/* Copyright (C) 1999, 2000, 2001, 2002, Massachusetts Institute of Technology. * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA */ #include #include #include "../config.h" #include #include "matrices.h" /* Basic operations: allocation, deallocation, etcetera. */ evectmatrix create_evectmatrix(int N, int c, int p, int localN, int Nstart, int allocN) { evectmatrix X; CHECK(localN <= N && allocN >= localN && Nstart < N, "invalid N arguments"); X.N = N; X.localN = localN; X.Nstart = Nstart; X.allocN = allocN; X.c = c; X.n = localN * c; X.alloc_p = X.p = p; if (allocN > 0) { CHK_MALLOC(X.data, scalar, allocN * c * p); } else X.data = NULL; return X; } void destroy_evectmatrix(evectmatrix X) { free(X.data); } sqmatrix create_sqmatrix(int p) { sqmatrix X; X.alloc_p = X.p = p; if (p > 0) { CHK_MALLOC(X.data, scalar, p * p); } else X.data = (scalar*) NULL; return X; } void destroy_sqmatrix(sqmatrix X) { free(X.data); } /***********************************************************************/ /* a few general matrix operations for diagonal matrices; these will be used both by evectmatrix and sqmatrix routines: */ /* compute diag = diagonal elements of Xt * Y, where X and Y are n x p. */ void matrix_XtY_diag(scalar *X, scalar *Y, int n, int p, scalar *diag) { int i, j; for (j = 0; j < p; ++j) { ASSIGN_ZERO(diag[j]); } for (i = 0; i < n; ++i) for (j = 0; j < p; ++j) { ACCUMULATE_SUM_CONJ_MULT(diag[j], X[i*p+j], Y[i*p+j]); } } /* compute diag = diagonal elements of Re[Xt * Y], where X and Y are n x p. */ void matrix_XtY_diag_real(scalar *X, scalar *Y, int n, int p, real *diag) { int i, j; for (j = 0; j < p; ++j) { diag[j] = 0; } for (i = 0; i < n; ++i) for (j = 0; j < p; ++j) { diag[j] += (SCALAR_RE(X[i*p+j]) * SCALAR_RE(Y[i*p+j]) + SCALAR_IM(X[i*p+j]) * SCALAR_IM(Y[i*p+j])); } } /* compute diag = diagonal elements of Xt * X, where X is n x p. */ void matrix_XtX_diag_real(scalar *X, int n, int p, real *diag) { int i, j; for (j = 0; j < p; ++j) { diag[j] = 0; } for (i = 0; i < n; ++i) for (j = 0; j < p; ++j) { ACCUMULATE_SUM_SQ(diag[j], X[i*p+j]); } } /* compute X += a * Y * diag(diag), where X and Y are n x p */ void matrix_XpaY_diag(scalar *X, real a, scalar *Y, scalar *diag, int n, int p) { int i, j; for (i = 0; i < n; ++i) { for (j = 0; j < p; ++j) { scalar c; ASSIGN_MULT(c, Y[i*p+j], diag[j]); ASSIGN_SCALAR(X[i*p+j], SCALAR_RE(X[i*p+j]) + a * SCALAR_RE(c), SCALAR_IM(X[i*p+j]) + a * SCALAR_IM(c)); } } } /* compute X += a * Y * diag(diag), where X and Y are n x p and diag is real */ void matrix_XpaY_diag_real(scalar *X, real a, scalar *Y, real *diag, int n, int p) { int i, j; for (i = 0; i < n; ++i) { for (j = 0; j < p; ++j) { real d = a * diag[j]; ASSIGN_SCALAR(X[i*p+j], SCALAR_RE(X[i*p+j]) + d * SCALAR_RE(Y[i*p+j]), SCALAR_IM(X[i*p+j]) + d * SCALAR_IM(Y[i*p+j])); } } } /* compute X = X * diag1 + Y * diag2, where X and Y are n x p and diag1 and diag2 are real diagonal matrices */ void matrix_X_diag_real_pY_diag_real(scalar *X, real *diag1, scalar *Y, real *diag2, int n, int p) { int i, j; for (i = 0; i < n; ++i) { for (j = 0; j < p; ++j) { real d1 = diag1[j], d2 = diag2[j]; ASSIGN_SCALAR(X[i*p+j], d1 * SCALAR_RE(X[i*p+j]) + d2 * SCALAR_RE(Y[i*p+j]), d1 * SCALAR_IM(X[i*p+j]) + d2 * SCALAR_IM(Y[i*p+j])); } } } /* compute Re [ trace A * diag(diag) ], where A is p by p. */ real matrix_re_trace_A_diag_real(scalar *A, real *diag, int p) { real trace = 0.0; int i; for (i = 0; i < p; ++i) trace += SCALAR_RE(A[i*(p+1)]) * diag[i]; return trace; } scalar matrix_diag_trace(scalar *diag, int p) { scalar trace = SCALAR_INIT_ZERO; int i; for (i = 0; i < p; ++i) { ACCUMULATE_SUM(trace, diag[i]); } return trace; } real matrix_diag_real_trace(real *diag, int p) { real trace = 0.0; int i; for (i = 0; i < p; ++i) trace += diag[i]; return trace; }