14 Commits
6 changed files with 1065 additions and 300 deletions
+2 -2
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@@ -1,2 +1,2 @@
# Lina # Lina, the nice-to-read linear algebra toolkit!
Lina (***Lin**ear **A**lgebra*) is a C library that implements common linear algebra operations. Lina (***Lin**ear **A**lgebra*) is a C library that implements common linear algebra operations with the aim to be nice to read!
+2 -2
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@@ -1,2 +1,2 @@
gcc tests/test.c src/lina.c -o test -Wall -Wextra -g -Isrc/ gcc tests/test.c src/lina.c src/qr.c -o test -Wall -Wextra -g -Isrc/ -lm
gcc tests/test_loader.c src/lina.c -o test_loader -Wall -Wextra -g -Isrc/ gcc tests/test_loader.c src/lina.c src/qr.c -o test_loader -Wall -Wextra -g -Isrc/ -lm
+550 -74
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@@ -5,6 +5,7 @@
#include <stdio.h> #include <stdio.h>
#include <errno.h> #include <errno.h>
#include <ctype.h> #include <ctype.h>
#include <math.h>
#include "lina.h" #include "lina.h"
/* Function: lina_dot /* Function: lina_dot
@@ -27,28 +28,27 @@
** **
** - This function can never fail. ** - This function can never fail.
*/ */
void lina_dot(double *A, double *B, double *C, int m, int n, int l){ void lina_dot(double *A, double *B, double *C, int m, int n, int l)
{
assert(m > 0 && n > 0 && l > 0); assert(m > 0 && n > 0 && l > 0);
assert(A != NULL && B != NULL && C != NULL); assert(A != NULL && B != NULL && C != NULL);
assert(A != C && B != C); assert(A != C && B != C);
// Iteration over A's rows // Iteration over A's rows
for(int i = 0; i < m; i++) for(int i = 0; i < m; i++) {
{
// Iteration over B's columns // Iteration over B's columns
for(int k = 0; k < l; k++) for(int k = 0; k < l; k++) {
{
double pos = 0; double sum = 0;
// Iteration over the single B column // Iteration over the single B column
// for executing the product of sum // for executing the product of sum
for(int j=0; j < n; j++) for(int j=0; j < n; j++)
sum += A[i * n + j] * B[j * l + k];
pos += A[i*n + j] * B[j*l + k]; C[i * l + k] = sum;
C[i*l + k] = pos;
} }
} }
} }
@@ -72,8 +72,8 @@ void lina_dot(double *A, double *B, double *C, int m, int n, int l){
** **
** - This function can never fail. ** - This function can never fail.
*/ */
void lina_add(double *A, double *B, double *C, int m, int n){ void lina_add(double *A, double *B, double *C, int m, int n)
{
assert(m > 0 && n > 0); assert(m > 0 && n > 0);
assert(A != NULL && B != NULL && C != NULL); assert(A != NULL && B != NULL && C != NULL);
@@ -122,8 +122,7 @@ void lina_transpose(double *A, double *B, int m, int n)
assert(m > 0 && n > 0); assert(m > 0 && n > 0);
assert(A != NULL && B != NULL); assert(A != NULL && B != NULL);
if(m == 1 || n == 1) if(m == 1 || n == 1) {
{
// For a matrix with height or width of 1 // For a matrix with height or width of 1
// row-major and column-major order coincide, // row-major and column-major order coincide,
// so the stransposition doesn't change the // so the stransposition doesn't change the
@@ -132,9 +131,9 @@ void lina_transpose(double *A, double *B, int m, int n)
if(A != B) // Does the copy or the branch cost more? if(A != B) // Does the copy or the branch cost more?
memcpy(B, A, sizeof(A[0]) * m * n); memcpy(B, A, sizeof(A[0]) * m * n);
}
else if(m == n) } else if(m == n) {
{
// Iterate over the upper triangular portion of // Iterate over the upper triangular portion of
// the matrix and switch each element with the // the matrix and switch each element with the
// corresponding one in the lower triangular portion. // corresponding one in the lower triangular portion.
