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/* Copyright (c) <2003-2011> <Julio Jerez, Newton Game Dynamics>
*
* This software is provided 'as-is', without any express or implied
* warranty. In no event will the authors be held liable for any damages
* arising from the use of this software.
*
* Permission is granted to anyone to use this software for any purpose,
* including commercial applications, and to alter it and redistribute it
* freely, subject to the following restrictions:
*
* 1. The origin of this software must not be misrepresented; you must not
* claim that you wrote the original software. If you use this software
* in a product, an acknowledgment in the product documentation would be
* appreciated but is not required.
*
* 2. Altered source versions must be plainly marked as such, and must not be
* misrepresented as being the original software.
*
* 3. This notice may not be removed or altered from any source distribution.
*/
#ifndef __dgSPDMatrix__
#define __dgSPDMatrix__
#include "dgStdafx.h"
#include "dgDebug.h"
#include "dgGeneralMatrix.h"
/*
void _BackAndForwardSustitition (void *rightsideVector,
void *rowPointers,
dgInt32 rowStrideInBytes,
dgInt32 typeSizeInBytes,
dgInt32 size);
bool _SolveByCholeskyDecomposition (void *rightsideVector,
void *rowPointers,
dgInt32 rowStrideInBytes,
dgInt32 typeSizeInBytes,
dgInt32 size);
template<class T>
class dgSPDMatrix: public dgGeneralMatrix<T>
{
public:
dgSPDMatrix (dgInt32 size);
dgSPDMatrix (const dgSPDMatrix<T>& src);
dgSPDMatrix (dgInt32 size, T *elemBuffer, dgGeneralVector<T>* m_rowBuffer);
dgSPDMatrix (const dgSPDMatrix<T>& src, T *elemBuffer, dgGeneralVector<T>* m_rowBuffer);
~dgSPDMatrix ();
bool TestPSD () const;
bool CholeskyDecomposition();
void DownDateCholeskyDecomposition (dgInt32 column);
bool Solve (dgGeneralVector<T> &b);
void BackAndForwardSustitition(dgGeneralVector<T> &b);
};
// ***********************************************************************************************
//
// LinearSystem
//
// ***********************************************************************************************
template<class T>
dgSPDMatrix<T>::dgSPDMatrix (dgInt32 size)
:dgGeneralMatrix<T>(size, size)
{
}
template<class T>
dgSPDMatrix<T>::dgSPDMatrix (const dgSPDMatrix<T>& src)
:dgGeneralMatrix<T>(src)
{
}
template<class T>
dgSPDMatrix<T>::dgSPDMatrix (
dgInt32 size,
T *elemBuffer,
dgGeneralVector<T>* m_rowBuffer)
:dgGeneralMatrix<T>(size, size, elemBuffer, m_rowBuffer)
{
}
template<class T>
dgSPDMatrix<T>::dgSPDMatrix (
const dgSPDMatrix<T>& src,
T *elemBuffer,
dgGeneralVector<T>* m_rowBuffer)
:dgGeneralMatrix<T>(src, elemBuffer, m_rowBuffer)
{
}
template<class T>
dgSPDMatrix<T>::~dgSPDMatrix ()
{
}
template<class T>
bool dgSPDMatrix<T>::TestPSD () const
{
if (!TestSymetry ()) {
return false;
}
dgSPDMatrix<T> tmp (*this);
return tmp.CholeskyDecomposition();
}
template<class T>
void dgSPDMatrix<T>::BackAndForwardSustitition(dgGeneralVector<T> &b)
{
_BackAndForwardSustitition (b.m_columns, &m_rows[0].m_columns, sizeof (dgGeneralVector<T>), sizeof (T), m_rowCount);
}
template<class T>
bool dgSPDMatrix<T>::Solve (dgGeneralVector<T> &b)
{
return _SolveByCholeskyDecomposition (b.m_columns, &m_rows[0].m_columns, sizeof (dgGeneralVector<T>), sizeof (T), m_rowCount);
}
template<class T>
bool dgSPDMatrix<T>::CholeskyDecomposition()
{
dgInt32 i;
dgInt32 j;
dgInt32 k;
T factor;
T* rowK;
T* rowJ;
#ifdef DG_COUNT_FLOAT_OPS
dgInt32 memCount;
dgInt32 floatCount;
memCount = dgGeneralVector<T>::GetMemWrites();
floatCount = dgGeneralVector<T>::GetFloatOps();
#endif
for (j = 0; j < m_rowCount; j++) {
rowJ = &m_rows[j].m_columns[0];
for (k = 0; k < j; k ++ ) {
rowK = &m_rows[k].m_columns[0];
factor = rowK[j];
if (dgAbsf (factor) > 1.0e-6f) {
for (i = j; i < m_rowCount; i ++) {
rowJ[i] -= rowK[i] * factor;
#ifdef DG_COUNT_FLOAT_OPS
memCount += 1;
floatCount += 2;
#endif
}
}
}
factor = rowJ[j];
if (factor <= T (0.0f)) {
if (factor <= T(-5.0e-4f)) {
return false;
}
factor = T(1.0e-12f);
}
factor = T (dgSqrt (dgFloat32(factor)));
rowJ[j] = factor;
factor = T(1.0f / dgFloat32(factor));
#ifdef DG_COUNT_FLOAT_OPS
memCount += 1;
floatCount += 1;
#endif
for (k = j + 1; k < m_rowCount; k ++) {
rowJ[k] *= factor;
#ifdef DG_COUNT_FLOAT_OPS
memCount += 1;
floatCount += 1;
#endif
}
}
#ifdef DG_COUNT_FLOAT_OPS
dgGeneralVector<T>::SetMemWrites(memCount);
dgGeneralVector<T>::SetFloatOps(floatCount);
#endif
return true;
}
template<class T>
void dgSPDMatrix<T>::DownDateCholeskyDecomposition (dgInt32 column)
{
dgInt32 i;
dgInt32 j;
T *buffer;
dgGeneralVector<T>* rowsBuffer;
rowsBuffer = (dgGeneralVector<dgFloat32>*) dgStackAlloc (m_rowCount * sizeof (dgGeneralVector<T>));
buffer = (T *) dgStackAlloc ((m_rowCount + 4) * (m_rowCount + 4) * sizeof (T));
dgGeneralMatrix<T> tmp (m_rowCount, m_rowCount, buffer, rowsBuffer);
dgGeneralMatrix<T>& me = *this;
for (i = 0; i < m_rowCount; i ++) {
tmp[i][i] = me[i][i];
for (j = i + 1; j < m_rowCount; j ++) {
tmp[i][j] = T (0.0f);
tmp[j][i] = me[i][j];
}
}
me.MatrixTimeMatrixTranspose (tmp, tmp);
for (i = 0; i < m_rowCount; i ++) {
me[i][column] = T (0.0f);
me[column][i] = T (0.0f);
}
me[column][column] = T (1.0f);
CholeskyDecomposition();
}
*/
#endif
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