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Diffstat (limited to 'libs/ode-0.16.1/include/ode/matrix.h')
| -rw-r--r-- | libs/ode-0.16.1/include/ode/matrix.h | 200 |
1 files changed, 200 insertions, 0 deletions
diff --git a/libs/ode-0.16.1/include/ode/matrix.h b/libs/ode-0.16.1/include/ode/matrix.h new file mode 100644 index 0000000..65939b4 --- /dev/null +++ b/libs/ode-0.16.1/include/ode/matrix.h @@ -0,0 +1,200 @@ +/************************************************************************* + * * + * Open Dynamics Engine, Copyright (C) 2001,2002 Russell L. Smith. * + * All rights reserved. Email: russ@q12.org Web: www.q12.org * + * * + * This library is free software; you can redistribute it and/or * + * modify it under the terms of EITHER: * + * (1) The GNU Lesser General Public License as published by the Free * + * Software Foundation; either version 2.1 of the License, or (at * + * your option) any later version. The text of the GNU Lesser * + * General Public License is included with this library in the * + * file LICENSE.TXT. * + * (2) The BSD-style license that is included with this library in * + * the file LICENSE-BSD.TXT. * + * * + * This library 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 files * + * LICENSE.TXT and LICENSE-BSD.TXT for more details. * + * * + *************************************************************************/ + +/* optimized and unoptimized vector and matrix functions */ + +#ifndef _ODE_MATRIX_H_ +#define _ODE_MATRIX_H_ + +#include <ode/common.h> + + +#ifdef __cplusplus +extern "C" { +#endif + + +/* set a vector/matrix of size n to all zeros, or to a specific value. */ + +ODE_API void dSetZero (dReal *a, int n); +ODE_API void dSetValue (dReal *a, int n, dReal value); + + +/* get the dot product of two n*1 vectors. if n <= 0 then + * zero will be returned (in which case a and b need not be valid). + */ + +ODE_API dReal dDot (const dReal *a, const dReal *b, int n); + + +/* get the dot products of (a0,b), (a1,b), etc and return them in outsum. + * all vectors are n*1. if n <= 0 then zeroes will be returned (in which case + * the input vectors need not be valid). this function is somewhat faster + * than calling dDot() for all of the combinations separately. + */ + +/* NOT INCLUDED in the library for now. +void dMultidot2 (const dReal *a0, const dReal *a1, + const dReal *b, dReal *outsum, int n); +*/ + + +/* matrix multiplication. all matrices are stored in standard row format. + * the digit refers to the argument that is transposed: + * 0: A = B * C (sizes: A:p*r B:p*q C:q*r) + * 1: A = B' * C (sizes: A:p*r B:q*p C:q*r) + * 2: A = B * C' (sizes: A:p*r B:p*q C:r*q) + * case 1,2 are equivalent to saying that the operation is A=B*C but + * B or C are stored in standard column format. + */ + +ODE_API void dMultiply0 (dReal *A, const dReal *B, const dReal *C, int p,int q,int r); +ODE_API void dMultiply1 (dReal *A, const dReal *B, const dReal *C, int p,int q,int r); +ODE_API void dMultiply2 (dReal *A, const dReal *B, const dReal *C, int p,int q,int r); + + +/* do an in-place cholesky decomposition on the lower triangle of the n*n + * symmetric matrix A (which is stored by rows). the resulting lower triangle + * will be such that L*L'=A. return 1 on success and 0 on failure (on failure + * the matrix is not positive definite). + */ + +ODE_API int dFactorCholesky (dReal *A, int n); + + +/* solve for x: L*L'*x = b, and put the result back into x. + * L is size n*n, b is size n*1. only the lower triangle of L is considered. + */ + +ODE_API void dSolveCholesky (const dReal *L, dReal *b, int n); + + +/* compute the inverse of the n*n positive definite matrix A and put it in + * Ainv. this is not especially fast. this returns 1 on success (A was + * positive definite) or 0 on failure (not PD). + */ + +ODE_API int dInvertPDMatrix (const dReal *A, dReal *Ainv, int n); + + +/* check whether an n*n matrix A is positive definite, return 1/0 (yes/no). + * positive