148 lines
5.6 KiB
C
148 lines
5.6 KiB
C
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/* gsl_multilarge.h
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*
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* Copyright (C) 2015 Patrick Alken
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#ifndef __GSL_MULTILARGE_H__
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#define __GSL_MULTILARGE_H__
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_vector.h>
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#include <gsl/gsl_matrix.h>
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#include <gsl/gsl_types.h>
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#undef __BEGIN_DECLS
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#undef __END_DECLS
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#ifdef __cplusplus
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# define __BEGIN_DECLS extern "C" {
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# define __END_DECLS }
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#else
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# define __BEGIN_DECLS /* empty */
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# define __END_DECLS /* empty */
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#endif
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__BEGIN_DECLS
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/* iteration solver type */
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typedef struct
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{
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const char *name;
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void * (*alloc) (const size_t p);
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int (*reset) (void *);
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int (*accumulate) (gsl_matrix * X, gsl_vector * y,
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void *);
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int (*solve) (const double lambda, gsl_vector * c,
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double * rnorm, double * snorm, void *);
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int (*rcond) (double * rcond, void *);
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int (*lcurve) (gsl_vector * reg_param, gsl_vector * rho,
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gsl_vector * eta, void *);
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const gsl_matrix * (*matrix_ptr) (const void *);
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const gsl_vector * (*rhs_ptr) (const void *);
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void (*free) (void *);
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} gsl_multilarge_linear_type;
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typedef struct
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{
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const gsl_multilarge_linear_type * type;
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void * state;
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size_t p;
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} gsl_multilarge_linear_workspace;
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/* available types */
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GSL_VAR const gsl_multilarge_linear_type * gsl_multilarge_linear_normal;
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GSL_VAR const gsl_multilarge_linear_type * gsl_multilarge_linear_tsqr;
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/*
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* Prototypes
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*/
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gsl_multilarge_linear_workspace *
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gsl_multilarge_linear_alloc(const gsl_multilarge_linear_type * T,
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const size_t p);
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void gsl_multilarge_linear_free(gsl_multilarge_linear_workspace * w);
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const char *gsl_multilarge_linear_name(const gsl_multilarge_linear_workspace * w);
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int gsl_multilarge_linear_reset(gsl_multilarge_linear_workspace * w);
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int gsl_multilarge_linear_accumulate(gsl_matrix * X,
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gsl_vector * y,
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gsl_multilarge_linear_workspace * w);
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int gsl_multilarge_linear_solve(const double lambda, gsl_vector * c,
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double * rnorm, double * snorm,
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gsl_multilarge_linear_workspace * w);
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int gsl_multilarge_linear_rcond(double *rcond, gsl_multilarge_linear_workspace * w);
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int gsl_multilarge_linear_lcurve(gsl_vector * reg_param, gsl_vector * rho,
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gsl_vector * eta,
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gsl_multilarge_linear_workspace * w);
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int gsl_multilarge_linear_wstdform1 (const gsl_vector * L,
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const gsl_matrix * X,
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const gsl_vector * w,
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const gsl_vector * y,
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gsl_matrix * Xs,
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gsl_vector * ys,
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gsl_multilarge_linear_workspace * work);
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int gsl_multilarge_linear_stdform1 (const gsl_vector * L,
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const gsl_matrix * X,
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const gsl_vector * y,
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gsl_matrix * Xs,
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gsl_vector * ys,
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gsl_multilarge_linear_workspace * work);
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int gsl_multilarge_linear_L_decomp (gsl_matrix * L, gsl_vector * tau);
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int gsl_multilarge_linear_wstdform2 (const gsl_matrix * LQR,
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const gsl_vector * Ltau,
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const gsl_matrix * X,
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const gsl_vector * w,
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const gsl_vector * y,
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gsl_matrix * Xs,
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gsl_vector * ys,
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gsl_multilarge_linear_workspace * work);
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int gsl_multilarge_linear_stdform2 (const gsl_matrix * LQR,
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const gsl_vector * Ltau,
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const gsl_matrix * X,
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const gsl_vector * y,
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gsl_matrix * Xs,
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gsl_vector * ys,
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gsl_multilarge_linear_workspace * work);
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int gsl_multilarge_linear_genform1 (const gsl_vector * L,
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const gsl_vector * cs,
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gsl_vector * c,
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gsl_multilarge_linear_workspace * work);
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int gsl_multilarge_linear_genform2 (const gsl_matrix * LQR,
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const gsl_vector * Ltau,
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const gsl_vector * cs,
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gsl_vector * c,
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gsl_multilarge_linear_workspace * work);
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const gsl_matrix * gsl_multilarge_linear_matrix_ptr (const gsl_multilarge_linear_workspace * work);
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const gsl_vector * gsl_multilarge_linear_rhs_ptr (const gsl_multilarge_linear_workspace * work);
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__END_DECLS
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#endif /* __GSL_MULTILARGE_H__ */
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