@@ -145,15 +144,13 @@ void lina_transpose(double *A, double *B, int m, int n)
// is avoided. // is avoided.
for(int i = 0; i < n; i += 1) for(int i = 0; i < n; i += 1)
for(int j = 0; j < i+1; j += 1) for(int j = 0; j < i+1; j += 1) {
{
double temp = A[i*n + j]; double temp = A[i*n + j];
B[i*n + j] = A[j*n + i]; B[i*n + j] = A[j*n + i];
B[j*n + i] = temp; B[j*n + i] = temp;
} }
}
else } else {
{
// Not only the matrix needs to be transposed // Not only the matrix needs to be transposed
// assuming the destination matrix is the same // assuming the destination matrix is the same
// as the source matrix, but the memory representation // as the source matrix, but the memory representation
@@ -174,8 +171,7 @@ void lina_transpose(double *A, double *B, int m, int n)
double item = A[1]; double item = A[1];
int next = m; int next = m;
while(next != 1) while(next != 1) {
{
double temp = A[next]; double temp = A[next];
B[next] = item; B[next] = item;
item = temp; item = temp;
@@ -233,12 +229,9 @@ static int scanValue(FILE *fp, char *buffer, int max_length, char first, char *f
// Scan the integer portion of // Scan the integer portion of
// the numeric value and copy it // the numeric value and copy it
// into the buffer. // into the buffer.
do do {
{
if(n == max_length) if(n == max_length) {
{
// ERROR: Internal buffer is too small to hold
// the representation of this item.
*error = "Internal buffer is too small to hold " *error = "Internal buffer is too small to hold "
"the representation of a numeric value"; "the representation of a numeric value";
return 0; return 0;
@@ -247,8 +240,8 @@ static int scanValue(FILE *fp, char *buffer, int max_length, char first, char *f
buffer[n++] = c; buffer[n++] = c;
c = getc(fp); c = getc(fp);
}
while(c != EOF && isdigit(c)); } while(c != EOF && isdigit(c));
// Did the integer part end with // Did the integer part end with
// a dot? // a dot?
@@ -257,10 +250,8 @@ static int scanValue(FILE *fp, char *buffer, int max_length, char first, char *f
// Now scan and copy the decimal // Now scan and copy the decimal
// part of the numeric value if // part of the numeric value if
// a dot was found. // a dot was found.
if(dot) if(dot) {
{ if(n == max_length) {
if(n == max_length)
{
// ERROR: Internal buffer is too small to hold // ERROR: Internal buffer is too small to hold
// the representation of this item. // the representation of this item.
// (The dot doesn't fit.) // (The dot doesn't fit.)
@@ -273,18 +264,15 @@ static int scanValue(FILE *fp, char *buffer, int max_length, char first, char *f
c = getc(fp); c = getc(fp);
if(!isdigit(c)) if(!isdigit(c)) {
{
// ERROR: Got something other than a // ERROR: Got something other than a
// digit after the dot. // digit after the dot.
*error = "Got something other than a digit after the dot."; *error = "Got something other than a digit after the dot.";
return 0; return 0;
} }
do do {
{ if(n == max_length) {
if(n == max_length)
{
// ERROR: Internal buffer is too small // ERROR: Internal buffer is too small
// to hold the representation of // to hold the representation of
// this item. // this item.
@@ -296,8 +284,7 @@ static int scanValue(FILE *fp, char *buffer, int max_length, char first, char *f
buffer[n++] = c; buffer[n++] = c;
c = getc(fp); c = getc(fp);
} } while(c != EOF && isdigit(c));
while(c != EOF && isdigit(c));
} }
buffer[n] = '\0'; buffer[n] = '\0';
@@ -369,16 +356,14 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
while(c != EOF && isspace(c)) while(c != EOF && isspace(c))
c = getc(fp); c = getc(fp);
if(c == EOF) if(c == EOF) {
{
// ERROR: Stream ended before a matrix was // ERROR: Stream ended before a matrix was
// found. // found.
*error = "Stream ended before a matrix was found"; *error = "Stream ended before a matrix was found";
return NULL; return NULL;
} }
if(c != '[') if(c != '[') {
{
// ERROR: Was expected a '[' as the first // ERROR: Was expected a '[' as the first
// character of a matrix, but got // character of a matrix, but got
// something else instead. // something else instead.
@@ -393,8 +378,7 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
while(c != EOF && isspace(c)) while(c != EOF && isspace(c))
c = getc(fp); c = getc(fp);
if(c == EOF) if(c == EOF) {
{
// ERROR: Stream ended where a numeric value // ERROR: Stream ended where a numeric value
// was expected. // was expected.
