>=0; i--)
|
---|
1261 | {
|
---|
1262 | ex[i+1] = ex[i];
|
---|
1263 | }
|
---|
1264 | }
|
---|
1265 |
|
---|
1266 | //
|
---|
1267 | // Compute the estimate of the reciprocal condition number.
|
---|
1268 | //
|
---|
1269 | if( (double)(ainvnm)!=(double)(0) )
|
---|
1270 | {
|
---|
1271 | rc = 1/ainvnm;
|
---|
1272 | rc = rc/anorm;
|
---|
1273 | if( (double)(rc)<(double)(rcondthreshold()) )
|
---|
1274 | {
|
---|
1275 | rc = 0;
|
---|
1276 | }
|
---|
1277 | }
|
---|
1278 | }
|
---|
1279 |
|
---|
1280 |
|
---|
1281 | /*************************************************************************
|
---|
1282 | Internal subroutine for condition number estimation
|
---|
1283 |
|
---|
1284 | -- LAPACK routine (version 3.0) --
|
---|
1285 | Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
---|
1286 | Courant Institute, Argonne National Lab, and Rice University
|
---|
1287 | February 29, 1992
|
---|
1288 | *************************************************************************/
|
---|
1289 | private static void spdmatrixrcondcholeskyinternal(ref double[,] cha,
|
---|
1290 | int n,
|
---|
1291 | bool isupper,
|
---|
1292 | bool isnormprovided,
|
---|
1293 | double anorm,
|
---|
1294 | ref double rc)
|
---|
1295 | {
|
---|
1296 | int i = 0;
|
---|
1297 | int j = 0;
|
---|
1298 | int kase = 0;
|
---|
1299 | double ainvnm = 0;
|
---|
1300 | double[] ex = new double[0];
|
---|
1301 | double[] ev = new double[0];
|
---|
1302 | double[] tmp = new double[0];
|
---|
1303 | int[] iwork = new int[0];
|
---|
1304 | double sa = 0;
|
---|
1305 | double v = 0;
|
---|
1306 | double maxgrowth = 0;
|
---|
1307 | int i_ = 0;
|
---|
1308 | int i1_ = 0;
|
---|
1309 |
|
---|
1310 | System.Diagnostics.Debug.Assert(n>=1);
|
---|
1311 | tmp = new double[n];
|
---|
1312 |
|
---|
1313 | //
|
---|
1314 | // RC=0 if something happens
|
---|
1315 | //
|
---|
1316 | rc = 0;
|
---|
1317 |
|
---|
1318 | //
|
---|
1319 | // prepare parameters for triangular solver
|
---|
1320 | //
|
---|
1321 | maxgrowth = 1/rcondthreshold();
|
---|
1322 | sa = 0;
|
---|
1323 | if( isupper )
|
---|
1324 | {
|
---|
1325 | for(i=0; i<=n-1; i++)
|
---|
1326 | {
|
---|
1327 | for(j=i; j<=n-1; j++)
|
---|
1328 | {
|
---|
1329 | sa = Math.Max(sa, AP.Math.AbsComplex(cha[i,j]));
|
---|
1330 | }
|
---|
1331 | }
|
---|
1332 | }
|
---|
1333 | else
|
---|
1334 | {
|
---|
1335 | for(i=0; i<=n-1; i++)
|
---|
1336 | {
|
---|
1337 | for(j=0; j<=i; j++)
|
---|
1338 | {
|
---|
1339 | sa = Math.Max(sa, AP.Math.AbsComplex(cha[i,j]));
|
---|
1340 | }
|
---|
1341 | }
|
---|
1342 | }
|
---|
1343 | if( (double)(sa)==(double)(0) )
|
---|
1344 | {
|
---|
1345 | sa = 1;
|
---|
1346 | }
|
---|
1347 | sa = 1/sa;
|
---|
1348 |
|
---|
1349 | //
|
---|
1350 | // Estimate the norm of A.
|
---|
1351 | //
|
---|
1352 | if( !isnormprovided )
|
---|
1353 | {
|
---|
1354 | kase = 0;
|
---|
1355 | anorm = 0;
|
---|
1356 | while( true )
|
---|
1357 | {
|
---|
1358 | rmatrixestimatenorm(n, ref ev, ref ex, ref iwork, ref anorm, ref kase);
|
---|
1359 | if( kase==0 )
|
---|
1360 | {
|
---|
1361 | break;
|
---|
1362 | }
|
---|
1363 | if( isupper )
|
---|
1364 | {
|
---|
1365 |
|
---|
1366 | //
|
---|
1367 | // Multiply by U
|
---|
1368 | //
|
---|
1369 | for(i=1; i<=n; i++)
|
---|
1370 | {
|
---|
1371 | i1_ = (i)-(i-1);
|
---|
1372 | v = 0.0;
|
---|
1373 | for(i_=i-1; i_<=n-1;i_++)
|
---|
1374 | {
|
---|
1375 | v += cha[i-1,i_]*ex[i_+i1_];
|
---|
1376 | }
|
---|
1377 | ex[i] = v;
|
---|
1378 | }
|
---|
1379 | for(i_=1; i_<=n;i_++)
|
---|
1380 | {
|
---|
1381 | ex[i_] = sa*ex[i_];
|
---|
1382 | }
|
---|
1383 |
|
---|
1384 | //
|
---|
1385 | // Multiply by U'
|
---|
1386 | //
|
---|
1387 | for(i=0; i<=n-1; i++)
|
---|
1388 | {
|
---|
1389 | tmp[i] = 0;
|
---|
1390 | }
|
---|
1391 | for(i=0; i<=n-1; i++)
|
---|
1392 | {
|
---|
1393 | v = ex[i+1];
|
---|
1394 | for(i_=i; i_<=n-1;i_++)
|
---|
1395 | {
|
---|
1396 | tmp[i_] = tmp[i_] + v*cha[i,i_];
|
---|
1397 | }
|
---|
1398 | }
|
---|
1399 | i1_ = (0) - (1);
|
---|
1400 | for(i_=1; i_<=n;i_++)
|
---|
1401 | {
|
---|
1402 | ex[i_] = tmp[i_+i1_];
|
---|
1403 | }
|
---|
1404 | for(i_=1; i_<=n;i_++)
|
---|
1405 | {
|
---|
1406 | ex[i_] = sa*ex[i_];
|
---|
1407 | }
|
---|
1408 | }
|
---|
1409 | else
|
---|
1410 | {
|
---|
1411 |
|
---|
1412 | //
|
---|
1413 | // Multiply by L'
|
---|
1414 | //
|
---|
1415 | for(i=0; i<=n-1; i++)
|
---|
1416 | {
|
---|
1417 | tmp[i] = 0;
|
---|
1418 | }
|
---|
1419 | for(i=0; i<=n-1; i++)
|
---|
1420 | {
|
---|
1421 | v = ex[i+1];
|
---|
1422 | for(i_=0; i_<=i;i_++)
|
---|
1423 | {
|
---|
1424 | tmp[i_] = tmp[i_] + v*cha[i,i_];
|
---|
1425 | }
|
---|
1426 | }
|
---|
1427 | i1_ = (0) - (1);
|
---|
1428 | for(i_=1; i_<=n;i_++)
|
---|
1429 | {
|
---|
1430 | ex[i_] = tmp[i_+i1_];
|
---|
1431 | }
|
---|
1432 | for(i_=1; i_<=n;i_++)
|
---|
1433 | {
|
---|
1434 | ex[i_] = sa*ex[i_];
|
---|
1435 | }
|
---|
1436 |
|
---|
1437 | //
|
---|
1438 | // Multiply by L
|
---|
1439 | //
|
---|
1440 | for(i=n; i>=1; i--)
|
---|
1441 | {
|
---|
1442 | i1_ = (1)-(0);
|
---|
1443 | v = 0.0;
|
---|
1444 | for(i_=0; i_<=i-1;i_++)
|
---|
1445 | {
|
---|
1446 | v += cha[i-1,i_]*ex[i_+i1_];
|
---|
1447 | }
|
---|
1448 | ex[i] = v;
|
---|
1449 | }
|
---|
1450 | for(i_=1; i_<=n;i_++)
|
---|
1451 | {
|
---|
1452 | ex[i_] = sa*ex[i_];
|
---|
1453 | }
|
---|
1454 | }
|
---|
1455 | }
|
---|
1456 | }
|
---|
1457 |
|
---|
1458 | //
|
---|
1459 | // Quick return if possible
|
---|
1460 | //
|
---|
1461 | if( (double)(anorm)==(double)(0) )
|
---|
1462 | {
|
---|
1463 | return;
|
---|
1464 | }
|
---|
1465 | if( n==1 )
|
---|
1466 | {
|
---|
1467 | rc = 1;
|
---|
1468 | return;
|
---|
1469 | }
|
---|
1470 |
|
---|
1471 | //
|
---|
1472 | // Estimate the 1-norm of inv(A).
