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alglibinternal.h 19.38 KiB
/*************************************************************************
Copyright (c) Sergey Bochkanov (ALGLIB project).
>>> SOURCE LICENSE >>>
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 (www.fsf.org); 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.
A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses
>>> END OF LICENSE >>>
*************************************************************************/
#ifndef _alglibinternal_pkg_h
#define _alglibinternal_pkg_h
#include "ap.h"
/////////////////////////////////////////////////////////////////////////
//
// THIS SECTION CONTAINS COMPUTATIONAL CORE DECLARATIONS (DATATYPES)
//
/////////////////////////////////////////////////////////////////////////
namespace alglib_impl
{
typedef struct
{
ae_vector ia1;
ae_vector ia2;
ae_vector ra1;
ae_vector ra2;
} apbuffers;
typedef struct
{
ae_bool brackt;
ae_bool stage1;
ae_int_t infoc;
double dg;
double dgm;
double dginit;
double dgtest;
double dgx;
double dgxm;
double dgy;
double dgym;
double finit;
double ftest1;
double fm;
double fx;
double fxm;
double fy;
double fym;
double stx;
double sty;
double stmin;
double stmax;
double width;
double width1;
double xtrapf;
} linminstate;
typedef struct
{
ae_bool needf;
ae_vector x;
double f;
ae_int_t n;
ae_vector xbase;
ae_vector s;
double stplen;
double fcur;
double stpmax;
ae_int_t fmax;
ae_int_t nfev;
ae_int_t info;
rcommstate rstate;
} armijostate;
typedef struct
{
ae_vector plan;
ae_vector precomputed;
ae_vector tmpbuf;
ae_vector stackbuf;
} ftplan;
}
/////////////////////////////////////////////////////////////////////////
//
// THIS SECTION CONTAINS C++ INTERFACE
//
/////////////////////////////////////////////////////////////////////////
namespace alglib
{
}
/////////////////////////////////////////////////////////////////////////
//
// THIS SECTION CONTAINS COMPUTATIONAL CORE DECLARATIONS (FUNCTIONS)
//
/////////////////////////////////////////////////////////////////////////
namespace alglib_impl
{
void tagsort(/* Real */ ae_vector* a,
ae_int_t n,
/* Integer */ ae_vector* p1,
/* Integer */ ae_vector* p2,
ae_state *_state);
void tagsortfasti(/* Real */ ae_vector* a,
/* Integer */ ae_vector* b,
/* Real */ ae_vector* bufa,
/* Integer */ ae_vector* bufb,
ae_int_t n,
ae_state *_state);
void tagsortfastr(/* Real */ ae_vector* a,
/* Real */ ae_vector* b,
/* Real */ ae_vector* bufa,
/* Real */ ae_vector* bufb,
ae_int_t n,
ae_state *_state);
void tagsortfast(/* Real */ ae_vector* a,
/* Real */ ae_vector* bufa,
ae_int_t n,
ae_state *_state);
void tagheappushi(/* Real */ ae_vector* a,
/* Integer */ ae_vector* b,
ae_int_t* n,
double va,
ae_int_t vb,
ae_state *_state);
void tagheapreplacetopi(/* Real */ ae_vector* a,
/* Integer */ ae_vector* b,
ae_int_t n,
double va,
ae_int_t vb,
ae_state *_state);
void tagheappopi(/* Real */ ae_vector* a,
/* Integer */ ae_vector* b,
ae_int_t* n,
ae_state *_state);
void taskgenint1d(double a,
double b,
ae_int_t n,
/* Real */ ae_vector* x,
/* Real */ ae_vector* y,
ae_state *_state);
void taskgenint1dequidist(double a,
double b,
ae_int_t n,
/* Real */ ae_vector* x,
