STK_InvertUpperTriangular.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff, Université Lille 1, Inria
 
    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser 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 Lesser General Public License for more details.
 
    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
    Boston, MA 02111-1307
    USA
 
    Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
*/
 
/*
 * Project:  stkpp::Algebra
 * created on: 9 août 2016
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_INVERTUPPERTRIANGULAR_H
#define STK_INVERTUPPERTRIANGULAR_H
 
namespace STK
{
 
namespace hidden
{
 
template<class Matrix, int Size_>
struct InvertUpperTriangularImpl
{
    typedef typename Matrix::Type Type;
    static Type invertUpperTriangular11( Matrix const& m, Array2DUpperTriangular<Type>& inv)
    {
      const int iShift = m.beginRows(), jShift = m.beginCols();
      inv.resize(TRange<Size_>(0, 1), TRange<Size_>(0, 1));
      // cofactor (0,0) [0]
      inv(0, 0) = Type(1);
      // compute determinant
      Type det = m(iShift+0, jShift+0);
      if (det == Type(0)) return Type(0);
      // compute inverse matrix
      inv /= det;
      return det;
    }
    static Type invertUpperTriangular22( Matrix const& m, Array2DUpperTriangular<Type>& inv)
    {
      const int iShift = m.beginRows(), jShift = m.beginCols();
      inv.resize(TRange<Size_>(0, 2), TRange<Size_>(0, 2));
      // cofactor (0,0) [0]
      inv(0, 0) =   m(iShift+1, jShift+1);
      // cofactor (1,1) [2]
      inv(0, 1) = - m(iShift+0, jShift+1);
      // cofactor (1,1) [3]
      inv(1, 1) =   m(iShift+0, jShift+0);
      // determinant
      Type det = m(iShift+0, jShift+0) * inv(0,0);
      if (det == Type(0)) return Type(0);
      // compute inverse matrix
      inv /= det;
      return det;
    }
    static Type invertUpperTriangular33( Matrix const& m, Array2DUpperTriangular<Type>& inv)
    {
      const int iShift = m.beginRows(), jShift = m.beginCols();
      inv.resize(TRange<Size_>(0, 3), TRange<Size_>(0, 3));
      // cofactor
      inv(0, 0) =  m(iShift+1, jShift+1) * m(iShift+2, jShift+2);
      inv(0, 1) = -m(iShift+0, jShift+1) * m(iShift+2, jShift+2);
      inv(0, 2) =  m(iShift+0, jShift+1) * m(iShift+1, jShift+2)
                  -m(iShift+0, jShift+2) * m(iShift+1, jShift+1);
      inv(1, 1) =  m(iShift+0, jShift+0) * m(iShift+2, jShift+2);
      inv(1, 2) = -m(iShift+0, jShift+0) * m(iShift+1, jShift+2);
      inv(2, 2) =  m(iShift+0, jShift+0) * m(iShift+1, jShift+1);
      // computes the inverse of a matrix m
      Type det = m(iShift+0, jShift+0) * inv(0,0);
      if (det == Type(0)) return Type(0);
      // compute inverse matrix
      inv /= det;
      return det;
    }
    static Type invertUpperTriangular44( Matrix const& m, Array2DUpperTriangular<Type>& inv)
    {
      const int iShift = m.beginRows(), jShift = m.beginCols();
      inv.resize(TRange<Size_>(0, 4), TRange<Size_>(0, 4));
      // cofactor (0,0) [0]
      inv(0, 0) =  m(iShift+1, jShift+1) * m(iShift+2, jShift+2) * m(iShift+3, jShift+3);
      // cofactor (0,1) [4]
      inv(0, 1) = -m(iShift+0, jShift+1) * m(iShift+2, jShift+2) * m(iShift+3, jShift+3);
      // cofactor (0,2) [8]
      inv(0, 2) = m(iShift+0, jShift+1) * m(iShift+1, jShift+2) * m(iShift+3, jShift+3)
                - m(iShift+0, jShift+2) * m(iShift+1, jShift+1) * m(iShift+3, jShift+3);
      // cofactor (0,3) [12]
      inv(0, 3) = -m(iShift+0, jShift+1) * m(iShift+1, jShift+2) * m(iShift+2, jShift+3)
                +  m(iShift+0, jShift+1) * m(iShift+2, jShift+2) * m(iShift+1, jShift+3)
                +  m(iShift+0, jShift+2) * m(iShift+1, jShift+1) * m(iShift+2, jShift+3)
                -  m(iShift+0, jShift+3) * m(iShift+1, jShift+1) * m(iShift+2, jShift+2);
      // cofactor (1,1) [5]
      inv(1, 1) =  m(iShift+0, jShift+0) * m(iShift+2, jShift+2) * m(iShift+3, jShift+3);
      // cofactor (1,2) [9]
      inv(1, 2) = -m(iShift+0, jShift+0) * m(iShift+1, jShift+2) * m(iShift+3, jShift+3);
      // cofactor (1,3) [13]
      inv(1, 3) =  m(iShift+0, jShift+0) * m(iShift+1, jShift+2) * m(iShift+2, jShift+3)
                -  m(iShift+0, jShift+0) * m(iShift+2, jShift+2) * m(iShift+1, jShift+3);
      // cofactor (2,2)
      inv(2, 2) =  m(iShift+0, jShift+0) * m(iShift+1, jShift+1) * m(iShift+3, jShift+3);
      // cofactor (2,3)
      inv(2, 3) = -m(iShift+0, jShift+0) * m(iShift+1, jShift+1) * m(iShift+2, jShift+3);
      // cofactor (3,3) [15]
      inv(3, 3) =  m(iShift+0, jShift+0) * m(iShift+1, jShift+1) * m(iShift+2, jShift+2);
      // compute determinant
      Type det = m(iShift+0, jShift+0) * inv(0, 0);
      if (det == Type(0)) return Type(0);
      // compute inverse matrix
      inv /= det;
      return det;
    }
    static Type invertUpperTriangularXX( Matrix const& m, Array2DUpperTriangular<Type>& inv)
    {
      inv.resize(m.rows(), m.cols());
      Real det = Type(1);
      for(int j = m.beginRows(); j < m.endRows(); ++j)
      {
        det *= m(j,j);
        inv(j,j) = m(j,j) ? Type(1)/m(j,j) : Type(0);
        for(int i = j+1; i < m.endCols(); ++i)
        {
          Type sum = Type(0);
          if (m(i,i))
          {
            for (int k = j; k < i; ++k)
            { sum -= m(k, i) * inv(j, k);}
            sum /= m(i,i);
          }
          inv(j,i) = sum;
        }
      }
      return det;
    }
};
 