definite means that x'*A*x > 0 for any x. this performs a + * cholesky decomposition of A. if the decomposition fails then the matrix + * is not positive definite. A is stored by rows. A is not altered. + */ + +ODE_API int dIsPositiveDefinite (const dReal *A, int n); + + +/* factorize a matrix A into L*D*L', where L is lower triangular with ones on + * the diagonal, and D is diagonal. + * A is an n*n matrix stored by rows, with a leading dimension of n rounded + * up to 4. L is written into the strict lower triangle of A (the ones are not + * written) and the reciprocal of the diagonal elements of D are written into + * d. + */ +ODE_API void dFactorLDLT (dReal *A, dReal *d, int n, int nskip); + + +/* solve L*x=b, where L is n*n lower triangular with ones on the diagonal, + * and x,b are n*1. b is overwritten with x. + * the leading dimension of L is `nskip'. + */ +ODE_API void dSolveL1 (const dReal *L, dReal *b, int n, int nskip); + + +/* solve L'*x=b, where L is n*n lower triangular with ones on the diagonal, + * and x,b are n*1. b is overwritten with x. + * the leading dimension of L is `nskip'. + */ +ODE_API void dSolveL1T (const dReal *L, dReal *b, int n, int nskip); + + +/* in matlab syntax: a(1:n) = a(1:n) .* d(1:n) + */ + +ODE_API void dScaleVector (dReal *a, const dReal *d, int n); + +/* The function is an alias for @c dScaleVector. + * It has been deprecated because of a wrong naming schema used. + */ +ODE_API_DEPRECATED ODE_API void dVectorScale (dReal *a, const dReal *d, int n); + + +/* given `L', a n*n lower triangular matrix with ones on the diagonal, + * and `d', a n*1 vector of the reciprocal diagonal elements of an n*n matrix + * D, solve L*D*L'*x=b where x,b are n*1. x overwrites b. + * the leading dimension of L is `nskip'. + */ + +ODE_API void dSolveLDLT (const dReal *L, const dReal *d, dReal *b, int n, int nskip); + + +/* given an L*D*L' factorization of an n*n matrix A, return the updated + * factorization L2*D2*L2' of A plus the following "top left" matrix: + * + * [ b a' ] <-- b is a[0] + * [ a 0 ] <-- a is a[1..n-1] + * + * - L has size n*n, its leading dimension is nskip. L is lower triangular + * with ones on the diagonal. only the lower triangle of L is referenced. + * - d has size n. d contains the reciprocal diagonal elements of D. + * - a has size n. + * the result is written into L, except that the left column of L and d[0] + * are not actually modified. see ldltaddTL.m for further comments. + */ +ODE_API void dLDLTAddTL (dReal *L, dReal *d, const dReal *a, int n, int nskip); + + +/* given an L*D*L' factorization of a permuted matrix A, produce a new + * factorization for row and column `r' removed. + * - A has size n1*n1, its leading dimension in nskip. A is symmetric and + * positive definite. only the lower triangle of A is referenced. + * A itself may actually be an array of row pointers. + * - L has size n2*n2, its leading dimension in nskip. L is lower triangular + * with ones on the diagonal. only the lower triangle of L is referenced. + * - d has size n2. d contains the reciprocal diagonal elements of D. + * - p is a permutation vector. it contains n2 indexes into A. each index + * must be in the range 0..n1-1. + * - r is the row/column of L to remove. + * the new L will be written within the old L, i.e. will have the same leading + * dimension. the last row and column of L, and the last element of d, are + * undefined on exit. + * + * a fast O(n^2) algorithm is used. see ldltremove.m for further comments. + */ +ODE_API void dLDLTRemove (dReal **A, const int *p, dReal *L, dReal *d, + int n1, int n2, int r, int nskip); + + +/* given an n*n matrix A (with leading dimension nskip), remove the r'th row + * and column by moving elements. the new matrix will have the same leading + * dimension. the last row and column of A are untouched on exit. + */ +ODE_API void dRemoveRowCol (dReal *A, int n, int nskip, int r); + +#ifdef __cplusplus +} +#endif + + +#endif |