Пример #1
0
void
test_eigen_genherm_results (const gsl_matrix_complex * A, 
                            const gsl_matrix_complex * B,
                            const gsl_vector * eval, 
                            const gsl_matrix_complex * evec, 
                            size_t count,
                            const char * desc,
                            const char * desc2)
{
  const size_t N = A->size1;
  size_t i, j;

  gsl_vector_complex * x = gsl_vector_complex_alloc(N);
  gsl_vector_complex * y = gsl_vector_complex_alloc(N);

  /* check A v = lambda B v */
  for (i = 0; i < N; i++)
    {
      double ei = gsl_vector_get (eval, i);
      gsl_vector_complex_const_view vi =
        gsl_matrix_complex_const_column(evec, i);
      double norm = gsl_blas_dznrm2(&vi.vector);

      /* check that eigenvector is normalized */
      gsl_test_rel(norm, 1.0, N * GSL_DBL_EPSILON,
                   "genherm(N=%u,cnt=%u), %s, normalized(%d), %s", N, count,
                   desc, i, desc2);

      /* compute y = A z */
      gsl_blas_zgemv (CblasNoTrans, GSL_COMPLEX_ONE, A, &vi.vector, GSL_COMPLEX_ZERO, y);

      /* compute x = B z */
      gsl_blas_zgemv (CblasNoTrans, GSL_COMPLEX_ONE, B, &vi.vector, GSL_COMPLEX_ZERO, x);

      /* compute x = lambda B z */
      gsl_blas_zdscal(ei, x);

      /* now test if y = x */
      for (j = 0; j < N; j++)
        {
          gsl_complex xj = gsl_vector_complex_get (x, j);
          gsl_complex yj = gsl_vector_complex_get (y, j);

          gsl_test_rel(GSL_REAL(yj), GSL_REAL(xj), 1e9 * GSL_DBL_EPSILON, 
                       "genherm(N=%u,cnt=%u), %s, eigenvalue(%d,%d), real, %s", N, count, desc, i, j, desc2);
          gsl_test_abs(GSL_IMAG(yj), GSL_IMAG(xj), 1e9 * GSL_DBL_EPSILON, 
                       "genherm(N=%u,cnt=%u), %s, eigenvalue(%d,%d), imag, %s", N, count, desc, i, j, desc2);
        }
    }

  gsl_vector_complex_free(x);
  gsl_vector_complex_free(y);
}
Пример #2
0
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;
    }
}
Пример #3
0
void CPMPChan::Run() {

  /// fetch data objects
  gsl_vector_complex invec =  vin1.GetDataObj();
  gsl_matrix_complex cmat  =  min2.GetDataObj();

  //
  //
  gsl_vector_complex *tmp = gsl_vector_complex_alloc(N());
  
  //
  //
  // extract the user channel matrix
  //
  //
  for (int i=0; i<N(); i++) {
    gsl_complex h = gsl_matrix_complex_get(&cmat,Cd(),(N()-i)%N());
    for (int j=0; j<N(); j++) {
      gsl_matrix_complex_set(user_chan,j,(j+i) % N(),h);
    }
  }


//    cout << "User " << Cd() << " channel:" << endl;
//    gsl_matrix_complex_show(user_chan);

  //
  //
  // compute the output vector
  //
  //   
  gsl_blas_zgemv(CblasNoTrans, 
		 gsl_complex_rect(1.0,0), 
		 user_chan, 
		 &invec,
		 gsl_complex_rect(0,0),
		 tmp);

//   cout << "User " << Cd() << " trasmitted vector:" << endl;
//   gsl_vector_complex_fprintf(stdout,&invec,"%f");
  
//   cout << "User " << Cd() << " received vector:" << endl;
//   gsl_vector_complex_fprintf(stdout,tmp,"%f");


  //////// production of data
  vout1.DeliverDataObj( *tmp );