|
---|
1473 | //
|
---|
1474 | kase = 0;
|
---|
1475 | while( true )
|
---|
1476 | {
|
---|
1477 | rmatrixestimatenorm(n, ref ev, ref ex, ref iwork, ref ainvnm, ref kase);
|
---|
1478 | if( kase==0 )
|
---|
1479 | {
|
---|
1480 | break;
|
---|
1481 | }
|
---|
1482 | for(i=0; i<=n-1; i++)
|
---|
1483 | {
|
---|
1484 | ex[i] = ex[i+1];
|
---|
1485 | }
|
---|
1486 | if( isupper )
|
---|
1487 | {
|
---|
1488 |
|
---|
1489 | //
|
---|
1490 | // Multiply by inv(U').
|
---|
1491 | //
|
---|
1492 | if( !safesolve.rmatrixscaledtrsafesolve(ref cha, sa, n, ref ex, isupper, 1, false, maxgrowth) )
|
---|
1493 | {
|
---|
1494 | return;
|
---|
1495 | }
|
---|
1496 |
|
---|
1497 | //
|
---|
1498 | // Multiply by inv(U).
|
---|
1499 | //
|
---|
1500 | if( !safesolve.rmatrixscaledtrsafesolve(ref cha, sa, n, ref ex, isupper, 0, false, maxgrowth) )
|
---|
1501 | {
|
---|
1502 | return;
|
---|
1503 | }
|
---|
1504 | }
|
---|
1505 | else
|
---|
1506 | {
|
---|
1507 |
|
---|
1508 | //
|
---|
1509 | // Multiply by inv(L).
|
---|
1510 | //
|
---|
1511 | if( !safesolve.rmatrixscaledtrsafesolve(ref cha, sa, n, ref ex, isupper, 0, false, maxgrowth) )
|
---|
1512 | {
|
---|
1513 | return;
|
---|
1514 | }
|
---|
1515 |
|
---|
1516 | //
|
---|
1517 | // Multiply by inv(L').
|
---|
1518 | //
|
---|
1519 | if( !safesolve.rmatrixscaledtrsafesolve(ref cha, sa, n, ref ex, isupper, 1, false, maxgrowth) )
|
---|
1520 | {
|
---|
1521 | return;
|
---|
1522 | }
|
---|
1523 | }
|
---|
1524 | for(i=n-1; i>=0; i--)
|
---|
1525 | {
|
---|
1526 | ex[i+1] = ex[i];
|
---|
1527 | }
|
---|
1528 | }
|
---|
1529 |
|
---|
1530 | //
|
---|
1531 | // Compute the estimate of the reciprocal condition number.
|
---|
1532 | //
|
---|
1533 | if( (double)(ainvnm)!=(double)(0) )
|
---|
1534 | {
|
---|
1535 | v = 1/ainvnm;
|
---|
1536 | rc = v/anorm;
|
---|
1537 | if( (double)(rc)<(double)(rcondthreshold()) )
|
---|
1538 | {
|
---|
1539 | rc = 0;
|
---|
1540 | }
|
---|
1541 | }
|
---|
1542 | }
|
---|
1543 |
|
---|
1544 |
|
---|
1545 | /*************************************************************************
|
---|
1546 | Internal subroutine for condition number estimation
|
---|
1547 |
|
---|
1548 | -- LAPACK routine (version 3.0) --
|
---|
1549 | Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
---|
1550 | Courant Institute, Argonne National Lab, and Rice University
|
---|
1551 | February 29, 1992
|
---|
1552 | *************************************************************************/
|
---|
1553 | private static void hpdmatrixrcondcholeskyinternal(ref AP.Complex[,] cha,
|
---|
1554 | int n,
|
---|
1555 | bool isupper,
|
---|
1556 | bool isnormprovided,
|
---|
1557 | double anorm,
|
---|
1558 | ref double rc)
|
---|
1559 | {
|
---|
1560 | int[] isave = new int[0];
|
---|
1561 | double[] rsave = new double[0];
|
---|
1562 | AP.Complex[] ex = new AP.Complex[0];
|
---|
1563 | AP.Complex[] ev = new AP.Complex[0];
|
---|
1564 | AP.Complex[] tmp = new AP.Complex[0];
|
---|
1565 | int kase = 0;
|
---|
1566 | double ainvnm = 0;
|
---|
1567 | AP.Complex v = 0;
|
---|
1568 | int i = 0;
|
---|
1569 | int j = 0;
|
---|
1570 | double sa = 0;
|
---|
1571 | double maxgrowth = 0;
|
---|
1572 | int i_ = 0;
|
---|
1573 | int i1_ = 0;
|
---|
1574 |
|
---|
1575 | System.Diagnostics.Debug.Assert(n>=1);
|
---|
1576 | tmp = new AP.Complex[n];
|
---|
1577 |
|
---|
1578 | //
|
---|
1579 | // RC=0 if something happens
|
---|
1580 | //
|
---|
1581 | rc = 0;
|
---|
1582 |
|
---|
1583 | //
|
---|
1584 | // prepare parameters for triangular solver
|
---|
1585 | //
|
---|
1586 | maxgrowth = 1/rcondthreshold();
|
---|
1587 | sa = 0;
|
---|
1588 | if( isupper )
|
---|
1589 | {
|
---|
1590 | for(i=0; i<=n-1; i++)
|
---|
1591 | {
|
---|
1592 | for(j=i; j<=n-1; j++)
|
---|
1593 | {
|
---|
1594 | sa = Math.Max(sa, AP.Math.AbsComplex(cha[i,j]));
|
---|
1595 | }
|
---|
1596 | }
|
---|
1597 | }
|
---|
1598 | else
|
---|
1599 | {
|
---|
1600 | for(i=0; i<=n-1; i++)
|
---|
1601 | {
|
---|
1602 | for(j=0; j<=i; j++)
|
---|
1603 | {
|
---|
1604 | sa = Math.Max(sa, AP.Math.AbsComplex(cha[i,j]));
|
---|
1605 | }
|
---|
1606 | }
|
---|
1607 | }
|
---|
1608 | if( (double)(sa)==(double)(0) )
|
---|
1609 | {
|
---|
1610 | sa = 1;
|
---|
1611 | }
|
---|
1612 | sa = 1/sa;
|
---|
1613 |
|
---|
1614 | //
|
---|
1615 | // Estimate the norm of A
|
---|
1616 | //
|
---|
1617 | if( !isnormprovided )
|
---|
1618 | {
|
---|
1619 | anorm = 0;
|
---|
1620 | kase = 0;
|
---|
1621 | while( true )
|
---|
1622 | {
|
---|
1623 | cmatrixestimatenorm(n, ref ev, ref ex, ref anorm, ref kase, ref isave, ref rsave);
|
---|
1624 | if( kase==0 )
|
---|
1625 | {
|
---|
1626 | break;
|
---|
1627 | }
|
---|
1628 | if( isupper )
|
---|
1629 | {
|
---|
1630 |
|
---|
1631 | //
|
---|
1632 | // Multiply by U
|
---|
1633 | //
|
---|
1634 | for(i=1; i<=n; i++)
|
---|
1635 | {
|
---|
1636 | i1_ = (i)-(i-1);
|
---|
1637 | v = 0.0;
|
---|
1638 | for(i_=i-1; i_<=n-1;i_++)
|
---|
1639 | {
|
---|
1640 | v += cha[i-1,i_]*ex[i_+i1_];
|
---|
1641 | }
|
---|
1642 | ex[i] = v;
|
---|
1643 | }
|
---|
1644 | for(i_=1; i_<=n;i_++)
|
---|
1645 | {
|
---|
1646 | ex[i_] = sa*ex[i_];
|
---|
1647 | }
|
---|
1648 |
|
---|
1649 | //
|
---|
1650 | // Multiply by U'
|
---|
1651 | //
|
---|
1652 | for(i=0; i<=n-1; i++)
|
---|
1653 | {
|
---|
1654 | tmp[i] = 0;
|
---|
1655 | }
|
---|
1656 | for(i=0; i<=n-1; i++)
|
---|
1657 | {
|
---|
1658 | v = ex[i+1];
|
---|
1659 | for(i_=i; i_<=n-1;i_++)
|
---|
1660 | {
|
---|
1661 | tmp[i_] = tmp[i_] + v*AP.Math.Conj(cha[i,i_]);
|
---|
1662 | }
|
---|
1663 | }
|
---|
1664 | i1_ = (0) - (1);
|
---|
1665 | for(i_=1; i_<=n;i_++)
|
---|
1666 | {
|
---|
1667 | ex[i_] = tmp[i_+i1_];
|
---|
1668 | }
|
---|
1669 | for(i_=1; i_<=n;i_++)
|
---|
1670 | {
|
---|
1671 | ex[i_] = sa*ex[i_];
|
---|
1672 | }
|
---|
1673 | }
|
---|
1674 | else
|
---|
1675 | {
|
---|
1676 |
|
---|
1677 | //
|
---|
1678 | // Multiply by L'
|
---|
1679 | //
|
---|
1680 | for(i=0; i<=n-1; i++)
|
---|
1681 | {
|
---|
1682 | tmp[i] = 0;
|
---|
1683 | }
|
---|
1684 | for(i=0; i<=n-1; i++)
|
---|
1685 | {
|
---|
1686 | v = ex[i+1];
|
---|
1687 | for(i_=0; i_<=i;i_++)
|
---|
1688 | {
|
---|
1689 | tmp[i_] = tmp[i_] + v*AP.Math.Conj(cha[i,i_]);
|
---|
1690 | }
|
---|
1691 | }
|
---|
1692 | i1_ = (0) - (1);
|
---|
1693 | for(i_=1; i_<=n;i_++)
|
---|
1694 | {
|
---|
1695 | ex[i_] = tmp[i_+i1_];
|
---|
1696 | }
|
---|
1697 | for(i_=1; i_<=n;i_++)
|
---|
1698 | {
|
---|
1699 | ex[i_] = sa*ex[i_];
|
---|
1700 | }
|
---|
1701 |
|
---|
1702 | //
|
---|
1703 | // Multiply by L
|
---|
1704 | //
|
---|
1705 | for(i=n; i>=1; i--)
|
---|
1706 | {
|
---|
1707 | i1_ = (1)-(0);
|
---|
1708 | v = 0.0;
|
---|
1709 | for(i_=0; i_<=i-1;i_++)
|
---|
1710 | {
|
---|
1711 | v += cha[i-1,i_]*ex[i_+i1_];
|
---|
1712 | }
|
---|
1713 | ex[i] = v;
|
---|
1714 | }
|
---|
1715 | for(i_=1; i_<=n;i_++)
|
---|
1716 | {
|
---|
1717 | ex[i_] = sa*ex[i_];
|
---|
1718 | }
|
---|
1719 | }
|
---|
1720 | }
|
---|
1721 | }
|
---|
1722 |
|
---|
1723 | //
|
---|
1724 | // Quick return if possible
|
---|
1725 | // After this block we assume that ANORM<>0
|
---|
1726 | //
|
---|
1727 | if( (double)(anorm)==(double)(0) )
|
---|
1728 | {
|
---|
1729 | return;
|
---|
1730 | }
|
---|
1731 | if( n==1 )
|
---|
1732 | {
|
---|
1733 | rc = 1;
|
---|
1734 | return;
|
---|
1735 | }
|
---|
1736 |
|
---|
1737 | //
|
---|
1738 | // Estimate the norm of inv(A).
