Example #1
0
CAMLprim value ml_gsl_linalg_solve_symm_cyc_tridiag(value DIAG, value E, value B, value X)
{
  _DECLARE_VECTOR4(DIAG, E, B, X);
  _CONVERT_VECTOR4(DIAG, E, B, X);
  gsl_linalg_solve_symm_cyc_tridiag(&v_DIAG, &v_E, &v_B, &v_X);
  return Val_unit;
}
Example #2
0
    /**
     * C++ version of gsl_linalg_solve_symm_cyc_tridiag().
     * @param diag A vector of diagonal elements
     * @param offdiag Off-diagonal vector (one element shorte than @c diag)
     * @param b A vector
     * @param x A vector
     * @return Error code on failure
     */
    inline int solve_symm_cyc_tridiag( vector const& diag, vector const& offdiag,
				       vector const& b, vector& x ){
      return gsl_linalg_solve_symm_cyc_tridiag( diag.get(), offdiag.get(), b.get(), x.get() ); } 
Example #3
0
/* periodic spline calculation
 * see [Engeln-Mullges + Uhlig, p. 256]
 */
static int
cspline_init_periodic (void * vstate, const double xa[], const double ya[],
                       size_t size)
{
  cspline_state_t *state = (cspline_state_t *) vstate;

  size_t i;
  size_t num_points = size;
  size_t max_index = num_points - 1;  /* Engeln-Mullges + Uhlig "n" */
  size_t sys_size = max_index;    /* linear system is sys_size x sys_size */

  if (sys_size == 2) {
    /* solve 2x2 system */
    
    const double h0 = xa[1] - xa[0];
    const double h1 = xa[2] - xa[1];

    const double A = 2.0*(h0 + h1);
    const double B = h0 + h1;
    double g[2];
    double det;
    
    g[0] = 3.0 * ((ya[2] - ya[1]) / h1 - (ya[1] - ya[0]) / h0);
    g[1] = 3.0 * ((ya[1] - ya[2]) / h0 - (ya[2] - ya[1]) / h1);
    
    det = 3.0 * (h0 + h1) * (h0 + h1);
    state->c[1] = ( A * g[0] - B * g[1])/det;
    state->c[2] = (-B * g[0] + A * g[1])/det;
    state->c[0] = state->c[2];
    
    return GSL_SUCCESS;
  } else {
    
    for (i = 0; i < sys_size-1; i++) {
      const double h_i       = xa[i + 1] - xa[i];
      const double h_ip1     = xa[i + 2] - xa[i + 1];
      const double ydiff_i   = ya[i + 1] - ya[i];
      const double ydiff_ip1 = ya[i + 2] - ya[i + 1];
      const double g_i = (h_i != 0.0) ? 1.0 / h_i : 0.0;
      const double g_ip1 = (h_ip1 != 0.0) ? 1.0 / h_ip1 : 0.0;
      state->offdiag[i] = h_ip1;
      state->diag[i] = 2.0 * (h_ip1 + h_i);
      state->g[i] = 3.0 * (ydiff_ip1 * g_ip1 - ydiff_i * g_i);
    }

    i = sys_size - 1;

    {
      const double h_i       = xa[i + 1] - xa[i];
      const double h_ip1     = xa[1] - xa[0];
      const double ydiff_i   = ya[i + 1] - ya[i];
      const double ydiff_ip1 = ya[1] - ya[0];
      const double g_i = (h_i != 0.0) ? 1.0 / h_i : 0.0;
      const double g_ip1 = (h_ip1 != 0.0) ? 1.0 / h_ip1 : 0.0;
      state->offdiag[i] = h_ip1;
      state->diag[i] = 2.0 * (h_ip1 + h_i);
      state->g[i] = 3.0 * (ydiff_ip1 * g_ip1 - ydiff_i * g_i);
    }
    
    {
      gsl_vector_view g_vec = gsl_vector_view_array(state->g, sys_size);
      gsl_vector_view diag_vec = gsl_vector_view_array(state->diag, sys_size);
      gsl_vector_view offdiag_vec = gsl_vector_view_array(state->offdiag, sys_size);
      gsl_vector_view solution_vec = gsl_vector_view_array ((state->c) + 1, sys_size);
      
      int status = gsl_linalg_solve_symm_cyc_tridiag(&diag_vec.vector, 
                                                     &offdiag_vec.vector, 
                                                     &g_vec.vector, 
                                                     &solution_vec.vector);
      state->c[0] = state->c[max_index];
      
      return status;
    }
  }
}