1 | /*****************************************************************************\ |
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2 | * Computer Algebra System SINGULAR |
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3 | \*****************************************************************************/ |
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4 | /** @file lineareAlgebra.cc |
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5 | * |
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6 | * This file implements basic linear algebra functionality. |
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7 | * |
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8 | * For more general information, see the documentation in |
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9 | * lineareAlgebra.h. |
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10 | * |
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11 | * @author Frank Seelisch |
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12 | * |
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13 | * @internal @version \$Id$ |
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14 | * |
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15 | **/ |
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16 | /*****************************************************************************/ |
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17 | |
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18 | // include header files |
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19 | #include <kernel/mod2.h> |
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20 | #include <kernel/structs.h> |
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21 | #include <kernel/polys.h> |
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22 | #include <kernel/ideals.h> |
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23 | #include <kernel/numbers.h> |
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24 | #include <kernel/matpol.h> |
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25 | #include <kernel/linearAlgebra.h> |
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26 | |
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27 | /** |
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28 | * The returned score is based on the implementation of 'nSize' for |
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29 | * numbers (, see numbers.h): nSize(n) provides a measure for the |
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30 | * complexity of n. Thus, less complex pivot elements will be |
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31 | * prefered, and get therefore a smaller pivot score. Consequently, |
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32 | * we simply return the value of nSize. |
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33 | * An exception to this rule are the ground fields R, long R, and |
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34 | * long C: In these, the result of nSize relates to |n|. And since |
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35 | * a larger modulus of the pivot element ensures a numerically more |
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36 | * stable Gauss elimination, we would like to have a smaller score |
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37 | * for larger values of |n|. Therefore, in R, long R, and long C, |
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38 | * the negative of nSize will be returned. |
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39 | **/ |
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40 | int pivotScore(number n) |
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41 | { |
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42 | int s = nSize(n); |
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43 | if (rField_is_long_C(currRing) || |
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44 | rField_is_long_R(currRing) || |
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45 | rField_is_R(currRing)) |
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46 | return -s; |
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47 | else |
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48 | return s; |
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49 | } |
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50 | |
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51 | /** |
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52 | * This code computes a score for each non-zero matrix entry in |
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53 | * aMat[r1..r2, c1..c2]. If all entries are zero, false is returned, |
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54 | * otherwise true. In the latter case, the minimum of all scores |
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55 | * is sought, and the row and column indices of the corresponding |
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56 | * matrix entry are stored in bestR and bestC. |
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57 | **/ |
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58 | bool pivot(const matrix aMat, const int r1, const int r2, const int c1, |
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59 | const int c2, int* bestR, int* bestC) |
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60 | { |
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61 | int bestScore; int score; bool foundBestScore = false; poly matEntry; |
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62 | |
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63 | for (int c = c1; c <= c2; c++) |
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64 | { |
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65 | for (int r = r1; r <= r2; r++) |
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66 | { |
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67 | matEntry = MATELEM(aMat, r, c); |
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68 | if (matEntry != NULL) |
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69 | { |
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70 | score = pivotScore(pGetCoeff(matEntry)); |
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71 | if ((!foundBestScore) || (score < bestScore)) |
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72 | { |
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73 | bestScore = score; |
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74 | *bestR = r; |
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75 | *bestC = c; |
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76 | } |
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77 | foundBestScore = true; |
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78 | } |
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79 | } |
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80 | } |
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81 | |
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82 | return foundBestScore; |
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83 | } |
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84 | |
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85 | void luDecomp(const matrix aMat, matrix &pMat, matrix &lMat, matrix &uMat) |
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86 | { |
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87 | int rr = aMat->rows(); |
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88 | int cc = aMat->cols(); |
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89 | pMat = mpNew(rr, rr); |
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90 | lMat = mpNew(rr, rr); |
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91 | uMat = mpNew(rr, cc); |
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92 | /* copy aMat into uMat: */ |
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93 | for (int r = 1; r <= rr; r++) |
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94 | for (int c = 1; c <= cc; c++) |