|
---|
1739 | //
|
---|
1740 | ainvnm = 0;
|
---|
1741 | kase = 0;
|
---|
1742 | while( true )
|
---|
1743 | {
|
---|
1744 | cmatrixestimatenorm(n, ref ev, ref ex, ref ainvnm, ref kase, ref isave, ref rsave);
|
---|
1745 | if( kase==0 )
|
---|
1746 | {
|
---|
1747 | break;
|
---|
1748 | }
|
---|
1749 | for(i=0; i<=n-1; i++)
|
---|
1750 | {
|
---|
1751 | ex[i] = ex[i+1];
|
---|
1752 | }
|
---|
1753 | if( isupper )
|
---|
1754 | {
|
---|
1755 |
|
---|
1756 | //
|
---|
1757 | // Multiply by inv(U').
|
---|
1758 | //
|
---|
1759 | if( !safesolve.cmatrixscaledtrsafesolve(ref cha, sa, n, ref ex, isupper, 2, false, maxgrowth) )
|
---|
1760 | {
|
---|
1761 | return;
|
---|
1762 | }
|
---|
1763 |
|
---|
1764 | //
|
---|
1765 | // Multiply by inv(U).
|
---|
1766 | //
|
---|
1767 | if( !safesolve.cmatrixscaledtrsafesolve(ref cha, sa, n, ref ex, isupper, 0, false, maxgrowth) )
|
---|
1768 | {
|
---|
1769 | return;
|
---|
1770 | }
|
---|
1771 | }
|
---|
1772 | else
|
---|
1773 | {
|
---|
1774 |
|
---|
1775 | //
|
---|
1776 | // Multiply by inv(L).
|
---|
1777 | //
|
---|
1778 | if( !safesolve.cmatrixscaledtrsafesolve(ref cha, sa, n, ref ex, isupper, 0, false, maxgrowth) )
|
---|
1779 | {
|
---|
1780 | return;
|
---|
1781 | }
|
---|
1782 |
|
---|
1783 | //
|
---|
1784 | // Multiply by inv(L').
|
---|
1785 | //
|
---|
1786 | if( !safesolve.cmatrixscaledtrsafesolve(ref cha, sa, n, ref ex, isupper, 2, false, maxgrowth) )
|
---|
1787 | {
|
---|
1788 | return;
|
---|
1789 | }
|
---|
1790 | }
|
---|
1791 | for(i=n-1; i>=0; i--)
|
---|
1792 | {
|
---|
1793 | ex[i+1] = ex[i];
|
---|
1794 | }
|
---|
1795 | }
|
---|
1796 |
|
---|
1797 | //
|
---|
1798 | // Compute the estimate of the reciprocal condition number.
|
---|
1799 | //
|
---|
1800 | if( (double)(ainvnm)!=(double)(0) )
|
---|
1801 | {
|
---|
1802 | rc = 1/ainvnm;
|
---|
1803 | rc = rc/anorm;
|
---|
1804 | if( (double)(rc)<(double)(rcondthreshold()) )
|
---|
1805 | {
|
---|
1806 | rc = 0;
|
---|
1807 | }
|
---|
1808 | }
|
---|
1809 | }
|
---|
1810 |
|
---|
1811 |
|
---|
1812 | /*************************************************************************
|
---|
1813 | Internal subroutine for condition number estimation
|
---|
1814 |
|
---|
1815 | -- LAPACK routine (version 3.0) --
|
---|
1816 | Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
---|
1817 | Courant Institute, Argonne National Lab, and Rice University
|
---|
1818 | February 29, 1992
|
---|
1819 | *************************************************************************/
|
---|
1820 | private static void rmatrixrcondluinternal(ref double[,] lua,
|
---|
1821 | int n,
|
---|
1822 | bool onenorm,
|
---|
1823 | bool isanormprovided,
|
---|
1824 | double anorm,
|
---|
1825 | ref double rc)
|
---|
1826 | {
|
---|
1827 | double[] ex = new double[0];
|
---|
1828 | double[] ev = new double[0];
|
---|
1829 | int[] iwork = new int[0];
|
---|
1830 | double[] tmp = new double[0];
|
---|
1831 | double v = 0;
|
---|
1832 | int i = 0;
|
---|
1833 | int j = 0;
|
---|
1834 | int kase = 0;
|
---|
1835 | int kase1 = 0;
|
---|
1836 | double ainvnm = 0;
|
---|
1837 | double maxgrowth = 0;
|
---|
1838 | double su = 0;
|
---|
1839 | double sl = 0;
|
---|
1840 | bool mupper = new bool();
|
---|
1841 | bool mtrans = new bool();
|
---|
1842 | bool munit = new bool();
|
---|
1843 | int i_ = 0;
|
---|
1844 | int i1_ = 0;
|
---|
1845 |
|
---|
1846 |
|
---|
1847 | //
|
---|
1848 | // RC=0 if something happens
|
---|
1849 | //
|
---|
1850 | rc = 0;
|
---|
1851 |
|
---|
1852 | //
|
---|
1853 | // init
|
---|
1854 | //
|
---|
1855 | if( onenorm )
|
---|
1856 | {
|
---|
1857 | kase1 = 1;
|
---|
1858 | }
|
---|
1859 | else
|
---|
1860 | {
|
---|
1861 | kase1 = 2;
|
---|
1862 | }
|
---|
1863 | mupper = true;
|
---|
1864 | mtrans = true;
|
---|
1865 | munit = true;
|
---|
1866 | iwork = new int[n+1];
|
---|
1867 | tmp = new double[n];
|
---|
1868 |
|
---|
1869 | //
|
---|
1870 | // prepare parameters for triangular solver
|
---|
1871 | //
|
---|
1872 | maxgrowth = 1/rcondthreshold();
|
---|
1873 | su = 0;
|
---|
1874 | sl = 1;
|
---|
1875 | for(i=0; i<=n-1; i++)
|
---|
1876 | {
|
---|
1877 | for(j=0; j<=i-1; j++)
|
---|
1878 | {
|
---|
1879 | sl = Math.Max(sl, Math.Abs(lua[i,j]));
|
---|
1880 | }
|
---|
1881 | for(j=i; j<=n-1; j++)
|
---|
1882 | {
|
---|
1883 | su = Math.Max(su, Math.Abs(lua[i,j]));
|
---|
1884 | }
|
---|
1885 | }
|
---|
1886 | if( (double)(su)==(double)(0) )
|
---|
1887 | {
|
---|
1888 | su = 1;
|
---|
1889 | }
|
---|
1890 | su = 1/su;
|
---|
1891 | sl = 1/sl;
|
---|
1892 |
|
---|
1893 | //
|
---|
1894 | // Estimate the norm of A.
