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Diffstat (limited to 'math/nlfit/nlchomatd.x')
-rw-r--r-- | math/nlfit/nlchomatd.x | 126 |
1 files changed, 126 insertions, 0 deletions
diff --git a/math/nlfit/nlchomatd.x b/math/nlfit/nlchomatd.x new file mode 100644 index 00000000..775793ac --- /dev/null +++ b/math/nlfit/nlchomatd.x @@ -0,0 +1,126 @@ +include <mach.h> +include <math/nlfit.h> +include "nlfitdefd.h" + + +# NL_CHFAC -- Routine to calculate the Cholesky factorization of a +# symmetric, positive semi-definite banded matrix. This routines was +# adapted from the bchfac.f routine described in "A Practical Guide +# to Splines", Carl de Boor (1978). + +procedure nl_chfacd (matrix, nbands, nrows, matfac, ier) + +double matrix[nbands, nrows] # data matrix +int nbands # number of bands +int nrows # number of rows +double matfac[nbands, nrows] # Cholesky factorization +int ier # error code + +int i, n, j, imax, jmax +double ratio + +begin + # Test for a single element matrix. + if (nrows == 1) { + if (matrix[1,1] > double (0.0)) + matfac[1,1] = 1. / matrix[1,1] + return + } + + # Copy the original matrix into matfac. + do n = 1, nrows { + do j = 1, nbands + matfac[j,n] = matrix[j,n] + } + + # Compute the factorization of the matrix. + do n = 1, nrows { + + # Test to see if matrix is singular. + if (((matfac[1,n] + matrix[1,n]) - matrix[1,n]) <= EPSILOND) { + #if (((matfac[1,n] + matrix[1,n]) - matrix[1,n]) <= PIXEL(0.0)) { + do j = 1, nbands + matfac[j,n] = double (0.0) + ier = SINGULAR + next + } + + matfac[1,n] = double (1.0) / matfac[1,n] + imax = min (nbands - 1, nrows - n) + if (imax < 1) + next + + jmax = imax + do i = 1, imax { + ratio = matfac[i+1,n] * matfac[1,n] + do j = 1, jmax + matfac[j,n+i] = matfac[j,n+i] - matfac[j+i,n] * ratio + jmax = jmax - 1 + matfac[i+1,n] = ratio + } + } +end + + +# NL_CHSLV -- Solve the matrix whose Cholesky factorization was calculated in +# NL_CHFAC for the coefficients. This routine was adapted from bchslv.f +# described in "A Practical Guide to Splines", by Carl de Boor (1978). + +procedure nl_chslvd (matfac, nbands, nrows, vector, coeff) + +double matfac[nbands,nrows] # Cholesky factorization +int nbands # number of bands +int nrows # number of rows +double vector[nrows] # right side of matrix equation +double coeff[nrows] # coefficients + +int i, n, j, jmax, nbndm1 + +begin + # Test for a single element matrix. + if (nrows == 1) { + coeff[1] = vector[1] * matfac[1,1] + return + } + + # Copy input vector to coefficients vector. + do i = 1, nrows + coeff[i] = vector[i] + + # Perform forward substitution. + nbndm1 = nbands - 1 + do n = 1, nrows { + jmax = min (nbndm1, nrows - n) + if (jmax >= 1) { + do j = 1, jmax + coeff[j+n] = coeff[j+n] - matfac[j+1,n] * coeff[n] + } + } + + # Perform backward substitution. + for (n = nrows; n >= 1; n = n - 1) { + coeff[n] = coeff[n] * matfac[1,n] + jmax = min (nbndm1, nrows - n) + if (jmax >= 1) { + do j = 1, jmax + coeff[n] = coeff[n] - matfac[j+1,n] * coeff[j+n] + } + } +end + + +# NL_DAMP -- Procedure to add damping to matrix + +procedure nl_dampd (inmatrix, outmatrix, constant, nbands, nrows) + +double inmatrix[nbands,ARB] # input matrix +double outmatrix[nbands,ARB] # output matrix +double constant # damping constant +int nbands, nrows # dimensions of matrix + +int i + +begin + do i = 1, nrows + outmatrix[1,i] = inmatrix[1,i] * constant +end |