egsl_ops.c

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#include <gsl/gsl_matrix.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_linalg.h>
#include <gsl/gsl_eigen.h>

#include "egsl.h"



val egsl_sub(val v1,val v2){
        return egsl_sum(v1, egsl_scale(-1.0,v2));
}

val egsl_compose_col(val v1, val v2){
        gsl_matrix *m1 = egsl_gslm(v1);
        gsl_matrix *m2 = egsl_gslm(v2);
        egsl_expect_size(v2, 0, m1->size2);
        val v3 = egsl_alloc(m1->size1+m2->size1,m1->size2);
        gsl_matrix *m3 = egsl_gslm(v3);
        size_t i,j;
        for(j=0;j<m1->size2;j++) {
                for(i=0;i<m1->size1;i++)
                        gsl_matrix_set(m3, i, j, gsl_matrix_get(m1,i,j));
                
                for(i=0;i<m2->size1;i++)
                        gsl_matrix_set(m3, m1->size1+i, j, gsl_matrix_get(m2,i,j));
        }
        return v3;
}

val egsl_compose_row(val v1, val v2){
        gsl_matrix *m1 = egsl_gslm(v1);
        gsl_matrix *m2 = egsl_gslm(v2);
        egsl_expect_size(v2, m1->size1, 0);
        val v3 = egsl_alloc(m1->size1, m1->size2 + m2->size2);
        gsl_matrix *m3 = egsl_gslm(v3);
        size_t i,j;
        for(i=0;i<m1->size1;i++) {
                for(j=0;j<m1->size2;j++) 
                        gsl_matrix_set(m3, i, j, gsl_matrix_get(m1,i,j));
                
                for(j=0;j<m2->size2;j++) 
                        gsl_matrix_set(m3, i, m1->size2+j, gsl_matrix_get(m2,i,j));
        }
        return v3;
}

void egsl_add_to(val v1, val v2) {
        gsl_matrix * m1 = egsl_gslm(v1); 
        gsl_matrix * m2 = egsl_gslm(v2);
        gsl_matrix_add(m1,m2);  
}

void egsl_add_to_col(val v1, size_t j, val v2) {
/*      egsl_print("m1",v1);
        egsl_print("m2",v2); */
        gsl_matrix * m1 = egsl_gslm(v1); 
        gsl_matrix * m2 = egsl_gslm(v2);
        
/*      printf("m1 size = %d,%d j = %d\n",m1->size1,m1->size2,j); */
        egsl_expect_size(v2, m1->size1, 1);
        size_t i;
        for(i=0;i<m1->size1;i++) {
                *gsl_matrix_ptr(m1, i, j) += gsl_matrix_get(m2,i,0);
        }
}


val egsl_copy_val(val v1) {
        gsl_matrix * m1 = egsl_gslm(v1);
        val v2 = egsl_alloc(m1->size1,m1->size2);
        gsl_matrix * m2 = egsl_gslm(v2);
        gsl_matrix_memcpy(m2,m1);
        return v2;
}

val egsl_scale(double s, val v1){
        val v2 = egsl_copy_val(v1);
        gsl_matrix * m2 = egsl_gslm(v2);
        gsl_matrix_scale(m2, s);
        return v2;
}

val egsl_sum(val v1, val v2){
        gsl_matrix * m1 = egsl_gslm(v1);
        gsl_matrix * m2 = egsl_gslm(v2);
        val v3 = egsl_alloc(m1->size1,m1->size2);
        gsl_matrix * m3 = egsl_gslm(v3);
        gsl_matrix_memcpy(m3,m1);
        gsl_matrix_add(m3,m2);  
        return v3;
}

val egsl_sum3(val v1, val v2, val v3){
        return egsl_sum(v1, egsl_sum(v2,v3));
}

val egsl_mult(val v1, val v2){
        gsl_matrix * a = egsl_gslm(v1);
        gsl_matrix * b = egsl_gslm(v2);
        val v = egsl_alloc(a->size1,b->size2);
        gsl_matrix * ab = egsl_gslm(v); 
        gsl_blas_dgemm(CblasNoTrans,CblasNoTrans,1.0,a,b,0.0,ab);
        return v;
}

val egsl_transpose(val v1){
        gsl_matrix * m1 = egsl_gslm(v1);
        val v2 = egsl_alloc(m1->size2,m1->size1);
        gsl_matrix * m2 = egsl_gslm(v2);
        gsl_matrix_transpose_memcpy(m2,m1);
        return v2;
}

val egsl_inverse(val v1){
        gsl_matrix*A = egsl_gslm(v1);
        val v2 = egsl_alloc(A->size1,A->size1);
        gsl_matrix*invA = egsl_gslm(v2);
        size_t n = A->size1;
        gsl_matrix * m = gsl_matrix_alloc(n,n);
        gsl_matrix_memcpy(m,A);
        gsl_permutation * perm = gsl_permutation_alloc (n);
        /* Make LU decomposition of matrix m */
        int s;
        gsl_linalg_LU_decomp (m, perm, &s);
        /* Invert the matrix m */
        gsl_linalg_LU_invert (m, perm, invA);
        gsl_permutation_free(perm);
        gsl_matrix_free(m);
        return v2;
}

void egsl_symm_eig(val v, double* eigenvalues, val* eigenvectors) {
        gsl_matrix *m = egsl_gslm(v);
        size_t N = m->size1;
        /* Check for v to be square */
        
        gsl_matrix *A = gsl_matrix_alloc(N,N);
        gsl_matrix_memcpy(A, m);
        
        gsl_vector *eval = gsl_vector_alloc(N); 
        gsl_matrix *evec = gsl_matrix_alloc(N,N);
        
        gsl_eigen_symmv_workspace * ws = gsl_eigen_symmv_alloc(N);
        gsl_eigen_symmv(A, eval, evec, ws);
        gsl_eigen_symmv_free(ws);       

        
        gsl_eigen_symmv_sort(eval, evec, GSL_EIGEN_SORT_VAL_DESC);
        
        size_t j;
        for(j=0;j<N;j++) {
                eigenvalues[j] = gsl_vector_get(eval, j);
                eigenvectors[j] = egsl_alloc(N,1);
                size_t i;
                for(i=0;i<N;i++)
                        *egsl_atmp(eigenvectors[j],i,0) = gsl_matrix_get(evec,i,j);
        }
        
        
        gsl_vector_free(eval);  
        gsl_matrix_free(evec);
        gsl_matrix_free(A);
}