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Diffstat (limited to 'gsl-1.9/linalg/balance.c')
-rw-r--r-- | gsl-1.9/linalg/balance.c | 86 |
1 files changed, 86 insertions, 0 deletions
diff --git a/gsl-1.9/linalg/balance.c b/gsl-1.9/linalg/balance.c new file mode 100644 index 0000000..a5ebed1 --- /dev/null +++ b/gsl-1.9/linalg/balance.c @@ -0,0 +1,86 @@ +/* linalg/balance.c + * + * Copyright (C) 2001, 2004 Brian Gough + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +/* Balance a general matrix by scaling the columns + * + * B = A D + * + * where D is a diagonal matrix + */ + +#include <config.h> +#include <stdlib.h> +#include <gsl/gsl_math.h> +#include <gsl/gsl_vector.h> +#include <gsl/gsl_matrix.h> +#include <gsl/gsl_blas.h> + +#include <gsl/gsl_linalg.h> + +int +gsl_linalg_balance_columns (gsl_matrix * A, gsl_vector * D) +{ + const size_t N = A->size2; + size_t j; + + if (D->size != A->size2) + { + GSL_ERROR("length of D must match second dimension of A", GSL_EINVAL); + } + + gsl_vector_set_all (D, 1.0); + + for (j = 0; j < N; j++) + { + gsl_vector_view A_j = gsl_matrix_column (A, j); + + double s = gsl_blas_dasum(&A_j.vector); + + double f = 1.0; + + if (s == 0.0 || !gsl_finite(s)) + { + gsl_vector_set (D, j, f); + continue; + } + + /* FIXME: we could use frexp() here */ + + while (s > 1.0) + { + s /= 2.0; + f *= 2.0; + } + + while (s < 0.5) + { + s *= 2.0; + f /= 2.0; + } + + gsl_vector_set (D, j, f); + + if (f != 1.0) + { + gsl_blas_dscal(1.0/f, &A_j.vector); + } + } + + return GSL_SUCCESS; +} |