Ejemplo n.º 1
0
void NR::gaussj(Mat_IO_DP &a, Mat_IO_DP &b)
{
	int i,icol,irow,j,k,l,ll;
	DP big,dum,pivinv;

	int n=a.nrows();
	int m=b.ncols();
	Vec_INT indxc(n),indxr(n),ipiv(n);
	for (j=0;j<n;j++) ipiv[j]=0;
	for (i=0;i<n;i++) {
		big=0.0;
		for (j=0;j<n;j++)
			if (ipiv[j] != 1)
				for (k=0;k<n;k++) {
					if (ipiv[k] == 0) {
						if (fabs(a[j][k]) >= big) {
							big=fabs(a[j][k]);
							irow=j;
							icol=k;
						}
					}
				}
		++(ipiv[icol]);
		if (irow != icol) {
			for (l=0;l<n;l++) SWAP(a[irow][l],a[icol][l]);
			for (l=0;l<m;l++) SWAP(b[irow][l],b[icol][l]);
		}
		indxr[i]=irow;
		indxc[i]=icol;
		if (a[icol][icol] == 0.0) nrerror("gaussj: Singular Matrix");
		pivinv=1.0/a[icol][icol];
		a[icol][icol]=1.0;
		for (l=0;l<n;l++) a[icol][l] *= pivinv;
		for (l=0;l<m;l++) b[icol][l] *= pivinv;
		for (ll=0;ll<n;ll++)
			if (ll != icol) {
				dum=a[ll][icol];
				a[ll][icol]=0.0;
				for (l=0;l<n;l++) a[ll][l] -= a[icol][l]*dum;
				for (l=0;l<m;l++) b[ll][l] -= b[icol][l]*dum;
			}
	}
	for (l=n-1;l>=0;l--) {
		if (indxr[l] != indxc[l])
			for (k=0;k<n;k++)
				SWAP(a[k][indxr[l]],a[k][indxc[l]]);
	}
}
Ejemplo n.º 2
0
void NR::qrdcmp(Mat_IO_DP &a, Vec_O_DP &c, Vec_O_DP &d, bool &sing)
{
	int i,j,k;
	DP scale,sigma,sum,tau;

	int n=a.nrows();
	sing=false;
	for (k=0;k<n-1;k++) {
		scale=0.0;
		for (i=k;i<n;i++) scale=MAX(scale,fabs(a[i][k]));
		if (scale == 0.0) {
			sing=true;
			c[k]=d[k]=0.0;
		} else {
			for (i=k;i<n;i++) a[i][k] /= scale;
			for (sum=0.0,i=k;i<n;i++) sum += SQR(a[i][k]);
			sigma=SIGN(sqrt(sum),a[k][k]);
			a[k][k] += sigma;
			c[k]=sigma*a[k][k];
			d[k] = -scale*sigma;
			for (j=k+1;j<n;j++) {
				for (sum=0.0,i=k;i<n;i++) sum += a[i][k]*a[i][j];
				tau=sum/c[k];
				for (i=k;i<n;i++) a[i][j] -= tau*a[i][k];
			}
		}
	}
	d[n-1]=a[n-1][n-1];
	if (d[n-1] == 0.0) sing=true;
}
Ejemplo n.º 3
0
void NR::elmhes(Mat_IO_DP &a)
{
	int i,j,m;
	DP y,x;

	int n=a.nrows();
	for (m=1;m<n-1;m++) {
		x=0.0;
		i=m;
		for (j=m;j<n;j++) {
			if (fabs(a[j][m-1]) > fabs(x)) {
				x=a[j][m-1];
				i=j;
			}
		}
		if (i != m) {
			for (j=m-1;j<n;j++) SWAP(a[i][j],a[m][j]);
			for (j=0;j<n;j++) SWAP(a[j][i],a[j][m]);
		}
		if (x != 0.0) {
			for (i=m+1;i<n;i++) {
				if ((y=a[i][m-1]) != 0.0) {
					y /= x;
					a[i][m-1]=y;
					for (j=m;j<n;j++) a[i][j] -= y*a[m][j];
					for (j=0;j<n;j++) a[j][m] += y*a[j][i];
				}
			}
		}
	}
}
Ejemplo n.º 4
0
DP NR::amotsa(Mat_IO_DP &p, Vec_O_DP &y, Vec_IO_DP &psum, Vec_O_DP &pb, DP &yb,
	DP funk(Vec_I_DP &), const int ihi, DP &yhi, const DP fac)
{
	int j;
	DP fac1,fac2,yflu,ytry;