}
Пример #4
0
static int
cm_mul_cv(lua_State *L)
{
  mMatComplex *m = qlua_checkMatComplex(L, 1);
  mVecComplex *v = qlua_checkVecComplex(L, 2);
  mVecComplex *r = qlua_newVecComplex(L, m->l_size);
  /* XXX assume GSL and QLA_D_Complex use compatible layout */
  gsl_vector_complex_view vv = gsl_vector_complex_view_array((void *)&v->val[0], v->size);
  gsl_vector_complex_view vr = gsl_vector_complex_view_array((void *)&r->val[0], r->size);

  if (m->r_size != v->size)
    return luaL_error(L, "matrix size mismatch in m * v");

  gsl_blas_zgemv(CblasNoTrans, GSL_COMPLEX_ONE, m->m, &vv.vector,
                 GSL_COMPLEX_ZERO, &vr.vector);
  return 1;
}
Пример #5
0
void MCPMPChan::Run() {

  /// fetch data objects
  gsl_matrix_complex inmat =  min1.GetDataObj();
  gsl_matrix_complex cmat  =  min2.GetDataObj();

  // inmat : input signal matrix x(n) (NxM)
  //                              i
  // complex sample at time n from Tx number i

  // cmat : channel coeffs matrix h(n) (M**2xN)
  //                               ij 
  // cmat matrix structure
  //
  //   +-                 -+
  //   | h(0) . . . . h(n) | |
  //   |  11           11  | |
  //   |                   | | Rx1
  //   | h(0) . . . . h(n) | |
  //   |  12           12  | |
  //   |                   |
  //   | h(0) . . . . h(n) | |
  //   |  21           21  | |
  //   |                   | | Rx2
  //   | h(0) . . . . h(n) | |
  //   |  22           22  | |
  //   +-                 -+
  // 
  //   where h(n) represents the channel impulse response
  //          ij
  //
  //   at time n, from tx i to rx j
  //   the matrix has MxM rows and N comumns.
  //   The (i,j) channel is locater at row i*M+j
  //   with i,j in the range [0,M-1] and rows counting from 0
  //
  //
  gsl_matrix_complex_set_zero(outmat);

  for (int rx=0;rx<M();rx++) { //loop through Rx

    //
    // csubmat creates a view on cmat extracting the MxN submatrix for Rx number u
    //
    gsl_matrix_complex_const_view csubmat = gsl_matrix_complex_const_submatrix(&cmat,rx*M(),0,M(),N());

    //
    // cut a slice of outmat
    //
    gsl_vector_complex_view outvec = gsl_matrix_complex_column(outmat,rx);

    for (int tx=0;tx<M();tx++) { // loop through Tx

      //
      // input signal from tx
      //
      gsl_vector_complex_view x = gsl_matrix_complex_column(&inmat,tx);
      gsl_vector_complex *tmp = gsl_vector_complex_alloc(N());

      //
      //
      // extract the current tx-rx channel matrix
      //
      //
      for (int i=0; i<N(); i++) {
	gsl_complex h = gsl_matrix_complex_get(&csubmat.matrix,tx,(N()-i)%N());
	for (int j=0; j<N(); j++) {
	  gsl_matrix_complex_set(user_chan,j,(j+i) % N(),h);
	}
      }


      // cout << "Channel (" << tx << "-" << rx << "):" << endl;
      // gsl_matrix_complex_show(user_chan);
      
      //
      // compute the signal rx = H tx 
      //   
      gsl_blas_zgemv(CblasNoTrans, 
		     gsl_complex_rect(1.0,0), 
		     user_chan, 
		     &x.vector,
		     gsl_complex_rect(0,0),
		     tmp);

      //
      // sum for each tx
      //
      gsl_vector_complex_add(&outvec.vector,tmp);

      gsl_vector_complex_free(tmp);
      
