Example #1
0
//--------------------------------------------------------------------------
void Omu_IntODE::resize()
{
  if (_dxt->dim == _nx + _nd && _ut->dim == _nu && _u->dim == _nd + _nu)
    return;

  int neq = _n * (1 + _nx + _nu);
  v_resize(_y, neq);
  v_resize(_u, _nd + _nu);

  //
  // variables for ADOL-C
  //

  v_resize(_x, _nd + 2 * _n + _nu);
  v_resize(_v, _nd + 2 * _n + _nu);
  m_resize(_X2, _nd + 2 * _n + _nu, _nx + _nu);
  m_resize(_Y2, _n, _nx + _nu);

  //
  // variables for low level _sys->continuous callback
  //
  v_resize(_ut, _nu);
  _dxt.resize(_nd + _n, _nx, _nu);
  m_resize(_Yx, _nd + _n, _nx);
  m_resize(_Yu, _nd + _n, _nu);
}
Example #2
0
static void test_mgcr(ITER *ip, int i, MAT *Q, MAT *R)
#endif
{
    VEC vt, vt1;
    static MAT *R1 = MNULL;
    static VEC *r = VNULL, *r1 = VNULL;
    VEC *rr;
    int k, j;
    Real sm;

    /* check Q*Q^T = I */
    vt.dim = vt.max_dim = ip->b->dim;
    vt1.dim = vt1.max_dim = ip->b->dim;

    Q = m_resize(Q, i + 1, ip->b->dim);
    R1 = m_resize(R1, i + 1, i + 1);
    r = v_resize(r, ip->b->dim);
    r1 = v_resize(r1, ip->b->dim);
    MEM_STAT_REG(R1, TYPE_MAT);
    MEM_STAT_REG(r, TYPE_VEC);
    MEM_STAT_REG(r1, TYPE_VEC);

    m_zero(R1);
    for (k = 1; k <= i; k++)
        for (j = 1; j <= i; j++) {
            vt.ve = Q->me[k];
            vt1.ve = Q->me[j];
            R1->me[k][j] = in_prod(&vt, &vt1);
        }
    for (j = 1; j <= i; j++)
        R1->me[j][j] -= 1.0;
#ifndef MEX
    if (m_norm_inf(R1) > MACHEPS * ip->b->dim)
        printf(" ! (mgcr:) m_norm_inf(Q*Q^T) = %g\n", m_norm_inf(R1));
#endif

    /* check (r_i,Ap_j) = 0 for j <= i */

    ip->Ax(ip->A_par, ip->x, r);
    v_sub(ip->b, r, r);
    rr = r;
    if (ip->Bx) {
        ip->Bx(ip->B_par, r, r1);
        rr = r1;
    }

#ifndef MEX
    printf(" ||r|| = %g\n", v_norm2(rr));
#endif
    sm = 0.0;
    for (j = 1; j <= i; j++) {
        vt.ve = Q->me[j];
        sm = max(sm, in_prod(&vt,rr));
    }
#ifndef MEX
    if (sm >= MACHEPS * ip->b->dim)
        printf(" ! (mgcr:) max_j (r,Ap_j) = %g\n", sm);
#endif

}
Example #3
0
VEC	*QRsolve(const MAT *QR, const VEC *diag, const VEC *b, VEC *x)
#endif
{
    int	limit;
    STATIC	VEC	*tmp = VNULL;
    
    if ( ! QR || ! diag || ! b )
	error(E_NULL,"QRsolve");
    limit = min(QR->m,QR->n);
    if ( diag->dim < limit || b->dim != QR->m )
	error(E_SIZES,"QRsolve");
    tmp = v_resize(tmp,limit);
    MEM_STAT_REG(tmp,TYPE_VEC);

    x = v_resize(x,QR->n);
    _Qsolve(QR,diag,b,x,tmp);
    x = Usolve(QR,x,x,0.0);
    v_resize(x,QR->n);

#ifdef	THREADSAFE
    V_FREE(tmp);
#endif

    return x;
}
Example #4
0
File: svd.c Project: Rainwin2015/C
MAT	*bifactor(MAT *A, MAT *U, MAT *V)
#endif
{
	int	k;
	STATIC VEC	*tmp1=VNULL, *tmp2=VNULL, *w=VNULL;
	Real	beta;

	if ( ! A )
		error(E_NULL,"bifactor");
	if ( ( U && ( U->m != U->n ) ) || ( V && ( V->m != V->n ) ) )
		error(E_SQUARE,"bifactor");
	if ( ( U && U->m != A->m ) || ( V && V->m != A->n ) )
		error(E_SIZES,"bifactor");
	tmp1 = v_resize(tmp1,A->m);
	tmp2 = v_resize(tmp2,A->n);
	w    = v_resize(w,   max(A->m,A->n));
	MEM_STAT_REG(tmp1,TYPE_VEC);
	MEM_STAT_REG(tmp2,TYPE_VEC);
	MEM_STAT_REG(w,   TYPE_VEC);