*error = "Stream ended where a numeric value " *error = "Stream ended where a numeric value "
@@ -404,8 +388,7 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
double *matrix = malloc(sizeof(matrix[0]) * 64); double *matrix = malloc(sizeof(matrix[0]) * 64);
if(matrix == NULL) if(matrix == NULL) {
{
// ERROR: Insufficient memory. // ERROR: Insufficient memory.
*error = "Insufficient memory"; *error = "Insufficient memory";
return NULL; return NULL;
@@ -415,10 +398,8 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
w = -1, i = 0, j = 0; w = -1, i = 0, j = 0;
if(c != ']') if(c != ']')
while(1) while(1) {
{ if(!isdigit(c)) {
if(!isdigit(c))
{
// ERROR: Got something other than a digit // ERROR: Got something other than a digit
// where a numeric value was expected. // where a numeric value was expected.
*error = "Got something other than a numeric " *error = "Got something other than a numeric "
@@ -443,14 +424,12 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
assert(res == 1 || res == -1); assert(res == 1 || res == -1);
// Make sure the matrix has enough space. // Make sure the matrix has enough space.
if(size == capacity) if(size == capacity) {
{
int new_capacity = capacity * 2; int new_capacity = capacity * 2;
double *temp = realloc(matrix, sizeof(double) * new_capacity); double *temp = realloc(matrix, sizeof(double) * new_capacity);
if(temp == NULL) if(temp == NULL) {
{
// ERROR: Insufficient memory. // ERROR: Insufficient memory.
*error = "Insufficient memory"; *error = "Insufficient memory";
free(matrix); free(matrix);
@@ -470,8 +449,7 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
else else
casted = strtod(buffer, NULL); casted = strtod(buffer, NULL);
if(errno) if(errno) {
{
// ERROR: Failed to convert a numeric value // ERROR: Failed to convert a numeric value
// from it's string form to a numeric // from it's string form to a numeric
// variable. // variable.
@@ -487,23 +465,20 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
while(c != EOF && isspace(c)) while(c != EOF && isspace(c))
c = getc(fp); c = getc(fp);
if(c == ']' || c == ',') if(c == ']' || c == ',') {
{
// The matrix's row just ended. // The matrix's row just ended.
if(w == -1) if(w == -1)
// This was the first row. // This was the first row.
w = i; w = i;
else else {
{
// This wasn't the first row, // This wasn't the first row,
// so it's possible that it's // so it's possible that it's
// length is different from the // length is different from the
// previous ones. // previous ones.
assert(w > -1); assert(w > -1);
if(i != w) if(i != w) {
{
// ERROR: The j-th row has the wrong // ERROR: The j-th row has the wrong
// number of elements. // number of elements.
if(i < w) if(i < w)
@@ -527,8 +502,7 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
c = getc(fp); c = getc(fp);
} }
if(c == EOF) if(c == EOF) {
{
// ERROR: Stream ended inside a matrix, where // ERROR: Stream ended inside a matrix, where
// either ',', ']' or a numeric value was // either ',', ']' or a numeric value was
// expected. // expected.
@@ -538,8 +512,7 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
} }
} }
if(size == 0) if(size == 0) {
{
free(matrix); free(matrix);
*error = "Empty matrix"; *error = "Empty matrix";
return NULL; return NULL;
@@ -551,8 +524,8 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
// build the matrix. // build the matrix.
int fragm_threshold = 30; // (It's a percentage) int fragm_threshold = 30; // (It's a percentage)
if(100.0 * size/capacity < fragm_threshold) if(100.0 * size/capacity < fragm_threshold) {
{
int new_capacity = (size == 0) ? 1 : size; int new_capacity = (size == 0) ? 1 : size;
double *temp = realloc(matrix, new_capacity * sizeof(double)); double *temp = realloc(matrix, new_capacity * sizeof(double));
@@ -566,3 +539,506 @@ double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **erro
return matrix; return matrix;