/* Real */ ae_vector* y,
ae_state *_state);
void taskgenint1dcheb1(double a,
double b,
ae_int_t n,
/* Real */ ae_vector* x,
/* Real */ ae_vector* y,
ae_state *_state);
void taskgenint1dcheb2(double a,
double b,
ae_int_t n,
/* Real */ ae_vector* x,
/* Real */ ae_vector* y,
ae_state *_state);
ae_bool aredistinct(/* Real */ ae_vector* x,
ae_int_t n,
ae_state *_state);
void bvectorsetlengthatleast(/* Boolean */ ae_vector* x,
ae_int_t n,
ae_state *_state);
void rvectorsetlengthatleast(/* Real */ ae_vector* x,
ae_int_t n,
ae_state *_state);
void rmatrixsetlengthatleast(/* Real */ ae_matrix* x,
ae_int_t m,
ae_int_t n,
ae_state *_state);
ae_bool isfinitevector(/* Real */ ae_vector* x,
ae_int_t n,
ae_state *_state);
ae_bool isfinitecvector(/* Complex */ ae_vector* z,
ae_int_t n,
ae_state *_state);
ae_bool apservisfinitematrix(/* Real */ ae_matrix* x,
ae_int_t m,
ae_int_t n,
ae_state *_state);
ae_bool apservisfinitecmatrix(/* Complex */ ae_matrix* x,
ae_int_t m,
ae_int_t n,
ae_state *_state);
ae_bool isfinitertrmatrix(/* Real */ ae_matrix* x,
ae_int_t n,
ae_bool isupper,
ae_state *_state);
ae_bool apservisfinitectrmatrix(/* Complex */ ae_matrix* x,
ae_int_t n,
ae_bool isupper,
ae_state *_state);
ae_bool apservisfiniteornanmatrix(/* Real */ ae_matrix* x,
ae_int_t m,
ae_int_t n,
ae_state *_state);
double safepythag2(double x, double y, ae_state *_state);
double safepythag3(double x, double y, double z, ae_state *_state);
ae_int_t saferdiv(double x, double y, double* r, ae_state *_state);
double safeminposrv(double x, double y, double v, ae_state *_state);
void apperiodicmap(double* x,
double a,
double b,
double* k,
ae_state *_state);
double boundval(double x, double b1, double b2, ae_state *_state);
ae_bool _apbuffers_init(apbuffers* p, ae_state *_state, ae_bool make_automatic);
ae_bool _apbuffers_init_copy(apbuffers* dst, apbuffers* src, ae_state *_state, ae_bool make_automatic);
void _apbuffers_clear(apbuffers* p);
void rankx(/* Real */ ae_vector* x,
ae_int_t n,
apbuffers* buf,
ae_state *_state);
ae_bool cmatrixrank1f(ae_int_t m,
ae_int_t n,
/* Complex */ ae_matrix* a,
ae_int_t ia,
ae_int_t ja,
/* Complex */ ae_vector* u,
ae_int_t iu,
/* Complex */ ae_vector* v,
ae_int_t iv,
ae_state *_state);
ae_bool rmatrixrank1f(ae_int_t m,
ae_int_t n,
/* Real */ ae_matrix* a,
ae_int_t ia,
ae_int_t ja,
/* Real */ ae_vector* u,
ae_int_t iu,
/* Real */ ae_vector* v,
ae_int_t iv,
ae_state *_state);
ae_bool cmatrixmvf(ae_int_t m,
ae_int_t n,
/* Complex */ ae_matrix* a,
ae_int_t ia,
ae_int_t ja,
ae_int_t opa,
/* Complex */ ae_vector* x,
ae_int_t ix,
/* Complex */ ae_vector* y,
ae_int_t iy,
ae_state *_state);
ae_bool rmatrixmvf(ae_int_t m,
ae_int_t n,
/* Real */ ae_matrix* a,
ae_int_t ia,
ae_int_t ja,
ae_int_t opa,
/* Real */ ae_vector* x,
ae_int_t ix,
/* Real */ ae_vector* y,
ae_int_t iy,
ae_state *_state);
ae_bool cmatrixrighttrsmf(ae_int_t m,
ae_int_t n,
/* Complex */ ae_matrix* a,
ae_int_t i1,
ae_int_t j1,
ae_bool isupper,
ae_bool isunit,
ae_int_t optype,
/* Complex */ ae_matrix* x,
ae_int_t i2,
ae_int_t j2,
ae_state *_state);
ae_bool cmatrixlefttrsmf(ae_int_t m,
ae_int_t n,
/* Complex */ ae_matrix* a,
ae_int_t i1,
ae_int_t j1,
