C++ (Cpp) gsl_linalg_complex_cholesky_decompの例

コード例 #1

ファイル: linalg_complex.c プロジェクト: jakobjanot/rb-gsl

static VALUE rb_gsl_linalg_cholesky_svx(int argc, VALUE *argv, VALUE obj)
{
  gsl_matrix_complex *A = NULL, *Atmp = NULL;
  gsl_vector_complex *b = NULL;
  int flaga = 0;
  VALUE vA, vb;
  switch(TYPE(obj)) {
  case T_MODULE:  case T_CLASS:  case T_OBJECT:
    if (argc != 2) rb_raise(rb_eArgError, "wrong number of argument (%d for 2)",
			    argc);
    vA = argv[0];
    vb = argv[1];
    break;
  default:
    if (argc != 1) rb_raise(rb_eArgError, "wrong number of argument (%d for 1)",
			    argc);
    vA = obj;
    vb = argv[0];
    break;
  }
  CHECK_MATRIX_COMPLEX(vA);
  Data_Get_Struct(vA, gsl_matrix_complex, Atmp);
  CHECK_VECTOR_COMPLEX(vb);
  Data_Get_Struct(vb, gsl_vector_complex, b);
  if (CLASS_OF(vA) == cgsl_matrix_complex_C) {
    A = Atmp;
  } else {
    A = make_matrix_complex_clone(Atmp);
    flaga = 1;
    gsl_linalg_complex_cholesky_decomp(A);
  }
  gsl_linalg_complex_cholesky_svx(A, b);
  if (flaga == 1) gsl_matrix_complex_free(A);
  return vb;
}

コード例 #2

ファイル: linalg_complex.c プロジェクト: jakobjanot/rb-gsl

static VALUE rb_gsl_linalg_cholesky_decomp(int argc, VALUE *argv, VALUE obj)
{
  gsl_matrix_complex *A = NULL, *Atmp = NULL;
  switch(TYPE(obj)) {
  case T_MODULE:  case T_CLASS:  case T_OBJECT:
    if (argc != 1) rb_raise(rb_eArgError, "wrong number of argument (%d for 1)",
			    argc);
    CHECK_MATRIX_COMPLEX(argv[0]);
    Data_Get_Struct(argv[0], gsl_matrix_complex, Atmp);
    break;
  default:
    CHECK_MATRIX_COMPLEX(obj);
    Data_Get_Struct(obj, gsl_matrix_complex, Atmp);
    break;
  }
  A = make_matrix_complex_clone(Atmp);
  gsl_linalg_complex_cholesky_decomp(A);
  return Data_Wrap_Struct(cgsl_matrix_complex_C, 0, gsl_matrix_complex_free, A);
}

コード例 #3

ファイル: linalg.hpp プロジェクト: fujiisoup/MyLibrary

 /**
  * C++ version of gsl_linalg_complex_cholesky_decomp().
  * @param A A matrix
  * @return Error code on failure
  */
 inline int complex_cholesky_decomp( matrix_complex& A ){
   return gsl_linalg_complex_cholesky_decomp( A.get() ); } 

コード例 #4

ファイル: gsl_eigen__genhermv.c プロジェクト: DsRQuicke/praat

int
gsl_eigen_genhermv (gsl_matrix_complex * A, gsl_matrix_complex * B,
                    gsl_vector * eval, gsl_matrix_complex * evec,
                    gsl_eigen_genhermv_workspace * w)
{
  const size_t N = A->size1;

  /* check matrix and vector sizes */

  if (N != A->size2)
    {
      GSL_ERROR ("matrix must be square to compute eigenvalues", GSL_ENOTSQR);
    }
  else if ((N != B->size1) || (N != B->size2))
    {
      GSL_ERROR ("B matrix dimensions must match A", GSL_EBADLEN);
    }
  else if (eval->size != N)
    {
      GSL_ERROR ("eigenvalue vector must match matrix size", GSL_EBADLEN);
    }
  else if (evec->size1 != evec->size2)
    {
      GSL_ERROR ("eigenvector matrix must be square", GSL_ENOTSQR);
    }
  else if (evec->size1 != N)
    {
      GSL_ERROR ("eigenvector matrix has wrong size", GSL_EBADLEN);
    }
  else if (w->size != N)
    {
      GSL_ERROR ("matrix size does not match workspace", GSL_EBADLEN);
    }
  else
    {
      int s;

      /* compute Cholesky factorization of B */
      s = gsl_linalg_complex_cholesky_decomp(B);
      if (s != GSL_SUCCESS)
        return s; /* B is not positive definite */

      /* transform to standard hermitian eigenvalue problem */
      gsl_eigen_genherm_standardize(A, B);

      /* compute eigenvalues and eigenvectors */
      s = gsl_eigen_hermv(A, eval, evec, w->hermv_workspace_p);
      if (s != GSL_SUCCESS)
        return s;

      /* backtransform eigenvectors: evec -> L^{-H} evec */
      gsl_blas_ztrsm(CblasLeft,
                     CblasLower,
                     CblasConjTrans,
                     CblasNonUnit,
                     GSL_COMPLEX_ONE,
                     B,
                     evec);

      /* the blas call destroyed the normalization - renormalize */
      genhermv_normalize_eigenvectors(evec);

      return GSL_SUCCESS;
    }
} /* gsl_eigen_genhermv() */