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//
// $Id$
//
//
// Original author: Darren Kessner <darren@proteowizard.org>
//
// Copyright 2007 Spielberg Family Center for Applied Proteomics
// Cedars Sinai Medical Center, Los Angeles, California 90048
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
//
#ifndef _LINEARSOLVER_HPP_
#define _LINEARSOLVER_HPP_
#include "pwiz/utility/misc/Export.hpp"
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/lu.hpp>
#include <boost/numeric/ublas/triangular.hpp>
#include <boost/numeric/ublas/vector_proxy.hpp>
#include <boost/numeric/ublas/io.hpp>
#include <stdexcept>
#include <iostream>
#include <iomanip>
#include <math.h>
#include "qr.hpp"
namespace pwiz {
namespace math {
enum PWIZ_API_DECL LinearSolverType {LinearSolverType_LU, LinearSolverType_QR};
template <LinearSolverType solver_type = LinearSolverType_LU>
class LinearSolver;
template<>
class LinearSolver<LinearSolverType_LU>
{
public:
/// solve system of linear equations Ax = y using boost::ublas;
/// note: extra copying inefficiencies for ease of client use
template<typename matrix_type, typename vector_type>
vector_type solve(const matrix_type& A,
const vector_type& y)
{
namespace ublas = boost::numeric::ublas;
matrix_type A_factorized = A;
ublas::permutation_matrix<size_t> pm(y.size());
int singular = lu_factorize(A_factorized, pm);
if (singular) throw std::runtime_error("[LinearSolver<LU>::solve()] A is singular.");
vector_type result(y);
lu_substitute(A_factorized, pm, result);
return result;
}
};
template<>
class LinearSolver<LinearSolverType_QR>
{
public:
/// solve system of linear equations Ax = y using boost::ublas;
/// note: extra copying inefficiencies for ease of client use
template<typename matrix_type, typename vector_type>
vector_type solve(const matrix_type& A, const vector_type& y)
{
typedef typename matrix_type::size_type size_type;
typedef typename matrix_type::value_type value_type;
namespace ublas = boost::numeric::ublas;
matrix_type Q(A.size1(), A.size2()), R(A.size1(), A.size2());
qr (A, Q, R);
vector_type b = prod(trans(Q), y);
vector_type result;
if (R.size1() > R.size2())
{
size_type min = (R.size1() < R.size2() ? R.size1() : R.size2());
result = ublas::solve(subrange(R, 0, min, 0, min),
subrange(b, 0, min),
ublas::upper_tag());
}
else
{
result = ublas::solve(R, b, ublas::upper_tag());
}
return result;
}
};
} // namespace math
} // namespace pwiz
#endif // _LINEARSOLVER_HPP_
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