} }
/* Function: lina_saveMatrixToStream
**
** Save to the stream [fp] a matrix [A] encoding it as an
** ASCII sequence in the form:
**
** [a b c .. , d e f .. , ..]
**
** For instance, the 4x4 identity matrix will
** be encoded as:
**
** [1 0 0 0, 0 1 0 0, 0 0 1 0, 0 0 0 1]
**
** Since the matrix is in row-major order, the caller must
** specify the collumns and the rows of the matrix
** through [width] and [height] input arguments.
**
** If an error occurres, a negative integer is returned
** and a human-readable description of what happened
** is returned through the [error] pointer.
**
** Notes:
** - It can be called multiple times on a stream to write
** more than one matrix on it.
**
** - The [error] pointer is optional (it can be NULL).
**
** - If the stream [fp] is NULL, then [stdout] is used.
*/
int lina_saveMatrixToStream(FILE *fp, double *A, int width, int height, char **error)
{
assert(A != NULL);
char *dummy;
if (error == NULL)
error = &dummy;
else
*error = NULL;
if (width < 1) {
*error = "The provided width is less than one";
return -1;
}
if (height < 1) {
*error = "The provided height is less than one";
return -1;
}
if (fp == NULL)
fp = stdout;
putc('[',fp);
for (int i = 0; i < height-1; i++) {
for (int j = 0; j < width-1; j++)
fprintf(fp, "%f ", A[i*width + j]);
fprintf(fp, "%f, ", A[i*width + width-1]);
}
for (int j = 0; j < width-1; j++)
fprintf(fp, "%f ", A[(height-1)*width + j]);
fprintf(fp, "%f", A[(height-1)*width + width-1]);
putc(']',fp);
return 0;
}
void lina_conv(double *A, double *B, double *C,
int Aw, int Ah, int Bw, int Bh)
{
assert(A != NULL && B != NULL && C != NULL);
assert(A != B && B != C && C != A);
assert(Aw > 0 && Ah > 0 && Bw > 0 && Bh > 0);
assert((Bw & 1) && (Bh & 1)); // B must have odd height and width.
// NOTE: The output C matrix is smaller than
// A proportionally to B's size.
int Cw = Aw - Bw + 1;
int Ch = Ah - Bh + 1;
assert(Cw > 0 && Ch > 0);
// Iterate over each pixel of the result matrix..
for(int j = 0; j < Ch; j += 1)
for(int i = 0; i < Cw; i += 1) {
// ..and calculate it's value as
// the scalar product between the
// mask B and a portion of A.
C[j * Cw + i] = 0;
for(int v = 0; v < Bh; v += 1)
for(int u = 0; u < Bw; u += 1)
C[j * Cw + i] += A[(i - Bw/2 + u) * Aw + (i - Bh/2 + v)] * B[v * Bw + u];
}
}
void lina_reallyP(int *P, double *P2, int n)
{
memset(P2, 0, sizeof(double) * n * n);
for (int i = 0; i < n; i++)
P2[i * n + P[i]] = 1;
}
int lina_decompLUP(double *A, double *L,
double *U, int *P,
int n)
{
assert(n > 0);
assert(A != L && A != U && L != U);
for (int i = 0; i < n; i++)
P[i] = i;
int swaps = 0;
for (int i = 0; i < n; i++) {
int v = P[i];
double max_v = A[v * n + i];
int max_i = i;
for (int j = i+1; j < n; j++) {
int u = P[j];
double abs = fabs(A[u * n + j]);
if (abs > max_v) {
max_v = abs;
max_i = j;
}
}
if (max_i != i) {
// Swap rows
int temp = P[i];
P[i] = P[max_i];
P[max_i] = temp;
swaps++;
}
}
for (int i = 0; i < n; i++)
for (int j = 0; j < n; j++)
U[i * n + j] = A[P[i] * n + j];
memset(L, 0, sizeof(double) * n * n);
for (int i = 0; i < n; i++)
L[i * n + i] = 1;
for (int i = 0; i < n; i++)
for (int j = i+1; j < n; j++) {
double u = U[i * n + i];
L[j * n + i] = U[j * n + i] / u;
for (int k = 0; k < n; k++)
U[j * n + k] -= L[j * n + i] * U[i * n + k];
}
return swaps;
}
static void
printSquareMatrix(double *M, int n, FILE *stream)
{
for (int i = 0; i < n; i++)
{
fprintf(stream, "| ");
for (int j = 0; j < n; j++)
{
fprintf(stderr, "%2.2f ", M[i * n + j]);
}
fprintf(stream, "|\n");
}
fprintf(stream, "\n");
}
/* Function: lina_det
**
** Calculates the determinant of the n by n matrix A
** and returns it throught the output parameter [det].
**
** If not enough memory is available, false is returned,
** else true is returned.
**
** Notes:
** - The output parameter [det] is optional. (you can
** ignore the result by passing NULL).
*/
bool lina_det(double *A, int n, double *det)
{
// Allocate the space for the L,U matrices.