	if ( A->m >= A->n )
	    for ( k = 0; k < A->n; k++ )
	    {
		get_col(A,k,tmp1);
		hhvec(tmp1,k,&beta,tmp1,&(A->me[k][k]));
		_hhtrcols(A,k,k+1,tmp1,beta,w);
		if ( U )
		    _hhtrcols(U,k,0,tmp1,beta,w);
		if ( k+1 >= A->n )
		    continue;
		get_row(A,k,tmp2);
		hhvec(tmp2,k+1,&beta,tmp2,&(A->me[k][k+1]));
		hhtrrows(A,k+1,k+1,tmp2,beta);
		if ( V )
		    _hhtrcols(V,k+1,0,tmp2,beta,w);
	    }
	else
	    for ( k = 0; k < A->m; k++ )
	    {
		get_row(A,k,tmp2);
		hhvec(tmp2,k,&beta,tmp2,&(A->me[k][k]));
		hhtrrows(A,k+1,k,tmp2,beta);
		if ( V )
		    _hhtrcols(V,k,0,tmp2,beta,w);
		if ( k+1 >= A->m )
		    continue;
		get_col(A,k,tmp1);
		hhvec(tmp1,k+1,&beta,tmp1,&(A->me[k+1][k]));
		_hhtrcols(A,k+1,k+1,tmp1,beta,w);
		if ( U )
		    _hhtrcols(U,k+1,0,tmp1,beta,w);
	    }

#ifdef	THREADSAFE
	V_FREE(tmp1);	V_FREE(tmp2);
#endif

	return A;
}
Example #5
0
File: svd.c Project: Rainwin2015/C
VEC	*svd(MAT *A, MAT *U, MAT *V, VEC *d)
#endif
{
	STATIC VEC	*f=VNULL;
	int	i, limit;
	MAT	*A_tmp;

	if ( ! A )
		error(E_NULL,"svd");
	if ( ( U && ( U->m != U->n ) ) || ( V && ( V->m != V->n ) ) )
		error(E_SQUARE,"svd");
	if ( ( U && U->m != A->m ) || ( V && V->m != A->n ) )
		error(E_SIZES,"svd");

	A_tmp = m_copy(A,MNULL);
	if ( U != MNULL )
	    m_ident(U);
	if ( V != MNULL )
	    m_ident(V);
	limit = min(A_tmp->m,A_tmp->n);
	d = v_resize(d,limit);
	f = v_resize(f,limit-1);
	MEM_STAT_REG(f,TYPE_VEC);

	bifactor(A_tmp,U,V);
	if ( A_tmp->m >= A_tmp->n )
	    for ( i = 0; i < limit; i++ )
	    {
		d->ve[i] = A_tmp->me[i][i];
		if ( i+1 < limit )
		    f->ve[i] = A_tmp->me[i][i+1];
	    }
	else
	    for ( i = 0; i < limit; i++ )
	    {
		d->ve[i] = A_tmp->me[i][i];
		if ( i+1 < limit )
		    f->ve[i] = A_tmp->me[i+1][i];
	    }


	if ( A_tmp->m >= A_tmp->n )
	    bisvd(d,f,U,V);
	else
	    bisvd(d,f,V,U);

	M_FREE(A_tmp);
#ifdef	THREADSAFE
	V_FREE(f);
#endif

	return d;
}
Example #6
0
MAT	*makeQ(const MAT *QR,const VEC *diag, MAT *Qout)
#endif
{
    STATIC	VEC	*tmp1=VNULL,*tmp2=VNULL;
    unsigned int	i, limit;
    Real	beta, r_ii, tmp_val;
    int	j;
    
    limit = min(QR->m,QR->n);
    if ( ! QR || ! diag )
	error(E_NULL,"makeQ");
    if ( diag->dim < limit )
	error(E_SIZES,"makeQ");
    if ( Qout==(MAT *)NULL || Qout->m < QR->m || Qout->n < QR->m )
	Qout = m_get(QR->m,QR->m);
    
    tmp1 = v_resize(tmp1,QR->m);	/* contains basis vec & columns of Q */
    tmp2 = v_resize(tmp2,QR->m);	/* contains H/holder vectors */
    MEM_STAT_REG(tmp1,TYPE_VEC);
    MEM_STAT_REG(tmp2,TYPE_VEC);
    
    for ( i=0; i<QR->m ; i++ )
    {	/* get i-th column of Q */
	/* set up tmp1 as i-th basis vector */
	for ( j=0; j<QR->m ; j++ )
	    tmp1->ve[j] = 0.0;
	tmp1->ve[i] = 1.0;
	
	/* apply H/h transforms in reverse order */
	for ( j=limit-1; j>=0; j-- )
	{
	    get_col(QR,j,tmp2);
	    r_ii = fabs(tmp2->ve[j]);
	    tmp2->ve[j] = diag->ve[j];
	    tmp_val = (r_ii*fabs(diag->ve[j]));
	    beta = ( tmp_val == 0.0 ) ? 0.0 : 1.0/tmp_val;
	    /* hhtrvec(tmp2,beta->ve[j],j,tmp1,tmp1); */
	    hhtrvec(tmp2,beta,j,tmp1,tmp1);
	}
	
