DenseMatrixArithmetics Class Reference

#include <DenseMatrixArithmeticsNN.h>

Inheritance diagram for DenseMatrixArithmetics:
DenseMatrixArithmetics1x1 DenseMatrixArithmetics2x2 DenseMatrixArithmetics3x3 DenseMatrixArithmetics4x4 DenseMatrixArithmetics5x5 DenseMatrixArithmetics6x6 DenseMatrixArithmetics_Fake

List of all members.

Public Member Functions

virtual void AddMultBlockByVectorSym (double *B, double *x, double *b, long bi_bn, long bj_bn)
virtual void Cholesky_Decomposition (double *pC, double *&p)
 Solves LL' decomposition of symmetric pC column based matrix The result is stored in lower half of the matrix pC.
virtual void Cholesky_Linv (double *pC, double *p)
virtual void Cholesky_Solve (double *pC, double *p, double *b, double *x)
 Solve LL^T x = b.
virtual void ComputeInversionByCholesky (double *C, double *Inv)
void ComputeInversionByLDL (double *C, double *Inv)
 DenseMatrixArithmetics (long bn)
virtual void FactorizeBlock (double *A)
virtual bool GaussElimination (double *C, double *blockA)
virtual void GetInversion (double *C, double *blockA)
virtual void L_BlockSolve (double *C, double *B)
 Solve LL^T x = b.
void LDL_Decomposition (double *A)
void LDL_Solve (double *A, double *b, const long startIndex=0)
virtual void LL_Decomposition (double *pC)
 Solves LL' decomposition of symmetric pC column based matrix The result is stored in lower half of the matrix pC.
virtual void LL_Solve (double *pC, double *b, double *x)
 Solve LL^T x = b.
virtual void LU_Decomposition (double *C)
void LU_Solve (double *C, double *b)
virtual void MultDiagonalBlockByVector (double *B, double *x, double *b)
virtual void SubATBproduct (double *pC, double *pA, double *pB)
virtual void SubMultBlockByVector (double *B, double *x, double *b)
virtual void SubMultTBlockByVector (double *B, double *x, double *b)
virtual void SubstSolve (double *A, double *b)
virtual void SubstSolveBlock (double *A, double *B)
virtual void SubstSolveL (double *pC, double *x)
virtual void SubstSolveLT (double *pC, double *x)
void ULT_BlockSolve (double *C, double *B)
virtual ~DenseMatrixArithmetics ()

Static Public Member Functions

static DenseMatrixArithmetics * NewArithmetics (long block_size)

Public Attributes

long bn
long bn1
long bnbn
MathTracer * eMT
MathTracer MT
ePreferedDecomposition prefered_decomposition

Static Public Attributes

static long zero_pivots = 0

Private Attributes

double * p
double tmp

Detailed Description

Definition at line 18 of file DenseMatrixArithmeticsNN.h.

Constructor & Destructor Documentation

DenseMatrixArithmetics ( long  bn  ) 

Definition at line 29 of file DenseMatrixArithmeticsNN.cpp.

References bn1, bnbn, eLDL_decomposition, eMT, MT, p, prefered_decomposition, and zero_pivots.

Referenced by NewArithmetics().

~DenseMatrixArithmetics (  )  [virtual]

Definition at line 40 of file DenseMatrixArithmeticsNN.cpp.

References p.

Member Function Documentation

void AddMultBlockByVectorSym ( double *  B,
double *  x,
double *  b,
long  bi_bn,
long  bj_bn 
) [virtual]

Definition at line 46 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SparseGridMtxLDL::MultiplyByVector().

void Cholesky_Decomposition ( double *  pC,
double *&  p 
) [virtual]

Solves LL' decomposition of symmetric pC column based matrix The result is stored in lower half of the matrix pC.

Parameters:
pC matrix to be factorized
p here we store the diagonal elements of L

Definition at line 110 of file DenseMatrixArithmeticsNN.cpp.

References bn, and zero_pivots.

Referenced by ComputeInversionByCholesky().

void Cholesky_Linv ( double *  pC,
double *  p 
) [virtual]

Definition at line 164 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by ComputeInversionByCholesky().

void Cholesky_Solve ( double *  pC,
double *  p,
double *  b,
double *  x 
) [virtual]

Solve LL^T x = b.

Parameters:
pC factorized L matrix (lower triangle)
p diagonal elements of L
b right side
x unknowns

Definition at line 146 of file DenseMatrixArithmeticsNN.cpp.

References bn.

void ComputeInversionByCholesky ( double *  C,
double *  Inv 
) [virtual]

Definition at line 180 of file DenseMatrixArithmeticsNN.cpp.

References bn, Cholesky_Decomposition(), Cholesky_Linv(), and p.

void ComputeInversionByLDL ( double *  C,
double *  Inv 
)

Definition at line 489 of file DenseMatrixArithmeticsNN.cpp.

References bn, LDL_Decomposition(), LDL_Solve(), and memset().

Referenced by GetInversion().

void FactorizeBlock ( double *  A  )  [virtual]

Reimplemented in DenseMatrixArithmetics1x1.

