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linear_system.h

/*
 * LinearSystem class wraps some gsl routines for solving linear systems
 *
 * Authors:
 *          Marco Cecchetti <mrcekets at gmail.com>
 * 
 * Copyright 2008  authors
 *
 * This library is free software; you can redistribute it and/or
 * modify it either under the terms of the GNU Lesser General Public
 * License version 2.1 as published by the Free Software Foundation
 * (the "LGPL") or, at your option, under the terms of the Mozilla
 * Public License Version 1.1 (the "MPL"). If you do not alter this
 * notice, a recipient may use your version of this file under either
 * the MPL or the LGPL.
 *
 * You should have received a copy of the LGPL along with this library
 * in the file COPYING-LGPL-2.1; if not, write to the Free Software
 * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
 * You should have received a copy of the MPL along with this library
 * in the file COPYING-MPL-1.1
 *
 * The contents of this file are subject to the Mozilla Public License
 * Version 1.1 (the "License"); you may not use this file except in
 * compliance with the License. You may obtain a copy of the License at
 * http://www.mozilla.org/MPL/
 *
 * This software is distributed on an "AS IS" basis, WITHOUT WARRANTY
 * OF ANY KIND, either express or implied. See the LGPL or the MPL for
 * the specific language governing rights and limitations.
 */


#ifndef _NL_LINEAR_SYSTEM_H_
#define _NL_LINEAR_SYSTEM_H_


#include <cassert>

#include <gsl/gsl_linalg.h>

#include <2geom/numeric/matrix.h>
#include <2geom/numeric/vector.h>


namespace Geom { namespace NL {


class LinearSystem
{
public:
      LinearSystem(MatrixView & _matrix, VectorView & _vector)
            : m_matrix(_matrix), m_vector(_vector), m_solution(_matrix.columns())
      {
      }
      
      LinearSystem(Matrix & _matrix, Vector & _vector)
            : m_matrix(_matrix), m_vector(_vector), m_solution(_matrix.columns())
      {
      }
      
      const Vector & LU_solve()
      {
            assert( matrix().rows() == matrix().columns() 
                        && matrix().rows() == vector().size() );
            int s;
            gsl_permutation * p = gsl_permutation_alloc(matrix().rows());
            gsl_linalg_LU_decomp (matrix().get_gsl_matrix(), p, &s);
            gsl_linalg_LU_solve( matrix().get_gsl_matrix(), 
                                           p, 
                                     vector().get_gsl_vector(), 
                                     m_solution.get_gsl_vector()
                                   );
            gsl_permutation_free(p);
            return solution();
      }
      
      const Vector & SV_solve()
      {
            assert( matrix().rows() >= matrix().columns()
                        && matrix().rows() == vector().size() );
            
            gsl_matrix* U = matrix().get_gsl_matrix();
            gsl_matrix* V = gsl_matrix_alloc(matrix().columns(), matrix().columns());
            gsl_vector* S = gsl_vector_alloc(matrix().columns());
            gsl_vector* work = gsl_vector_alloc(matrix().columns());
            
            gsl_linalg_SV_decomp( U, V, S, work );
            
            gsl_vector* b = vector().get_gsl_vector();
            gsl_vector* x = m_solution.get_gsl_vector();
            
            gsl_linalg_SV_solve( U, V, S, b, x);
            
            gsl_matrix_free(V);
            gsl_vector_free(S);
            gsl_vector_free(work);
            
            return solution();                    
      }
      
      MatrixView & matrix()
      {
            return m_matrix;
      }
      
      VectorView & vector()
      {
            return m_vector;
      }
      
      const Vector & solution() const
      {
            return m_solution;
      }
      
private:
      MatrixView m_matrix;
      VectorView m_vector;
      Vector m_solution;
};


} } // end namespaces


#endif /*_NL_LINEAR_SYSTEM_H_*/

/*
  Local Variables:
  mode:c++
  c-file-style:"stroustrup"
  c-file-offsets:((innamespace . 0)(inline-open . 0)(case-label . +))
  indent-tabs-mode:nil
  fill-column:99
  End:
*/
// vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=99 :

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