	int ndim=p.ncols();
	Vec_DP ptry(ndim);
	fac1=(1.0-fac)/ndim;
	fac2=fac1-fac;
	for (j=0;j<ndim;j++)
		ptry[j]=psum[j]*fac1-p[ihi][j]*fac2;
	ytry=funk(ptry);
	if (ytry <= yb) {
		for (j=0;j<ndim;j++) pb[j]=ptry[j];
		yb=ytry;
	}
	yflu=ytry-tt*log(ran1(idum));
	if (yflu < yhi) {
		y[ihi]=ytry;
		yhi=yflu;
		for (j=0;j<ndim;j++) {
			psum[j] += ptry[j]-p[ihi][j];
			p[ihi][j]=ptry[j];
		}
	}
	return yflu;
}
Ejemplo n.º 5
0
void NR::ludcmp(Mat_IO_DP &a, Vec_O_INT &indx, DP &d)
{
	const DP TINY=1.0e-20;
	int i,imax=0,j,k;
	DP big,dum,sum,temp;

	int n=a.nrows();
	Vec_DP vv(n);
	d=1.0;
	for (i=0;i<n;i++) {
		big=0.0;
		for (j=0;j<n;j++)
			if ((temp=fabs(a[i][j])) > big) big=temp;
		if (big == 0.0) nrerror("Singular matrix in routine ludcmp");
		vv[i]=1.0/big;
	}
	for (j=0;j<n;j++) {
		for (i=0;i<j;i++) {
			sum=a[i][j];
			for (k=0;k<i;k++) sum -= a[i][k]*a[k][j];
			a[i][j]=sum;
		}
		big=0.0;
		for (i=j;i<n;i++) {
			sum=a[i][j];
			for (k=0;k<j;k++) sum -= a[i][k]*a[k][j];
			a[i][j]=sum;
			if ((dum=vv[i]*fabs(sum)) >= big) {
				big=dum;
				imax=i;
			}
		}
		if (j != imax) {
			for (k=0;k<n;k++) {
				dum=a[imax][k];
				a[imax][k]=a[j][k];
				a[j][k]=dum;
			}
			d = -d;
			vv[imax]=vv[j];
		}
		indx[j]=imax;
		if (a[j][j] == 0.0) a[j][j]=TINY;
		if (j != n-1) {
			dum=1.0/(a[j][j]);
			for (i=j+1;i<n;i++) a[i][j] *= dum;
		}
	}
}
Ejemplo n.º 6
0
void NR::relax(Mat_IO_DP &u, Mat_I_DP &rhs)
{
	int i,ipass,isw,j,jsw=1;
	DP h,h2;

	int n=u.nrows();
	h=1.0/(n-1);
	h2=h*h;
	for (ipass=0;ipass<2;ipass++,jsw=3-jsw) {
		isw=jsw;
		for (j=1;j<n-1;j++,isw=3-isw)
			for (i=isw;i<n-1;i+=2)
				u[i][j]=0.25*(u[i+1][j]+u[i-1][j]+u[i][j+1]
					+u[i][j-1]-h2*rhs[i][j]);
	}
}
Ejemplo n.º 7
0
void NR::choldc(Mat_IO_DP &a, Vec_O_DP &p)
{
	int i,j,k;
	DP sum;

	int n=a.nrows();
	for (i=0;i<n;i++) {
		for (j=i;j<n;j++) {
			for (sum=a[i][j],k=i-1;k>=0;k--) sum -= a[i][k]*a[j][k];
			if (i == j) {
				if (sum <= 0.0)
					nrerror("choldc failed");
				p[i]=sqrt(sum);
			} else a[j][i]=sum/p[i];
		}
	}
}
Ejemplo n.º 8
0
void NR::balanc(Mat_IO_DP &a)
{
	const DP RADIX = numeric_limits<DP>::radix;
	int i,j,last=0;
	DP s,r,g,f,c,sqrdx;

	int n=a.nrows();
	sqrdx=RADIX*RADIX;
	while (last == 0) {
		last=1;
		for (i=0;i<n;i++) {
			r=c=0.0;
			for (j=0;j<n;j++)
				if (j != i) {
					c += fabs(a[j][i]);
					r += fabs(a[i][j]);
				}
			if (c != 0.0 && r != 0.0) {
				g=r/RADIX;
				f=1.0;
				s=c+r;
				while (c<g) {
					f *= RADIX;
					c *= sqrdx;
				}
				g=r*RADIX;
				while (c>g) {
					f /= RADIX;
					c /= sqrdx;
				}
				if ((c+r)/f < 0.95*s) {
					last=0;
					g=1.0/f;
					for (j=0;j<n;j++) a[i][j] *= g;
					for (j=0;j<n;j++) a[j][i] *= f;
				}
			}
		}
	}
}
Ejemplo n.º 9
0
void NR::mglin(Mat_IO_DP &u, const int ncycle)
{
	int j,jcycle,ng=0,ngrid,nn;
	Mat_DP *uj,*uj1;

	int n=u.nrows();

