PLearn 0.1
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00001 // -*- C++ -*- 00002 00003 // qld_interface.cc 00004 // 00005 // Copyright (C) 2005 ApSTAT Technologies Inc. 00006 // 00007 // Redistribution and use in source and binary forms, with or without 00008 // modification, are permitted provided that the following conditions are met: 00009 // 00010 // 1. Redistributions of source code must retain the above copyright 00011 // notice, this list of conditions and the following disclaimer. 00012 // 00013 // 2. Redistributions in binary form must reproduce the above copyright 00014 // notice, this list of conditions and the following disclaimer in the 00015 // documentation and/or other materials provided with the distribution. 00016 // 00017 // 3. The name of the authors may not be used to endorse or promote 00018 // products derived from this software without specific prior written 00019 // permission. 00020 // 00021 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR 00022 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES 00023 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN 00024 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 00025 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED 00026 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 00027 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 00028 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 00029 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00030 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00031 // 00032 // This file is part of the PLearn library. For more information on the PLearn 00033 // library, go to the PLearn Web site at www.plearn.org 00034 00035 /* ******************************************************* 00036 * $Id: qld_interface.cc 6351 2006-10-25 19:05:45Z chapados $ 00037 ******************************************************* */ 00038 00039 // Authors: Nicolas Chapados 00040 00043 #include "qld_interface.h" 00044 #include "math.h" 00045 00046 // From PLearn 00047 #include <plearn/math/TMat_maths.h> 00048 00049 namespace PLearn { 00050 using namespace std; 00051 00052 void qld_interface( 00053 Mat A, 00054 Vec B, 00055 int ME, 00056 Mat C, 00057 Vec D, 00058 Vec XL, 00059 Vec XU, 00060 int& iout, 00061 int& ifail, 00062 int& iprint, 00063 Vec& X, 00064 Vec& U, 00065 Vec WAR, 00066 TVec<int> IWAR 00067 ) 00068 { 00069 int M = A.length(); 00070 int N = A.width(); 00071 00072 PLASSERT( M >= 1 && N >= 1 ); 00073 PLASSERT( M == B.length() ); 00074 PLASSERT( N == C.width() && N == C.length() ); 00075 PLASSERT( N == D.length() ); 00076 PLASSERT( N == XL.length() && N == XU.length() ); 00077 00078 int MMAX = max(M,1); 00079 int NMAX = N; 00080 int MNN = M + N + N; 00081 int LWAR = 3 * NMAX * NMAX/2 + 10*NMAX + 2*(MMAX+1); 00082 int LIWAR = N; 00083 00084 // In this first version, transpose matrix A 00085 Mat Atrans = transpose(A); 00086 X.resize(N); 00087 U.resize(MNN); 00088 WAR.resize(LWAR); 00089 IWAR.resize(LIWAR); 00090 IWAR[0] = 0; // QLD performs Cholesky itself 00091 double eps = DBL_EPSILON; 00092 00093 ql0001_(&M, &ME, &MMAX, 00094 &N, &NMAX, &MNN, 00095 C.data(), D.data(), Atrans.data(), 00096 B.data(), XL.data(), XU.data(), 00097 X.data(), U.data(), 00098 &iout, &ifail, &iprint, 00099 WAR.data(), &LWAR, 00100 IWAR.data(), &LIWAR, 00101 &eps); 00102 } 00103 00104 00105 } // end of namespace PLearn 00106 00107 00108 /* 00109 Local Variables: 00110 mode:c++ 00111 c-basic-offset:4 00112 c-file-style:"stroustrup" 00113 c-file-offsets:((innamespace . 0)(inline-open . 0)) 00114 indent-tabs-mode:nil 00115 fill-column:79 00116 End: 00117 */ 00118 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :