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author | dan miller | 2007-10-19 05:15:33 +0000 |
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committer | dan miller | 2007-10-19 05:15:33 +0000 |
commit | 79eca25c945a535a7a0325999034bae17da92412 (patch) | |
tree | 40ff433d94859d629aac933d5ec73b382f62ba1a /libraries/ode-0.9/include/ode/matrix.h | |
parent | adding ode source to /libraries (diff) | |
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resubmitting ode
Diffstat (limited to 'libraries/ode-0.9/include/ode/matrix.h')
-rw-r--r-- | libraries/ode-0.9/include/ode/matrix.h | 194 |
1 files changed, 194 insertions, 0 deletions
diff --git a/libraries/ode-0.9/include/ode/matrix.h b/libraries/ode-0.9/include/ode/matrix.h new file mode 100644 index 0000000..eeb004d --- /dev/null +++ b/libraries/ode-0.9/include/ode/matrix.h | |||
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1 | /************************************************************************* | ||
2 | * * | ||
3 | * Open Dynamics Engine, Copyright (C) 2001,2002 Russell L. Smith. * | ||
4 | * All rights reserved. Email: russ@q12.org Web: www.q12.org * | ||
5 | * * | ||
6 | * This library is free software; you can redistribute it and/or * | ||
7 | * modify it under the terms of EITHER: * | ||
8 | * (1) The GNU Lesser General Public License as published by the Free * | ||
9 | * Software Foundation; either version 2.1 of the License, or (at * | ||
10 | * your option) any later version. The text of the GNU Lesser * | ||
11 | * General Public License is included with this library in the * | ||
12 | * file LICENSE.TXT. * | ||
13 | * (2) The BSD-style license that is included with this library in * | ||
14 | * the file LICENSE-BSD.TXT. * | ||
15 | * * | ||
16 | * This library is distributed in the hope that it will be useful, * | ||
17 | * but WITHOUT ANY WARRANTY; without even the implied warranty of * | ||
18 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the files * | ||
19 | * LICENSE.TXT and LICENSE-BSD.TXT for more details. * | ||
20 | * * | ||
21 | *************************************************************************/ | ||
22 | |||
23 | /* optimized and unoptimized vector and matrix functions */ | ||
24 | |||
25 | #ifndef _ODE_MATRIX_H_ | ||
26 | #define _ODE_MATRIX_H_ | ||
27 | |||
28 | #include <ode/common.h> | ||
29 | |||
30 | |||
31 | #ifdef __cplusplus | ||
32 | extern "C" { | ||
33 | #endif | ||
34 | |||
35 | |||
36 | /* set a vector/matrix of size n to all zeros, or to a specific value. */ | ||
37 | |||
38 | ODE_API void dSetZero (dReal *a, int n); | ||
39 | ODE_API void dSetValue (dReal *a, int n, dReal value); | ||
40 | |||
41 | |||
42 | /* get the dot product of two n*1 vectors. if n <= 0 then | ||
43 | * zero will be returned (in which case a and b need not be valid). | ||
44 | */ | ||
45 | |||
46 | ODE_API dReal dDot (const dReal *a, const dReal *b, int n); | ||
47 | |||
48 | |||
49 | /* get the dot products of (a0,b), (a1,b), etc and return them in outsum. | ||
50 | * all vectors are n*1. if n <= 0 then zeroes will be returned (in which case | ||
51 | * the input vectors need not be valid). this function is somewhat faster | ||
52 | * than calling dDot() for all of the combinations separately. | ||
53 | */ | ||
54 | |||
55 | /* NOT INCLUDED in the library for now. | ||
56 | void dMultidot2 (const dReal *a0, const dReal *a1, | ||
57 | const dReal *b, dReal *outsum, int n); | ||
58 | */ | ||
59 | |||
60 | |||
61 | /* matrix multiplication. all matrices are stored in standard row format. | ||
62 | * the digit refers to the argument that is transposed: | ||
63 | * 0: A = B * C (sizes: A:p*r B:p*q C:q*r) | ||
64 | * 1: A = B' * C (sizes: A:p*r B:q*p C:q*r) | ||
65 | * 2: A = B * C' (sizes: A:p*r B:p*q C:r*q) | ||
66 | * case 1,2 are equivalent to saying that the operation is A=B*C but | ||
67 | * B or C are stored in standard column format. | ||
68 | */ | ||
69 | |||
70 | ODE_API void dMultiply0 (dReal *A, const dReal *B, const dReal *C, int p,int q,int r); | ||
71 | ODE_API void dMultiply1 (dReal *A, const dReal *B, const dReal *C, int p,int q,int r); | ||
72 | ODE_API void dMultiply2 (dReal *A, const dReal *B, const dReal *C, int p,int q,int r); | ||
73 | |||
74 | |||
75 | /* do an in-place cholesky decomposition on the lower triangle of the n*n | ||
76 | * symmetric matrix A (which is stored by rows). the resulting lower triangle | ||
77 | * will be such that L*L'=A. return 1 on success and 0 on failure (on failure | ||
78 | * the matrix is not positive definite). | ||
79 | */ | ||
80 | |||
81 | ODE_API int dFactorCholesky (dReal *A, int n); | ||
82 | |||
83 | |||
84 | /* solve for x: L*L'*x = b, and put the result back into x. | ||
85 | * L is size n*n, b is size n*1. only the lower triangle of L is considered. | ||
86 | */ | ||
87 | |||
88 | ODE_API void dSolveCholesky (const dReal *L, dReal *b, int n); | ||
89 | |||
90 | |||
91 | /* compute the inverse of the n*n positive definite matrix A and put it in | ||