    } // tx loop 

    for (int i=0; i< N(); i++) {
      gsl_complex noisesample = gsl_complex_rect( gsl_ran_gaussian(ran,noisestd),
						  gsl_ran_gaussian(ran,noisestd));
      gsl_complex ctmp = gsl_complex_add(gsl_vector_complex_get(&outvec.vector,i),noisesample);
      gsl_vector_complex_set(&outvec.vector,i,ctmp);
    }
    
    
  } // rx loop
  
  // cout << "received signals matrix (" << N() << "x" << M() << ")" << endl;
  // gsl_matrix_complex_show(outmat);
  

  //////// production of data
  mout1.DeliverDataObj( *outmat );
  
}
Пример #6
0
    /**
     * C++ version of gsl_blas_zgemv().
     * @param TransA Transpose type
     * @param alpha A constant
     * @param A A matrix
     * @param X A vector
     * @param beta Another constant
     * @param Y A vector
     * @return Error code on failure
     */
    int zgemv( CBLAS_TRANSPOSE_t TransA, complex const& alpha, matrix_complex const& A,
	       vector_complex const& X, complex const& beta, vector_complex& Y ){
      return gsl_blas_zgemv( TransA, alpha.get(), A.get(), X.get(), beta.get(), Y.get() ); }
Пример #7
0
double Calculator::getIntensity(double Q)
{
	std::complex<double> cppf1, cppf2;
	gsl_complex alpha, beta;
	gsl_complex gslf1, gslf2;
	int s;
	double avFactor;

	cppf1 = m_sf1->F(0.0, 0.0, Q, m_energy);
	cppf2 = m_sf2->F(0.0, 0.0, Q, m_energy);

	gslf1 = gsl_complex_rect(cppf1.real(), cppf1.imag());
	gslf2 = gsl_complex_rect(cppf2.real(), cppf2.imag());

	avFactor = exp(-2.0 / m_N);

	alpha = gsl_complex_rect (1.0, 0.0);
	beta = gsl_complex_rect (0.0, 0.0);

	/*set vector F (scattering factors)*/
	gsl_vector_complex_set(F, 0, gslf1);
	gsl_vector_complex_set(F, 1, gslf2);

	/*set vector conj(F) (scattering factors)*/
	gsl_vector_complex_set(Fconj, 0, gsl_complex_conjugate(gslf1));
	gsl_vector_complex_set(Fconj, 1, gsl_complex_conjugate(gslf2));

	/*set exp matrix*/
	setMatrixExp(m_Exp, Q);

	/*find W = P * Exp * Ps * conj(F)  vector:*/
	/* (1) W = alpha * Ps * conj(F) + beta * W */
	gsl_blas_zgemv (CblasNoTrans, alpha, m_Ps, Fconj, beta, W);

	/*printf("W(1):\n");
	gsl_vector_complex_fprintf (stdout, W, "%g");*/

	/* (2) W = alpha * Exp * tmp_vec + beta * W */
	gsl_blas_zgemv (CblasNoTrans, alpha, m_Exp, W, beta, tmp_vec);

	/*printf("W(2):\n");
	gsl_vector_complex_fprintf (stdout, tmp_vec, "%g");*/

	/* (3) W = alpha * P * tmp_vec + beta * W */
	gsl_blas_zgemv (CblasNoTrans, alpha, m_P, tmp_vec, beta, W);

	/*Find J0 = F.(Ps * conj(F)) */
	gsl_blas_zgemv (CblasNoTrans, alpha, m_Ps, Fconj, beta, tmp_vec);
	gsl_blas_zdotu (F, tmp_vec, &J0);

	/*alpha = exp(-2 / N)*/
	alpha = gsl_complex_rect (avFactor, 0.0);
	beta = gsl_complex_rect (0.0, 0.0);

	/*find T matrix: T = alpha * P * exp + beta * T*/
	gsl_blas_zgemm (CblasNoTrans, CblasNoTrans, alpha, m_P, m_Exp, beta, T);