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95 | MATELEM(uMat, r, c) = pCopy(aMat->m[c - 1 + (r - 1) * cc]); |
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96 | |
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97 | /* we use an int array to store all row permutations; |
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98 | note that we only make use of the entries [1..rr] */ |
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99 | int* permut = new int[rr + 1]; |
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100 | for (int i = 1; i <= rr; i++) permut[i] = i; |
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101 | |
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102 | /* fill lMat with the (rr x rr) unit matrix */ |
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103 | for (int r = 1; r <= rr; r++) MATELEM(lMat, r, r) = pOne(); |
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104 | |
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105 | int bestR; int bestC; int intSwap; poly pSwap; int cOffset = 0; |
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106 | for (int r = 1; r < rr; r++) |
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107 | { |
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108 | if (r > cc) break; |
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109 | while ((r + cOffset <= cc) && |
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110 | (!pivot(uMat, r, rr, r + cOffset, r + cOffset, &bestR, &bestC))) |
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111 | cOffset++; |
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112 | if (r + cOffset <= cc) |
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113 | { |
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114 | /* swap rows with indices r and bestR in permut */ |
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115 | intSwap = permut[r]; |
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116 | permut[r] = permut[bestR]; |
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117 | permut[bestR] = intSwap; |
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118 | |
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119 | /* swap rows with indices r and bestR in uMat; |
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120 | it is sufficient to do this for columns >= r + cOffset*/ |
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121 | for (int c = r + cOffset; c <= cc; c++) |
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122 | { |
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123 | pSwap = MATELEM(uMat, r, c); |
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124 | MATELEM(uMat, r, c) = MATELEM(uMat, bestR, c); |
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125 | MATELEM(uMat, bestR, c) = pSwap; |
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126 | } |
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127 | |
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128 | /* swap rows with indices r and bestR in lMat; |
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129 | we must do this only for columns < r */ |
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130 | for (int c = 1; c < r; c++) |
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131 | { |
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132 | pSwap = MATELEM(lMat, r, c); |
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133 | MATELEM(lMat, r, c) = MATELEM(lMat, bestR, c); |
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134 | MATELEM(lMat, bestR, c) = pSwap; |
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135 | } |
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136 | |
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137 | /* perform next Gauss elimination step, i.e., below the |
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138 | row with index r; |
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139 | we need to adjust lMat and uMat; |
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140 | we are certain that the matrix entry at [r, r + cOffset] |
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141 | is non-zero: */ |
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142 | number pivotElement = pGetCoeff(MATELEM(uMat, r, r + cOffset)); |
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143 | poly p; number n; |
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144 | for (int rGauss = r + 1; rGauss <= rr; rGauss++) |
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145 | { |
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146 | p = MATELEM(uMat, rGauss, r + cOffset); |
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147 | if (p != NULL) |
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148 | { |
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149 | n = nDiv(pGetCoeff(p), pivotElement); |
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150 | nNormalize(n); |
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151 | |
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152 | /* filling lMat; |
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153 | old entry was zero, so no need to call pDelete(.) */ |
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154 | MATELEM(lMat, rGauss, r) = pNSet(nCopy(n)); |
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155 | |
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156 | /* adjusting uMat: */ |
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157 | MATELEM(uMat, rGauss, r + cOffset) = NULL; pDelete(&p); |
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158 | n = nNeg(n); |
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159 | for (int cGauss = r + cOffset + 1; cGauss <= cc; cGauss++) |
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160 | { |
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161 | MATELEM(uMat, rGauss, cGauss) |
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162 | = pAdd(MATELEM(uMat, rGauss, cGauss), |
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163 | ppMult_nn(MATELEM(uMat, r, cGauss), n)); |
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164 | pNormalize(MATELEM(uMat, rGauss, cGauss)); |
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165 | } |
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166 | |
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167 | nDelete(&n); /* clean up n */ |
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168 | } |
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169 | } |
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170 | } |
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171 | } |
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172 | |
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173 | /* building the permutation matrix from 'permut' */ |
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174 | for (int r = 1; r <= rr; r++) |
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175 | MATELEM(pMat, r, permut[r]) = pOne(); |
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176 | delete[] permut; |
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177 | |
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178 | return; |
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179 | } |
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180 | |
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181 | /** |
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182 | * This code first computes the LU-decomposition of aMat, |
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183 | * and then calls the method for inverting a matrix which |
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184 | * is given by its LU-decomposition. |
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185 | **/ |
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186 | bool luInverse(const matrix aMat, matrix &iMat) |
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187 | { /* aMat is guaranteed to be an (n x n)-matrix */ |