|
---|
1895 | //
|
---|
1896 | if( !isanormprovided )
|
---|
1897 | {
|
---|
1898 | kase = 0;
|
---|
1899 | anorm = 0;
|
---|
1900 | while( true )
|
---|
1901 | {
|
---|
1902 | rmatrixestimatenorm(n, ref ev, ref ex, ref iwork, ref anorm, ref kase);
|
---|
1903 | if( kase==0 )
|
---|
1904 | {
|
---|
1905 | break;
|
---|
1906 | }
|
---|
1907 | if( kase==kase1 )
|
---|
1908 | {
|
---|
1909 |
|
---|
1910 | //
|
---|
1911 | // Multiply by U
|
---|
1912 | //
|
---|
1913 | for(i=1; i<=n; i++)
|
---|
1914 | {
|
---|
1915 | i1_ = (i)-(i-1);
|
---|
1916 | v = 0.0;
|
---|
1917 | for(i_=i-1; i_<=n-1;i_++)
|
---|
1918 | {
|
---|
1919 | v += lua[i-1,i_]*ex[i_+i1_];
|
---|
1920 | }
|
---|
1921 | ex[i] = v;
|
---|
1922 | }
|
---|
1923 |
|
---|
1924 | //
|
---|
1925 | // Multiply by L
|
---|
1926 | //
|
---|
1927 | for(i=n; i>=1; i--)
|
---|
1928 | {
|
---|
1929 | if( i>1 )
|
---|
1930 | {
|
---|
1931 | i1_ = (1)-(0);
|
---|
1932 | v = 0.0;
|
---|
1933 | for(i_=0; i_<=i-2;i_++)
|
---|
1934 | {
|
---|
1935 | v += lua[i-1,i_]*ex[i_+i1_];
|
---|
1936 | }
|
---|
1937 | }
|
---|
1938 | else
|
---|
1939 | {
|
---|
1940 | v = 0;
|
---|
1941 | }
|
---|
1942 | ex[i] = ex[i]+v;
|
---|
1943 | }
|
---|
1944 | }
|
---|
1945 | else
|
---|
1946 | {
|
---|
1947 |
|
---|
1948 | //
|
---|
1949 | // Multiply by L'
|
---|
1950 | //
|
---|
1951 | for(i=0; i<=n-1; i++)
|
---|
1952 | {
|
---|
1953 | tmp[i] = 0;
|
---|
1954 | }
|
---|
1955 | for(i=0; i<=n-1; i++)
|
---|
1956 | {
|
---|
1957 | v = ex[i+1];
|
---|
1958 | if( i>=1 )
|
---|
1959 | {
|
---|
1960 | for(i_=0; i_<=i-1;i_++)
|
---|
1961 | {
|
---|
1962 | tmp[i_] = tmp[i_] + v*lua[i,i_];
|
---|
1963 | }
|
---|
1964 | }
|
---|
1965 | tmp[i] = tmp[i]+v;
|
---|
1966 | }
|
---|
1967 | i1_ = (0) - (1);
|
---|
1968 | for(i_=1; i_<=n;i_++)
|
---|
1969 | {
|
---|
1970 | ex[i_] = tmp[i_+i1_];
|
---|
1971 | }
|
---|
1972 |
|
---|
1973 | //
|
---|
1974 | // Multiply by U'
|
---|
1975 | //
|
---|
1976 | for(i=0; i<=n-1; i++)
|
---|
1977 | {
|
---|
1978 | tmp[i] = 0;
|
---|
1979 | }
|
---|
1980 | for(i=0; i<=n-1; i++)
|
---|
1981 | {
|
---|
1982 | v = ex[i+1];
|
---|
1983 | for(i_=i; i_<=n-1;i_++)
|
---|
1984 | {
|
---|
1985 | tmp[i_] = tmp[i_] + v*lua[i,i_];
|
---|
1986 | }
|
---|
1987 | }
|
---|
1988 | i1_ = (0) - (1);
|
---|
1989 | for(i_=1; i_<=n;i_++)
|
---|
1990 | {
|
---|
1991 | ex[i_] = tmp[i_+i1_];
|
---|
1992 | }
|
---|
1993 | }
|
---|
1994 | }
|
---|
1995 | }
|
---|
1996 |
|
---|
1997 | //
|
---|
1998 | // Scale according to SU/SL
|
---|
1999 | //
|
---|
2000 | anorm = anorm*su*sl;
|
---|
2001 |
|
---|
2002 | //
|
---|
2003 | // Quick return if possible
|
---|
2004 | // We assume that ANORM<>0 after this block
|
---|
2005 | //
|
---|
2006 | if( (double)(anorm)==(double)(0) )
|
---|
2007 | {
|
---|
2008 | return;
|
---|
2009 | }
|
---|
2010 | if( n==1 )
|
---|
2011 | {
|
---|
2012 | rc = 1;
|
---|
2013 | return;
|
---|
2014 | }
|
---|
2015 |
|
---|
2016 | //
|
---|
2017 | // Estimate the norm of inv(A).
|
---|
2018 | //
|
---|
2019 | ainvnm = 0;
|
---|
2020 | kase = 0;
|
---|
2021 | while( true )
|
---|
2022 | {
|
---|
2023 | rmatrixestimatenorm(n, ref ev, ref ex, ref iwork, ref ainvnm, ref kase);
|
---|
2024 | if( kase==0 )
|
---|
2025 | {
|
---|
2026 | break;
|
---|
2027 | }
|
---|
2028 |
|
---|
2029 | //
|
---|
2030 | // from 1-based array to 0-based
|
---|
2031 | //
|
---|
2032 | for(i=0; i<=n-1; i++)
|
---|
2033 | {
|
---|
2034 | ex[i] = ex[i+1];
|
---|
2035 | }
|
---|
2036 |
|
---|
2037 | //
|
---|
2038 | // multiply by inv(A) or inv(A')
|
---|
2039 | //
|
---|
2040 | if( kase==kase1 )
|
---|
2041 | {
|
---|
2042 |
|
---|
2043 | //
|
---|
2044 | // Multiply by inv(L).
|
---|
2045 | //
|
---|
2046 | if( !safesolve.rmatrixscaledtrsafesolve(ref lua, sl, n, ref ex, !mupper, 0, munit, maxgrowth) )
|
---|
2047 | {
|
---|
2048 | return;
|
---|
2049 | }
|
---|
2050 |
|
---|
2051 | //
|
---|
2052 | // Multiply by inv(U).
|
---|
2053 | //
|
---|
2054 | if( !safesolve.rmatrixscaledtrsafesolve(ref lua, su, n, ref ex, mupper, 0, !munit, maxgrowth) )
|
---|
2055 | {
|
---|
2056 | return;
|
---|
2057 | }
|
---|
2058 | }
|
---|
2059 | else
|
---|
2060 | {
|
---|
2061 |
|
---|
2062 | //
|
---|
2063 | // Multiply by inv(U').
|
---|
2064 | //
|
---|
2065 | if( !safesolve.rmatrixscaledtrsafesolve(ref lua, su, n, ref ex, mupper, 1, !munit, maxgrowth) )
|
---|
2066 | {
|
---|
2067 | return;
|
---|
2068 | }
|
---|
2069 |
|
---|
2070 | //
|
---|
2071 | // Multiply by inv(L').
|
---|
2072 | //
|
---|
2073 | if( !safesolve.rmatrixscaledtrsafesolve(ref lua, sl, n, ref ex, !mupper, 1, munit, maxgrowth) )
|
---|
2074 | {
|
---|
2075 | return;
|
---|
2076 | }
|
---|
2077 | }
|
---|
2078 |
|
---|
2079 | //
|
---|
2080 | // from 0-based array to 1-based
|
---|
2081 | //
|
---|
2082 | for(i=n-1; i>=0; i--)
|
---|
2083 | {
|
---|
2084 | ex[i+1] = ex[i];
|
---|
2085 | }
|
---|
2086 | }
|
---|
2087 |
|
---|
2088 | //
|
---|
2089 | // Compute the estimate of the reciprocal condition number.