	/*printf("T:\n");
	gsl_matrix_complex_fprintf (stdout, T, "%g");*/

	/*Find Jns = F. (G * W)  */
	/*tmp_mat = I */
	gsl_matrix_complex_set_identity (tmp_mat);
	/*tmp_mat = I - T */
	gsl_matrix_complex_sub (tmp_mat, T);
	/*LU decomposition*/
	gsl_linalg_complex_LU_decomp(tmp_mat, perm, &s);
	/*calculate product G * W = (I - T)^(-1) W directly using LU decomposition*/
	gsl_linalg_complex_LU_solve (tmp_mat, perm, W, tmp_vec);
	/*calculate F.(G * W)*/
	gsl_blas_zdotu (F, tmp_vec, &Jns);

	/*Find Js = F.(G^2 * (I - T^N) * W)  however, this term should be negligible*/

	/*result = N *(2 * Jns + J0) - Js */
	alpha = gsl_complex_mul_real (Jns, 2.0 * avFactor);
	alpha = gsl_complex_add (alpha, J0);

	return m_N * m_I0 * GSL_REAL(alpha) * getPLGfactor(getTheta(Q)) + m_Ibg;
}
Пример #8
0
void MBlockUser::Run() {

  //
  // Allocation Matrices
  //
  gsl_matrix_uint signature_frequencies=min2.GetDataObj();
  gsl_matrix signature_powers=min3.GetDataObj();

  //
  // input bits
  //
  gsl_matrix_uint inputbits = min1.GetDataObj();

  //
  // outer loop: the users 
  //
  for (int u=0;u<M();u++) {

    gsl_vector_complex_view tmpout = gsl_matrix_complex_column(outmat,u);


    //
    //
    // FETCH K INPUT SYMBOLS
    //
    //
    for (int j=0;j<K();j++) {
      
      symbol_id=0;
      
      //////// I take Nb bits from input and map it in new_symbol
      
      for (int i=0;i<Nb();i++) {
	symbol_id = (symbol_id << 1);
	//	symbol_id += in1.GetDataObj();
	symbol_id += gsl_matrix_uint_get(&inputbits,u,j*Nb()+i);
      }
      
      new_symbol = gsl_complex_polar(1.0,
				     symbol_arg * 
				     double(gsl_vector_uint_get(gray_encoding, 
								symbol_id)));
      gsl_vector_complex_set(tmp,j,new_symbol);
    }
    
    
    
    //
    //
    // SELECTION MATRIX UPDATE and POWER
    //
    //
    //  gsl_matrix_complex_set_identity(selection_mat);
    gsl_matrix_complex_set_zero(selection_mat);
    for (int i=0;i<J(); i++) {
      unsigned int carrier=gsl_matrix_uint_get(&signature_frequencies,u,i);
      double power=gsl_matrix_get(&signature_powers,u,i);
      gsl_complex one=gsl_complex_polar(power,0.0);
      gsl_matrix_complex_set(selection_mat,carrier,i,one);
    }
    

    //
    //
    // PRECODING MATRIX UPDATE
    //
    //
#ifdef GIANNAKIS_PRECODING
    double roarg=2.0*double(M_PI/N());
    for (int i=0;i<J(); i++) {
      unsigned int carrier=gsl_matrix_uint_get(&signature_frequencies,u,i);
      for (int j=0; j<K(); j++) {
	gsl_complex ro=gsl_complex_polar(sqrt(1.0/double(J())),-j*carrier*roarg);
	gsl_matrix_complex_set(coding_mat,i,j,ro);
      }
    }
#else
    double roarg=2.0*double(M_PI/J());
    for (int i=0;i<J(); i++) {
      for (int j=0; j<K(); j++) {
	gsl_complex ro=gsl_complex_polar(sqrt(1.0/double(J())),-j*i*roarg);
	gsl_matrix_complex_set(coding_mat,i,j,ro);
      }
    }
#endif