ae_bool isupper,
ae_bool isunit,
ae_int_t optype,
/* Complex */ ae_matrix* x,
ae_int_t i2,
ae_int_t j2,
ae_state *_state);
ae_bool rmatrixrighttrsmf(ae_int_t m,
ae_int_t n,
/* Real */ ae_matrix* a,
ae_int_t i1,
ae_int_t j1,
ae_bool isupper,
ae_bool isunit,
ae_int_t optype,
/* Real */ ae_matrix* x,
ae_int_t i2,
ae_int_t j2,
ae_state *_state);
ae_bool rmatrixlefttrsmf(ae_int_t m,
ae_int_t n,
/* Real */ ae_matrix* a,
ae_int_t i1,
ae_int_t j1,
ae_bool isupper,
ae_bool isunit,
ae_int_t optype,
/* Real */ ae_matrix* x,
ae_int_t i2,
ae_int_t j2,
ae_state *_state);
ae_bool cmatrixsyrkf(ae_int_t n,
ae_int_t k,
double alpha,
/* Complex */ ae_matrix* a,
ae_int_t ia,
ae_int_t ja,
ae_int_t optypea,
double beta,
/* Complex */ ae_matrix* c,
ae_int_t ic,
ae_int_t jc,
ae_bool isupper,
ae_state *_state);
ae_bool rmatrixsyrkf(ae_int_t n,
ae_int_t k,
double alpha,
/* Real */ ae_matrix* a,
ae_int_t ia,
ae_int_t ja,
ae_int_t optypea,
double beta,
/* Real */ ae_matrix* c,
ae_int_t ic,
ae_int_t jc,
ae_bool isupper,
ae_state *_state);
ae_bool rmatrixgemmf(ae_int_t m,
ae_int_t n,
ae_int_t k,
double alpha,
/* Real */ ae_matrix* a,
ae_int_t ia,
ae_int_t ja,
ae_int_t optypea,
/* Real */ ae_matrix* b,
ae_int_t ib,
ae_int_t jb,
ae_int_t optypeb,
double beta,
/* Real */ ae_matrix* c,
ae_int_t ic,
ae_int_t jc,
ae_state *_state);
ae_bool cmatrixgemmf(ae_int_t m,
ae_int_t n,
ae_int_t k,
ae_complex alpha,
/* Complex */ ae_matrix* a,
ae_int_t ia,
ae_int_t ja,
ae_int_t optypea,
/* Complex */ ae_matrix* b,
ae_int_t ib,
ae_int_t jb,
ae_int_t optypeb,
ae_complex beta,
/* Complex */ ae_matrix* c,
ae_int_t ic,
ae_int_t jc,
ae_state *_state);
double vectornorm2(/* Real */ ae_vector* x,
ae_int_t i1,
ae_int_t i2,
ae_state *_state);
ae_int_t vectoridxabsmax(/* Real */ ae_vector* x,
ae_int_t i1,
ae_int_t i2,
ae_state *_state);
ae_int_t columnidxabsmax(/* Real */ ae_matrix* x,
ae_int_t i1,
ae_int_t i2,
ae_int_t j,
ae_state *_state);
ae_int_t rowidxabsmax(/* Real */ ae_matrix* x,
ae_int_t j1,
ae_int_t j2,
ae_int_t i,
ae_state *_state);
double upperhessenberg1norm(/* Real */ ae_matrix* a,
ae_int_t i1,
ae_int_t i2,
ae_int_t j1,
ae_int_t j2,
/* Real */ ae_vector* work,
ae_state *_state);
void copymatrix(/* Real */ ae_matrix* a,
ae_int_t is1,
ae_int_t is2,
ae_int_t js1,
ae_int_t js2,
/* Real */ ae_matrix* b,
ae_int_t id1,
ae_int_t id2,
ae_int_t jd1,
ae_int_t jd2,
ae_state *_state);
void inplacetranspose(/* Real */ ae_matrix* a,
ae_int_t i1,
ae_int_t i2,
ae_int_t j1,
ae_int_t j2,
/* Real */ ae_vector* work,
ae_state *_state);
void copyandtranspose(/* Real */ ae_matrix* a,
ae_int_t is1,
ae_int_t is2,
ae_int_t js1,
ae_int_t js2,
/* Real */ ae_matrix* b,
ae_int_t id1,
ae_int_t id2,
ae_int_t jd1,
ae_int_t jd2,
ae_state *_state);
void matrixvectormultiply(/* Real */ ae_matrix* a,
ae_int_t i1,
ae_int_t i2,
ae_int_t j1,
ae_int_t j2,
ae_bool trans,
/* Real */ ae_vector* x,
ae_int_t ix1,
ae_int_t ix2,
double alpha,
/* Real */ ae_vector* y,
ae_int_t iy1,
ae_int_t iy2,
double beta,
ae_state *_state);
double pythag2(double x, double y, ae_state *_state);
void matrixmatrixmultiply(/* Real */ ae_matrix* a,
ae_int_t ai1,
ae_int_t ai2,
ae_int_t aj1,
ae_int_t aj2,
ae_bool transa,
