207 lines
5.5 KiB
C
207 lines
5.5 KiB
C
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// Copyright (c) 2007 INRIA Sophia-Antipolis (France), INRIA Lorraine LORIA.
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// All rights reserved.
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//
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// This file is part of CGAL (www.cgal.org); you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public License as
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// published by the Free Software Foundation; either version 3 of the License,
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// or (at your option) any later version.
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//
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// Licensees holding a valid commercial license may use this file in
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// accordance with the commercial license agreement provided with the software.
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//
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// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
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// WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
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//
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// $URL$
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// $Id$
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// SPDX-License-Identifier: LGPL-3.0+
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//
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// Author(s) : Marc Pouget and Frédéric Cazals
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#ifndef CGAL_LAPACK_H
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#define CGAL_LAPACK_H
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#include <cstdlib>
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#include <CGAL/auto_link/LAPACK.h>
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#include <CGAL/assertions.h>
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extern "C"
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{
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// taken from acml.h
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void dgelss(int m, int n, int nrhs,
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double *a, int lda, double *b, int ldb, double *sing,
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double rcond, int *irank, int *info);
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void dgelss_(int *m, int *n, int *nrhs,
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double *a, int *lda, double *b, int *ldb, double *
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s, double *rcond, int *rank, double *work, int *lwork,
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int *info);
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}
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namespace CGAL {
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namespace LAPACK {
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inline
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void dgelss(int *m, int *n, int *nrhs,
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double *a, int *lda, double *b, int *ldb, double *s,
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double *rcond, int *rank, double *work, int *lwork, int *info)
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{
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#ifdef CGAL_USE_F2C
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::dgelss_(m, n, nrhs, a, lda, b, ldb, s, rcond, rank, work, lwork, info);
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#else
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::dgelss(*m, *n, *nrhs, a, *lda, b, *ldb, s, *rcond, rank, info);
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#endif
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}
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} // namespace LAPACK
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} // namespace CGAL
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namespace CGAL {
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/// \ingroup PkgSolver
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///
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/// A matrix class to be used in the class `Lapack_svd`.
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///
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/// \cgalModels `SvdTraits::Matrix`
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class Lapack_vector
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{
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typedef double FT;
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protected:
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FT* m_vector;
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size_t nb_elts;
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public:
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/// Initializes all the elements of the vector to zero.
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Lapack_vector(size_t n)
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{
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m_vector = (FT*) std::calloc(n, sizeof(FT));
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nb_elts = n;
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}
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~Lapack_vector() { free(m_vector); }
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/// Return the size of the vector.
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size_t size() { return nb_elts; }
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/// Return the vector as an array.
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const FT* vector() const { return m_vector;}
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/// Return the vector as an array.
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FT* vector() { return m_vector; }
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/// Return the `i`th entry, `i` from `0` to `size()-1`.
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FT operator()(size_t i) {return m_vector[i];}
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/// Set the `i`'th entry to `value`.
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void set(size_t i, const FT value) { m_vector[i] = value; }
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private:
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/// Copy constructor and operator =() are not implemented.
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Lapack_vector(const Lapack_vector& toCopy);
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Lapack_vector& operator =(const Lapack_vector& toCopy);
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};
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/// \ingroup PkgSolver
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///
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/// In CLAPACK, matrices are one-dimensional arrays and elements are
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/// column-major ordered. This class is a wrapper defining set and get
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/// in the usual way with line and column indices.
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///
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/// \cgalModels `SvdTraits::Matrix`
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class Lapack_matrix
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{
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typedef double FT;
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protected:
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FT* m_matrix;
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size_t nb_rows;
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size_t nb_columns;
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public:
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/// Initializes all the elements of the matrix to zero.
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Lapack_matrix(size_t n1, size_t n2)
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{
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m_matrix = (FT*) std::calloc (n1*n2, sizeof(FT));
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nb_rows = n1;
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nb_columns = n2;
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}
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~Lapack_matrix() { free(m_matrix); }
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/// Return the number of rows of the matrix.
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size_t number_of_rows() { return nb_rows; }
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/// Return the number of columns of the matrix.
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size_t number_of_columns() { return nb_columns; }
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/// Return the matrix as an array.
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const FT* matrix() const { return m_matrix; }
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/// Return the matrix as an array.
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FT* matrix() { return m_matrix; }
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/// Return the entry at row `i` and column `j`, `i` from `0` to `number_of_rows - 1`,
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/// `j` from `0` to `number_of_columns - 1`.
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FT operator()(size_t i, size_t j) { return m_matrix[j*nb_rows+i]; }
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/// Set the entry at row `i` and column `j` to `value`.
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void set(size_t i, size_t j, const FT value) { m_matrix[j*nb_rows+i] = value; }
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private:
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/// Copy constructor and operator =() are not implemented.
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Lapack_matrix(const Lapack_matrix& toCopy);
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Lapack_matrix& operator =(const Lapack_matrix& toCopy);
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};
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/// \ingroup PkgSolver
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///
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/// This class is a wrapper to the singular value decomposition algorithm of LAPACK.
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///
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/// \cgalModels `SvdTraits`
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class Lapack_svd
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{
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public:
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typedef double FT;
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typedef Lapack_vector Vector;
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typedef Lapack_matrix Matrix;
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/// Solves the system \f$ MX=B\f$ (in the least square sense if \f$ M\f$ is not
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/// square) using a singular value decomposition. The solution is stored in \f$ B\f$.
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/// \return the condition number of \f$ M\f$
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static FT solve(Matrix& M, Vector& B);
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};
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inline
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Lapack_svd::FT Lapack_svd::solve(Matrix& M, Vector& B)
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{
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int m = static_cast<int>(M.number_of_rows()),
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n = static_cast<int>(M.number_of_columns()),
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nrhs = 1,
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lda = m,
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ldb = m,
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rank,
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lwork = 5*m,
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info;
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// c style
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FT* sing_values = (FT*) std::malloc(n*sizeof(FT));
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FT* work = (FT*) std::malloc(lwork*sizeof(FT));
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FT rcond = -1;
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LAPACK::dgelss(&m, &n, &nrhs, M.matrix(), &lda, B.vector(), &ldb, sing_values,
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&rcond, &rank, work, &lwork, &info);
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CGAL_assertion(info==0);
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FT cond_nb = sing_values[0]/sing_values[n-1];
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// clean up
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free(sing_values);
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free(work);
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return cond_nb;
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}
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} // namespace CGAL
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#endif // CGAL_LAPACK_H
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