#ifdef SHOW_MATRIX

    cout << endl << BlockName << " user: "******"coding matrix (theta) = " << endl;
    gsl_matrix_complex_show(coding_mat);

    cout << "T^h*T matrix = " << endl;
    gsl_matrix_complex_show(THT);

    cout << "T^h*T trace = " 
	 << GSL_REAL(trace) 
	 << ", "
	 << GSL_IMAG(trace) 
	 << endl;

    gsl_matrix_complex_free(THT);
#endif


    //
    //
    // PRECODING
    //
    //
    gsl_blas_zgemv(CblasNoTrans, 
		   gsl_complex_rect(1.0,0), 
		   coding_mat, 
		   tmp,
		   gsl_complex_rect(0,0), 
		   tmp1);

    //
    //
    // CARRIER SELECTION
    //
    //
    gsl_blas_zgemv(CblasNoTrans, 
		   gsl_complex_rect(1.0,0), 
		   selection_mat, 
		   tmp1,
		   gsl_complex_rect(0,0), 
		   tmp2);


    //
    //
    // IFFT TRANSFORM
    //
    //
    gsl_blas_zgemv(CblasNoTrans, 
		   gsl_complex_rect(1.0,0), 
		   transform_mat, 
		   tmp2,
		   gsl_complex_rect(0,0), 
		   &tmpout.vector);


    //   cout << "\n\n symbols (user " << u << ") = " << endl;
    //   gsl_vector_complex_fprintf(stdout,tmp,"%f");

#ifdef SHOW_MATRIX
    cout << "\n\n symbols (user " << u << ") = " << endl;
    gsl_vector_complex_fprintf(stdout,tmp,"%f");

    cout << "\n\n precoded = " << endl;
    gsl_vector_complex_fprintf(stdout,tmp1,"%f");

    cout << "\n\n precoded selected = " << endl;
    gsl_vector_complex_fprintf(stdout,tmp2,"%f");

    cout << "\n\n precoded selected transformed = " << endl;
    gsl_vector_complex_fprintf(stdout,&tmpout.vector,"%f");
#endif


  } // close user loop

    mout1.DeliverDataObj(*outmat);

}
Пример #9
0
void
test_eigen_nonsymm_results (const gsl_matrix * m, 
                            const gsl_vector_complex * eval, 
                            const gsl_matrix_complex * evec, 
                            size_t count,
                            const char * desc,
                            const char * desc2)
{
  size_t i,j;
  size_t N = m->size1;

  gsl_vector_complex * x = gsl_vector_complex_alloc(N);
  gsl_vector_complex * y = gsl_vector_complex_alloc(N);
  gsl_matrix_complex * A = gsl_matrix_complex_alloc(N, N);

  /* we need a complex matrix for the blas routines, so copy m into A */
  for (i = 0; i < N; ++i)
    {
      for (j = 0; j < N; ++j)
        {
          gsl_complex z;
          GSL_SET_COMPLEX(&z, gsl_matrix_get(m, i, j), 0.0);
          gsl_matrix_complex_set(A, i, j, z);
        }
    }

  for (i = 0; i < N; i++)
    {
      gsl_complex ei = gsl_vector_complex_get (eval, i);
      gsl_vector_complex_const_view vi = gsl_matrix_complex_const_column(evec, i);
      double norm = gsl_blas_dznrm2(&vi.vector);

      /* check that eigenvector is normalized */
      gsl_test_rel(norm, 1.0, N * GSL_DBL_EPSILON,
                   "nonsymm(N=%u,cnt=%u), %s, normalized(%d), %s", N, count, desc, i, desc2);

      gsl_vector_complex_memcpy(x, &vi.vector);

      /* compute y = m x (should = lambda v) */
      gsl_blas_zgemv (CblasNoTrans, GSL_COMPLEX_ONE, A, x, 
                      GSL_COMPLEX_ZERO, y);

      /* compute x = lambda v */
      gsl_blas_zscal(ei, x);

      /* now test if y = x */
      for (j = 0; j < N; j++)
        {
          gsl_complex xj = gsl_vector_complex_get (x, j);
          gsl_complex yj = gsl_vector_complex_get (y, j);

