int
gsl_linalg_complex_LU_solve (const gsl_matrix_complex * LU, const gsl_permutation * p, const gsl_vector_complex * b, gsl_vector_complex * x)
{
if (LU->size1 != LU->size2)
{
GSL_ERROR ("LU matrix must be square", GSL_ENOTSQR);
}
else if (LU->size1 != p->size)
{
GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
}
else if (LU->size1 != b->size)
{
GSL_ERROR ("matrix size must match b size", GSL_EBADLEN);
}
else if (LU->size2 != x->size)
{
GSL_ERROR ("matrix size must match solution size", GSL_EBADLEN);
}
else
{
/* Copy x <- b */
gsl_vector_complex_memcpy (x, b);
/* Solve for x */
gsl_linalg_complex_LU_svx (LU, p, x);
return GSL_SUCCESS;
}
}
int
gsl_linalg_complex_LU_refine (const gsl_matrix_complex * A, const gsl_matrix_complex * LU, const gsl_permutation * p, const gsl_vector_complex * b, gsl_vector_complex * x, gsl_vector_complex * residual)
{
if (A->size1 != A->size2)
{
GSL_ERROR ("matrix a must be square", GSL_ENOTSQR);
}
if (LU->size1 != LU->size2)
{
GSL_ERROR ("LU matrix must be square", GSL_ENOTSQR);
}
else if (A->size1 != LU->size2)
{
GSL_ERROR ("LU matrix must be decomposition of a", GSL_ENOTSQR);
}
else if (LU->size1 != p->size)
{
GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
}
else if (LU->size1 != b->size)
{
GSL_ERROR ("matrix size must match b size", GSL_EBADLEN);
}
else if (LU->size1 != x->size)
{
GSL_ERROR ("matrix size must match solution size", GSL_EBADLEN);
}
else if (singular (LU))
{
GSL_ERROR ("matrix is singular", GSL_EDOM);
}
else
{
int status;
/* Compute residual, residual = (A * x - b) */
gsl_vector_complex_memcpy (residual, b);
{
gsl_complex one = GSL_COMPLEX_ONE;
gsl_complex negone = GSL_COMPLEX_NEGONE;
gsl_blas_zgemv (CblasNoTrans, one, A, x, negone, residual);
}
/* Find correction, delta = - (A^-1) * residual, and apply it */
status = gsl_linalg_complex_LU_svx (LU, p, residual);
{
gsl_complex negone= GSL_COMPLEX_NEGONE;
gsl_blas_zaxpy (negone, residual, x);
}
return status;
}
}
static VALUE rb_gsl_linalg_complex_LU_svx(int argc, VALUE *argv, VALUE obj)
{
gsl_matrix_complex *m = NULL, *mtmp = NULL;
gsl_permutation *p = NULL;
gsl_vector_complex *x = NULL;
int flagm = 0, itmp, signum;
switch (TYPE(obj)) {
case T_MODULE:
case T_CLASS:
case T_OBJECT:
CHECK_MATRIX(argv[0]);
Data_Get_Struct(argv[0], gsl_matrix_complex, m);
if (CLASS_OF(argv[0]) != cgsl_matrix_complex_LU) {
flagm = 1;
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
gsl_matrix_complex_memcpy(mtmp, m);
} else {
mtmp = m;
}
itmp = 1;
break;
default:
Data_Get_Struct(obj, gsl_matrix_complex, m);
if (CLASS_OF(obj) != cgsl_matrix_complex_LU) {
flagm = 1;
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
gsl_matrix_complex_memcpy(mtmp, m);
} else {
mtmp = m;
}
itmp = 0;
}
if (flagm == 1) {
if (itmp != argc-1) rb_raise(rb_eArgError, "Usage: m.LU_solve(b)");
Data_Get_Struct(argv[itmp], gsl_vector_complex, x);
p = gsl_permutation_alloc(x->size);
gsl_linalg_complex_LU_decomp(mtmp, p, &signum);
} else {
Data_Get_Struct(argv[itmp], gsl_permutation, p);
itmp++;
Data_Get_Struct(argv[itmp], gsl_vector_complex, x);
itmp++;
}
gsl_linalg_complex_LU_svx(mtmp, p, x);
if (flagm == 1) {
gsl_matrix_complex_free(mtmp);
gsl_permutation_free(p);
}
return argv[argc-1];
}
int
gsl_linalg_complex_LU_invert (const gsl_matrix_complex * LU, const gsl_permutation * p, gsl_matrix_complex * inverse)
{
size_t i, n = LU->size1;
int status = GSL_SUCCESS;
gsl_matrix_complex_set_identity (inverse);
for (i = 0; i < n; i++)
{
gsl_vector_complex_view c = gsl_matrix_complex_column (inverse, i);
int status_i = gsl_linalg_complex_LU_svx (LU, p, &(c.vector));
if (status_i)
status = status_i;
}
return status;
}
/**
* C++ version of gsl_linalg_complex_LU_svx().
* @param LU An LU decomposition matrix
* @param p A permutation
* @param x A vector
* @return Error code on failure
*/
inline int complex_LU_svx( matrix_complex const& LU, permutation const& p, vector_complex& x ){
return gsl_linalg_complex_LU_svx( LU.get(), p.get(), x.get() ); }