|
---|
2090 | //
|
---|
2091 | if( (double)(ainvnm)!=(double)(0) )
|
---|
2092 | {
|
---|
2093 | rc = 1/ainvnm;
|
---|
2094 | rc = rc/anorm;
|
---|
2095 | if( (double)(rc)<(double)(rcondthreshold()) )
|
---|
2096 | {
|
---|
2097 | rc = 0;
|
---|
2098 | }
|
---|
2099 | }
|
---|
2100 | }
|
---|
2101 |
|
---|
2102 |
|
---|
2103 | /*************************************************************************
|
---|
2104 | Condition number estimation
|
---|
2105 |
|
---|
2106 | -- LAPACK routine (version 3.0) --
|
---|
2107 | Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
---|
2108 | Courant Institute, Argonne National Lab, and Rice University
|
---|
2109 | March 31, 1993
|
---|
2110 | *************************************************************************/
|
---|
2111 | private static void cmatrixrcondluinternal(ref AP.Complex[,] lua,
|
---|
2112 | int n,
|
---|
2113 | bool onenorm,
|
---|
2114 | bool isanormprovided,
|
---|
2115 | double anorm,
|
---|
2116 | ref double rc)
|
---|
2117 | {
|
---|
2118 | AP.Complex[] ex = new AP.Complex[0];
|
---|
2119 | AP.Complex[] cwork2 = new AP.Complex[0];
|
---|
2120 | AP.Complex[] cwork3 = new AP.Complex[0];
|
---|
2121 | AP.Complex[] cwork4 = new AP.Complex[0];
|
---|
2122 | int[] isave = new int[0];
|
---|
2123 | double[] rsave = new double[0];
|
---|
2124 | int kase = 0;
|
---|
2125 | int kase1 = 0;
|
---|
2126 | double ainvnm = 0;
|
---|
2127 | AP.Complex v = 0;
|
---|
2128 | int i = 0;
|
---|
2129 | int j = 0;
|
---|
2130 | double su = 0;
|
---|
2131 | double sl = 0;
|
---|
2132 | double maxgrowth = 0;
|
---|
2133 | int i_ = 0;
|
---|
2134 | int i1_ = 0;
|
---|
2135 |
|
---|
2136 | if( n<=0 )
|
---|
2137 | {
|
---|
2138 | return;
|
---|
2139 | }
|
---|
2140 | cwork2 = new AP.Complex[n+1];
|
---|
2141 | rc = 0;
|
---|
2142 | if( n==0 )
|
---|
2143 | {
|
---|
2144 | rc = 1;
|
---|
2145 | return;
|
---|
2146 | }
|
---|
2147 |
|
---|
2148 | //
|
---|
2149 | // prepare parameters for triangular solver
|
---|
2150 | //
|
---|
2151 | maxgrowth = 1/rcondthreshold();
|
---|
2152 | su = 0;
|
---|
2153 | sl = 1;
|
---|
2154 | for(i=0; i<=n-1; i++)
|
---|
2155 | {
|
---|
2156 | for(j=0; j<=i-1; j++)
|
---|
2157 | {
|
---|
2158 | sl = Math.Max(sl, AP.Math.AbsComplex(lua[i,j]));
|
---|
2159 | }
|
---|
2160 | for(j=i; j<=n-1; j++)
|
---|
2161 | {
|
---|
2162 | su = Math.Max(su, AP.Math.AbsComplex(lua[i,j]));
|
---|
2163 | }
|
---|
2164 | }
|
---|
2165 | if( (double)(su)==(double)(0) )
|
---|
2166 | {
|
---|
2167 | su = 1;
|
---|
2168 | }
|
---|
2169 | su = 1/su;
|
---|
2170 | sl = 1/sl;
|
---|
2171 |
|
---|
2172 | //
|
---|
2173 | // Estimate the norm of SU*SL*A.
|
---|
2174 | //
|
---|
2175 | if( !isanormprovided )
|
---|
2176 | {
|
---|
2177 | anorm = 0;
|
---|
2178 | if( onenorm )
|
---|
2179 | {
|
---|
2180 | kase1 = 1;
|
---|
2181 | }
|
---|
2182 | else
|
---|
2183 | {
|
---|
2184 | kase1 = 2;
|
---|
2185 | }
|
---|
2186 | kase = 0;
|
---|
2187 | do
|
---|
2188 | {
|
---|
2189 | cmatrixestimatenorm(n, ref cwork4, ref ex, ref anorm, ref kase, ref isave, ref rsave);
|
---|
2190 | if( kase!=0 )
|
---|
2191 | {
|
---|
2192 | if( kase==kase1 )
|
---|
2193 | {
|
---|
2194 |
|
---|
2195 | //
|
---|
2196 | // Multiply by U
|
---|
2197 | //
|
---|
2198 | for(i=1; i<=n; i++)
|
---|
2199 | {
|
---|
2200 | i1_ = (i)-(i-1);
|
---|
2201 | v = 0.0;
|
---|
2202 | for(i_=i-1; i_<=n-1;i_++)
|
---|
2203 | {
|
---|
2204 | v += lua[i-1,i_]*ex[i_+i1_];
|
---|
2205 | }
|
---|
2206 | ex[i] = v;
|
---|
2207 | }
|
---|
2208 |
|
---|
2209 | //
|
---|
2210 | // Multiply by L
|
---|
2211 | //
|
---|
2212 | for(i=n; i>=1; i--)
|
---|
2213 | {
|
---|
2214 | v = 0;
|
---|
2215 | if( i>1 )
|
---|
2216 | {
|
---|
2217 | i1_ = (1)-(0);
|
---|
2218 | v = 0.0;
|
---|
2219 | for(i_=0; i_<=i-2;i_++)
|
---|
2220 | {
|
---|
2221 | v += lua[i-1,i_]*ex[i_+i1_];
|
---|
2222 | }
|
---|
2223 | }
|
---|
2224 | ex[i] = v+ex[i];
|
---|
2225 | }
|
---|
2226 | }
|
---|
2227 | else
|
---|
2228 | {
|
---|
2229 |
|
---|
2230 | //
|
---|
2231 | // Multiply by L'
|
---|
2232 | //
|
---|
2233 | for(i=1; i<=n; i++)
|
---|
2234 | {
|
---|
2235 | cwork2[i] = 0;
|
---|
2236 | }
|
---|
2237 | for(i=1; i<=n; i++)
|
---|
2238 | {
|
---|
2239 | v = ex[i];
|
---|
2240 | if( i>1 )
|
---|
2241 | {
|
---|
2242 | i1_ = (0) - (1);
|
---|
2243 | for(i_=1; i_<=i-1;i_++)
|
---|
2244 | {
|
---|
2245 | cwork2[i_] = cwork2[i_] + v*AP.Math.Conj(lua[i-1,i_+i1_]);
|
---|
2246 | }
|
---|
2247 | }
|
---|
2248 | cwork2[i] = cwork2[i]+v;
|
---|
2249 | }
|
---|
2250 |
|
---|
2251 | //
|
---|
2252 | // Multiply by U'
|
---|
2253 | //
|
---|
2254 | for(i=1; i<=n; i++)
|
---|
2255 | {
|
---|
2256 | ex[i] = 0;
|
---|
2257 | }
|
---|
2258 | for(i=1; i<=n; i++)
|
---|
2259 | {
|
---|
2260 | v = cwork2[i];
|
---|
2261 | i1_ = (i-1) - (i);
|
---|
2262 | for(i_=i; i_<=n;i_++)
|
---|
2263 | {
|
---|
2264 | ex[i_] = ex[i_] + v*AP.Math.Conj(lua[i-1,i_+i1_]);
|
---|
2265 | }
|
---|
2266 | }
|
---|
2267 | }
|
---|
2268 | }
|
---|
2269 | }
|
---|
2270 | while( kase!=0 );
|
---|
2271 | }
|
---|
2272 |
|
---|
2273 | //
|
---|
2274 | // Scale according to SU/SL
|
---|
2275 | //
|
---|
2276 | anorm = anorm*su*sl;
|
---|
2277 |
|
---|
2278 | //
|
---|
2279 | // Quick return if possible
|
---|
2280 | //
|
---|
2281 | if( (double)(anorm)==(double)(0) )
|
---|
2282 | {
|
---|
2283 | return;
|
---|
2284 | }
|
---|
2285 |
|
---|
2286 | //
|
---|
2287 | // Estimate the norm of inv(A).
|
---|
2288 | //
|
---|
2289 | ainvnm = 0;
|
---|
2290 | if( onenorm )
|
---|
2291 | {
|
---|
2292 | kase1 = 1;
|
---|
2293 | }
|
---|
2294 | else
|
---|
2295 | {
|
---|
2296 | kase1 = 2;
|
---|
2297 | }
|
---|
2298 | kase = 0;
|
---|
2299 | while( true )
|
---|
2300 | {
|
---|
2301 | cmatrixestimatenorm(n, ref cwork4, ref ex, ref ainvnm, ref kase, ref isave, ref rsave);
|
---|
2302 | if( kase==0 )
|
---|
2303 | {
|
---|
2304 | break;
|
---|
2305 | }
|
---|
2306 |
|
---|
2307 | //
|
---|
2308 | // From 1-based to 0-based
|
---|
2309 | //
|
---|
2310 | for(i=0; i<=n-1; i++)
|
---|
2311 | {
|
---|
2312 | ex[i] = ex[i+1];
|
---|
2313 | }
|
---|
2314 |
|
---|
2315 | //
|
---|
2316 | // multiply by inv(A) or inv(A')
|
---|
2317 | //
|
---|
2318 | if( kase==kase1 )
|
---|
2319 | {
|
---|
2320 |
|
---|
2321 | //
|
---|
2322 | // Multiply by inv(L).