          /* use abs here in case the values are close to 0 */
          gsl_test_abs(GSL_REAL(yj), GSL_REAL(xj), 1e8*GSL_DBL_EPSILON, 
                       "nonsymm(N=%u,cnt=%u), %s, eigenvalue(%d,%d), real, %s", N, count, desc, i, j, desc2);
          gsl_test_abs(GSL_IMAG(yj), GSL_IMAG(xj), 1e8*GSL_DBL_EPSILON, 
                       "nonsymm(N=%u,cnt=%u), %s, eigenvalue(%d,%d), imag, %s", N, count, desc, i, j, desc2);
        }
    }

  gsl_matrix_complex_free(A);
  gsl_vector_complex_free(x);
  gsl_vector_complex_free(y);
}
Пример #10
0
void
test_eigen_herm_results (const gsl_matrix_complex * A, 
                         const gsl_vector * eval, 
                         const gsl_matrix_complex * evec, 
                         size_t count,
                         const char * desc,
                         const char * desc2)
{
  const size_t N = A->size1;
  size_t i, j;

  gsl_vector_complex * x = gsl_vector_complex_alloc(N);
  gsl_vector_complex * y = gsl_vector_complex_alloc(N);

  /* check eigenvalues */

  for (i = 0; i < N; i++)
    {
      double ei = gsl_vector_get (eval, i);
      gsl_vector_complex_const_view vi =
        gsl_matrix_complex_const_column(evec, i);
      gsl_vector_complex_memcpy(x, &vi.vector);
      /* compute y = m x (should = lambda v) */
      gsl_blas_zgemv (CblasNoTrans, GSL_COMPLEX_ONE, A, x, 
                      GSL_COMPLEX_ZERO, y);
      for (j = 0; j < N; j++)
        {
          gsl_complex xj = gsl_vector_complex_get (x, j);
          gsl_complex yj = gsl_vector_complex_get (y, j);
          gsl_test_rel(GSL_REAL(yj), ei * GSL_REAL(xj), 1e8*GSL_DBL_EPSILON, 
                       "%s, eigenvalue(%d,%d), real, %s", desc, i, j, desc2);
          gsl_test_rel(GSL_IMAG(yj), ei * GSL_IMAG(xj), 1e8*GSL_DBL_EPSILON, 
                       "%s, eigenvalue(%d,%d), imag, %s", desc, i, j, desc2);
        }
    }

  /* check eigenvectors are orthonormal */

  for (i = 0; i < N; i++)
    {
      gsl_vector_complex_const_view vi = gsl_matrix_complex_const_column(evec, i);
      double nrm_v = gsl_blas_dznrm2(&vi.vector);
      gsl_test_rel (nrm_v, 1.0, N * GSL_DBL_EPSILON, "%s, normalized(%d), %s", 
                    desc, i, desc2);
    }

  for (i = 0; i < N; i++)
    {
      gsl_vector_complex_const_view vi = gsl_matrix_complex_const_column(evec, i);
      for (j = i + 1; j < N; j++)
        {
          gsl_vector_complex_const_view vj 
            = gsl_matrix_complex_const_column(evec, j);
          gsl_complex vivj;
          gsl_blas_zdotc (&vi.vector, &vj.vector, &vivj);
          gsl_test_abs (gsl_complex_abs(vivj), 0.0, 10.0 * N * GSL_DBL_EPSILON, 
                        "%s, orthogonal(%d,%d), %s", desc, i, j, desc2);
        }
    }

  gsl_vector_complex_free(x);
  gsl_vector_complex_free(y);
} /* test_eigen_herm_results() */
Пример #11
0
void
test_eigen_gen_results (const gsl_matrix * A, const gsl_matrix * B,
                        const gsl_vector_complex * alpha, 
                        const gsl_vector * beta,
                        const gsl_matrix_complex * evec, 
                        size_t count, const char * desc,
                        const char * desc2)
{
  const size_t N = A->size1;
  size_t i, j;
  gsl_matrix_complex *ma, *mb;
  gsl_vector_complex *x, *y;
  gsl_complex z_one, z_zero;

  ma = gsl_matrix_complex_alloc(N, N);
  mb = gsl_matrix_complex_alloc(N, N);
  y = gsl_vector_complex_alloc(N);
  x = gsl_vector_complex_alloc(N);

