2geom/numeric/linear_system.h

	linear_system.h revision d8fa3c4faade9a5a8e7f79450544b1925e1ade41
#ifndef _NL_LINEAR_SYSTEM_H_
#define _NL_LINEAR_SYSTEM_H_


#include <cassert>

#include <gsl/gsl_linalg.h>

#include "numeric/matrix.h"
#include "numeric/vector.h"


namespace Geom { namespace NL {


class LinearSystem
{
public:
    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();
    }

    Matrix & matrix()
    {
        return m_matrix;
    }

    Vector & vector()
    {
        return m_vector;
    }

    const Vector & solution() const
    {
        return m_solution;
    }

private:
    Matrix & m_matrix;
    Vector & m_vector;
    Vector m_solution;
};


} } // end namespaces


#endif /*_NL_LINEAR_SYSTEM_H_*/