multilarge.hpp

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/*
 * $Id$
 * Copyright (C) 2010, 2018, 2019, 2020, 2021 John D Lamb
 *
 * 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., 675 Mass Ave, Cambridge, MA 02139, USA.
 */
 
#ifndef CCGSL_MULTILARGE
#define CCGSL_MULTILARGE
 
#include<cmath>
#include<gsl/gsl_multilarge.h>
#include"matrix.hpp"
#include"vector.hpp"
 
namespace gsl {
  namespace multilarge {
    namespace linear {
      typedef gsl_multilarge_linear_type type;
      namespace {
    type const* normal = gsl_multilarge_linear_normal;
    type const* tsqr = gsl_multilarge_linear_tsqr;
      }
      class workspace {
      public:
    workspace(){
      ccgsl_pointer = 0;
      count = 0; // initially nullptr will do
    }
    explicit workspace( type const* T, size_t const p ){
      ccgsl_pointer = gsl_multilarge_linear_alloc( T, p );
      // just plausibly we could allocate workspace but not count
      try { count = new size_t; } catch( std::bad_alloc& e ){
        // try to tidy up before rethrowing
        gsl_multilarge_linear_free( ccgsl_pointer );
        throw e;
      }
      *count = 1; // initially there is just one reference to ccgsl_pointer
    }
    explicit workspace( gsl_multilarge_linear_workspace* v ){
      ccgsl_pointer = v;
      // just plausibly we could fail to allocate count: no further action needed.
      count = new size_t;
      *count = 1; // initially there is just one reference to ccgsl_pointer
    }
    // copy constructor
    workspace( workspace const& v ){ ccgsl_pointer = v.ccgsl_pointer;
      count = v.count; if( count != 0 ) ++*count; }
    // assignment operator
    workspace& operator=( workspace const& v ){
      // first, possibly delete anything pointed to by this
      if( count == 0 or --*count == 0 ){
        if( ccgsl_pointer != 0 ) gsl_multilarge_linear_free( ccgsl_pointer );
        delete count;
      } // Then copy
      ccgsl_pointer = v.ccgsl_pointer; count = v.count; if( count != 0 ) ++*count;
      return *this;
    }
    // destructor
    ~workspace(){
      if( count == 0 or --*count == 0 ){
        // could have allocated null pointer
        if( ccgsl_pointer != 0 ) gsl_multilarge_linear_free( ccgsl_pointer );
        delete count;
      }
    }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    workspace( workspace&& v ) : ccgsl_pointer( v.ccgsl_pointer ), count( nullptr ){
      std::swap( count, v.count );
      v.ccgsl_pointer = nullptr;
    }
    workspace& operator=( workspace&& v ){
      workspace( std::move( v ) ).swap( *this );
      return *this;
    }
#endif
    // Refines equality comparable
    // == operator
    bool operator==( workspace const& v ) const { return ccgsl_pointer == v.ccgsl_pointer; }
    // != operator
    bool operator!=( workspace const& v ) const { return not operator==( v ); }
    // Refines forward container
    // Refines less than comparable
    // operator<
    bool operator<( workspace const& v ) const { return ccgsl_pointer < v.ccgsl_pointer; }
    // operator>
    bool operator>( workspace const& v ) const { return ccgsl_pointer > v.ccgsl_pointer; }
    // operator<=
    bool operator<=( workspace const& v ) const { return ccgsl_pointer <= v.ccgsl_pointer; }
    // operator>=
    bool operator>=( workspace const& v ) const { return ccgsl_pointer >= v.ccgsl_pointer; }
    bool empty() const { return ccgsl_pointer == 0; }
    // swap() --- should work even if sizes don't match
    void swap( workspace& v ){
      std::swap( ccgsl_pointer, v.ccgsl_pointer );
      std::swap( count, v.count );
    }
      private:
    gsl_multilarge_linear_workspace* ccgsl_pointer;
    size_t* count;