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188 | matrix pMat; |
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189 | matrix lMat; |
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190 | matrix uMat; |
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191 | luDecomp(aMat, pMat, lMat, uMat); |
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192 | bool result = luInverseFromLUDecomp(pMat, lMat, uMat, iMat); |
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193 | |
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194 | /* clean-up */ |
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195 | idDelete((ideal*)&pMat); |
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196 | idDelete((ideal*)&lMat); |
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197 | idDelete((ideal*)&uMat); |
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198 | |
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199 | return result; |
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200 | } |
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201 | |
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202 | /* Assumes that aMat is already in row echelon form */ |
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203 | int rankFromRowEchelonForm(const matrix aMat) |
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204 | { |
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205 | int rank = 0; |
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206 | int rr = aMat->rows(); int cc = aMat->cols(); |
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207 | int r = 1; int c = 1; |
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208 | while ((r <= rr) && (c <= cc)) |
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209 | { |
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210 | if (MATELEM(aMat, r, c) == NULL) c++; |
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211 | else { rank++; r++; } |
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212 | } |
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213 | return rank; |
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214 | } |
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215 | |
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216 | int luRank(const matrix aMat, const bool isRowEchelon) |
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217 | { |
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218 | if (isRowEchelon) return rankFromRowEchelonForm(aMat); |
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219 | else |
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220 | { /* compute the LU-decomposition and read off the rank from |
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221 | the upper triangular matrix of that decomposition */ |
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222 | matrix pMat; |
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223 | matrix lMat; |
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224 | matrix uMat; |
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225 | luDecomp(aMat, pMat, lMat, uMat); |
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226 | int result = rankFromRowEchelonForm(uMat); |
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227 | |
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228 | /* clean-up */ |
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229 | idDelete((ideal*)&pMat); |
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230 | idDelete((ideal*)&lMat); |
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231 | idDelete((ideal*)&uMat); |
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232 | |
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233 | return result; |
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234 | } |
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235 | } |
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236 | |
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237 | bool upperRightTriangleInverse(const matrix uMat, matrix &iMat, |
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238 | bool diagonalIsOne) |
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239 | { |
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240 | int d = uMat->rows(); |
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241 | poly p; poly q; |
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242 | |
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243 | /* check whether uMat is invertible */ |
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244 | bool invertible = diagonalIsOne; |
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245 | if (!invertible) |
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246 | { |
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247 | invertible = true; |
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248 | for (int r = 1; r <= d; r++) |
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249 | { |
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250 | if (MATELEM(uMat, r, r) == NULL) |
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251 | { |
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252 | invertible = false; |
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253 | break; |
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254 | } |
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255 | } |
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256 | } |
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257 | |
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258 | if (invertible) |
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259 | { |
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260 | iMat = mpNew(d, d); |
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261 | for (int r = d; r >= 1; r--) |
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262 | { |
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263 | if (diagonalIsOne) |
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264 | MATELEM(iMat, r, r) = pOne(); |
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265 | else |
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266 | MATELEM(iMat, r, r) = pNSet(nInvers(pGetCoeff(MATELEM(uMat, r, r)))); |
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267 | for (int c = r + 1; c <= d; c++) |
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268 | { |
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269 | p = NULL; |
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270 | for (int k = r + 1; k <= c; k++) |
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271 | { |
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272 | q = ppMult_qq(MATELEM(uMat, r, k), MATELEM(iMat, k, c)); |
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273 | p = pAdd(p, q); |
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274 | } |
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275 | p = pNeg(p); |
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276 | p = pMult(p, pCopy(MATELEM(iMat, r, r))); |
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277 | pNormalize(p); |
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278 | MATELEM(iMat, r, c) = p; |
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279 | } |
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280 | } |
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281 | } |
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282 | |
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283 | return invertible; |
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284 | } |
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285 | |
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286 | bool lowerLeftTriangleInverse(const matrix lMat, matrix &iMat, |
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287 | bool diagonalIsOne) |
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288 | { |
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289 | int d = lMat->rows(); poly p; poly q; |
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290 | |