  /* ma <- A, mb <- B */
  for (i = 0; i < N; ++i)
    {
      for (j = 0; j < N; ++j)
        {
          gsl_complex z;

          GSL_SET_COMPLEX(&z, gsl_matrix_get(A, i, j), 0.0);
          gsl_matrix_complex_set(ma, i, j, z);

          GSL_SET_COMPLEX(&z, gsl_matrix_get(B, i, j), 0.0);
          gsl_matrix_complex_set(mb, i, j, z);
        }
    }

  GSL_SET_COMPLEX(&z_one, 1.0, 0.0);
  GSL_SET_COMPLEX(&z_zero, 0.0, 0.0);

  /* check eigenvalues */
  for (i = 0; i < N; ++i)
    {
      gsl_vector_complex_const_view vi =
        gsl_matrix_complex_const_column(evec, i);
      gsl_complex ai = gsl_vector_complex_get(alpha, i);
      double bi = gsl_vector_get(beta, i);

      /* compute x = alpha * B * v */
      gsl_blas_zgemv(CblasNoTrans, z_one, mb, &vi.vector, z_zero, x);
      gsl_blas_zscal(ai, x);

      /* compute y = beta * A v */
      gsl_blas_zgemv(CblasNoTrans, z_one, ma, &vi.vector, z_zero, y);
      gsl_blas_zdscal(bi, y);

      /* now test if y = x */
      for (j = 0; j < N; ++j)
        {
          gsl_complex xj = gsl_vector_complex_get(x, j);
          gsl_complex yj = gsl_vector_complex_get(y, j);

          gsl_test_abs(GSL_REAL(yj), GSL_REAL(xj), 1e8*GSL_DBL_EPSILON, 
                       "gen(N=%u,cnt=%u), %s, eigenvalue(%d,%d), real, %s",
                       N, count, desc, i, j, desc2);
          gsl_test_abs(GSL_IMAG(yj), GSL_IMAG(xj), 1e8*GSL_DBL_EPSILON, 
                       "gen(N=%u,cnt=%u), %s, eigenvalue(%d,%d), real, %s",
                       N, count, desc, i, j, desc2);
        }
    }

  gsl_matrix_complex_free(ma);
  gsl_matrix_complex_free(mb);
  gsl_vector_complex_free(y);
  gsl_vector_complex_free(x);
} /* test_eigen_gen_results() */
Пример #12
0
int
gsl_linalg_complex_cholesky_decomp(gsl_matrix_complex *A)
{
  const size_t N = A->size1;
  
  if (N != A->size2)
    {
      GSL_ERROR("cholesky decomposition requires square matrix", GSL_ENOTSQR);
    }
  else
    {
      size_t i, j;
      gsl_complex z;
      double ajj;

      for (j = 0; j < N; ++j)
        {
          z = gsl_matrix_complex_get(A, j, j);
          ajj = GSL_REAL(z);

          if (j > 0)
            {
              gsl_vector_complex_const_view aj =
                gsl_matrix_complex_const_subrow(A, j, 0, j);

              gsl_blas_zdotc(&aj.vector, &aj.vector, &z);
              ajj -= GSL_REAL(z);
            }

          if (ajj <= 0.0)
            {
              GSL_ERROR("matrix is not positive definite", GSL_EDOM);
            }

          ajj = sqrt(ajj);
          GSL_SET_COMPLEX(&z, ajj, 0.0);
          gsl_matrix_complex_set(A, j, j, z);

          if (j < N - 1)
            {
              gsl_vector_complex_view av =
                gsl_matrix_complex_subcolumn(A, j, j + 1, N - j - 1);