// I can't think of a version of this algorithm
// where a temporary buffer isn't necessary.
double *T = malloc(sizeof(double) * n * n * 2 + sizeof(int) * n);
if (T == NULL)
return false;
// Do the decomposition
double *L = T;
double *U = L + (n * n);
int *P = (int*) (U + (n * n));
int swaps = lina_decompLUP(A, L, U, P, n);
if (swaps < 0) {
free(T);
return false;
}
// Knowing that
//
// A = LU
//
// then
//
// det(A) = det(LU) = det(L)det(U)
//
// Since L and U are triangular, their
// determinant is the product of their
// diagonals, so the product of the
// determinants is the product of both
// the diagonals.
double prod = 1;
for (int i = 0; i < n; i++) {
double l = L[i * n + i];
double u = U[i * n + i];
prod *= l * u;
}
if (swaps & 1)
prod = -prod;
if (det)
*det = prod;
free(T);
return true;
}
/* Checks that [A] is kind of upper triangular.
**
*/
static bool isUpperTriangularEnough(double *A, int n, double eps)
{
assert(A != NULL && n > 0 && eps > 0);
// Check that the lower triangular portion (without
// considering the diagonal) is zero.
for (int i = 0; i < n; i++)
for (int j = 0; j < i-1; j++)
if (A[i * n + j] > eps)
return false;
// Now check that the subdiagonal is also zero,
// though since we are using the real version of
// the QR algorithm, only real eigenvalues can be
// found. Any comples eigenvalues will manifest
// as 2x2 blocks on the diagonal, so we need to
// allow such blocks. To do this, a non-zero block
// is allowed if it's not following another non-zero
// block.
// An important thing to note is that 2x2 matrices
// will always be considered upper triangular by this
// function, so the caller must manage this case.
bool flag = false;
for (int i = 0; i < n-1; i++) {
if (fabs(A[(i + 1) * n + i]) > eps) {
if (flag)
return false;
flag = true;
} else
flag = false;
}
// NOTE: Ideas were taken from [https://math.stackexchange.com/questions/4352389/exact-stop-condition-for-qr-algorithm]
return true;
}
/* Function: lina_eig
**
** Calculates the eigenvalues of the n by n matrix M
** using the (unshifted) QR algorithm and stores them
** in the E vector.
**
** If not enough memory is available, this function
** aborts returning false. If all went well, true is
** returned.
**
** Algorithm:
**
** The algorithm works by decomposing the M matrix into
** the product of two matrices Q and R, such that Q is
** orthonormal and R is upper triangular:
**
** M = QR
**
** Q and R are then multiplied in inverse order to obtain
** a new matrix M1, which is then decomposed in two new
** matrices Q1,R1. The algorithm is iterated n times until
** the matrix Mn is upper triangular:
**
** M = QR -> RQ = M(1)
**
** M(1) = Q(1)R(1) -> R(1)Q(1) = M(2)
**
** M(2) = Q(2)R(2) -> R(2)Q(2) = M(3)
**
** ...
**
** M(n-1) = Q(n-1)R(n-1) -> R(n-1)Q(n-1) = M(n)
**
** M(n) <--- Triangular!
**
** The eigenvalues of M(n) are the same as M. Being upper
** triangular, M(n) has its eigenvalues on its diagonal,
** so we just need to scan the diagonal and store it into
** the E vector. If the original matrix has complex roots,
** the M(n) sequence will converge to a matrix with a
** non-zero 2x2 block on the diagonal for each pair of
** complex roots. If that's the case, these blocks must
** be unpacked into the complex values using the quadratic
** formula.
**
*/
bool lina_eig(double *M, double complex *E, int n)
{
// Allocate space for three matrices n by n
double *T = malloc(sizeof(double) * n * n * 3);
if (T == NULL)
return false;
double *A = T;
double *Q = A + n * n;
double *R = Q + n * n;
memcpy(A, M, sizeof(double) * n * n);
// At least 100 iterations are done. This is because
// the QR algorithm doesn't allow complex eigenvalues,
// so the A matrix may converge to a matrix with 2x2
// blocks on the diagonal. In general, the algorithm
// must iterate until the end result is triangular,
// but that may never be the case, so we end when the
// result matrix is "kind of triangular" (triangular
// with 2x2 blocks on the diagonal). But by using this
// rule, a 2x2 matrix will be considered as tringular
// from the start, which is not right! That's why we
// do at least 100 warm-up iterations.