92 | * Ainv. this is not especially fast. this returns 1 on success (A was | ||
93 | * positive definite) or 0 on failure (not PD). | ||
94 | */ | ||
95 | |||
96 | ODE_API int dInvertPDMatrix (const dReal *A, dReal *Ainv, int n); | ||
97 | |||
98 | |||
99 | /* check whether an n*n matrix A is positive definite, return 1/0 (yes/no). | ||
100 | * positive definite means that x'*A*x > 0 for any x. this performs a | ||
101 | * cholesky decomposition of A. if the decomposition fails then the matrix | ||
102 | * is not positive definite. A is stored by rows. A is not altered. | ||
103 | */ | ||
104 | |||
105 | ODE_API int dIsPositiveDefinite (const dReal *A, int n); | ||
106 | |||
107 | |||
108 | /* factorize a matrix A into L*D*L', where L is lower triangular with ones on | ||
109 | * the diagonal, and D is diagonal. | ||
110 | * A is an n*n matrix stored by rows, with a leading dimension of n rounded | ||
111 | * up to 4. L is written into the strict lower triangle of A (the ones are not | ||
112 | * written) and the reciprocal of the diagonal elements of D are written into | ||
113 | * d. | ||
114 | */ | ||
115 | ODE_API void dFactorLDLT (dReal *A, dReal *d, int n, int nskip); | ||
116 | |||
117 | |||
118 | /* solve L*x=b, where L is n*n lower triangular with ones on the diagonal, | ||
119 | * and x,b are n*1. b is overwritten with x. | ||
120 | * the leading dimension of L is `nskip'. | ||
121 | */ | ||
122 | ODE_API void dSolveL1 (const dReal *L, dReal *b, int n, int nskip); | ||
123 | |||
124 | |||
125 | /* solve L'*x=b, where L is n*n lower triangular with ones on the diagonal, | ||
126 | * and x,b are n*1. b is overwritten with x. | ||
127 | * the leading dimension of L is `nskip'. | ||
128 | */ | ||
129 | ODE_API void dSolveL1T (const dReal *L, dReal *b, int n, int nskip); | ||
130 | |||
131 | |||
132 | /* in matlab syntax: a(1:n) = a(1:n) .* d(1:n) */ | ||
133 | |||
134 | ODE_API void dVectorScale (dReal *a, const dReal *d, int n); | ||
135 | |||
136 | |||
137 | /* given `L', a n*n lower triangular matrix with ones on the diagonal, | ||
138 | * and `d', a n*1 vector of the reciprocal diagonal elements of an n*n matrix | ||
139 | * D, solve L*D*L'*x=b where x,b are n*1. x overwrites b. | ||
140 | * the leading dimension of L is `nskip'. | ||
141 | */ | ||
142 | |||
143 | ODE_API void dSolveLDLT (const dReal *L, const dReal *d, dReal *b, int n, int nskip); | ||
144 | |||
145 | |||
146 | /* given an L*D*L' factorization of an n*n matrix A, return the updated | ||
147 | * factorization L2*D2*L2' of A plus the following "top left" matrix: | ||
148 | * | ||
149 | * [ b a' ] <-- b is a[0] | ||
150 | * [ a 0 ] <-- a is a[1..n-1] | ||
151 | * | ||
152 | * - L has size n*n, its leading dimension is nskip. L is lower triangular | ||
153 | * with ones on the diagonal. only the lower triangle of L is referenced. | ||
154 | * - d has size n. d contains the reciprocal diagonal elements of D. | ||
155 | * - a has size n. | ||
156 | * the result is written into L, except that the left column of L and d[0] | ||
157 | * are not actually modified. see ldltaddTL.m for further comments. | ||
158 | */ | ||
159 | ODE_API void dLDLTAddTL (dReal *L, dReal *d, const dReal *a, int n, int nskip); | ||
160 | |||
161 | |||
162 | /* given an L*D*L' factorization of a permuted matrix A, produce a new | ||
163 | * factorization for row and column `r' removed. | ||
164 | * - A has size n1*n1, its leading dimension in nskip. A is symmetric and | ||
165 | * positive definite. only the lower triangle of A is referenced. | ||
166 | * A itself may actually be an array of row pointers. | ||
167 | * - L has size n2*n2, its leading dimension in nskip. L is lower triangular | ||
168 | * with ones on the diagonal. only the lower triangle of L is referenced. | ||
169 | * - d has size n2. d contains the reciprocal diagonal elements of D. | ||
170 | * - p is a permutation vector. it contains n2 indexes into A. each index | ||
171 | * must be in the range 0..n1-1. | ||
172 | * - r is the row/column of L to remove. | ||
173 | * the new L will be written within the old L, i.e. will have the same leading | ||
174 | * dimension. the last row and column of L, and the last element of d, are | ||
175 | * undefined on exit. | ||
176 | * | ||
177 | * a fast O(n^2) algorithm is used. see ldltremove.m for further comments. | ||
178 | */ | ||
179 | ODE_API void dLDLTRemove (dReal **A, const int *p, dReal *L, dReal *d, | ||
180 | int n1, int n2, int r, int nskip); | ||
181 | |||
182 | |||
183 | /* given an n*n matrix A (with leading dimension nskip), remove the r'th row | ||
184 | * and column by moving elements. the new matrix will have the same leading | ||
185 | * dimension. the last row and column of A are untouched on exit. | ||
186 | */ | ||
187 | ODE_API void dRemoveRowCol (dReal *A, int n, int nskip, int r); | ||
188 | |||
189 | |||
190 | #ifdef __cplusplus | ||
191 | } | ||
192 | #endif | ||
193 | |||
194 | #endif | ||