              if (j > 0)
                {
                  gsl_vector_complex_view aj =
                    gsl_matrix_complex_subrow(A, j, 0, j);
                  gsl_matrix_complex_view am =
                    gsl_matrix_complex_submatrix(A, j + 1, 0, N - j - 1, j);

                  cholesky_complex_conj_vector(&aj.vector);

                  gsl_blas_zgemv(CblasNoTrans,
                                 GSL_COMPLEX_NEGONE,
                                 &am.matrix,
                                 &aj.vector,
                                 GSL_COMPLEX_ONE,
                                 &av.vector);

                  cholesky_complex_conj_vector(&aj.vector);
                }

              gsl_blas_zdscal(1.0 / ajj, &av.vector);
            }
        }

      /* Now store L^H in upper triangle */
      for (i = 1; i < N; ++i)
        {
          for (j = 0; j < i; ++j)
            {
              z = gsl_matrix_complex_get(A, i, j);
              gsl_matrix_complex_set(A, j, i, gsl_complex_conjugate(z));
            }
        }

      return GSL_SUCCESS;
    }
} /* gsl_linalg_complex_cholesky_decomp() */
Пример #13
0
int
lls_complex_fold(const gsl_matrix_complex *A, const gsl_vector_complex *b,
                 lls_complex_workspace *w)
{
  const size_t n = A->size1;

  if (A->size2 != w->p)
    {
      fprintf(stderr, "lls_complex_fold: A has wrong size2\n");
      return GSL_EBADLEN;
    }
  else if (n != b->size)
    {
      fprintf(stderr, "lls_complex_fold: b has wrong size\n");
      return GSL_EBADLEN;
    }
  else
    {
      int s = 0;
      double bnorm;
#if 0
      size_t i;

      gsl_vector_view wv = gsl_vector_subvector(w->w_robust, 0, n);

      if (w->niter > 0)
        {
          gsl_vector_complex_view rc = gsl_vector_complex_subvector(w->r_complex, 0, n);
          gsl_vector_view rv = gsl_vector_subvector(w->r, 0, n);

          /* calculate residuals with previously computed coefficients: r = b - A c */
          gsl_vector_complex_memcpy(&rc.vector, b);
          gsl_blas_zgemv(CblasNoTrans, GSL_COMPLEX_NEGONE, A, w->c, GSL_COMPLEX_ONE, &rc.vector);

          /* compute Re(r) */
          for (i = 0; i < n; ++i)
            {
              gsl_complex ri = gsl_vector_complex_get(&rc.vector, i);
              gsl_vector_set(&rv.vector, i, GSL_REAL(ri));
            }

          /* calculate weights with robust weighting function */
          gsl_multifit_robust_weights(&rv.vector, &wv.vector, w->robust_workspace_p);
        }
      else
        gsl_vector_set_all(&wv.vector, 1.0);

      /* compute final weights as product of input and robust weights */
      gsl_vector_mul(wts, &wv.vector);

#endif
 
      /* AHA += A^H A, using only the upper half of the matrix */
      s = gsl_blas_zherk(CblasUpper, CblasConjTrans, 1.0, A, 1.0, w->AHA);
      if (s)
        return s;

      /* AHb += A^H b */
      s = gsl_blas_zgemv(CblasConjTrans, GSL_COMPLEX_ONE, A, b, GSL_COMPLEX_ONE, w->AHb);
      if (s)
        return s;

      /* bHb += b^H b */
      bnorm = gsl_blas_dznrm2(b);
      w->bHb += bnorm * bnorm;

      fprintf(stderr, "norm(AHb) = %.12e, bHb = %.12e\n",
              gsl_blas_dznrm2(w->AHb), w->bHb);

      if (!gsl_finite(w->bHb))
        {
          fprintf(stderr, "bHb is NAN\n");
          exit(1);
        }

      return s;
    }
} /* lls_complex_fold() */