cgal/Jet_fitting_3/include/CGAL/Lapack/Linear_algebra_lapack.h

116 lines
2.7 KiB
C++

#ifndef CGAL_LAPACK_H
#define CGAL_LAPACK_H
#ifdef CGAL_USE_F2C
#define my_dgelss dgelss_
#else my_dgelss dgelss
#endif
extern "C" {
int my_dgelss(int *m, int *n, int *nrhs,
double *a, int *lda, double *b, int *ldb, double *
s, double *rcond, int *rank, double *work, int *lwork,
int *info);
}
namespace CGAL {
////////////////////////class Lapack_vector/////////////////////
class Lapack_vector{
typedef double FT;
protected:
FT* m_vector;
size_t nb_elts;
public:
//contructor
// initializes all the elements of the vector to zero.
Lapack_vector(size_t n) {
m_vector = (FT*) calloc (n, sizeof(FT));
nb_elts = n;
}
size_t size() {return nb_elts;}
//data access
const FT* vector() const { return m_vector;}
FT* vector() { return m_vector; }
FT operator()(size_t i) {return m_vector[i];}
void set(size_t i, const FT value) { m_vector[i] = value; }
};
////////////////////////class Lapack_matrix/////////////////////
//in clapack, matrices are one-dimensional arrays and elements are
//column-major ordered. This class is a wrapper defining set and get
//in the usual way with line and column indices.
class Lapack_matrix{
typedef double FT;
protected:
FT* m_matrix;
size_t nb_rows;
size_t nb_columns;
public:
//contructor
// initializes all the elements of the matrix to zero.
Lapack_matrix(size_t n1, size_t n2) {
m_matrix = (FT*) calloc (n1*n2, sizeof(FT));
nb_rows = n1;
nb_columns = n2;
}
size_t number_of_rows() {return nb_rows;}
size_t number_of_columns() {return nb_columns;}
//access
const FT* matrix() const { return m_matrix; }
FT* matrix() { return m_matrix; }
void set(size_t i, size_t j, const FT value) { m_matrix[j*nb_rows+i] = value; }
FT operator()(size_t i, size_t j) { return m_matrix[j*nb_rows+i]; }
};
////////////////////////class Lapack_svd/////////////////////
class Lapack_svd{
public:
typedef double FT;
typedef Lapack_vector Vector;
typedef Lapack_matrix Matrix;
//solve MX=B using SVD and return the condition number of M
//The solution is stored in B
static
FT solve(Matrix& M, Vector& B);
};
Lapack_svd::FT Lapack_svd::solve(Matrix& M, Vector& B)
{
int m = M.number_of_rows(),
n = M.number_of_columns(),
nrhs = 1,
lda = m,
ldb = m,
rank,
lwork = 5*m,
info;
//c style
FT* sing_values = (FT*) malloc(n*sizeof(FT));
FT* work = (FT*) malloc(lwork*sizeof(FT));
FT rcond = -1;
my_dgelss(&m, &n, &nrhs, M.matrix(), &lda, B.vector(), &ldb, sing_values,
&rcond, &rank, work, &lwork, &info);
assert(info==0);
FT cond_nb = sing_values[0]/sing_values[n-1];
//clean up
free(sing_values);
free(work);
return cond_nb;
}
} // namespace CGAL
#endif // CGAL_LAPACK_H