	/* insert into Q */
	set_col(Qout,i,tmp1);
    }

#ifdef	THREADSAFE
    V_FREE(tmp1);	V_FREE(tmp2);
#endif

    return (Qout);
}
Example #7
0
static MAT *calc_VinvIminAw(MAT *Vw, MAT *X, MAT *VinvIminAw, int calc_Aw) {
/*
 * calculate V_w^-1(I-A_w) (==VinvIminAw),
 * A = X(X'X)^-1 X' (AY = XBeta; Beta = (X'X)^-1 X'Y)
 *
 * on second thought (Nov 1998 -- more than 4 years later :-))
 * calc (I-Aw) only once and keep this constant during iteration.
 */
 	MAT *tmp = MNULL, *V = MNULL;
 	VEC *b = VNULL, *rhs = VNULL;
 	int i, j;

	if (X->m != Vw->n || VinvIminAw->m != X->m)
		ErrMsg(ER_IMPOSVAL, "calc_VinvIminAw: sizes don't match");
	
	if (calc_Aw) {
		IminAw = m_resize(IminAw, X->m, X->m);
		tmp = m_resize(tmp, X->n, X->n);
		tmp = mtrm_mlt(X, X, tmp); /* X'X */
		m_inverse(tmp, tmp); /* (X'X)-1 */
		/* X(X'X)-1 -> X(X'X)-1 X') */
		IminAw = XVXt_mlt(X, tmp, IminAw);
		for (i = 0; i < IminAw->m; i++) /* I - Aw */
			for (j = 0; j <= i; j++)
				if (i == j)
					IminAw->me[i][j] = 1.0 - IminAw->me[i][j];
				else
					IminAw->me[i][j] = IminAw->me[j][i] = -IminAw->me[i][j];
	}

	V = m_copy(Vw, V);
	LDLfactor(V);

	rhs = v_resize(rhs, X->m);
	b = v_resize(b, X->m);

	for (i = 0; i < X->m; i++) { /* solve Vw X = (I-A) for X -> V-1(I-A) */
		rhs = get_col(IminAw, i, rhs);
		LDLsolve(V, rhs, b);
		set_col(VinvIminAw, i, b);
	}
	v_free(rhs);
	v_free(b);
	m_free(V);

	if (tmp) 
		m_free(tmp);

	return VinvIminAw;
}
Example #8
0
MAT	*makeHQ(MAT *H, VEC *diag, VEC *beta, MAT *Qout)
#endif
{
	int	i, j, limit;
	STATIC	VEC	*tmp1 = VNULL, *tmp2 = VNULL;

	if ( H==(MAT *)NULL || diag==(VEC *)NULL || beta==(VEC *)NULL )
		error(E_NULL,"makeHQ");
	limit = H->m - 1;
	if ( diag->dim < limit || beta->dim < limit )
		error(E_SIZES,"makeHQ");
	if ( H->m != H->n )
		error(E_SQUARE,"makeHQ");
	Qout = m_resize(Qout,H->m,H->m);

	tmp1 = v_resize(tmp1,H->m);
	tmp2 = v_resize(tmp2,H->m);
	MEM_STAT_REG(tmp1,TYPE_VEC);
	MEM_STAT_REG(tmp2,TYPE_VEC);

	for ( i = 0; i < H->m; i++ )
	{
		/* tmp1 = i'th basis vector */
		for ( j = 0; j < H->m; j++ )
			/* tmp1->ve[j] = 0.0; */
		    v_set_val(tmp1,j,0.0);
		/* tmp1->ve[i] = 1.0; */
		v_set_val(tmp1,i,1.0);

		/* apply H/h transforms in reverse order */
		for ( j = limit-1; j >= 0; j-- )
		{
			get_col(H,(unsigned int)j,tmp2);
			/* tmp2->ve[j+1] = diag->ve[j]; */
			v_set_val(tmp2,j+1,v_entry(diag,j));
			hhtrvec(tmp2,beta->ve[j],j+1,tmp1,tmp1);
		}

		/* insert into Qout */
		set_col(Qout,(unsigned int)i,tmp1);
	}

#ifdef THREADSAFE
	V_FREE(tmp1);	V_FREE(tmp2);
#endif

	return (Qout);
}
Example #9
0
void booz_sensors_model_accel_run( double time ) {
  if (time < bsm.accel_next_update)
    return;

  static VEC* accel_ltp = VNULL;
  accel_ltp = v_resize(accel_ltp, AXIS_NB);
  /* substract gravity to acceleration in ltp frame */
  accel_ltp = v_sub(bfm.accel_ltp, bfm.g_ltp, accel_ltp);
  /* convert to body frame */
  static VEC* accel_body = VNULL;
  accel_body = v_resize(accel_body, AXIS_NB);
  mv_mlt(bfm.dcm, accel_ltp, accel_body);
  /* convert to imu frame */
  static VEC* accel_imu = VNULL;
  accel_imu = v_resize(accel_imu, AXIS_NB);
  mv_mlt(bsm.body_to_imu, accel_body, accel_imu);



  //  printf(" accel_body ~ %f %f %f\n", accel_body->ve[AXIS_X], accel_body->ve[AXIS_Y], accel_body->ve[AXIS_Z]);

  /* compute accel reading */
  mv_mlt(bsm.accel_sensitivity, accel_imu, bsm.accel);
  v_add(bsm.accel, bsm.accel_neutral, bsm.accel);

  /* compute accel error readings */
  static VEC *accel_error = VNULL;
  accel_error = v_resize(accel_error, AXIS_NB);
  accel_error = v_zero(accel_error);
  /* add a gaussian noise */
  accel_error = v_add_gaussian_noise(accel_error, bsm.accel_noise_std_dev, accel_error);
  /* constant bias  */
  accel_error = v_add(accel_error, bsm.accel_bias, accel_error);
  /* scale to adc units FIXME : should use full adc gain ? sum ? */
  accel_error->ve[AXIS_X] = accel_error->ve[AXIS_X] * bsm.accel_sensitivity->me[AXIS_X][AXIS_X];
  accel_error->ve[AXIS_Y] = accel_error->ve[AXIS_Y] * bsm.accel_sensitivity->me[AXIS_Y][AXIS_Y];
  accel_error->ve[AXIS_Z] = accel_error->ve[AXIS_Z] * bsm.accel_sensitivity->me[AXIS_Z][AXIS_Z];
  /* add per accel error reading */
  bsm.accel =  v_add(bsm.accel, accel_error, bsm.accel);
  /* round signal to account for adc discretisation */
  RoundSensor(bsm.accel);
  /* saturation                                     */
  BoundSensor(bsm.accel, 0, bsm.accel_resolution);