	nn=n;
	while (nn >>= 1) ng++;
	if ((n-1) != (1 << ng))
		nrerror("n-1 must be a power of 2 in mglin.");
	Vec_Mat_DP_p rho(ng);
	nn=n;
	ngrid=ng-1;
	rho[ngrid] = new Mat_DP(nn,nn);
	copy(*rho[ngrid],u);
	while (nn > 3) {
		nn=nn/2+1;
		rho[--ngrid]=new Mat_DP(nn,nn);
		rstrct(*rho[ngrid],*rho[ngrid+1]);
	}
	nn=3;
	uj=new Mat_DP(nn,nn);
	slvsml(*uj,*rho[0]);
	for (j=1;j<ng;j++) {
		nn=2*nn-1;
		uj1=uj;
		uj=new Mat_DP(nn,nn);
		interp(*uj,*uj1);
		delete uj1;
		for (jcycle=0;jcycle<ncycle;jcycle++)
			mg(j,*uj,*rho[j]);
	}
	copy(u,*uj);
	delete uj;
	for (j=0;j<ng;j++)
		delete rho[j];
}
Ejemplo n.º 10
0
void NR::svdcmp(Mat_IO_DP &a, Vec_O_DP &w, Mat_O_DP &v)
{
	bool flag;
	int i,its,j,jj,k,l,nm;
	DP anorm,c,f,g,h,s,scale,x,y,z;

	int m=a.nrows();
	int n=a.ncols();
	Vec_DP rv1(n);
	g=scale=anorm=0.0;
	for (i=0;i<n;i++) {
		l=i+2;
		rv1[i]=scale*g;
		g=s=scale=0.0;
		if (i < m) {
			for (k=i;k<m;k++) scale += fabs(a[k][i]);
			if (scale != 0.0) {
				for (k=i;k<m;k++) {
					a[k][i] /= scale;
					s += a[k][i]*a[k][i];
				}
				f=a[i][i];
				g = -SIGN(sqrt(s),f);
				h=f*g-s;
				a[i][i]=f-g;
				for (j=l-1;j<n;j++) {
					for (s=0.0,k=i;k<m;k++) s += a[k][i]*a[k][j];
					f=s/h;
					for (k=i;k<m;k++) a[k][j] += f*a[k][i];
				}
				for (k=i;k<m;k++) a[k][i] *= scale;
			}
		}
		w[i]=scale *g;
		g=s=scale=0.0;
		if (i+1 <= m && i+1 != n) {
			for (k=l-1;k<n;k++) scale += fabs(a[i][k]);
			if (scale != 0.0) {
				for (k=l-1;k<n;k++) {
					a[i][k] /= scale;
					s += a[i][k]*a[i][k];
				}
				f=a[i][l-1];
				g = -SIGN(sqrt(s),f);
				h=f*g-s;
				a[i][l-1]=f-g;
				for (k=l-1;k<n;k++) rv1[k]=a[i][k]/h;
				for (j=l-1;j<m;j++) {
					for (s=0.0,k=l-1;k<n;k++) s += a[j][k]*a[i][k];
					for (k=l-1;k<n;k++) a[j][k] += s*rv1[k];
				}
				for (k=l-1;k<n;k++) a[i][k] *= scale;
			}
		}
		anorm=MAX(anorm,(fabs(w[i])+fabs(rv1[i])));
	}
	for (i=n-1;i>=0;i--) {
		if (i < n-1) {
			if (g != 0.0) {
				for (j=l;j<n;j++)
					v[j][i]=(a[i][j]/a[i][l])/g;
				for (j=l;j<n;j++) {
					for (s=0.0,k=l;k<n;k++) s += a[i][k]*v[k][j];
					for (k=l;k<n;k++) v[k][j] += s*v[k][i];
				}
			}
			for (j=l;j<n;j++) v[i][j]=v[j][i]=0.0;
		}
		v[i][i]=1.0;
		g=rv1[i];
		l=i;
	}
	for (i=MIN(m,n)-1;i>=0;i--) {
		l=i+1;
		g=w[i];
		for (j=l;j<n;j++) a[i][j]=0.0;
		if (g != 0.0) {
			g=1.0/g;
			for (j=l;j<n;j++) {
				for (s=0.0,k=l;k<m;k++) s += a[k][i]*a[k][j];
				f=(s/a[i][i])*g;
				for (k=i;k<m;k++) a[k][j] += f*a[k][i];
			}
			for (j=i;j<m;j++) a[j][i] *= g;
		} else for (j=i;j<m;j++) a[j][i]=0.0;
		++a[i][i];
	}
	for (k=n-1;k>=0;k--) {
		for (its=0;its<30;its++) {
			flag=true;
			for (l=k;l>=0;l--) {
				nm=l-1;
				if (fabs(rv1[l])+anorm == anorm) {
					flag=false;
					break;
				}
				if (fabs(w[nm])+anorm == anorm) break;
			}
			if (flag) {
				c=0.0;
				s=1.0;
				for (i=l;i<k+1;i++) {
					f=s*rv1[i];
					rv1[i]=c*rv1[i];
					if (fabs(f)+anorm == anorm) break;
					g=w[i];
					h=pythag(f,g);
					w[i]=h;
					h=1.0/h;
					c=g*h;
					s = -f*h;
					for (j=0;j<m;j++) {
						y=a[j][nm];
						z=a[j][i];
						a[j][nm]=y*c+z*s;
						a[j][i]=z*c-y*s;
					}
				}
			}
			z=w[k];
			if (l == k) {
				if (z < 0.0) {
					w[k] = -z;
					for (j=0;j<n;j++) v[j][k] = -v[j][k];
				}
				break;
			}
			if (its == 29) { nrerror("no convergence in 30 svdcmp iterations"); return; }
			x=w[l];
			nm=k-1;
			y=w[nm];
			g=rv1[nm];
			h=rv1[k];
			f=((y-z)*(y+z)+(g-h)*(g+h))/(2.0*h*y);
			g=pythag(f,1.0);
			f=((x-z)*(x+z)+h*((y/(f+SIGN(g,f)))-h))/x;
			c=s=1.0;
			for (j=l;j<=nm;j++) {
				i=j+1;
				g=rv1[i];
				y=w[i];
				h=s*g;
				g=c*g;
				z=pythag(f,h);
				rv1[j]=z;
				c=f/z;
				s=h/z;
				f=x*c+g*s;
				g=g*c-x*s;
				h=y*s;
				y *= c;
				for (jj=0;jj<n;jj++) {
					x=v[jj][j];
					z=v[jj][i];
					v[jj][j]=x*c+z*s;
					v[jj][i]=z*c-x*s;
				}
				z=pythag(f,h);
				w[j]=z;
				if (z) {
					z=1.0/z;
					c=f*z;
					s=h*z;
				}
				f=c*g+s*y;
				x=c*y-s*g;
				for (jj=0;jj<m;jj++) {
					y=a[jj][j];
					z=a[jj][i];
					a[jj][j]=y*c+z*s;
					a[jj][i]=z*c-y*s;
				}
			}
			rv1[l]=0.0;
			rv1[k]=f;
			w[k]=x;
		}
	}
}
Ejemplo n.º 11
0
void NR::amebsa(Mat_IO_DP &p, Vec_IO_DP &y, Vec_O_DP &pb, DP &yb, const DP ftol,
	DP funk(Vec_I_DP &), int &iter, const DP temptr)
{
	int i,ihi,ilo,j,n;
	DP rtol,yhi,ylo,ynhi,ysave,yt,ytry;