double eps = 0.1;
int batch = 100;
do {
for (int i = 0; i < batch; i++) {
lina_decompQR(A, Q, R, n); // A(n) = QR
lina_dot(R, Q, A, n, n, n); // A(n+1) = RQ
}
} while (!isUpperTriangularEnough(A, n, eps));
// Now we export the diagonal of the iteration result
// also looking out for 2x2 diagonal blocks, in which
// case we need to unpack their complex eigenvalues
for (int i = 0; i < n; i++) {
// The current diagonal entry is A[i*n + i],
// so if this is the first entry of a 2x2 block,
// its lower entry A[(i+1)*n + i] will be non-zero
if (i+1 < n && fabs(A[(i+1) * n + i]) > eps) {
// It's a 2x2 block. Unpack the complex eigenvalues
// using the quadratic formula. (Is there a better
// way?)
double a = A[(i+0) * n + (i+0)];
double b = A[(i+0) * n + (i+1)];
double c = A[(i+1) * n + (i+0)];
double d = A[(i+1) * n + (i+1)];
// Given the block is:
//
// | a b |
// | c d |
//
// Then the eigenvalues are the roots of:
//
// det(| a-y b |) = (a-y)(d-y) - bc = y^2 - (a + d)y + (ad - bc)
// | c d-y |
//
// For simplicity:
//
// D = (a + d)^2 - 4(ad - bc)
//
// so that
//
// y1, y2 = (a + d)/2 +/- 1/2 sqrt{D}
//
// y1 and y2 are one the conjugate of the other. Their
// real part is
//
// Re{y1, y2} = (a+d)/2
//
// While their immaginary part (in absolute value) is
//
// Imm{y1, y2} = 1/2 sqrt{-D}
double D = (a+d)*(a+d) - 4*(a*d - b*c);
assert(D < 0);
double re = 0.5 * (a+d);
double im = 0.5 * sqrt(-D);
double complex y1 = re + im * I;
double complex y2 = re - im * I;
// Now place the results into the output vector
// and tell the loop to skip one iteration
E[i] = y1;
E[i+1] = y2;
i++;
} else
E[i] = A[i * n + i];
}
free(T);
return true;
}
/* Create the n-1 by n-1 matrix D obtained by
** removing the [del_col] column and [del_row]
** frow the n by n matrix M.
*/
static void
copyMatrixWithoutRowAndCol(double *M, double *D, int n,
int del_col, int del_row)
{
// Copy the upper-left portion of matrix M
// that comes before the deleted column and
// row.
for (int i = 0; i < del_row; i++)
for (int j = 0; j < del_col; j++)
D[i * (n-1) + j] = M[i * n + j];
// Copy the lower left portion that comes
// after both the deleted column and row.
for (int i = del_row+1; i < n; i++)
for (int j = del_col+1; j < n; j++)
D[(i-1) * (n-1) + (j-1)] = M[i * n + j];
// Copy the bottom portion that comes after
// the deleted row but before the deleted column.
for (int i = del_row+1; i < n; i++)
for (int j = 0; j < del_col; j++)
D[(i-1) * (n-1) + j] = M[i * n + j];
// Copy the right portion that comes after
// the deleted column but before the deleted row.
for (int i = 0; i < del_row; i++)
for (int j = del_col+1; j < n; j++)
D[i * (n-1) + (j-1)] = M[i * n + j];
}
bool lina_inverse(double *M, double *D, int n)
{
double det;
if (!lina_det(M, n, &det))
return false;
if (det == 0)
return false; // The matrix can't be inverted
double *T = malloc(sizeof(double) * ((n-1) * (n-1) + n * n));
if (T == NULL)
return false;
double *M_t = T + (n-1) * (n-1);
lina_transpose(M, M_t, n, n);
for (int i = 0; i < n; i++)
for (int j = 0; j < n; j++) {
copyMatrixWithoutRowAndCol(M_t, T, n, j, i);
double det2;
if (!lina_det(T, n-1, &det2)) {
free(T);
return false;
}
// If the determinant of M isn't zero,
// neither is this!
