Ejemplo n.º 1
0
void SimpleMatrix::SolveByLeastSquares(SiconosVector &B)
{
  if (B.isBlock())
    SiconosMatrixException::selfThrow("SimpleMatrix::SolveByLeastSquares(SiconosVector &B) failed. Not yet implemented for V being a BlockVector.");

  DenseMat tmpB(B.size(), 1);
  ublas::column(tmpB, 0) = *(B.dense()); // Conversion of vector to matrix. Temporary solution.
  int info = 0;

#ifdef USE_OPTIMAL_WORKSPACE
  info += lapack::gels(*mat.Dense, tmpB, lapack::optimal_workspace());
#endif
#ifdef USE_MINIMAL_WORKSPACE
  info += lapack::gels(*mat.Dense, tmpB, lapack::minimal_workspace());
#endif
  if (info != 0)
  {
    std::cout << "info = " << info << std::endl;
    SiconosMatrixException::selfThrow("SimpleMatrix::SolveByLeastSquares failed.");
  }
  else
  {
    noalias(*(B.dense())) = ublas::column(tmpB, 0);
  }

}
Ejemplo n.º 2
0
void SimpleMatrix::PLUForwardBackwardInPlace(SiconosVector &B)
{
  if (B.isBlock())
    SiconosMatrixException::selfThrow("SimpleMatrix PLUForwardBackwardInPlace(V) failed. Not yet implemented for V being a BlockVector.");


  DenseMat tmpB(B.size(), 1);
  ublas::column(tmpB, 0) = *(B.dense()); // Conversion of vector to matrix. Temporary solution.
  int info;

  if (_num == 1)
  {
    if (!_isPLUFactorized) // call gesv => LU-factorize+solve
    {
      // solve system:
      if (!_ipiv)
        _ipiv.reset(new VInt(size(0)));
      else
        _ipiv->resize(size(0));

      info = lapack::gesv(*mat.Dense, *_ipiv, tmpB);
      _isPLUFactorized = true;

      /*
        ublas::matrix<double> COPY(*mat.Dense);
        ublas::vector<double> S(std::max(size(0),size(1)));
        ublas::matrix<double, ublas::column_major> U(size(0),size(1));
        ublas::matrix<double, ublas::column_major> VT(size(0),size(1));

        int ierr = lapack::gesdd(COPY, S, U, VT);
        printf("info = %d, ierr = %d, emax = %f, emin = %f , cond = %f\n",info,ierr,S(0),S(2),S(0)/S(2));
      */
      // B now contains solution:
    }
    else // call getrs: only solve using previous lu-factorization
      info = lapack::getrs(*mat.Dense, *_ipiv, tmpB);
  }
  else
  {
    if (!_isPLUFactorized) // call first PLUFactorizationInPlace
    {
      PLUFactorizationInPlace();
    }
    // and then solve
    inplace_solve(*sparse(), tmpB, ublas::lower_tag());
    inplace_solve(ublas::trans(*sparse()), tmpB, ublas::upper_tag());
    info = 0;
  }
  if (info != 0)
    SiconosMatrixException::selfThrow("SimpleMatrix::PLUForwardBackwardInPlace failed.");
  else
  {
    noalias(*(B.dense())) = ublas::column(tmpB, 0);
  }
}