2geom/numeric/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_*/

/*
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  End:
*/
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