|
---|
2323 | //
|
---|
2324 | if( !safesolve.cmatrixscaledtrsafesolve(ref lua, sl, n, ref ex, false, 0, true, maxgrowth) )
|
---|
2325 | {
|
---|
2326 | rc = 0;
|
---|
2327 | return;
|
---|
2328 | }
|
---|
2329 |
|
---|
2330 | //
|
---|
2331 | // Multiply by inv(U).
|
---|
2332 | //
|
---|
2333 | if( !safesolve.cmatrixscaledtrsafesolve(ref lua, su, n, ref ex, true, 0, false, maxgrowth) )
|
---|
2334 | {
|
---|
2335 | rc = 0;
|
---|
2336 | return;
|
---|
2337 | }
|
---|
2338 | }
|
---|
2339 | else
|
---|
2340 | {
|
---|
2341 |
|
---|
2342 | //
|
---|
2343 | // Multiply by inv(U').
|
---|
2344 | //
|
---|
2345 | if( !safesolve.cmatrixscaledtrsafesolve(ref lua, su, n, ref ex, true, 2, false, maxgrowth) )
|
---|
2346 | {
|
---|
2347 | rc = 0;
|
---|
2348 | return;
|
---|
2349 | }
|
---|
2350 |
|
---|
2351 | //
|
---|
2352 | // Multiply by inv(L').
|
---|
2353 | //
|
---|
2354 | if( !safesolve.cmatrixscaledtrsafesolve(ref lua, sl, n, ref ex, false, 2, true, maxgrowth) )
|
---|
2355 | {
|
---|
2356 | rc = 0;
|
---|
2357 | return;
|
---|
2358 | }
|
---|
2359 | }
|
---|
2360 |
|
---|
2361 | //
|
---|
2362 | // from 0-based to 1-based
|
---|
2363 | //
|
---|
2364 | for(i=n-1; i>=0; i--)
|
---|
2365 | {
|
---|
2366 | ex[i+1] = ex[i];
|
---|
2367 | }
|
---|
2368 | }
|
---|
2369 |
|
---|
2370 | //
|
---|
2371 | // Compute the estimate of the reciprocal condition number.
|
---|
2372 | //
|
---|
2373 | if( (double)(ainvnm)!=(double)(0) )
|
---|
2374 | {
|
---|
2375 | rc = 1/ainvnm;
|
---|
2376 | rc = rc/anorm;
|
---|
2377 | if( (double)(rc)<(double)(rcondthreshold()) )
|
---|
2378 | {
|
---|
2379 | rc = 0;
|
---|
2380 | }
|
---|
2381 | }
|
---|
2382 | }
|
---|
2383 |
|
---|
2384 |
|
---|
2385 | /*************************************************************************
|
---|
2386 | Internal subroutine for matrix norm estimation
|
---|
2387 |
|
---|
2388 | -- LAPACK auxiliary routine (version 3.0) --
|
---|
2389 | Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
---|
2390 | Courant Institute, Argonne National Lab, and Rice University
|
---|
2391 | February 29, 1992
|
---|
2392 | *************************************************************************/
|
---|
2393 | private static void rmatrixestimatenorm(int n,
|
---|
2394 | ref double[] v,
|
---|
2395 | ref double[] x,
|
---|
2396 | ref int[] isgn,
|
---|
2397 | ref double est,
|
---|
2398 | ref int kase)
|
---|
2399 | {
|
---|
2400 | int itmax = 0;
|
---|
2401 | int i = 0;
|
---|
2402 | double t = 0;
|
---|
2403 | bool flg = new bool();
|
---|
2404 | int positer = 0;
|
---|
2405 | int posj = 0;
|
---|
2406 | int posjlast = 0;
|
---|
2407 | int posjump = 0;
|
---|
2408 | int posaltsgn = 0;
|
---|
2409 | int posestold = 0;
|
---|
2410 | int postemp = 0;
|
---|
2411 | int i_ = 0;
|
---|
2412 |
|
---|
2413 | itmax = 5;
|
---|
2414 | posaltsgn = n+1;
|
---|
2415 | posestold = n+2;
|
---|
2416 | postemp = n+3;
|
---|
2417 | positer = n+1;
|
---|
2418 | posj = n+2;
|
---|
2419 | posjlast = n+3;
|
---|
2420 | posjump = n+4;
|
---|
2421 | if( kase==0 )
|
---|
2422 | {
|
---|
2423 | v = new double[n+4];
|
---|
2424 | x = new double[n+1];
|
---|
2425 | isgn = new int[n+5];
|
---|
2426 | t = (double)(1)/(double)(n);
|
---|
2427 | for(i=1; i<=n; i++)
|
---|
2428 | {
|
---|
2429 | x[i] = t;
|
---|
2430 | }
|
---|
2431 | kase = 1;
|
---|
2432 | isgn[posjump] = 1;
|
---|
2433 | return;
|
---|
2434 | }
|
---|
2435 |
|
---|
2436 | //
|
---|
2437 | // ................ ENTRY (JUMP = 1)
|
---|
2438 | // FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
|
---|
2439 | //
|
---|
2440 | if( isgn[posjump]==1 )
|
---|
2441 | {
|
---|
2442 | if( n==1 )
|
---|
2443 | {
|
---|
2444 | v[1] = x[1];
|
---|
2445 | est = Math.Abs(v[1]);
|
---|
2446 | kase = 0;
|
---|
2447 | return;
|
---|
2448 | }
|
---|
2449 | est = 0;
|
---|
2450 | for(i=1; i<=n; i++)
|
---|
2451 | {
|
---|
2452 | est = est+Math.Abs(x[i]);
|
---|
2453 | }
|
---|
2454 | for(i=1; i<=n; i++)
|
---|
2455 | {
|
---|
2456 | if( (double)(x[i])>=(double)(0) )
|
---|
2457 | {
|
---|
2458 | x[i] = 1;
|
---|
2459 | }
|
---|
2460 | else
|
---|
2461 | {
|
---|
2462 | x[i] = -1;
|
---|
2463 | }
|
---|
2464 | isgn[i] = Math.Sign(x[i]);
|
---|
2465 | }
|
---|
2466 | kase = 2;
|
---|
2467 | isgn[posjump] = 2;
|
---|
2468 | return;
|
---|
2469 | }
|
---|
2470 |
|
---|
2471 | //
|
---|
2472 | // ................ ENTRY (JUMP = 2)
|
---|
2473 | // FIRST ITERATION. X HAS BEEN OVERWRITTEN BY TRANDPOSE(A)*X.
|
---|
2474 | //
|
---|
2475 | if( isgn[posjump]==2 )
|
---|
2476 | {
|
---|
2477 | isgn[posj] = 1;
|
---|
2478 | for(i=2; i<=n; i++)
|
---|
2479 | {
|
---|
2480 | if( (double)(Math.Abs(x[i]))>(double)(Math.Abs(x[isgn[posj]])) )
|
---|
2481 | {
|
---|
2482 | isgn[posj] = i;
|
---|
2483 | }
|
---|
2484 | }
|
---|
2485 | isgn[positer] = 2;
|
---|
2486 |
|
---|
2487 | //
|
---|
2488 | // MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
|
---|
2489 | //
|
---|
2490 | for(i=1; i<=n; i++)
|
---|
2491 | {
|
---|
2492 | x[i] = 0;
|
---|
2493 | }
|
---|
2494 | x[isgn[posj]] = 1;
|
---|
2495 | kase = 1;
|
---|
2496 | isgn[posjump] = 3;
|
---|
2497 | return;
|
---|
2498 | }
|
---|
2499 |
|
---|
2500 | //
|
---|
2501 | // ................ ENTRY (JUMP = 3)
|
---|
2502 | // X HAS BEEN OVERWRITTEN BY A*X.
|
---|
2503 | //
|
---|
2504 | if( isgn[posjump]==3 )
|
---|
2505 | {
|
---|
2506 | for(i_=1; i_<=n;i_++)
|
---|
2507 | {
|
---|
2508 | v[i_] = x[i_];
|
---|
2509 | }
|
---|
2510 | v[posestold] = est;
|
---|
2511 | est = 0;
|
---|
2512 | for(i=1; i<=n; i++)
|
---|
2513 | {
|
---|
2514 | est = est+Math.Abs(v[i]);
|
---|
2515 | }
|
---|
2516 | flg = false;
|
---|
2517 | for(i=1; i<=n; i++)
|
---|
2518 | {
|
---|
2519 | if( (double)(x[i])>=(double)(0) & isgn[i]<0 | (double)(x[i])<(double)(0) & isgn[i]>=0 )
|
---|
2520 | {
|
---|
2521 | flg = true;
|
---|
2522 | }
|
---|
2523 | }
|
---|
2524 |
|
---|
2525 | //
|
---|
2526 | // REPEATED SIGN VECTOR DETECTED, HENCE ALGORITHM HAS CONVERGED.