/* Real */ ae_matrix* b,
ae_int_t bi1,
ae_int_t bi2,
ae_int_t bj1,
ae_int_t bj2,
ae_bool transb,
double alpha,
/* Real */ ae_matrix* c,
ae_int_t ci1,
ae_int_t ci2,
ae_int_t cj1,
ae_int_t cj2,
double beta,
/* Real */ ae_vector* work,
ae_state *_state);
void hermitianmatrixvectormultiply(/* Complex */ ae_matrix* a,
ae_bool isupper,
ae_int_t i1,
ae_int_t i2,
/* Complex */ ae_vector* x,
ae_complex alpha,
/* Complex */ ae_vector* y,
ae_state *_state);
void hermitianrank2update(/* Complex */ ae_matrix* a,
ae_bool isupper,
ae_int_t i1,
ae_int_t i2,
/* Complex */ ae_vector* x,
/* Complex */ ae_vector* y,
/* Complex */ ae_vector* t,
ae_complex alpha,
ae_state *_state);
void generatereflection(/* Real */ ae_vector* x,
ae_int_t n,
double* tau,
ae_state *_state);
void applyreflectionfromtheleft(/* Real */ ae_matrix* c,
double tau,
/* Real */ ae_vector* v,
ae_int_t m1,
ae_int_t m2,
ae_int_t n1,
ae_int_t n2,
/* Real */ ae_vector* work,
ae_state *_state);
void applyreflectionfromtheright(/* Real */ ae_matrix* c,
double tau,
/* Real */ ae_vector* v,
ae_int_t m1,
ae_int_t m2,
ae_int_t n1,
ae_int_t n2,
/* Real */ ae_vector* work,
ae_state *_state);
void complexgeneratereflection(/* Complex */ ae_vector* x,
ae_int_t n,
ae_complex* tau,
ae_state *_state);
void complexapplyreflectionfromtheleft(/* Complex */ ae_matrix* c,
ae_complex tau,
/* Complex */ ae_vector* v,
ae_int_t m1,
ae_int_t m2,
ae_int_t n1,
ae_int_t n2,
/* Complex */ ae_vector* work,
ae_state *_state);
void complexapplyreflectionfromtheright(/* Complex */ ae_matrix* c,
ae_complex tau,
/* Complex */ ae_vector* v,
ae_int_t m1,
ae_int_t m2,
ae_int_t n1,
ae_int_t n2,
/* Complex */ ae_vector* work,
ae_state *_state);
void symmetricmatrixvectormultiply(/* Real */ ae_matrix* a,
ae_bool isupper,
ae_int_t i1,
ae_int_t i2,
/* Real */ ae_vector* x,
double alpha,
/* Real */ ae_vector* y,
ae_state *_state);
void symmetricrank2update(/* Real */ ae_matrix* a,
ae_bool isupper,
ae_int_t i1,
ae_int_t i2,
/* Real */ ae_vector* x,
/* Real */ ae_vector* y,
/* Real */ ae_vector* t,
double alpha,
ae_state *_state);
void applyrotationsfromtheleft(ae_bool isforward,
ae_int_t m1,
ae_int_t m2,
ae_int_t n1,
ae_int_t n2,
/* Real */ ae_vector* c,
/* Real */ ae_vector* s,
/* Real */ ae_matrix* a,
/* Real */ ae_vector* work,
ae_state *_state);
void applyrotationsfromtheright(ae_bool isforward,
ae_int_t m1,
ae_int_t m2,
ae_int_t n1,
ae_int_t n2,
/* Real */ ae_vector* c,
/* Real */ ae_vector* s,
/* Real */ ae_matrix* a,
/* Real */ ae_vector* work,
ae_state *_state);
void generaterotation(double f,
double g,
double* cs,
double* sn,
double* r,
ae_state *_state);
ae_bool upperhessenbergschurdecomposition(/* Real */ ae_matrix* h,
ae_int_t n,
/* Real */ ae_matrix* s,
ae_state *_state);
void internalschurdecomposition(/* Real */ ae_matrix* h,
ae_int_t n,
ae_int_t tneeded,
ae_int_t zneeded,
/* Real */ ae_vector* wr,
/* Real */ ae_vector* wi,
/* Real */ ae_matrix* z,
ae_int_t* info,
ae_state *_state);
void rmatrixtrsafesolve(/* Real */ ae_matrix* a,
ae_int_t n,
/* Real */ ae_vector* x,
double* s,
ae_bool isupper,
ae_bool istrans,
ae_bool isunit,
ae_state *_state);
void safesolvetriangular(/* Real */ ae_matrix* a,