Definition at line 470 of file DenseMatrixArithmeticsNN.cpp.

References eLDL_decomposition, eLL_decomposition, LDL_Decomposition(), LL_Decomposition(), and prefered_decomposition.

Referenced by SparseGridMtxLDL::Factorize(), SparseGridMtxLDL::Factorize_Incomplete(), SparseGridMtxLDL::FactorizeOMP(), and SparseGridMtxLDL::SchurComplementFactorization().

bool GaussElimination ( double *  C,
double *  blockA 
) [virtual]

Definition at line 506 of file DenseMatrixArithmeticsNN.cpp.

void GetInversion ( double *  C,
double *  blockA 
) [virtual]

Reimplemented in DenseMatrixArithmetics1x1, and DenseMatrixArithmetics2x2.

Definition at line 501 of file DenseMatrixArithmeticsNN.cpp.

References ComputeInversionByLDL().

void L_BlockSolve ( double *  C,
double *  B 
) [virtual]

Solve LL^T x = b.

Parameters:
pC factorized L matrix (lower triangle)
b right side
x unknowns

Definition at line 259 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SparseGridMtxLL::Factorize(), SparseGridMtxLL::Factorize_Incomplete(), and SparseGridMtxLL::SchurComplementFactorization().

void LDL_Decomposition ( double *  A  ) 

Definition at line 396 of file DenseMatrixArithmeticsNN.cpp.

References MathTracer::act_block, MathTracer::act_row, bn, bn1, MathTracer::CallUnstableDialog(), eMT, MathTracer::min_pivot, MathTracer::stabil_pivot, and zero_pivots.

Referenced by ComputeInversionByLDL(), and FactorizeBlock().

void LDL_Solve ( double *  A,
double *  b,
const long  startIndex = 0 
)

Definition at line 438 of file DenseMatrixArithmeticsNN.cpp.

References bn, and tmp.

Referenced by ComputeInversionByLDL(), and SubstSolve().

void LL_Decomposition ( double *  pC  )  [virtual]

Solves LL' decomposition of symmetric pC column based matrix The result is stored in lower half of the matrix pC.

Parameters:
pC matrix to be factorized

Definition at line 204 of file DenseMatrixArithmeticsNN.cpp.

References bn, MT, MathTracer::Write(), and zero_pivots.

Referenced by SparseGridMtxLL::Factorize(), SparseGridMtxLL::Factorize_Incomplete(), FactorizeBlock(), and SparseGridMtxLL::SchurComplementFactorization().

void LL_Solve ( double *  pC,
double *  b,
double *  x 
) [virtual]

Solve LL^T x = b.

Parameters:
pC factorized L matrix (lower triangle)
b right side
x unknowns

Definition at line 237 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SubstSolve().

void LU_Decomposition ( double *  C  )  [virtual]

Definition at line 303 of file DenseMatrixArithmeticsNN.cpp.

References bn, and zero_pivots.

Referenced by SparseGridMtxLU::Factorize(), and SparseGridMtxLU::SchurComplementFactorization().

void LU_Solve ( double *  C,
double *  b 
)

Definition at line 345 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SparseGridMtxLU::BackSubstU().

void MultDiagonalBlockByVector ( double *  B,
double *  x,
double *  b 
) [virtual]

Definition at line 75 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SparseGridMtxLDL::MultiplyByVector().

DenseMatrixArithmetics * NewArithmetics ( long  block_size  )  [static]

Definition at line 9 of file DenseMatrixArithmeticsNN.cpp.

References DenseMatrixArithmetics().

Referenced by DenseMatrix::DMA(), and SparseGridMtx::SparseGridMtx().

void SubATBproduct ( double *  pC,
double *  pA,
double *  pB 
) [virtual]

Reimplemented in DenseMatrixArithmetics1x1, DenseMatrixArithmetics2x2, DenseMatrixArithmetics3x3, DenseMatrixArithmetics4x4, DenseMatrixArithmetics5x5, DenseMatrixArithmetics6x6, and DenseMatrixArithmetics_Fake.

Definition at line 91 of file DenseMatrixArithmeticsNN.cpp.

References bn, bnbn, and tmp.

Referenced by SparseGridMtxLU::Factorize(), SparseGridMtxLL::Factorize(), SparseGridMtxLDL::Factorize(), SparseGridMtxLL::Factorize_Incomplete(), SparseGridMtxLDL::Factorize_Incomplete(), SparseGridMtxLDL::FactorizeOMP(), SparseGridMtxLU::SchurComplementFactorization(), SparseGridMtxLL::SchurComplementFactorization(), and SparseGridMtxLDL::SchurComplementFactorization().

void SubMultBlockByVector ( double *  B,
double *  x,
double *  b 
) [virtual]

Definition at line 58 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SparseGridMtxLL::BackSubstLT(), SparseGridMtxLDL::BackSubstLT(), SparseGridMtxLU::BackSubstU(), SparseGridMtxLDL::SubMultL12(), and SparseGridMtxLU::SubMultU12().

void SubMultTBlockByVector ( double *  B,
double *  x,
double *  b 
) [virtual]

Definition at line 66 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SparseGridMtxLU::ForwardSubstL(), SparseGridMtxLL::ForwardSubstL(), SparseGridMtxLDL::ForwardSubstL(), SparseGridMtxLDL::SubMultL12T(), and SparseGridMtxLU::SubMultL21().

void SubstSolve ( double *  A,
double *  b 
) [virtual]

Reimplemented in DenseMatrixArithmetics1x1.