  //  printf("sim adc %f %f %f\n",bsm.accel->ve[AXIS_X] ,bsm.accel->ve[AXIS_Y] ,bsm.accel->ve[AXIS_Z]);
  bsm.accel_next_update += BSM_ACCEL_DT;
  bsm.accel_available = TRUE;
}
Example #10
0
File: pxop.c Project: Rainwin2015/C
VEC	*pxinv_vec(PERM *px, const VEC *x, VEC *out)
#endif
{
    unsigned int	i, size;
    
    if ( ! px || ! x )
	error(E_NULL,"pxinv_vec");
    if ( px->size > x->dim )
	error(E_SIZES,"pxinv_vec");
    /* if ( x == out )
	error(E_INSITU,"pxinv_vec"); */
    if ( ! out || out->dim < x->dim )
	out = v_resize(out,x->dim);
    
    size = px->size;
    if ( size == 0 )
	return v_copy(x,out);
    if ( out != x )
    {
	for ( i=0; i<size; i++ )
	    if ( px->pe[i] >= size )
		error(E_BOUNDS,"pxinv_vec");
	    else
		out->ve[px->pe[i]] = x->ve[i];
    }
    else
    {	/* in situ algorithm --- cheat's way out */
	px_inv(px,px);
	px_vec(px,x,out);
	px_inv(px,px);
    }

    return out;
}
Example #11
0
VEC	*vm_mlt(const MAT *A, const VEC *b, VEC *out)
#endif
{
	unsigned int	j,m,n;
	/* Real	sum,**A_v,*b_v; */

	if ( A==(MAT *)NULL || b==(VEC *)NULL )
		error(E_NULL,"vm_mlt");
	if ( A->m != b->dim )
		error(E_SIZES,"vm_mlt");
	if ( b == out )
		error(E_INSITU,"vm_mlt");
	if ( out == (VEC *)NULL || out->dim != A->n )
		out = v_resize(out,A->n);

	m = A->m;		n = A->n;

	v_zero(out);
	for ( j = 0; j < m; j++ )
		if ( b->ve[j] != 0.0 )
		    __mltadd__(out->ve,A->me[j],b->ve[j],(int)n);
	/**************************************************
	A_v = A->me;		b_v = b->ve;
	for ( j=0; j<n; j++ )
	{
		sum = 0.0;
		for ( i=0; i<m; i++ )
			sum += b_v[i]*A_v[i][j];
		out->ve[j] = sum;
	}
	**************************************************/

	return out;
}
Example #12
0
VEC	*pxinv_vec(PERM *px, const VEC *x, VEC *out)
{
    unsigned int	i, size;
    
    if ( ! px || ! x )
	error(E_NULL,"pxinv_vec");
    if ( px->size > x->dim )
	error(E_SIZES,"pxinv_vec");
    if ( ! out || out->dim < x->dim )
	out = v_resize(out,x->dim);
    
    size = px->size;
    if ( size == 0 )
	return v_copy(x,out);
    if ( out != x )
    {
	for ( i=0; i<size; i++ )
	    if ( px->pe[i] >= size )
		error(E_BOUNDS,"pxinv_vec");
	    else
		out->ve[px->pe[i]] = x->ve[i];
    }
    else
    {	
	px_inv(px,px);
	px_vec(px,x,out);
	px_inv(px,px);
    }

    return out;
}
Example #13
0
/* hhtrcols -- transform a matrix by a Householder vector by columns
	starting at row i0 from column j0 -- in-situ */
MAT	*hhtrcols(MAT *M,unsigned int i0,unsigned int j0,VEC *hh,double beta)
{
	/* Real	ip, scale; */
	int	i /*, k */;
	static	VEC	*w = VNULL;

	if ( M==(MAT *)NULL || hh==(VEC *)NULL )
		error(E_NULL,"hhtrcols");
	if ( M->m != hh->dim )
		error(E_SIZES,"hhtrcols");
	if ( i0 > M->m || j0 > M->n )
		error(E_BOUNDS,"hhtrcols");

	if ( beta == 0.0 )	return (M);

	w = v_resize(w,M->n);
	MEM_STAT_REG(w,TYPE_VEC);
	v_zero(w);

	for ( i = i0; i < M->m; i++ )
	    if ( hh->ve[i] != 0.0 )
		__mltadd__(&(w->ve[j0]),&(M->me[i][j0]),hh->ve[i],
							(int)(M->n-j0));
	for ( i = i0; i < M->m; i++ )
	    if ( hh->ve[i] != 0.0 )
		__mltadd__(&(M->me[i][j0]),&(w->ve[j0]),-beta*hh->ve[i],
							(int)(M->n-j0));
	return (M);
}
Example #14
0
VEC	*mv_mlt(const MAT *A, const VEC *b, VEC *out)
#endif
{
	unsigned int	i, m, n;
	Real	**A_v, *b_v /*, *A_row */;
	/* register Real	sum; */