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291 | /* check whether lMat is invertible */ |
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292 | bool invertible = diagonalIsOne; |
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293 | if (!invertible) |
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294 | { |
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295 | invertible = true; |
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296 | for (int r = 1; r <= d; r++) |
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297 | { |
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298 | if (MATELEM(lMat, r, r) == NULL) |
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299 | { |
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300 | invertible = false; |
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301 | break; |
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302 | } |
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303 | } |
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304 | } |
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305 | |
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306 | if (invertible) |
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307 | { |
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308 | iMat = mpNew(d, d); |
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309 | for (int c = d; c >= 1; c--) |
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310 | { |
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311 | if (diagonalIsOne) |
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312 | MATELEM(iMat, c, c) = pOne(); |
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313 | else |
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314 | MATELEM(iMat, c, c) = pNSet(nInvers(pGetCoeff(MATELEM(lMat, c, c)))); |
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315 | for (int r = c + 1; r <= d; r++) |
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316 | { |
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317 | p = NULL; |
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318 | for (int k = c; k <= r - 1; k++) |
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319 | { |
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320 | q = ppMult_qq(MATELEM(lMat, r, k), MATELEM(iMat, k, c)); |
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321 | p = pAdd(p, q); |
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322 | } |
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323 | p = pNeg(p); |
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324 | p = pMult(p, pCopy(MATELEM(iMat, c, c))); |
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325 | pNormalize(p); |
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326 | MATELEM(iMat, r, c) = p; |
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327 | } |
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328 | } |
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329 | } |
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330 | |
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331 | return invertible; |
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332 | } |
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333 | |
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334 | /** |
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335 | * This code computes the inverse by inverting lMat and uMat, and |
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336 | * then performing two matrix multiplications. |
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337 | **/ |
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338 | bool luInverseFromLUDecomp(const matrix pMat, const matrix lMat, |
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339 | const matrix uMat, matrix &iMat) |
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340 | { /* uMat is guaranteed to be quadratic */ |
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341 | int d = uMat->rows(); |
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342 | |
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343 | matrix lMatInverse; /* for storing the inverse of lMat; |
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344 | this inversion will always work */ |
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345 | matrix uMatInverse; /* for storing the inverse of uMat, if invertible */ |
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346 | |
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347 | bool result = upperRightTriangleInverse(uMat, uMatInverse, false); |
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348 | if (result) |
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349 | { |
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350 | /* next will always work, since lMat is known to have all diagonal |
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351 | entries equal to 1 */ |
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352 | lowerLeftTriangleInverse(lMat, lMatInverse, true); |
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353 | iMat = mpMult(mpMult(uMatInverse, lMatInverse), pMat); |
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354 | |
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355 | /* clean-up */ |
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356 | idDelete((ideal*)&lMatInverse); |
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357 | idDelete((ideal*)&uMatInverse); |
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358 | } |
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359 | |
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360 | return result; |
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361 | } |
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362 | |
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363 | bool luSolveViaLUDecomp(const matrix pMat, const matrix lMat, |
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364 | const matrix uMat, const matrix bVec, |
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365 | matrix &xVec, matrix &H) |
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366 | { |
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367 | int m = uMat->rows(); int n = uMat->cols(); |
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368 | matrix cVec = mpNew(m, 1); /* for storing pMat * bVec */ |
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369 | matrix yVec = mpNew(m, 1); /* for storing the unique solution of |
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370 | lMat * yVec = cVec */ |
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371 | |
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372 | /* compute cVec = pMat * bVec but without actual multiplications */ |
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373 | for (int r = 1; r <= m; r++) |
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374 | { |
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375 | for (int c = 1; c <= m; c++) |
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376 | { |
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377 | if (MATELEM(pMat, r, c) != NULL) |
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378 | { MATELEM(cVec, r, 1) = pCopy(MATELEM(bVec, c, 1)); break; } |
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379 | } |
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380 | } |
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381 | |
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382 | /* solve lMat * yVec = cVec; this will always work as lMat is invertible; |
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383 | moreover, no divisions are needed, since lMat[i, i] = 1, for all i */ |
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384 | for (int r = 1; r <= m; r++) |
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385 | { |
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386 | poly p = pNeg(pCopy(MATELEM(cVec, r, 1))); |
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387 | for (int c = 1; c < r; c++) |