template<class Matrix, int Size_>
struct InvertUpperTriangularDispatcher
{
  typedef typename Matrix::Type Type;
  inline static Type run( Matrix const& m, Array2DUpperTriangular<Type>& inv)
  {
    switch (m.sizeRows())
    {
      case 1: return InvertUpperTriangularImpl<Matrix, Size_>::invertUpperTriangular11(m, inv);
      case 2: return InvertUpperTriangularImpl<Matrix, Size_>::invertUpperTriangular22(m, inv);
      case 3: return InvertUpperTriangularImpl<Matrix, Size_>::invertUpperTriangular33(m, inv);
      case 4: return InvertUpperTriangularImpl<Matrix, Size_>::invertUpperTriangular44(m, inv);
      default:return InvertUpperTriangularImpl<Matrix, Size_>::invertUpperTriangularXX(m, inv);
    }
  }
};
 
 
template<class Matrix>
struct InvertUpperTriangularDispatcher<Matrix, 1>
{
  typedef typename Matrix::Type Type;
  inline static Type run( Matrix const& m, Array2DUpperTriangular<Type>& inv)
  { return InvertUpperTriangularImpl<Matrix, 1>::invertUpperTriangular11(m, inv);}
};
 
template<class Matrix>
struct InvertUpperTriangularDispatcher<Matrix, 2>
{
  typedef typename Matrix::Type Type;
  inline static Type run( Matrix const& m, Array2DUpperTriangular<Type>& inv)
  { return InvertUpperTriangularImpl<Matrix, 2>::invertUpperTriangular22(m, inv);}
};
 
template<class Matrix>
struct InvertUpperTriangularDispatcher<Matrix, 3>
{
  typedef typename Matrix::Type Type;
  inline static Type run( Matrix const& m, Array2DUpperTriangular<Type>& inv)
  { return InvertUpperTriangularImpl<Matrix, 3>::invertUpperTriangular33(m, inv);}
};
 
template<class Matrix>
struct InvertUpperTriangularDispatcher<Matrix, 4>
{
  typedef typename Matrix::Type Type;
  inline static Type run( Matrix const& m, Array2DUpperTriangular<Type>& inv)
  { return InvertUpperTriangularImpl<Matrix, 4>::invertUpperTriangular44(m, inv);}
};
 
} // namespace hidden
 
} // namespace STK
 
#endif /* STK_INVERTUPPERTRIANGULAR_H */