	if ( A==(MAT *)NULL || b==(VEC *)NULL )
		error(E_NULL,"mv_mlt");
	if ( A->n != b->dim )
		error(E_SIZES,"mv_mlt");
	if ( b == out )
		error(E_INSITU,"mv_mlt");
	if ( out == (VEC *)NULL || out->dim != A->m )
		out = v_resize(out,A->m);

	m = A->m;		n = A->n;
	A_v = A->me;		b_v = b->ve;
	for ( i=0; i<m; i++ )
	{
		/* for ( j=0; j<n; j++ )
			sum += A_v[i][j]*b_v[j]; */
		out->ve[i] = __ip__(A_v[i],b_v,(int)n);
		/**************************************************
		A_row = A_v[i];		b_v = b->ve;
		for ( j=0; j<n; j++ )
			sum += (*A_row++)*(*b_v++);
		out->ve[i] = sum;
		**************************************************/
	}

	return out;
}
Example #15
0
MAT	*hhtrcols(MAT *M, unsigned int i0, unsigned int j0,
		  const VEC *hh, double beta)
#endif
{
  STATIC VEC	*w = VNULL;

  if ( M == MNULL || hh == VNULL || w == VNULL )
    error(E_NULL,"hhtrcols");
  if ( M->m != hh->dim )
    error(E_SIZES,"hhtrcols");
  if ( i0 > M->m || j0 > M->n )
    error(E_BOUNDS,"hhtrcols");

  if ( ! w || w->dim < M->n )
    w = v_resize(w,M->n);
  MEM_STAT_REG(w,TYPE_VEC);

  M = _hhtrcols(M,i0,j0,hh,beta,w);

#ifdef THREADSAFE
  V_FREE(w);
#endif

  return M;
}
Example #16
0
MAT	*_hhtrcols(MAT *M, unsigned int i0, unsigned int j0,
		   const VEC *hh, double beta, VEC *w)
#endif
{
	/* Real	ip, scale; */
	int	i /*, k */;
	/*  STATIC	VEC	*w = VNULL; */

	if ( M == MNULL || hh == VNULL || w == VNULL )
		error(E_NULL,"_hhtrcols");
	if ( M->m != hh->dim )
		error(E_SIZES,"_hhtrcols");
	if ( i0 > M->m || j0 > M->n )
		error(E_BOUNDS,"_hhtrcols");

	if ( beta == 0.0 )	return (M);

	if ( w->dim < M->n )
	  w = v_resize(w,M->n);
	/*  MEM_STAT_REG(w,TYPE_VEC); */
	v_zero(w);

	for ( i = i0; i < M->m; i++ )
	    if ( hh->ve[i] != 0.0 )
		__mltadd__(&(w->ve[j0]),&(M->me[i][j0]),hh->ve[i],
							(int)(M->n-j0));
	for ( i = i0; i < M->m; i++ )
	    if ( hh->ve[i] != 0.0 )
		__mltadd__(&(M->me[i][j0]),&(w->ve[j0]),-beta*hh->ve[i],
							(int)(M->n-j0));
	return (M);
}
Example #17
0
/* v_conv -- computes convolution product of two vectors */
VEC	*v_conv(VEC *x1, VEC *x2, VEC *out)
{
    int		i;

    if ( ! x1 || ! x2 )
	error(E_NULL,"v_conv");
    if ( x1 == out || x2 == out )
	error(E_INSITU,"v_conv");
    if ( x1->dim == 0 || x2->dim == 0 )
	return out = v_resize(out,0);

    out = v_resize(out,x1->dim + x2->dim - 1);
    v_zero(out);
    for ( i = 0; i < x1->dim; i++ )
	__mltadd__(&(out->ve[i]),x2->ve,x1->ve[i],x2->dim);

    return out;
}
Example #18
0
MAT	*Hfactor(MAT *A, VEC *diag, VEC *beta)
#endif
{
	STATIC	VEC	*hh = VNULL, *w = VNULL;
	int	k, limit;

	if ( ! A || ! diag || ! beta )
		error(E_NULL,"Hfactor");
	if ( diag->dim < A->m - 1 || beta->dim < A->m - 1 )
		error(E_SIZES,"Hfactor");
	if ( A->m != A->n )
		error(E_SQUARE,"Hfactor");
	limit = A->m - 1;

	hh = v_resize(hh,A->m);
	w  = v_resize(w,A->n);
	MEM_STAT_REG(hh,TYPE_VEC);
	MEM_STAT_REG(w, TYPE_VEC);

	for ( k = 0; k < limit; k++ )
	  {
	    /* compute the Householder vector hh */
	    get_col(A,(unsigned int)k,hh);
	    /* printf("the %d'th column = ");	v_output(hh); */
	    hhvec(hh,k+1,&beta->ve[k],hh,&A->me[k+1][k]);
	    /* diag->ve[k] = hh->ve[k+1]; */
	    v_set_val(diag,k,v_entry(hh,k+1));
	    /* printf("H/h vector = ");	v_output(hh); */
	    /* printf("from the %d'th entry\n",k+1); */
	    /* printf("beta = %g\n",beta->ve[k]); */

	    /* apply Householder operation symmetrically to A */
	    _hhtrcols(A,k+1,k+1,hh,v_entry(beta,k),w);
	    hhtrrows(A,0  ,k+1,hh,v_entry(beta,k));
	    /* printf("A = ");		m_output(A); */
	  }

#ifdef THREADSAFE
	V_FREE(hh);	V_FREE(w);
#endif

	return (A);
}
Example #19
0
void booz_sensors_model_mag_run( double time ) {
  if (time < bsm.mag_next_update)
    return;