Definition at line 480 of file DenseMatrixArithmeticsNN.cpp.

References eLDL_decomposition, eLL_decomposition, LDL_Solve(), LL_Solve(), and prefered_decomposition.

Referenced by SparseGridMtxLDL::SolveD(), and SubstSolveBlock().

void SubstSolveBlock ( double *  A,
double *  B 
) [virtual]

Reimplemented in DenseMatrixArithmetics1x1.

Definition at line 463 of file DenseMatrixArithmeticsNN.cpp.

References bn, and SubstSolve().

Referenced by SparseGridMtxLDL::Factorize(), SparseGridMtxLDL::Factorize_Incomplete(), SparseGridMtxLDL::FactorizeOMP(), and SparseGridMtxLDL::SchurComplementFactorization().

void SubstSolveL ( double *  pC,
double *  x 
) [virtual]

Definition at line 277 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SparseGridMtxLL::ForwardSubstL().

void SubstSolveLT ( double *  pC,
double *  x 
) [virtual]

Definition at line 290 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SparseGridMtxLL::BackSubstLT().

void ULT_BlockSolve ( double *  C,
double *  B 
)

Definition at line 371 of file DenseMatrixArithmeticsNN.cpp.

References bn.

Referenced by SparseGridMtxLU::Factorize(), and SparseGridMtxLU::SchurComplementFactorization().

Member Data Documentation

long bn

Definition at line 21 of file DenseMatrixArithmeticsNN.h.

Referenced by AddMultBlockByVectorSym(), Cholesky_Decomposition(), Cholesky_Linv(), Cholesky_Solve(), ComputeInversionByCholesky(), ComputeInversionByLDL(), L_BlockSolve(), LDL_Decomposition(), LDL_Solve(), LL_Decomposition(), LL_Solve(), LU_Decomposition(), LU_Solve(), MultDiagonalBlockByVector(), DenseMatrixArithmetics6x6::SubATBproduct(), DenseMatrixArithmetics5x5::SubATBproduct(), SubATBproduct(), SubMultBlockByVector(), SubMultTBlockByVector(), SubstSolveBlock(), SubstSolveL(), SubstSolveLT(), and ULT_BlockSolve().

long bn1

Definition at line 23 of file DenseMatrixArithmeticsNN.h.

Referenced by DenseMatrixArithmetics(), and LDL_Decomposition().

long bnbn

Definition at line 22 of file DenseMatrixArithmeticsNN.h.

Referenced by DenseMatrixArithmetics(), DenseMatrixArithmetics6x6::SubATBproduct(), DenseMatrixArithmetics5x5::SubATBproduct(), and SubATBproduct().

MathTracer* eMT

Definition at line 28 of file DenseMatrixArithmeticsNN.h.

Referenced by DenseMatrixArithmetics(), LDL_Decomposition(), and SparseGridMtx::SparseGridMtx().

MathTracer MT

Definition at line 27 of file DenseMatrixArithmeticsNN.h.

Referenced by DenseMatrixArithmetics(), and LL_Decomposition().

double* p [private]

Definition at line 32 of file DenseMatrixArithmeticsNN.h.

Referenced by ComputeInversionByCholesky(), DenseMatrixArithmetics(), and ~DenseMatrixArithmetics().

ePreferedDecomposition prefered_decomposition

Definition at line 26 of file DenseMatrixArithmeticsNN.h.

Referenced by DenseMatrixArithmetics(), FactorizeBlock(), SparseGridMtxLL::SparseGridMtxLL(), and SubstSolve().

double tmp [private]

Definition at line 31 of file DenseMatrixArithmeticsNN.h.

Referenced by LDL_Solve(), and SubATBproduct().

long zero_pivots = 0 [static]

Definition at line 24 of file DenseMatrixArithmeticsNN.h.

Referenced by Cholesky_Decomposition(), DenseMatrixArithmetics(), SparseGridMtxLU::Factorize(), SparseGridMtxLL::Factorize(), SparseGridMtxLDL::Factorize(), SparseGridMtxLL::Factorize_Incomplete(), SparseGridMtxLDL::Factorize_Incomplete(), DenseMatrixArithmetics1x1::FactorizeBlock(), SparseGridMtxLDL::FactorizeOMP(), LDL_Decomposition(), LL_Decomposition(), LU_Decomposition(), DSSolver::ReFactorize(), SparseGridMtxLU::SchurComplementFactorization(), SparseGridMtxLL::SchurComplementFactorization(), and SparseGridMtxLDL::SchurComplementFactorization().

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