From e55a3193138ca10c1bcb3f66399c524416f8d30f Mon Sep 17 00:00:00 2001 From: fred Date: Fri, 4 Oct 1996 20:15:35 +0000 Subject: [PATCH] lilypond-0.0.1 --- choleski.cc | 85 ++++++++++++++++ choleski.hh | 46 +++++++++ matrix.cc | 281 ++++++++++++++++++++++++++++++++++++++++++++++++++++ vector.cc | 41 ++++++++ 4 files changed, 453 insertions(+) create mode 100644 choleski.cc create mode 100644 choleski.hh create mode 100644 matrix.cc create mode 100644 vector.cc diff --git a/choleski.cc b/choleski.cc new file mode 100644 index 0000000000..db3fe82d60 --- /dev/null +++ b/choleski.cc @@ -0,0 +1,85 @@ +#include "choleski.hh" + +Vector +Choleski_decomposition::solve(Vector rhs)const +{ + int n= rhs.dim(); + assert(n == L.dim()); + Vector y(n); + + // forward substitution + for (int i=0; i < n; i++) { + Real sum(0.0); + for (int j=0; j < i; j++) + sum += y(j) * L(i,j); + y(i) = (rhs(i) - sum)/L(i,i); + } + for (int i=0; i < n; i++) { + assert(D(i)); + y(i) /= D(i); + } + Vector x(n); + for (int i=n-1; i >= 0; i--) { + Real sum(0.0); + for (int j=i+1; j < n; j++) + sum += L(j,i)*x(j); + x(i) = (y(i) - sum)/L(i,i); + } + return x; +} + +Choleski_decomposition::Choleski_decomposition(Matrix P) + : L(P.dim()), D(P.dim()) +{ + int n = P.dim(); + assert((P-P.transposed()).norm() < EPS); + L.unit(); + for (int k= 0; k < n; k++) { + for (int j = 0; j < k; j++){ + Real sum(0.0); + for (int l=0; l < j; l++) + sum += L(k,l)*L(j,l)*D(l); + L(k,j) = (P(k,j) - sum)/D(j); + } + Real sum=0.0; + + for (int l=0; l < k; l++) + sum += sqr(L(k,l))*D(l); + Real d = P(k,k) - sum; + D(k) = d; + } + + #ifdef NDEBUG + assert((original()-P).norm() < EPS); + #endif +} + +Matrix +Choleski_decomposition::original() const +{ + Matrix T(L.dim()); + T.set_diag(D); + return L*T*L.transposed(); +} + +Matrix +Choleski_decomposition::inverse() const +{ + int n=L.dim(); + Matrix invm(n); + Vector e_i(n); + for (int i = 0; i < n; i++) { + e_i.set_unit(i); + Vector inv(solve(e_i)); + for (int j = 0 ; jmult_ok(i,j); dat->mult_next(i,j)) + r += sqr(dat->elem(i,j)); + return sqrt(r); +} + +//inline +Real +Matrix::operator()(int i,int j) const +{ + assert(i >= 0 && j >= 0); + assert(i < rows() && j < cols()); + return dat->elem(i,j); +} + +//inline +Real & +Matrix::operator()(int i, int j) +{ + assert(i >= 0 && j >= 0); + assert(i < rows() && j < cols()); + return dat->elem(i,j); +} + +void +Matrix::fill(Real r) +{ + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) + dat->elem(i,j)=r; +} + +void +Matrix::set_diag(Real r) +{ + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) + dat->elem(i,j)=(i==j) ? r: 0.0; +} + +void +Matrix::set_diag(Vector d) +{ + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) + dat->elem(i,j)=(i==j) ? d(i): 0.0; +} + +void +Matrix::operator+=(const Matrix&m) +{ + assert(m.cols() == cols()); + assert(m.rows() == rows()); + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) + dat->elem(i,j) += m(i,j); +} + +void +Matrix::operator-=(const Matrix&m) +{ + assert(m.cols() == cols()); + assert(m.rows() == rows()); + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) + dat->elem(i,j) -= m(i,j); +} + + +void +Matrix::operator*=(Real a) +{ + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) + dat->elem(i,j) *= a; +} + +void +Matrix::operator=(const Matrix&m) +{ + if (&m == this) + return ; + delete dat; + dat = m.dat->clone(); +} + +Matrix::Matrix(const Matrix &m) +{ + m.OK(); + + dat = m.dat->clone(); +} + + +Matrix::Matrix(int n, int m) +{ + dat = virtual_smat::get_full(n,m); + fill(0); +} + +Matrix::Matrix(int n) +{ + dat = virtual_smat::get_full(n,n); + fill(0); +} + +Matrix::Matrix(Vector