  /* rotate h to body frame */
  static VEC *h_body = VNULL;
  h_body = v_resize(h_body, AXIS_NB);
  mv_mlt(bfm.dcm, bfm.h_ltp, h_body);
  /* rotate to imu frame */
  static VEC *h_imu = VNULL;
  h_imu = v_resize(h_imu, AXIS_NB);
  mv_mlt(bsm.body_to_imu, h_body, h_imu);
  /* rotate to sensor frame */
  static VEC *h_sensor = VNULL;
  h_sensor = v_resize(h_sensor, AXIS_NB);
  mv_mlt(bsm.mag_imu_to_sensor, h_imu, h_sensor);

  mv_mlt(bsm.mag_sensitivity, h_sensor, bsm.mag);
  v_add(bsm.mag, bsm.mag_neutral, bsm.mag);

  /* compute mag error readings */
  static VEC *mag_error = VNULL;
  mag_error = v_resize(mag_error, AXIS_NB);
  /* add hard iron now ? */
  mag_error = v_zero(mag_error);
  /* add a gaussian noise */
  mag_error = v_add_gaussian_noise(mag_error, bsm.mag_noise_std_dev, mag_error);

  mag_error->ve[AXIS_X] = mag_error->ve[AXIS_X] * bsm.mag_sensitivity->me[AXIS_X][AXIS_X];
  mag_error->ve[AXIS_Y] = mag_error->ve[AXIS_Y] * bsm.mag_sensitivity->me[AXIS_Y][AXIS_Y];
  mag_error->ve[AXIS_Z] = mag_error->ve[AXIS_Z] * bsm.mag_sensitivity->me[AXIS_Z][AXIS_Z];

  /* add error */
  v_add(bsm.mag, mag_error, bsm.mag);

  //  printf("h body %f %f %f\n", h_body->ve[AXIS_X], h_body->ve[AXIS_Y], h_body->ve[AXIS_Z]);
  //  printf("mag %f %f %f\n", bsm.mag->ve[AXIS_X], bsm.mag->ve[AXIS_Y], bsm.mag->ve[AXIS_Z]);
  /* round signal to account for adc discretisation */
  RoundSensor(bsm.mag);

  bsm.mag_next_update += BSM_MAG_DT;
  bsm.mag_available = TRUE;
}
MAT	*m_inverse(const MAT *A, MAT *out)
#endif
{
	int	i;
	STATIC VEC	*tmp = VNULL, *tmp2 = VNULL;
	STATIC MAT	*A_cp = MNULL;
	STATIC PERM	*pivot = PNULL;

	if ( ! A )
	    error(E_NULL,"m_inverse");
	if ( A->m != A->n )
	    error(E_SQUARE,"m_inverse");
	if ( ! out || out->m < A->m || out->n < A->n )
	    out = m_resize(out,A->m,A->n);

	A_cp = m_resize(A_cp,A->m,A->n);
	A_cp = m_copy(A,A_cp);
	tmp = v_resize(tmp,A->m);
	tmp2 = v_resize(tmp2,A->m);
	pivot = px_resize(pivot,A->m);
	MEM_STAT_REG(A_cp,TYPE_MAT);
	MEM_STAT_REG(tmp, TYPE_VEC);
	MEM_STAT_REG(tmp2,TYPE_VEC);
	MEM_STAT_REG(pivot,TYPE_PERM);
	tracecatch(LUfactor(A_cp,pivot),"m_inverse");
	for ( i = 0; i < A->n; i++ )
	{
	    v_zero(tmp);
	    tmp->ve[i] = 1.0;
	    tracecatch(LUsolve(A_cp,pivot,tmp,tmp2),"m_inverse");
	    set_col(out,i,tmp2);
	}

#ifdef	THREADSAFE
	V_FREE(tmp);	V_FREE(tmp2);
	M_FREE(A_cp);	PX_FREE(pivot);
#endif

	return out;
}
double	LUcondest(const MAT *LU, PERM *pivot)
#endif
{
    STATIC	VEC	*y = VNULL, *z = VNULL;
    Real	cond_est, L_norm, U_norm, sum, tiny;
    int		i, j, n;

    if ( ! LU || ! pivot )
	error(E_NULL,"LUcondest");
    if ( LU->m != LU->n )
	error(E_SQUARE,"LUcondest");
    if ( LU->n != pivot->size )
	error(E_SIZES,"LUcondest");

    tiny = 10.0/HUGE_VAL;

    n = LU->n;
    y = v_resize(y,n);
    z = v_resize(z,n);
    MEM_STAT_REG(y,TYPE_VEC);
    MEM_STAT_REG(z,TYPE_VEC);

    for ( i = 0; i < n; i++ )
    {
	sum = 0.0;
	for ( j = 0; j < i; j++ )
	    sum -= LU->me[j][i]*y->ve[j];
	sum -= (sum < 0.0) ? 1.0 : -1.0;
	if ( fabs(LU->me[i][i]) <= tiny*fabs(sum) )
	    return HUGE_VAL;
	y->ve[i] = sum / LU->me[i][i];
    }