|
---|
2527 | // OR MAY BE CYCLING.
|
---|
2528 | //
|
---|
2529 | if( !flg | (double)(est)<=(double)(v[posestold]) )
|
---|
2530 | {
|
---|
2531 | v[posaltsgn] = 1;
|
---|
2532 | for(i=1; i<=n; i++)
|
---|
2533 | {
|
---|
2534 | x[i] = v[posaltsgn]*(1+((double)(i-1))/((double)(n-1)));
|
---|
2535 | v[posaltsgn] = -v[posaltsgn];
|
---|
2536 | }
|
---|
2537 | kase = 1;
|
---|
2538 | isgn[posjump] = 5;
|
---|
2539 | return;
|
---|
2540 | }
|
---|
2541 | for(i=1; i<=n; i++)
|
---|
2542 | {
|
---|
2543 | if( (double)(x[i])>=(double)(0) )
|
---|
2544 | {
|
---|
2545 | x[i] = 1;
|
---|
2546 | isgn[i] = 1;
|
---|
2547 | }
|
---|
2548 | else
|
---|
2549 | {
|
---|
2550 | x[i] = -1;
|
---|
2551 | isgn[i] = -1;
|
---|
2552 | }
|
---|
2553 | }
|
---|
2554 | kase = 2;
|
---|
2555 | isgn[posjump] = 4;
|
---|
2556 | return;
|
---|
2557 | }
|
---|
2558 |
|
---|
2559 | //
|
---|
2560 | // ................ ENTRY (JUMP = 4)
|
---|
2561 | // X HAS BEEN OVERWRITTEN BY TRANDPOSE(A)*X.
|
---|
2562 | //
|
---|
2563 | if( isgn[posjump]==4 )
|
---|
2564 | {
|
---|
2565 | isgn[posjlast] = isgn[posj];
|
---|
2566 | isgn[posj] = 1;
|
---|
2567 | for(i=2; i<=n; i++)
|
---|
2568 | {
|
---|
2569 | if( (double)(Math.Abs(x[i]))>(double)(Math.Abs(x[isgn[posj]])) )
|
---|
2570 | {
|
---|
2571 | isgn[posj] = i;
|
---|
2572 | }
|
---|
2573 | }
|
---|
2574 | if( (double)(x[isgn[posjlast]])!=(double)(Math.Abs(x[isgn[posj]])) & isgn[positer]<itmax )
|
---|
2575 | {
|
---|
2576 | isgn[positer] = isgn[positer]+1;
|
---|
2577 | for(i=1; i<=n; i++)
|
---|
2578 | {
|
---|
2579 | x[i] = 0;
|
---|
2580 | }
|
---|
2581 | x[isgn[posj]] = 1;
|
---|
2582 | kase = 1;
|
---|
2583 | isgn[posjump] = 3;
|
---|
2584 | return;
|
---|
2585 | }
|
---|
2586 |
|
---|
2587 | //
|
---|
2588 | // ITERATION COMPLETE. FINAL STAGE.
|
---|
2589 | //
|
---|
2590 | v[posaltsgn] = 1;
|
---|
2591 | for(i=1; i<=n; i++)
|
---|
2592 | {
|
---|
2593 | x[i] = v[posaltsgn]*(1+((double)(i-1))/((double)(n-1)));
|
---|
2594 | v[posaltsgn] = -v[posaltsgn];
|
---|
2595 | }
|
---|
2596 | kase = 1;
|
---|
2597 | isgn[posjump] = 5;
|
---|
2598 | return;
|
---|
2599 | }
|
---|
2600 |
|
---|
2601 | //
|
---|
2602 | // ................ ENTRY (JUMP = 5)
|
---|
2603 | // X HAS BEEN OVERWRITTEN BY A*X.
|
---|
2604 | //
|
---|
2605 | if( isgn[posjump]==5 )
|
---|
2606 | {
|
---|
2607 | v[postemp] = 0;
|
---|
2608 | for(i=1; i<=n; i++)
|
---|
2609 | {
|
---|
2610 | v[postemp] = v[postemp]+Math.Abs(x[i]);
|
---|
2611 | }
|
---|
2612 | v[postemp] = 2*v[postemp]/(3*n);
|
---|
2613 | if( (double)(v[postemp])>(double)(est) )
|
---|
2614 | {
|
---|
2615 | for(i_=1; i_<=n;i_++)
|
---|
2616 | {
|
---|
2617 | v[i_] = x[i_];
|
---|
2618 | }
|
---|
2619 | est = v[postemp];
|
---|
2620 | }
|
---|
2621 | kase = 0;
|
---|
2622 | return;
|
---|
2623 | }
|
---|
2624 | }
|
---|
2625 |
|
---|
2626 |
|
---|
2627 | private static void cmatrixestimatenorm(int n,
|
---|
2628 | ref AP.Complex[] v,
|
---|
2629 | ref AP.Complex[] x,
|
---|
2630 | ref double est,
|
---|
2631 | ref int kase,
|
---|
2632 | ref int[] isave,
|
---|
2633 | ref double[] rsave)
|
---|
2634 | {
|
---|
2635 | int itmax = 0;
|
---|
2636 | int i = 0;
|
---|
2637 | int iter = 0;
|
---|
2638 | int j = 0;
|
---|
2639 | int jlast = 0;
|
---|
2640 | int jump = 0;
|
---|
2641 | double absxi = 0;
|
---|
2642 | double altsgn = 0;
|
---|
2643 | double estold = 0;
|
---|
2644 | double safmin = 0;
|
---|
2645 | double temp = 0;
|
---|
2646 | int i_ = 0;
|
---|
2647 |
|
---|
2648 |
|
---|
2649 | //
|
---|
2650 | //Executable Statements ..
|
---|
2651 | //
|
---|
2652 | itmax = 5;
|
---|
2653 | safmin = AP.Math.MinRealNumber;
|
---|
2654 | if( kase==0 )
|
---|
2655 | {
|
---|
2656 | v = new AP.Complex[n+1];
|
---|
2657 | x = new AP.Complex[n+1];
|
---|
2658 | isave = new int[5];
|
---|
2659 | rsave = new double[4];
|
---|
2660 | for(i=1; i<=n; i++)
|
---|
2661 | {
|
---|
2662 | x[i] = (double)(1)/(double)(n);
|
---|
2663 | }
|
---|
2664 | kase = 1;
|
---|
2665 | jump = 1;
|
---|
2666 | internalcomplexrcondsaveall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2667 | return;
|
---|
2668 | }
|
---|
2669 | internalcomplexrcondloadall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2670 |
|
---|
2671 | //
|
---|
2672 | // ENTRY (JUMP = 1)
|
---|
2673 | // FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
|
---|
2674 | //
|
---|
2675 | if( jump==1 )
|
---|
2676 | {
|
---|
2677 | if( n==1 )
|
---|
2678 | {
|
---|
2679 | v[1] = x[1];
|
---|
2680 | est = AP.Math.AbsComplex(v[1]);
|
---|
2681 | kase = 0;
|
---|
2682 | internalcomplexrcondsaveall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2683 | return;
|
---|
2684 | }
|
---|
2685 | est = internalcomplexrcondscsum1(ref x, n);
|
---|
2686 | for(i=1; i<=n; i++)
|
---|
2687 | {
|
---|
2688 | absxi = AP.Math.AbsComplex(x[i]);
|
---|
2689 | if( (double)(absxi)>(double)(safmin) )
|
---|
2690 | {
|
---|
2691 | x[i] = x[i]/absxi;
|
---|
2692 | }
|
---|
2693 | else
|
---|
2694 | {
|
---|
2695 | x[i] = 1;
|
---|
2696 | }
|
---|
2697 | }
|
---|
2698 | kase = 2;
|
---|
2699 | jump = 2;
|
---|
2700 | internalcomplexrcondsaveall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2701 | return;
|
---|
2702 | }
|
---|
2703 |
|
---|
2704 | //
|
---|
2705 | // ENTRY (JUMP = 2)
|
---|
2706 | // FIRST ITERATION. X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
|
---|
2707 | //
|
---|
2708 | if( jump==2 )
|
---|
2709 | {
|
---|
2710 | j = internalcomplexrcondicmax1(ref x, n);
|
---|
2711 | iter = 2;
|
---|
2712 |
|
---|
2713 | //
|
---|
2714 | // MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
|
---|
2715 | //
|
---|
2716 | for(i=1; i<=n; i++)
|
---|
2717 | {
|
---|
2718 | x[i] = 0;
|
---|
2719 | }
|
---|
2720 | x[j] = 1;
|
---|
2721 | kase = 1;
|
---|
2722 | jump = 3;
|
---|
2723 | internalcomplexrcondsaveall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2724 | return;
|
---|
2725 | }
|
---|
2726 |
|
---|
2727 | //
|
---|
2728 | // ENTRY (JUMP = 3)
|
---|
2729 | // X HAS BEEN OVERWRITTEN BY A*X.
