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/* 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;
}
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