    Catch(E_SING,
	  LTsolve(LU,y,y,1.0);
	  LUsolve(LU,pivot,y,z);
	  ,
	  return HUGE_VAL);
Example #22
0
VEC	*LTsolve(const MAT *L, const VEC *b, VEC *out, double diag)
{
    unsigned int	dim;
    int		i, i_lim;
    MatrixReal	**L_me, *b_ve, *out_ve, tmp, invdiag, tiny;
    
    if ( ! L || ! b )
	error(E_NULL,"LTsolve");
    dim = mat_min(L->m,L->n);
    if ( b->dim < dim )
	error(E_SIZES,"LTsolve");
    out = v_resize(out,L->n);
    L_me = L->me;	b_ve = b->ve;	out_ve = out->ve;

    tiny = (10.0/HUGE_VAL);
    
    for ( i=dim-1; i>=0; i-- )
	if ( b_ve[i] != 0.0 )
	    break;
    i_lim = i;

    if ( b != out )
    {
	__zero__(out_ve,out->dim);
	MEM_COPY(b_ve,out_ve,(i_lim+1)*sizeof(MatrixReal));
    }

    if ( diag == 0.0 )
    {
	for (        ; i>=0; i-- )
	{
	    tmp = L_me[i][i];
	    if ( fabs(tmp) <= tiny*fabs(out_ve[i]) )
		error(E_SING,"LTsolve");
	    out_ve[i] /= tmp;
	    __mltadd__(out_ve,L_me[i],-out_ve[i],i);
	}
    }
    else
    {
	invdiag = 1.0/diag;
	for (        ; i>=0; i-- )
	{
	    out_ve[i] *= invdiag;
	    __mltadd__(out_ve,L_me[i],-out_ve[i],i);
	}
    }
    
    return (out);
}
Example #23
0
VEC	*_Qsolve(const MAT *QR, const VEC *diag, const VEC *b, 
		 VEC *x, VEC *tmp)
#endif
{
    unsigned int	dynamic;
    int		k, limit;
    Real	beta, r_ii, tmp_val;
    
    limit = min(QR->m,QR->n);
    dynamic = FALSE;
    if ( ! QR || ! diag || ! b )
	error(E_NULL,"_Qsolve");
    if ( diag->dim < limit || b->dim != QR->m )
	error(E_SIZES,"_Qsolve");
    x = v_resize(x,QR->m);
    if ( tmp == VNULL )
	dynamic = TRUE;
    tmp = v_resize(tmp,QR->m);
    
    /* apply H/holder transforms in normal order */
    x = v_copy(b,x);
    for ( k = 0 ; k < limit ; k++ )
    {
	get_col(QR,k,tmp);
	r_ii = fabs(tmp->ve[k]);
	tmp->ve[k] = diag->ve[k];
	tmp_val = (r_ii*fabs(diag->ve[k]));
	beta = ( tmp_val == 0.0 ) ? 0.0 : 1.0/tmp_val;
	/* hhtrvec(tmp,beta->ve[k],k,x,x); */
	hhtrvec(tmp,beta,k,x,x);
    }
    
    if ( dynamic )
	V_FREE(tmp);
    
    return (x);
}
Example #24
0
MAT	*QRfactor(MAT *A, VEC *diag)
#endif
{
    unsigned int	k,limit;
    Real	beta;
    STATIC	VEC	*hh=VNULL, *w=VNULL;
    
    if ( ! A || ! diag )
	error(E_NULL,"QRfactor");
    limit = min(A->m,A->n);
    if ( diag->dim < limit )
	error(E_SIZES,"QRfactor");
    
    hh = v_resize(hh,A->m);
    w  = v_resize(w, A->n);
    MEM_STAT_REG(hh,TYPE_VEC);
    MEM_STAT_REG(w, TYPE_VEC);
    
    for ( k=0; k<limit; k++ )
    {
	/* get H/holder vector for the k-th column */
	get_col(A,k,hh);
	/* hhvec(hh,k,&beta->ve[k],hh,&A->me[k][k]); */
	hhvec(hh,k,&beta,hh,&A->me[k][k]);
	diag->ve[k] = hh->ve[k];
	
	/* apply H/holder vector to remaining columns */
	/* hhtrcols(A,k,k+1,hh,beta->ve[k]); */
	_hhtrcols(A,k,k+1,hh,beta,w);
    }

#ifdef	THREADSAFE
    V_FREE(hh);	V_FREE(w);
#endif

    return (A);
}
Example #25
0
VEC *QRTsolve(const MAT *A, const VEC *diag, const VEC *c, VEC *sc)
#endif
{
    int		i, j, k, n, p;
    Real	beta, r_ii, s, tmp_val;

    if ( ! A || ! diag || ! c )
	error(E_NULL,"QRTsolve");
    if ( diag->dim < min(A->m,A->n) )
	error(E_SIZES,"QRTsolve");
    sc = v_resize(sc,A->m);
    n = sc->dim;
    p = c->dim;
    if ( n == p )
	k = p-2;
    else
	k = p-1;
    v_zero(sc);
    sc->ve[0] = c->ve[0]/A->me[0][0];
    if ( n ==  1)
	return sc;
    if ( p > 1)
    {
	for ( i = 1; i < p; i++ )
	{
	    s = 0.0;
	    for ( j = 0; j < i; j++ )
		s += A->me[j][i]*sc->ve[j];
	    if ( A->me[i][i] == 0.0 )
		error(E_SING,"QRTsolve");
	    sc->ve[i]=(c->ve[i]-s)/A->me[i][i];
	}
    }
    for (i = k; i >= 0; i--)
    {
	s = diag->ve[i]*sc->ve[i];
	for ( j = i+1; j < n; j++ )
	    s += A->me[j][i]*sc->ve[j];
	r_ii = fabs(A->me[i][i]);
	tmp_val = (r_ii*fabs(diag->ve[i]));
	beta = ( tmp_val == 0.0 ) ? 0.0 : 1.0/tmp_val;
	tmp_val = beta*s;
	sc->ve[i] -= tmp_val*diag->ve[i];
	for ( j = i+1; j < n; j++ )
	    sc->ve[j] -= tmp_val*A->me[j][i];
    }