assert(det2 != 0);
bool i_is_odd = i & 1;
bool j_is_odd = j & 1;
int sign = (i_is_odd == j_is_odd) ? 1 : -1;
D[i * n + j] = sign * det2 / det;
}
free(T);
return true;
}
+12
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@@ -1,6 +1,18 @@
#include <complex.h>
#include <stdbool.h>
void lina_dot(double *A, double *B, double *C, int m, int n, int l); void lina_dot(double *A, double *B, double *C, int m, int n, int l);
void lina_add(double *A, double *B, double *C, int m, int n); void lina_add(double *A, double *B, double *C, int m, int n);
bool lina_det(double *A, int n, double *det);
void lina_scale(double *A, double *B, double k, int m, int n); void lina_scale(double *A, double *B, double k, int m, int n);
void lina_transpose(double *A, double *B, int m, int n); void lina_transpose(double *A, double *B, int m, int n);
bool lina_inverse(double *M, double *D, int n);
void lina_conv(double *A, double *B, double *C, int Aw, int Ah, int Bw, int Bh);
bool lina_eig(double *M, double complex *E, int n);
void lina_reallyP(int *P, double *P2, int n);
int lina_decompLUP(double *A, double *L, double *U, int *P, int n);
void lina_decompQR(double *A, double *Q, double *R, int n);
void lina_orthoNormGramSchmidt(double *A, double *Q, int n);
double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **error); double *lina_loadMatrixFromStream(FILE *fp, int *width, int *height, char **error);
int lina_saveMatrixToStream(FILE *fp, double *A, int width, int height, char **error);
+142
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@@ -0,0 +1,142 @@
#include <math.h>
#include <assert.h>
typedef struct {
double *items;
int size;
} square_matrix_t;
typedef struct {
double *items;
int stride;
int size;
} vector_t;
typedef struct {
vector_t base;
double scale;
} scaled_vector_t;
static square_matrix_t
square_matrix_from_raw(double *M, int n)
{
return (square_matrix_t) {.items=M, .size=n};
}
static vector_t
get_column_of_square_matrix(square_matrix_t M, int i)
{
assert(i > -1 && i < M.size);
return (vector_t) {
.items = M.items + i,
.stride = M.size,
.size = M.size
};
}
static void
copy_vector(vector_t V, vector_t S)
{
assert(V.size == S.size);
for (int i = 0; i < V.size; i++)
V.items[V.stride * i] = S.items[S.stride * i];
}
static void
subtract_vector_inplace(vector_t V, scaled_vector_t S)
{
assert(V.size == S.base.size);
for (int i = 0; i < V.size; i++)
V.items[V.stride * i] -= S.scale * S.base.items[S.base.stride * i];
}
static void
scale_vector_inplace(vector_t V, double a)
{
for (int i = 0; i < V.size; i++)
V.items[V.stride * i] *= a;
}
static scaled_vector_t
scale_vector_lazily(vector_t V, double a)
{
return (scaled_vector_t) {.base=V, .scale=a};
}
static double
scalar_product(vector_t V, vector_t U)
{
assert(V.size == U.size);
double scale = 0;
for (int i = 0; i < V.size; i++)
scale += V.items[i * V.stride] * U.items[i * U.stride];
return scale;
}
static double
calculate_norm(vector_t V)
{
double sum_of_squares = scalar_product(V, V);
return sqrt(sum_of_squares);
}
static double
normalize_inplace(vector_t V)
{
double norm = calculate_norm(V);
if (norm != 0)
scale_vector_inplace(V, 1/norm);
return norm;
}
static scaled_vector_t
project(vector_t V, vector_t U)
{
double scale_vu = scalar_product(V, U);
double scale_uu = scalar_product(U, U);
double ratio = scale_vu / scale_uu;
return scale_vector_lazily(U, ratio);
}
/** Gram-Schmidt orthonormalization
**/
void lina_orthoNormGramSchmidt(double *A, double *Q, int n)
{
square_matrix_t A2 = square_matrix_from_raw(A, n);
square_matrix_t Q2 = square_matrix_from_raw(Q, n);
for (int i = 0; i < n; i++) {
vector_t Qi = get_column_of_square_matrix(Q2, i);
vector_t Ai = get_column_of_square_matrix(A2, i);
copy_vector(Qi, Ai);
for (int j = 0; j < i; j++) {
vector_t Qj = get_column_of_square_matrix(Q2, j);
subtract_vector_inplace(Qi, project(Ai, Qj));
}
normalize_inplace(Qi);
// TODO: Handle case of zero norm
}
}
void lina_decompQR(double *A, double *Q, double *R, int n)
{
lina_orthoNormGramSchmidt(A, Q, n);
square_matrix_t A2 = square_matrix_from_raw(A, n);
square_matrix_t Q2 = square_matrix_from_raw(Q, n);
// Now calculate R by multiplying Q^t and A
for(int i = 0; i < n; i++) { // Iterate over each column i of Q..
