181 lines
5.6 KiB
C++
181 lines
5.6 KiB
C++
/*************************************************************************
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*
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* OpenOffice.org - a multi-platform office productivity suite
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*
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* $RCSfile: gauss.hxx,v $
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*
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* $Revision: 1.4 $
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*
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* last change: $Author: rt $ $Date: 2005-09-07 20:56:43 $
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*
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* The Contents of this file are made available subject to
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* the terms of GNU Lesser General Public License Version 2.1.
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*
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*
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* GNU Lesser General Public License Version 2.1
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* =============================================
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* Copyright 2005 by Sun Microsystems, Inc.
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* 901 San Antonio Road, Palo Alto, CA 94303, USA
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License version 2.1, as published by the Free Software Foundation.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 59 Temple Place, Suite 330, Boston,
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* MA 02111-1307 USA
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*
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************************************************************************/
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/** This method eliminates elements below main diagonal in the given
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matrix by gaussian elimination.
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@param matrix
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The matrix to operate on. Last column is the result vector (right
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hand side of the linear equation). After successful termination,
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the matrix is upper triangular. The matrix is expected to be in
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row major order.
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@param rows
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Number of rows in matrix
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@param cols
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Number of columns in matrix
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@param minPivot
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If the pivot element gets lesser than minPivot, this method fails,
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otherwise, elimination succeeds and true is returned.
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@return true, if elimination succeeded.
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*/
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template <class Matrix, typename BaseType>
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bool eliminate( Matrix& matrix,
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int rows,
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int cols,
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const BaseType& minPivot )
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{
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BaseType temp;
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int max, i, j, k; /* *must* be signed, when looping like: j>=0 ! */
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/* eliminate below main diagonal */
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for(i=0; i<cols-1; ++i)
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{
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/* find best pivot */
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max = i;
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for(j=i+1; j<rows; ++j)
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if( fabs(matrix[ j*cols + i ]) > fabs(matrix[ max*cols + i ]) )
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max = j;
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/* check pivot value */
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if( fabs(matrix[ max*cols + i ]) < minPivot )
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return false; /* pivot too small! */
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/* interchange rows 'max' and 'i' */
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for(k=0; k<cols; ++k)
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{
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temp = matrix[ i*cols + k ];
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matrix[ i*cols + k ] = matrix[ max*cols + k ];
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matrix[ max*cols + k ] = temp;
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}
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/* eliminate column */
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for(j=i+1; j<rows; ++j)
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for(k=cols-1; k>=i; --k)
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matrix[ j*cols + k ] -= matrix[ i*cols + k ] *
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matrix[ j*cols + i ] / matrix[ i*cols + i ];
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}
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/* everything went well */
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return true;
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}
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/** Retrieve solution vector of linear system by substituting backwards.
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This operation _relies_ on the previous successful
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application of eliminate()!
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@param matrix
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Matrix in upper diagonal form, as e.g. generated by eliminate()
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@param rows
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Number of rows in matrix
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@param cols
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Number of columns in matrix
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@param result
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Result vector. Given matrix must have space for one column (rows entries).
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@return true, if back substitution was possible (i.e. no division
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by zero occured).
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*/
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template <class Matrix, class Vector, typename BaseType>
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bool substitute( const Matrix& matrix,
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int rows,
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int cols,
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Vector& result )
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{
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BaseType temp;
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int j,k; /* *must* be signed, when looping like: j>=0 ! */
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/* substitute backwards */
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for(j=rows-1; j>=0; --j)
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{
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temp = 0.0;
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for(k=j+1; k<cols-1; ++k)
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temp += matrix[ j*cols + k ] * result[k];
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if( matrix[ j*cols + j ] == 0.0 )
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return false; /* imminent division by zero! */
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result[j] = (matrix[ j*cols + cols-1 ] - temp) / matrix[ j*cols + j ];
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}
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/* everything went well */
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return true;
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}
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/** This method determines solution of given linear system, if any
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This is a wrapper for eliminate and substitute, given matrix must
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contain right side of equation as the last column.
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@param matrix
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The matrix to operate on. Last column is the result vector (right
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hand side of the linear equation). After successful termination,
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the matrix is upper triangular. The matrix is expected to be in
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row major order.
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@param rows
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Number of rows in matrix
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@param cols
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Number of columns in matrix
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@param minPivot
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If the pivot element gets lesser than minPivot, this method fails,
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otherwise, elimination succeeds and true is returned.
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@return true, if elimination succeeded.
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*/
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template <class Matrix, class Vector, typename BaseType>
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bool solve( Matrix& matrix,
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int rows,
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int cols,
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Vector& result,
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BaseType minPivot )
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{
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if( eliminate<Matrix,BaseType>(matrix, rows, cols, minPivot) )
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return substitute<Matrix,Vector,BaseType>(matrix, rows, cols, result);
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return false;
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}
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