	int mpts=p.nrows();
	int ndim=p.ncols();
	Vec_DP psum(ndim);
	tt = -temptr;
	get_psum(p,psum);
	for (;;) {
		ilo=0;
		ihi=1;
		ynhi=ylo=y[0]+tt*log(ran1(idum));
		yhi=y[1]+tt*log(ran1(idum));
		if (ylo > yhi) {
			ihi=0;
			ilo=1;
			ynhi=yhi;
			yhi=ylo;
			ylo=ynhi;
		}
		for (i=3;i<=mpts;i++) {
			yt=y[i-1]+tt*log(ran1(idum));
			if (yt <= ylo) {
				ilo=i-1;
				ylo=yt;
			}
			if (yt > yhi) {
				ynhi=yhi;
				ihi=i-1;
				yhi=yt;
			} else if (yt > ynhi) {
				ynhi=yt;
			}
		}
		rtol=2.0*fabs(yhi-ylo)/(fabs(yhi)+fabs(ylo));
		if (rtol < ftol || iter < 0) {
			SWAP(y[0],y[ilo]);
			for (n=0;n<ndim;n++)
				SWAP(p[0][n],p[ilo][n]);
			break;
		}
		iter -= 2;
		ytry=amotsa(p,y,psum,pb,yb,funk,ihi,yhi,-1.0);
		if (ytry <= ylo) {
			ytry=amotsa(p,y,psum,pb,yb,funk,ihi,yhi,2.0);
		} else if (ytry >= ynhi) {
			ysave=yhi;
			ytry=amotsa(p,y,psum,pb,yb,funk,ihi,yhi,0.5);
			if (ytry >= ysave) {
				for (i=0;i<mpts;i++) {
					if (i != ilo) {
						for (j=0;j<ndim;j++) {
							psum[j]=0.5*(p[i][j]+p[ilo][j]);
							p[i][j]=psum[j];
						}
						y[i]=funk(psum);
					}
				}
				iter -= ndim;
				get_psum(p,psum);
			}
		} else ++iter;
	}
}