    return sc;
}
Example #26
0
VEC	*bdLUsolve(const BAND *bA, PERM *pivot, const VEC *b, VEC *x)
#endif
{
   int i,j,l,n,n1,pi,lb,ub,jmin, maxj;
   Real c;
   Real **bA_v;

   if ( bA==(BAND *)NULL || b==(VEC *)NULL || pivot==(PERM *)NULL )
     error(E_NULL,"bdLUsolve");
   if ( bA->mat->n != b->dim || bA->mat->n != pivot->size)
     error(E_SIZES,"bdLUsolve");
 
   lb = bA->lb;
   ub = bA->ub;
   n = b->dim;
   n1 = n-1;
   bA_v = bA->mat->me;

   x = v_resize(x,b->dim);
   px_vec(pivot,b,x);

   /* solve Lx = b; implicit diagonal = 1 
      L is not permuted, therefore it must be permuted now
    */
   
   px_inv(pivot,pivot);
   for (j=0; j < n; j++) {
      jmin = j+1;
      c = x->ve[j];
      maxj = max(0,j+lb-n1);
      for (i=jmin,l=lb-1; l >= maxj; i++,l--) {
	 if ( (pi = pivot->pe[i]) < jmin) 
	   pi = pivot->pe[i] = pivot->pe[pi];
	 x->ve[pi] -= bA_v[l][j]*c;
      }
   }

   /* solve Ux = b; explicit diagonal */

   x->ve[n1] /= bA_v[lb][n1];
   for (i=n-2; i >= 0; i--) {
      c = x->ve[i];
      for (j=min(n1,i+ub), l=lb+j-i; j > i; j--,l--)
	c -= bA_v[l][j]*x->ve[j];
      x->ve[i] = c/bA_v[lb][i];
   }
   
   return (x);
}
Example #27
0
VEC	*UTsolve(const MAT *U, const VEC *b, VEC *out, double diag)
{
    unsigned int	dim, i, i_lim;
    MatrixReal	**U_me, *b_ve, *out_ve, tmp, invdiag, tiny;
    
    if ( ! U || ! b )
	error(E_NULL,"UTsolve");
    dim = mat_min(U->m,U->n);
    if ( b->dim < dim )
	error(E_SIZES,"UTsolve");
    out = v_resize(out,U->n);
    U_me = U->me;	b_ve = b->ve;	out_ve = out->ve;

    tiny = (10.0/HUGE_VAL);

    for ( i=0; i<dim; i++ )
	if ( b_ve[i] != 0.0 )
	    break;
	else
	    out_ve[i] = 0.0;
    i_lim = i;
    if ( b != out )
    {
	__zero__(out_ve,out->dim);
	MEM_COPY(&(b_ve[i_lim]),&(out_ve[i_lim]),(dim-i_lim)*sizeof(MatrixReal));
    }

    if ( diag == 0.0 )
    {
	for (    ; i<dim; i++ )
	{
	    tmp = U_me[i][i];
	    if ( fabs(tmp) <= tiny*fabs(out_ve[i]) )
		error(E_SING,"UTsolve");
	    out_ve[i] /= tmp;
	    __mltadd__(&(out_ve[i+1]),&(U_me[i][i+1]),-out_ve[i],dim-i-1);
	}
    }
    else
    {
	invdiag = 1.0/diag;
	for (    ; i<dim; i++ )
	{
	    out_ve[i] *= invdiag;
	    __mltadd__(&(out_ve[i+1]),&(U_me[i][i+1]),-out_ve[i],dim-i-1);
	}
    }
    return (out);
}
Example #28
0
/* v_move -- copies selected pieces of a vector
	-- moves the length dim0 subvector with initial index i0
	   to the corresponding subvector of out with initial index i1
	-- out is resized if necessary */
VEC	*v_move(VEC *in,int i0,int dim0,VEC *out,int i1)
{
    if ( ! in )
	error(E_NULL,"v_move");
    if ( i0 < 0 || dim0 < 0 || i1 < 0 ||
	 i0+dim0 > in->dim )
	error(E_BOUNDS,"v_move");

    if ( (! out) || i1+dim0 > out->dim )
	out = v_resize(out,i1+dim0);

    MEM_COPY(&(in->ve[i0]),&(out->ve[i1]),dim0*sizeof(Real));

    return out;
}
Example #29
0
/* v_star -- computes componentwise (Hadamard) product of x1 and x2
	-- result out is returned */
VEC	*v_star(VEC *x1,VEC *x2,VEC *out)
{
    int		i;

    if ( ! x1 || ! x2 )
	error(E_NULL,"v_star");
    if ( x1->dim != x2->dim )
	error(E_SIZES,"v_star");
    out = v_resize(out,x1->dim);

    for ( i = 0; i < x1->dim; i++ )
	out->ve[i] = x1->ve[i] * x2->ve[i];

    return out;
}
Example #30
0
extern  int v_resize_vars(int new_dim,...)
{
   va_list ap;
   int i=0;
   VEC **par;
   
   va_start(ap, new_dim);
   while (par = va_arg(ap,VEC **)) {   /* NULL ends the list*/
      *par = v_resize(*par,new_dim);
      i++;
   } 

   va_end(ap);
   return i;
}