Changeset be138d0 in tol

Timestamp:

May 24, 2010, 1:59:23 PM (16 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

86ae138

Parents:

ef24521

Message:

New function CholeskiMinimumResidualsSolve

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@2188 be4846ae-f051-483a-831f-b64e7d08527f

Location:

tol/bmath/blinalg

Files:

• linalg.cpp (modified) (2 diffs)
• tol_blinalg.h (modified) (1 diff)

tol/bmath/blinalg/linalg.cpp

@@ -292 +292 @@
 }
 
+//--------------------------------------------------------------------
+BMatrix<double> CholeskiMinimumResidualsSolve(
+  const BMatrix<double>& A, 
+  const BMatrix<double>& b)
+
+/*! Solves Ax=b using Cholesky decomposition
+ */
+//--------------------------------------------------------------------
+{
+  BMatrix<double> x;
+  BVMat A_, b_, x_;
+  A_.DMat2VMat(A, false,0.50,DEpsilon());
+  b_.DMat2dense(b);
+  if(!BVMat::CholeskiMinRes(A_,b_,x_))
+  {
+    x_.GetDMat(x);
+  }
+  return(x);
+}
+
+//--------------------------------------------------------------------
+BMat CholeskiMinimumResidualsSolve(const BMat& A, const BMat& b)
+
+/*! Solves Ax=b using Cholesky decomposition
+ */
+//--------------------------------------------------------------------
+{
+  BMat x;
+  BMatrix<double>& dA = (BMatrix<double>&)A;
+  BMatrix<double>& db = (BMatrix<double>&)b;
+  BMatrix<double>& dx = (BMatrix<double>&)x;
+  dx = CholeskiMinimumResidualsSolve(dA,db);
+  return(x);
+}
 
 //--------------------------------------------------------------------
@@ -379 +413 @@
     BMat A = B << Urc.T();
     BMat z(n-r,1); z.SetAllValuesTo(0);
-    BMat v = MinimumResidualsSolve(A, y) ;
+    BMat v = gsl_MinimumResidualsSolve(A, y) ;
     
     for(j=0; j<c; j++)

tol/bmath/blinalg/tol_blinalg.h

@@ -61 +61 @@
   int maxIter = -1
 );
+
+BMatrix<double> CholeskiMinimumResidualsSolve(
+  const BMatrix<double>& A, 
+  const BMatrix<double>& b);
+BMat CholeskiMinimumResidualsSolve(
+  const BMat& A, 
+  const BMat& b);
+
 
 BDat LinearLeastSquareSolve