Example #1
0
/**
 * Description not yet available.
 * \param
 */
dvar_vector sfabs(const dvar_vector& t1)
  {
     RETURN_ARRAYS_INCREMENT();

     dvar_vector tmp(t1.indexmin(),t1.indexmax());

     for (int i=t1.indexmin(); i<=t1.indexmax(); i++)
     {
       tmp.elem(i)=sfabs(t1.elem(i));
     }
     RETURN_ARRAYS_DECREMENT();
     return(tmp);
  }
Example #2
0
/** LU decomposition back susbstitution alogrithm for variable object.
    \param a A dmatrix containing LU decomposition of input matrix. \f$a\f$.
    \param indx Permutation vector from ludcmp.
    \param b A dvector containing the RHS, \f$b\f$ of the linear equation
    \f$A\cdot X = B\f$, to be solved, and containing on return the solution vector \f$X\f$.
    \n\n The implementation of this algorithm was inspired by
    "Numerical Recipes in C", 2nd edition,
    Press, Teukolsky, Vetterling, Flannery, chapter 2
*/
void lubksb(dvar_matrix a, const ivector& indx,dvar_vector b)
{
  int i,ii=0,ip,j,iiflag=0;
  dvariable sum;
  int lb=a.colmin();
  int ub=a.colmax();
  for (i=lb;i<=ub;i++)
  {
    ip=indx(i);
    sum=b(ip);
    b(ip)=b(i);
    if (iiflag)
    {
      for (j=ii;j<=i-1;j++)
      {
        sum -= a.elem(i,j)*b.elem(j);
      }
    }
    else if (!ISZERO(value(sum)))
    {
      ii=i;
      iiflag=1;
    }
    b(i)=sum;
  }

  for (i=ub;i>=lb;i--)
  {
    sum=b(i);
    for (j=i+1;j<=ub;j++)
    {                        // !!! remove to show bug
      sum -= a.elem(i,j)*b.elem(j);
    }                        // !!! remove to show bug
    b.elem(i)=sum/a.elem(i,i);
  }
}