|
---|
2730 | //
|
---|
2731 | if( jump==3 )
|
---|
2732 | {
|
---|
2733 | for(i_=1; i_<=n;i_++)
|
---|
2734 | {
|
---|
2735 | v[i_] = x[i_];
|
---|
2736 | }
|
---|
2737 | estold = est;
|
---|
2738 | est = internalcomplexrcondscsum1(ref v, n);
|
---|
2739 |
|
---|
2740 | //
|
---|
2741 | // TEST FOR CYCLING.
|
---|
2742 | //
|
---|
2743 | if( (double)(est)<=(double)(estold) )
|
---|
2744 | {
|
---|
2745 |
|
---|
2746 | //
|
---|
2747 | // ITERATION COMPLETE. FINAL STAGE.
|
---|
2748 | //
|
---|
2749 | altsgn = 1;
|
---|
2750 | for(i=1; i<=n; i++)
|
---|
2751 | {
|
---|
2752 | x[i] = altsgn*(1+((double)(i-1))/((double)(n-1)));
|
---|
2753 | altsgn = -altsgn;
|
---|
2754 | }
|
---|
2755 | kase = 1;
|
---|
2756 | jump = 5;
|
---|
2757 | internalcomplexrcondsaveall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2758 | return;
|
---|
2759 | }
|
---|
2760 | for(i=1; i<=n; i++)
|
---|
2761 | {
|
---|
2762 | absxi = AP.Math.AbsComplex(x[i]);
|
---|
2763 | if( (double)(absxi)>(double)(safmin) )
|
---|
2764 | {
|
---|
2765 | x[i] = x[i]/absxi;
|
---|
2766 | }
|
---|
2767 | else
|
---|
2768 | {
|
---|
2769 | x[i] = 1;
|
---|
2770 | }
|
---|
2771 | }
|
---|
2772 | kase = 2;
|
---|
2773 | jump = 4;
|
---|
2774 | internalcomplexrcondsaveall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2775 | return;
|
---|
2776 | }
|
---|
2777 |
|
---|
2778 | //
|
---|
2779 | // ENTRY (JUMP = 4)
|
---|
2780 | // X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
|
---|
2781 | //
|
---|
2782 | if( jump==4 )
|
---|
2783 | {
|
---|
2784 | jlast = j;
|
---|
2785 | j = internalcomplexrcondicmax1(ref x, n);
|
---|
2786 | if( (double)(AP.Math.AbsComplex(x[jlast]))!=(double)(AP.Math.AbsComplex(x[j])) & iter<itmax )
|
---|
2787 | {
|
---|
2788 | iter = iter+1;
|
---|
2789 |
|
---|
2790 | //
|
---|
2791 | // MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
|
---|
2792 | //
|
---|
2793 | for(i=1; i<=n; i++)
|
---|
2794 | {
|
---|
2795 | x[i] = 0;
|
---|
2796 | }
|
---|
2797 | x[j] = 1;
|
---|
2798 | kase = 1;
|
---|
2799 | jump = 3;
|
---|
2800 | internalcomplexrcondsaveall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2801 | return;
|
---|
2802 | }
|
---|
2803 |
|
---|
2804 | //
|
---|
2805 | // ITERATION COMPLETE. FINAL STAGE.
|
---|
2806 | //
|
---|
2807 | altsgn = 1;
|
---|
2808 | for(i=1; i<=n; i++)
|
---|
2809 | {
|
---|
2810 | x[i] = altsgn*(1+((double)(i-1))/((double)(n-1)));
|
---|
2811 | altsgn = -altsgn;
|
---|
2812 | }
|
---|
2813 | kase = 1;
|
---|
2814 | jump = 5;
|
---|
2815 | internalcomplexrcondsaveall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2816 | return;
|
---|
2817 | }
|
---|
2818 |
|
---|
2819 | //
|
---|
2820 | // ENTRY (JUMP = 5)
|
---|
2821 | // X HAS BEEN OVERWRITTEN BY A*X.
|
---|
2822 | //
|
---|
2823 | if( jump==5 )
|
---|
2824 | {
|
---|
2825 | temp = 2*(internalcomplexrcondscsum1(ref x, n)/(3*n));
|
---|
2826 | if( (double)(temp)>(double)(est) )
|
---|
2827 | {
|
---|
2828 | for(i_=1; i_<=n;i_++)
|
---|
2829 | {
|
---|
2830 | v[i_] = x[i_];
|
---|
2831 | }
|
---|
2832 | est = temp;
|
---|
2833 | }
|
---|
2834 | kase = 0;
|
---|
2835 | internalcomplexrcondsaveall(ref isave, ref rsave, ref i, ref iter, ref j, ref jlast, ref jump, ref absxi, ref altsgn, ref estold, ref temp);
|
---|
2836 | return;
|
---|
2837 | }
|
---|
2838 | }
|
---|
2839 |
|
---|
2840 |
|
---|
2841 | private static double internalcomplexrcondscsum1(ref AP.Complex[] x,
|
---|
2842 | int n)
|
---|
2843 | {
|
---|
2844 | double result = 0;
|
---|
2845 | int i = 0;
|
---|
2846 |
|
---|
2847 | result = 0;
|
---|
2848 | for(i=1; i<=n; i++)
|
---|
2849 | {
|
---|
2850 | result = result+AP.Math.AbsComplex(x[i]);
|
---|
2851 | }
|
---|
2852 | return result;
|
---|
2853 | }
|
---|
2854 |
|
---|
2855 |
|
---|
2856 | private static int internalcomplexrcondicmax1(ref AP.Complex[] x,
|
---|
2857 | int n)
|
---|
2858 | {
|
---|
2859 | int result = 0;
|
---|
2860 | int i = 0;
|
---|
2861 | double m = 0;
|
---|
2862 |
|
---|
2863 | result = 1;
|
---|
2864 | m = AP.Math.AbsComplex(x[1]);
|
---|
2865 | for(i=2; i<=n; i++)
|
---|
2866 | {
|
---|
2867 | if( (double)(AP.Math.AbsComplex(x[i]))>(double)(m) )
|
---|
2868 | {
|
---|
2869 | result = i;
|
---|
2870 | m = AP.Math.AbsComplex(x[i]);
|
---|
2871 | }
|
---|
2872 | }
|
---|
2873 | return result;
|
---|
2874 | }
|
---|
2875 |
|
---|
2876 |
|
---|
2877 | private static void internalcomplexrcondsaveall(ref int[] isave,
|
---|
2878 | ref double[] rsave,
|
---|
2879 | ref int i,
|
---|
2880 | ref int iter,
|
---|
2881 | ref int j,
|
---|
2882 | ref int jlast,
|
---|
2883 | ref int jump,
|
---|
2884 | ref double absxi,
|
---|
2885 | ref double altsgn,
|
---|
2886 | ref double estold,
|
---|
2887 | ref double temp)
|
---|
2888 | {
|
---|
2889 | isave[0] = i;
|
---|
2890 | isave[1] = iter;
|
---|
2891 | isave[2] = j;
|
---|
2892 | isave[3] = jlast;
|
---|
2893 | isave[4] = jump;
|
---|
2894 | rsave[0] = absxi;
|
---|
2895 | rsave[1] = altsgn;
|
---|
2896 | rsave[2] = estold;
|
---|
2897 | rsave[3] = temp;
|
---|
2898 | }
|
---|
2899 |
|
---|
2900 |
|
---|
2901 | private static void internalcomplexrcondloadall(ref int[] isave,
|
---|
2902 | ref double[] rsave,
|
---|
2903 | ref int i,
|
---|
2904 | ref int iter,
|
---|
2905 | ref int j,
|
---|
2906 | ref int jlast,
|
---|
2907 | ref int jump,
|
---|
2908 | ref double absxi,
|
---|
2909 | ref double altsgn,
|
---|
2910 | ref double estold,
|
---|
2911 | ref double temp)
|
---|
2912 | {
|
---|
2913 | i = isave[0];
|
---|
2914 | iter = isave[1];
|
---|
2915 | j = isave[2];
|
---|
2916 | jlast = isave[3];
|
---|
2917 | jump = isave[4];
|
---|
2918 | absxi = rsave[0];
|
---|
2919 | altsgn = rsave[1];
|
---|
2920 | estold = rsave[2];
|
---|
2921 | temp = rsave[3];
|
---|
2922 | }
|
---|
2923 | }
|
---|
2924 | }
|
---|