ae_int_t n,
/* Real */ ae_vector* x,
double* s,
ae_bool isupper,
ae_bool istrans,
ae_bool isunit,
ae_bool normin,
/* Real */ ae_vector* cnorm,
ae_state *_state);
ae_bool rmatrixscaledtrsafesolve(/* Real */ ae_matrix* a,
double sa,
ae_int_t n,
/* Real */ ae_vector* x,
ae_bool isupper,
ae_int_t trans,
ae_bool isunit,
double maxgrowth,
ae_state *_state);
ae_bool cmatrixscaledtrsafesolve(/* Complex */ ae_matrix* a,
double sa,
ae_int_t n,
/* Complex */ ae_vector* x,
ae_bool isupper,
ae_int_t trans,
ae_bool isunit,
double maxgrowth,
ae_state *_state);
void xdot(/* Real */ ae_vector* a,
/* Real */ ae_vector* b,
ae_int_t n,
/* Real */ ae_vector* temp,
double* r,
double* rerr,
ae_state *_state);
void xcdot(/* Complex */ ae_vector* a,
/* Complex */ ae_vector* b,
ae_int_t n,
/* Real */ ae_vector* temp,
ae_complex* r,
double* rerr,
ae_state *_state);
void linminnormalized(/* Real */ ae_vector* d,
double* stp,
ae_int_t n,
ae_state *_state);
void mcsrch(ae_int_t n,
/* Real */ ae_vector* x,
double* f,
/* Real */ ae_vector* g,
/* Real */ ae_vector* s,
double* stp,
double stpmax,
ae_int_t* info,
ae_int_t* nfev,
/* Real */ ae_vector* wa,
linminstate* state,
ae_int_t* stage,
ae_state *_state);
void armijocreate(ae_int_t n,
/* Real */ ae_vector* x,
double f,
/* Real */ ae_vector* s,
double stp,
double stpmax,
ae_int_t fmax,
armijostate* state,
ae_state *_state);
ae_bool armijoiteration(armijostate* state, ae_state *_state);
void armijoresults(armijostate* state,
ae_int_t* info,
double* stp,
double* f,
ae_state *_state);
ae_bool _linminstate_init(linminstate* p, ae_state *_state, ae_bool make_automatic);
ae_bool _linminstate_init_copy(linminstate* dst, linminstate* src, ae_state *_state, ae_bool make_automatic);
void _linminstate_clear(linminstate* p);
ae_bool _armijostate_init(armijostate* p, ae_state *_state, ae_bool make_automatic);
ae_bool _armijostate_init_copy(armijostate* dst, armijostate* src, ae_state *_state, ae_bool make_automatic);
void _armijostate_clear(armijostate* p);
void ftbasegeneratecomplexfftplan(ae_int_t n,
ftplan* plan,
ae_state *_state);
void ftbasegeneraterealfftplan(ae_int_t n, ftplan* plan, ae_state *_state);
void ftbasegeneraterealfhtplan(ae_int_t n, ftplan* plan, ae_state *_state);
void ftbaseexecuteplan(/* Real */ ae_vector* a,
ae_int_t aoffset,
ae_int_t n,
ftplan* plan,
ae_state *_state);
void ftbaseexecuteplanrec(/* Real */ ae_vector* a,
ae_int_t aoffset,
ftplan* plan,
ae_int_t entryoffset,
ae_int_t stackptr,
ae_state *_state);
void ftbasefactorize(ae_int_t n,
ae_int_t tasktype,
ae_int_t* n1,
ae_int_t* n2,
ae_state *_state);
ae_bool ftbaseissmooth(ae_int_t n, ae_state *_state);
ae_int_t ftbasefindsmooth(ae_int_t n, ae_state *_state);
ae_int_t ftbasefindsmootheven(ae_int_t n, ae_state *_state);
double ftbasegetflopestimate(ae_int_t n, ae_state *_state);
ae_bool _ftplan_init(ftplan* p, ae_state *_state, ae_bool make_automatic);
ae_bool _ftplan_init_copy(ftplan* dst, ftplan* src, ae_state *_state, ae_bool make_automatic);
void _ftplan_clear(ftplan* p);
double nulog1p(double x, ae_state *_state);
double nuexpm1(double x, ae_state *_state);
double nucosm1(double x, ae_state *_state);
}
#endif