v, Vector w) +{ + dat = virtual_smat::get_full(v.dim(), w.dim()); + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) + dat->elem(i,j)=v(i)*w(j); +} + + +Vector +Matrix::row(int k) const +{ + int n=cols(); + + + Vector v(n); + for(int i=0; i < n; i++) + v(i)=dat->elem(k,i); + + return v; +} + +Vector +Matrix::col(int k) const +{ + int n=rows(); + Vector v(n); + for(int i=0; i < n; i++) + v(i)=dat->elem(i,k); + return v; +} + +Vector +Matrix::left_multiply(const Vector& v) const +{ + Vector dest(v.dim()); + assert(dat->cols()==v.dim()); + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) + dest(i)+= dat->elem(j,i)*v(j); + return dest; +} + +Vector +Matrix::operator *(const Vector& v) const +{ + Vector dest(rows()); + assert(dat->cols()==v.dim()); + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) + dest(i)+= dat->elem(i,j)*v(j); + return dest; +} + +Matrix +operator /(Matrix const& m1,Real a) +{ + Matrix m(m1); + m /= a; + return m; +} + +void +Matrix::transpose() // delegate to storage? +{ + for (int i=0, j=0; dat->mult_ok(i,j); dat->mult_next(i,j)) { + if (i >= j) + continue; + Real r=dat->elem(i,j); + dat->elem(i,j) = dat->elem(j,i); + dat->elem(j,i)=r; + } +} + +Matrix +Matrix::operator-() const +{ + OK(); + Matrix m(*this); + m*=-1.0; + return m; +} + +Matrix +Matrix::transposed() const +{ + Matrix m(*this); + m.transpose(); + return m; +} + + +/* should do something smarter: bandmatrix * bandmatrix is also banded matrix. */ +Matrix +operator *(const Matrix &m1, const Matrix &m2) +{ + Matrix result(m1.rows(), m2.cols()); + result.set_product(m1,m2); + return result; +} + +void +Matrix::set_product(const Matrix &m1, const Matrix &m2) +{ + assert(m1.cols()==m2.rows()); + assert(cols()==m2.cols() && rows()==m1.rows()); + + for (int i=0, j=0; dat->mult_ok(i,j); + dat->mult_next(i,j)) { + Real r=0.0; + for (int k = 0; k < m1.cols(); k++) + r += m1(i,k)*m2(k,j); + dat->elem(i,j)=r; + } +} + +void +Matrix::insert_row(Vector v, int k) +{ + assert(v.dim()==cols()); + dat->insert_row(k); + for (int j=0; j < cols(); j++) + dat->elem(k,j)=v(j); +} + + +void +Matrix::swap_columns(int c1, int c2) +{ + assert(c1>=0&& c1 < cols()&&c2 < cols() && c2 >=0); + for (int i=0; i< rows(); i++) { + Real r=dat->elem(i,c1); + dat->elem(i,c1) = dat->elem(i,c2); + dat->elem(i,c2)=r; + } +} + +void +Matrix::swap_rows(int c1, int c2) +{ + assert(c1>=0&& c1 < rows()&&c2 < rows() && c2 >=0); + for (int i=0; i< cols(); i++) { + Real r=dat->elem(c1,i); + dat->elem(c1,i) = dat->elem(c2,i); + dat->elem(c2,i)=r; + } +} + + +int +Matrix::dim() const +{ + assert(cols() == rows()); + return rows(); +} + +Matrix::operator String() const +{ + String s("matrix {\n"); + for (int i=0; i< rows(); i++){ + for (int j = 0; j < cols(); j++) { + s+= String(dat->elem(i,j), "%6f "); + } + s+="\n"; + } + s+="}\n"; + return s; +} + + + +#include "debug.hh" +void +Matrix::print() const +{ + mtor << *this; +} diff --git a/vector.cc b/vector.cc new file mode 100644 index 0000000000..be2423250d --- /dev/null +++ b/vector.cc @@ -0,0 +1,41 @@ +#include "debug.hh" +#include "vector.hh" +#include "string.hh" + +Vector::Vector(const Vector&n) + :dat(n.dat) + // this makes GCC 272 barf +{ + //dat = n.dat; +} + +Vector::operator String() const +{ + int i=0; + String s("vector ["); + for (; i < dim(); i++) { + s += String(dat[i], "%6f") + ' '; + } + s+="]"; + return s; +} + + +void +Vector::print() const +{ + mtor << *this<<'\n'; +} + +Vector +Vector::operator-() const +{ + Vector v(*this); v*=-1; return v; +} + +void +Vector::set_unit(int j) +{ + fill(0.0); + dat[j] = 1.0; +} -- 2.39.5