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388 | p = pAdd(p, ppMult_qq(MATELEM(lMat, r, c), MATELEM(yVec, c, 1) )); |
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389 | MATELEM(yVec, r, 1) = pNeg(p); |
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390 | pNormalize(MATELEM(yVec, r, 1)); |
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391 | } |
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392 | |
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393 | /* determine whether uMat * xVec = yVec is solvable */ |
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394 | bool isSolvable = true; |
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395 | bool isZeroRow; int nonZeroRowIndex; |
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396 | for (int r = m; r >= 1; r--) |
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397 | { |
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398 | isZeroRow = true; |
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399 | for (int c = 1; c <= n; c++) |
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400 | if (MATELEM(uMat, r, c) != NULL) { isZeroRow = false; break; } |
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401 | if (isZeroRow) |
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402 | { |
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403 | if (MATELEM(yVec, r, 1) != NULL) { isSolvable = false; break; } |
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404 | } |
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405 | else { nonZeroRowIndex = r; break; } |
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406 | } |
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407 | |
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408 | if (isSolvable) |
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409 | { |
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410 | xVec = mpNew(n, 1); |
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411 | matrix N = mpNew(n, n); int dim = 0; |
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412 | poly p; poly q; |
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413 | /* solve uMat * xVec = yVec and determine a basis of the solution |
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414 | space of the homogeneous system uMat * xVec = 0; |
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415 | We do not know in advance what the dimension (dim) of the latter |
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416 | solution space will be. Thus, we start with the possibly too wide |
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417 | matrix N and later copy the relevant columns of N into H. */ |
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418 | int nonZeroC; int lastNonZeroC = n + 1; |
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419 | for (int r = nonZeroRowIndex; r >= 1; r--) |
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420 | { |
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421 | for (nonZeroC = 1; nonZeroC <= n; nonZeroC++) |
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422 | if (MATELEM(uMat, r, nonZeroC) != NULL) break; |
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423 | for (int w = lastNonZeroC - 1; w >= nonZeroC + 1; w--) |
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424 | { |
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425 | /* this loop will only be done when the given linear system has |
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426 | more than one, i.e., infinitely many solutions */ |
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427 | dim++; |
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428 | /* now we fill two entries of the dim-th column of N */ |
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429 | MATELEM(N, w, dim) = pNeg(pCopy(MATELEM(uMat, r, nonZeroC))); |
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430 | MATELEM(N, nonZeroC, dim) = pCopy(MATELEM(uMat, r, w)); |
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431 | } |
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432 | for (int d = 1; d <= dim; d++) |
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433 | { |
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434 | /* here we fill the entry of N at [r, d], for each valid vector |
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435 | that we already have in N; |
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436 | again, this will only be done when the given linear system has |
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437 | more than one, i.e., infinitely many solutions */ |
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438 | p = NULL; |
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439 | for (int c = nonZeroC + 1; c <= n; c++) |
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440 | if (MATELEM(N, c, d) != NULL) |
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441 | p = pAdd(p, ppMult_qq(MATELEM(uMat, r, c), MATELEM(N, c, d))); |
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442 | q = pNSet(nInvers(pGetCoeff(MATELEM(uMat, r, nonZeroC)))); |
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443 | MATELEM(N, nonZeroC, d) = pMult(pNeg(p), q);; |
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444 | } |
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445 | p = pNeg(pCopy(MATELEM(yVec, r, 1))); |
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446 | for (int c = nonZeroC + 1; c <= n; c++) |
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447 | if (MATELEM(xVec, c, 1) != NULL) |
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448 | p = pAdd(p, ppMult_qq(MATELEM(uMat, r, c), MATELEM(xVec, c, 1))); |
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449 | q = pNSet(nInvers(pGetCoeff(MATELEM(uMat, r, nonZeroC)))); |
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450 | MATELEM(xVec, nonZeroC, 1) = pMult(pNeg(p), q); |
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451 | pNormalize(MATELEM(xVec, nonZeroC, 1)); |
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452 | lastNonZeroC = nonZeroC; |
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453 | } |
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454 | if (dim == 0) |
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455 | { |
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456 | /* that means the given linear system has exactly one solution; |
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457 | we return as H the 1x1 matrix with entry zero */ |
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458 | H = mpNew(1, 1); |
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459 | } |
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460 | else |
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461 | { |
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462 | /* copy the first 'dim' columns of N into H */ |
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463 | H = mpNew(n, dim); |
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464 | for (int r = 1; r <= n; r++) |
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465 | for (int c = 1; c <= dim; c++) |
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466 | MATELEM(H, r, c) = pCopy(MATELEM(N, r, c)); |
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467 | } |
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468 | /* clean up N */ |
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469 | idDelete((ideal*)&N); |
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470 | } |
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471 | |
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472 | idDelete((ideal*)&cVec); |
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473 | idDelete((ideal*)&yVec); |
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474 | |
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475 | return isSolvable; |
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476 | } |
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