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

83 lines
2.0 KiB
C++

#ifndef CGAL_LAPACK_H
#define CGAL_LAPACK_H
#include <stdlib.h>
#include "blaswrap.h"
#include "f2c.h"
extern "C" {
#include "clapack.h"
}
namespace CGAL {
////////////////////////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{
protected:
double* m_matrix;
public:
size_t nb_rows;
size_t nb_columns;
//contructor
// initializes all the elements of the matrix to zero.
Lapack_matrix(size_t n1, size_t n2) {
m_matrix = (double*) calloc (n1*n2, sizeof(double));
nb_rows = n1;
nb_columns = n2;
}
//destructor
// ~Lapack_matrix();// { free m_matrix; }
//access
const double* matrix() const { return m_matrix; }
double* matrix() { return m_matrix; }
void set_elt(size_t i, size_t j, const double value) { m_matrix[j*nb_rows+i] = value; }
double get_elt(size_t i, size_t j) { return m_matrix[j*nb_rows+i]; }
};
//Lapack_matrix::~Lapack_matrix() { free m_matrix; } bug!
////////////////////////class Lapack/////////////////////
class Lapack{
public:
typedef Lapack_matrix Matrix;
//solve MX=B using SVD and give the condition number of M
//The solution is stored in B
static
void solve_ls_svd_algo(Matrix& M, double* B, double &cond_nb);
};
void Lapack::solve_ls_svd_algo(Matrix& M, double* B, double &cond_nb)
{
integer m = M.nb_rows,
n = M.nb_columns,
nrhs = 1,
lda = m,
ldb = m,
rank,
lwork = 5*m,
info;
//c style
double* sing_values = (double*) malloc(n*sizeof(double));
double* work = (double*) malloc(lwork*sizeof(double));
double rcond = -1;
dgelss_(&m, &n, &nrhs, M.matrix(), &lda, B, &ldb, sing_values,
&rcond, &rank, work, &lwork, &info);
assert(info==0);
cond_nb = sing_values[0]/sing_values[n-1];
//clean up
free(sing_values);
free(work);
}
} // namespace CGAL
#endif // CGAL_LAPACK_H