      public:
    // shared reference functions
    gsl_multilarge_linear_workspace* get() const { return ccgsl_pointer; }
    bool unique() const { return count != 0 and *count == 1; }
    size_t use_count() const { return count == 0 ? 0 : *count; }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    explicit
#endif
    operator bool() const { return ccgsl_pointer != 0; }
      public:
    char const* name() const { return gsl_multilarge_linear_name( get() ); } 
    int reset(){ return gsl_multilarge_linear_reset( get() ); } 
      };
      inline char const* name( workspace const& w ){
    return gsl_multilarge_linear_name( w.get() ); }
      inline int reset( workspace& w ){ return gsl_multilarge_linear_reset( w.get() ); } 
      inline int accumulate( matrix& X, vector& y, workspace& w ){
    return gsl_multilarge_linear_accumulate( X.get(), y.get(), w.get() ); } 
      inline int solve( double const lambda, vector& c, double& rnorm, double& snorm,
         workspace& w ){
    return gsl_multilarge_linear_solve( lambda, c.get(), &rnorm, &snorm, w.get() ); } 
      inline int rcond( double& rcond, workspace& w ){
    return gsl_multilarge_linear_rcond( &rcond, w.get() ); } 
      inline int lcurve( vector& reg_param, vector& rho, vector& eta, workspace& w ){
    return gsl_multilarge_linear_lcurve( reg_param.get(), rho.get(), eta.get(), w.get() ); } 
      inline int wstdform1( vector const& L, matrix const& X, vector const& w, vector const& y,
                matrix& Xs, vector& ys, workspace& work ){
    return gsl_multilarge_linear_wstdform1( L.get(), X.get(), w.get(), y.get(), Xs.get(),
                        ys.get(), work.get() ); } 
      inline int stdform1( vector const& L, matrix const& X, vector const& y, matrix& Xs,
               vector& ys, workspace& work ){
    return gsl_multilarge_linear_stdform1( L.get(), X.get(), y.get(), Xs.get(), ys.get(),
                           work.get() ); } 
      inline int L_decomp( matrix& L, vector& tau ){
    return gsl_multilarge_linear_L_decomp( L.get(), tau.get() ); } 
      inline int
      wstdform2( matrix const& LQR, vector const& Ltau, matrix const& X, vector const& w,
         vector const& y, matrix& Xs, vector& ys, workspace& work ){
    return gsl_multilarge_linear_wstdform2( LQR.get(), Ltau.get(), X.get(), w.get(), y.get(),
                        Xs.get(), ys.get(), work.get() ); } 
      inline int stdform2( matrix const& LQR, vector const& Ltau, matrix const& X,
               vector const& y, matrix& Xs, vector& ys, workspace& work ){
    return gsl_multilarge_linear_stdform2( LQR.get(), Ltau.get(), X.get(), y.get(),
                           Xs.get(), ys.get(), work.get() ); } 
      inline int genform1( vector const& L, vector const& cs, vector& c, workspace& work ){
    return gsl_multilarge_linear_genform1( L.get(), cs.get(), c.get(), work.get() ); } 
      inline int genform2( matrix const& LQR, vector const& Ltau, vector const& cs, vector& c,
               workspace& work ){
    return gsl_multilarge_linear_genform2( LQR.get(), Ltau.get(), cs.get(), c.get(),
                           work.get() ); } 
      inline matrix const
      matrix_ptr( workspace const& work ){
    gsl_matrix* m
      = const_cast<gsl_matrix*>( gsl_multilarge_linear_matrix_ptr( work.get() ) );
    matrix result;
    result.wrap_gsl_matrix_without_ownership( m );
    return result;
      }
      inline vector const rhs_ptr( workspace const& work ){
    gsl_vector* v
      = const_cast<gsl_vector*>( gsl_multilarge_linear_rhs_ptr( work.get() ) );
    vector result;
    result.wrap_gsl_vector_without_ownership( v );
    return result;
      }
    }
  }
}
 
#endif