Exemplo n.º 1
0
//---------------------------------------------------------
DMat& qr(DMat& A, bool in_place)
//---------------------------------------------------------
{
  // Form orthogonal QR factorization of A(m,n). 
  // The result Q is represented as a product of 
  // min(m, n) elementary reflectors. 

  int M=A.num_rows(), N=A.num_cols(), LDA=A.num_rows();
  int min_mn = A.min_mn(), info=0; DVec tau(min_mn);

  if (in_place) 
  {
    // factorize arg
    GEQRF(M, N, A.data(), LDA, tau.data(), info);

    if (info) { umERROR("qr(A)", "dgeqrf reports: info = %d", info); }
  //A.set_qrtau(tau);         // H(i) = I - tau * v * v'
    A.set_factmode(FACT_QR);  // indicate factored state
    return A;
  } 
  else
  {
    // factorize copy of arg
    DMat* tmp = new DMat(A, OBJ_temp, "qr(A)");
    GEQRF (M, N, tmp->data(), LDA, tau.data(), info);

    if (info) { umERROR("qr(A)", "dgeqrf reports: info = %d", info); }
  //tmp->set_qrtau(tau);         // H(i) = I - tau * v * v'
    tmp->set_factmode(FACT_QR);  // indicate factored state
    return (*tmp);
  }
}
Exemplo n.º 2
0
//---------------------------------------------------------
DMat& lu(DMat& A, bool in_place)
//---------------------------------------------------------
{
  // Given square matrix A, return its lu-factorization 
  // for use later in solving (multiple) linear systems.

  if (!A.is_square()) { umERROR("lu(A)", "matrix is not square."); }
  int rows=A.num_rows(); int N=rows, LDA=rows, info=0;
  int* ipiv = umIVector(rows);

  if (in_place) 
  {
    // factorize arg
    GETRF(N, N, A.data(), LDA, ipiv, info);
    if (info) { umERROR("lu(A)", "dgetrf reports: info = %d", info); }
    A.set_pivots(ipiv);        // store pivots
    A.set_factmode(FACT_LUP);  // indicate factored state
    return A;
  } 
  else
  {
    // factorize copy of arg
    DMat* tmp = new DMat(A, OBJ_temp, "lu(A)");
    GETRF(N, N, tmp->data(), LDA, ipiv, info);
    if (info) { umERROR("lu(A)", "dgetrf reports: info = %d", info); }
    tmp->set_pivots(ipiv);        // store pivots
    tmp->set_factmode(FACT_LUP);  // indicate factored state
    return (*tmp);
  }
}
Exemplo n.º 3
0
//---------------------------------------------------------
DMat& chol(DMat& A, bool in_place)
//---------------------------------------------------------
{
  // Given symmetric positive-definite matrix A,
  // return its Cholesky-factorization for use
  // later in solving (multiple) linear systems.

  int M=A.num_rows(), LDA=A.num_rows(), info=0;
  char uplo = 'U';

  if (in_place) 
  {
    // factorize arg
    POTRF (uplo, M, A.data(), LDA, info);
    if (info) { umERROR("chol(A)", "dpotrf reports: info = %d", info); }
    A.zero_below_diag();
    A.set_factmode(FACT_CHOL);  // indicate factored state
    return A;
  } 
  else
  {
    // factorize copy of arg
    DMat* tmp = new DMat(A, OBJ_temp, "chol(A)");
    POTRF (uplo, M, tmp->data(), LDA, info);
    if (info) { umERROR("chol(A)", "dpotrf reports: info = %d", info); }
    tmp->zero_below_diag();
    tmp->set_factmode(FACT_CHOL);  // indicate factored state
#if (0)
    // compare with Matlab
    tmp->print(g_MSGFile, "chol", "lf", 4, 8);
#endif
    return (*tmp);
  }
}
Exemplo n.º 4
0
//---------------------------------------------------------
DMat& NDG2D::CurvedDGJump2D
(
  const DMat& gU,     // [in]
  const IVec& gmapD,  // [in]
  const DVec& bcU     // [in]
)
//---------------------------------------------------------
{
  // function [jumpU] = CurvedDGJump2D(gU, gmapD, bcU)
  // purpose: compute discontinuous Galerkin jump applied
  //          to a field given at cubature and Gauss nodes

  DMat mmCHOL;  DVec gUM,gUP,fx;
  DMat *tmp = new DMat("jumpU", OBJ_temp);
  DMat &jumpU(*tmp);

  // shorthand references
  Cub2D& cub = this->m_cub; Gauss2D& gauss = this->m_gauss;

  // surface traces at Gauss nodes
  gUM = gU(gauss.mapM);
  gUP = gU(gauss.mapP);
  if (gmapD.size()>0) { gUP(gmapD) = bcU(gmapD); }

  // compute jump term and lift to triangle interiors
  fx = gUM - gUP;
  jumpU = -gauss.interpT*(gauss.W.dm(fx));

  // multiply straight sided triangles by inverse mass matrix
  jumpU(All,straight) = VVT * dd(jumpU(All,straight), J(All,straight));

  // multiply by custom inverse mass matrix for each curvilinear triangle
  int Ncurved = curved.size(), k=0;
  for (int m=1; m<=Ncurved; ++m) {
    k = curved(m);
    mmCHOL.borrow(Np,Np, cub.mmCHOL.pCol(k));
    mmCHOL.set_factmode(FACT_CHOL);  // indicate factored state
    jumpU(All,k) = chol_solve(mmCHOL, jumpU(All,k));
  }

  // these parameters may be OBJ_temp (allocated on the fly)
  if (OBJ_temp == gU.get_mode())  { delete (&gU); }
  if (OBJ_temp == bcU.get_mode()) { delete (&bcU); }

  return jumpU;
}