for(int j = 0; j < n; j++) { // ..and over each column j of A
vector_t Qi = get_column_of_square_matrix(Q2, i);
vector_t Aj = get_column_of_square_matrix(A2, j);
R[i * n + j] = scalar_product(Qi, Aj);
}
}
}
+135
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@@ -0,0 +1,135 @@
#include <stdio.h>
#include "src/lina.h"
void print_square_matrix(double *M, int n, FILE *stream)
{
for (int i = 0; i < n; i++)
{
fprintf(stream, "| ");
for (int j = 0; j < n; j++)
{
fprintf(stderr, "%2.2f ", M[i * n + j]);
}
fprintf(stream, "|\n");
}
fprintf(stream, "\n");
}
void print_vector(double complex *V, int n, FILE *stream)
{
fprintf(stream, "[ ");
for (int i = 0; i < n; i++)
fprintf(stderr, "(%2.2f + i%2.2f) ", creal(V[i]), cimag(V[i]));
fprintf(stream, "]\n");
}
int main(void)
{
double M[25] = {
1, 2, 3, 4, 5,
5, 1, 2, 3, 4,
4, 5, 1, 2, 3,
3, 4, 5, 1, 2,
2, 3, 4, 5, 1,
};
fprintf(stderr, "# --- M --- #\n");
print_square_matrix(M, 5, stderr);
/*
double L[25];
double U[25];
int P[5];
double P2[25];
lina_decompLUP(M, L, U, P, 5);
lina_reallyP(P, P2, 5);
fprintf(stderr, "# --- L --- #\n");
print_square_matrix(L, 5, stderr);
fprintf(stderr, "# --- U --- #\n");
print_square_matrix(U, 5, stderr);
fprintf(stderr, "# --- P2 --- #\n");
print_square_matrix(P2, 5, stderr);
double PA[25];
lina_dot(P2, M, PA, 5, 5, 5);
fprintf(stderr, "# --- PA --- #\n");
print_square_matrix(PA, 5, stderr);
double LU[25];
lina_dot(L, U, LU, 5, 5, 5);
fprintf(stderr, "# --- LU --- #\n");
print_square_matrix(LU, 5, stderr);
double det;
lina_det(M, 5, &det);
fprintf(stderr, "det=%2.2f\n", det);
fprintf(stderr, "# --- eig(M) --- #\n");
double complex E[5];
lina_eig(M, E, 5);
print_vector(E, 5, stderr);
*/
double invM[25];
lina_inverse(M, invM, 5);
double expI[25];
lina_dot(M, invM, expI, 5, 5, 5);
fprintf(stderr, "# --- inv(M) --- #\n");
print_square_matrix(invM, 5, stderr);
fprintf(stderr, "# --- I? --- #\n");
print_square_matrix(expI, 5, stderr);
/*
double M[16] = {
1, 5, 4, 2,
2, 1, 5, 3,
4, 3, 2, 5,
5, 4, 3, 1,
};
fprintf(stderr, "# --- M --- #\n");
print_square_matrix(M, 4, stderr);
double L[16];
double U[16];
int P[4];
lina_decompLUP(M, L, U, P, 4);
fprintf(stderr, "# --- L,U,P --- #\n");
print_square_matrix(L, 4, stderr);
print_square_matrix(U, 4, stderr);
fprintf(stderr, "[ ");
for(int i = 0; i < 4; i++)
fprintf(stderr, "%d ", P[i]);
fprintf(stderr, "]\n");
double RP[16];
double PM[16];
lina_reallyP(P, RP, 4);
lina_dot(RP, M, PM, 4, 4, 4);
double LU[16];
lina_dot(L, U, LU, 4, 4, 4);
fprintf(stderr, "# --- P,PM,LU --- #\n");
print_square_matrix(RP, 4, stderr);
print_square_matrix(PM, 4, stderr);
print_square_matrix(LU, 4, stderr);
double det;
lina_det(M, 4, &det);
fprintf(stderr, "det(M) = %2.2f\n", det);
*/
return 0;
}