#include <stdio.h>
#include <stdlib.h>
#include <assert.h>
#include <math.h>
#include "include/lss_lib.h"

Include dependency graph for lss_lib.c:

Functions
void	_lss_print_matrix (const double *M, int m, int n)
void	_lss_print_matrix2 (const double *M, int m, int n, int ice, int icv)
double	_lss_compare_matrix (const double A, const double B, int m, int n)
void	_lss_matrix_times_vector (const double M, int m, int n, int m_t, int n_t, const double v, int ie, double *x)
int	_lss_h12 (int mode, int lpivot, int l1, int m, double u, int u_dim1, double up, double *cm, int ice, int icv, int ncv)
void	_lss_g1 (double a, double b, double cterm, double sterm, double *sig)
int	_lss_hfti (double A, int m_a, int m, int n_a, int n, double B, int m_b, int n_b, double tau, int krank, double rnorm, double w1, double w2, int *ip)

Function Documentation

double _lss_compare_matrix	(	const double *	A,
		const double *	B,
		int	m,
		int	n
	)

Compares two m * n sized matrix and calculates

sum{i = 0...m}{ sum{j = 0...n } { (a_i,j - b_i,j)^2 } }

Returns:: sum of squared element differenses

Parameters:

A	Input matrix A size: mxn
B	Input matrix B size: mxn
m	matrix height
n	matrix width

Definition at line 124 of file lss_lib.c.

Referenced by do_ldp(), do_lse(), do_lsi(), do_lss_hfti(), and do_nnls().

void _lss_g1	(	double	a,
		double	b,
		double *	cterm,
		double *	sterm,
		double *	sig
	)

Compute orthogonal rotation matrix: (C, S) so that (C, S)(A) = (sqrt(A**2+B**2)) (-S,C) (-S,C)(B) ( 0 ) Compute sig = sqrt(A**2+B**2): sig is computed last to allow for the possibility that sig may be in the same location as A or B.

Definition at line 390 of file lss_lib.c.

Referenced by nnls().

int _lss_h12	(	int	mode,
		int	lpivot,
		int	l1,
		int	m,
		double *	u,
		int	u_dim1,
		double *	up,
		double *	cm,
		int	ice,
		int	icv,
		int	ncv
	)

Construction and/or application of a single Householder transformation: Q = I + U*(U**T)/B

Function returns 0 if succesful, or >0 in case of erroneous parameters.

Parameters:

mode	mode=1 to construct and apply a Householder transformation, or mode=2 to apply a previously constructed transformation
lpivot	Index of the pivot element, on pivot vector
l1	Transformation is constructed to zero elements indexed from l1 to M
m	Transformation is constructed to zero elements indexed from l1 to M
u	With mode=1: On entry, u[] must contain the pivot vector. On exit, u[] and up contain quantities defining the vector u[] of the Householder transformation. With mode=2: On entry, u[] and up should contain quantities previously computed with mode=1. These will not be modified.
u_dim1	u_dim1 is the storage increment between elements.
up	with mode=1, here is stored an element defining housholder vector scalar, on mode=2 it's only used, and is not modified
cm	On entry, cm[] must contain the matrix (set of vectors) to which the Householder transformation is to be applied. On exit, cm[] will contain the set of transformed vectors
ice	Storage increment between elements of vectors in cm[]
icv	Storage increment between vectors in cm[]
ncv	Nr of vectors in cm[] to be transformed; if ncv<=0, then no operations will be done on cm[]

Definition at line 191 of file lss_lib.c.

References ABS, LSS_TEST, and MAX.

Referenced by _lss_hfti(), do_lss_h12(), lse(), lsi(), and nnls().

int _lss_hfti	(	double *	A,
		int	m_a,
		int	m,
		int	n_a,
		int	n,
		double *	B,
		int	m_b,
		int	n_b,
		double	tau,
		int *	krank,
		double *	rnorm,
		double *	w1,
		double *	w2,
		int *	ip
	)

Solve least squares problem by housholder transformations

Solves Ax = b, but B can be matrix when it's columns are considered as distinct solutions

On successfull exit matrix B will contain the corresponding solution vectors

Returns:: 0 on success 1 on failure ( dimension error, out of memory )

Parameters:

A	A is a m_a * n_a matrix, defining the A'x = b, where A' is first m columns of A
m_a	matrix A dimension (true size)
m	matrix A dimension, dimension that will be user to solve the eq
n_a	matrix A dimension (true size)
n	matrix A dimension, dimension that will be used to solve the eq
B	B is a m_b * n_b size matrix defining the right hand side vectors b_i
m_b	matrix B dimension
n_b	matrix B dimension
tau	smallest number that is considered to be non-zero
krank	will contain pseudorank of the matrix on succesfull calculation
rnorm	vector of size n_b * 1, will containt residual norm of the solutin after successfull calculation, can be NULL
w1	working space 1, n_a * 1 sized vector (array), if NULL then it will be allocated (and deleted) by the routine
w2	working space 2, n_a * 1 sized vector (array), if NULL then it will be allocated (and deleted) by the routine
ip	n_a * 1 vector where routine records indices describing the permutation of column vectors, can be NULL

Definition at line 422 of file lss_lib.c.

References _lss_h12(), _lss_print_matrix(), _lss_print_matrix2(), ABS, LSS_TEST, and MIN.

Referenced by do_lss_hfti(), and lse().

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void _lss_matrix_times_vector	(	const double *	M,
		int	m,
		int	n,
		int	m_t,
		int	n_t,
		const double *	v,
		int	ie,
		double *	x
	)

Calculates x = M*v, where M is m * n matrix

actually matrix M is size m_t * n_t, but only first m * n values are used.

Parameters:

M	The input matrix, true size m_t * n_t
m	Dimension used in multiply
n	Dimension used in multiply
m_t	The matrix true dimension
n_t	The matrix true dimension
v	Vector that is multiplied with
ie	Increment between element of vector
x	resulting vector

Definition at line 154 of file lss_lib.c.

Referenced by lsi().

void _lss_print_matrix	(	const double *	M,
		int	m,
		int	n
	)

Prints matrix M of m * n sized matrix to stdout

See also:: _lss_print_matrix2

Parameters:

M	matrix to print
m	M dimension is m x n
n	M dimension is m x n

Definition at line 68 of file lss_lib.c.

Referenced by _lss_hfti(), do_ldp(), do_lse(), do_lsi(), do_lss_h12(), do_lss_hfti(), do_nnls(), ldp(), lse(), lsi(), and nnls().

void _lss_print_matrix2	(	const double *	M,
		int	m,
		int	n,
		int	ice,
		int	icv
	)

Prints matrix M of m * n sized matrix to stdout, with increment between element being ice and increament between vector icv

See also:: _lss_print_matrix

Parameters:

M	matrix to print
m	M dimension is m x n
n	M dimension is m x n
ice	Increment between elements on matrix
icv	Increment between vectors on matrix

Definition at line 94 of file lss_lib.c.

Referenced by _lss_hfti().

Functions

Function Documentation