Page Menu
Home
c4science
Search
Configure Global Search
Log In
Files
F78016570
estimate_cond_number.hpp
No One
Temporary
Actions
Download File
Edit File
Delete File
View Transforms
Subscribe
Mute Notifications
Award Token
Subscribers
None
File Metadata
Details
File Info
Storage
Attached
Created
Sat, Aug 17, 21:05
Size
4 KB
Mime Type
text/x-c++
Expires
Mon, Aug 19, 21:05 (2 d)
Engine
blob
Format
Raw Data
Handle
19842342
Attached To
rSPECMICP SpecMiCP / ReactMiCP
estimate_cond_number.hpp
View Options
/*-------------------------------------------------------
- Module : micpsolver
- File : estimate_cond_number.hpp
- Author : Fabien Georget
Copyright (c) 2014, Fabien Georget <fabieng@princeton.edu>, Princeton University
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
* Neither the name of the Princeton University nor the
names of its contributors may be used to endorse or promote products
derived from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
---------------------------------------------------------*/
#ifndef SPECMICP_MICPSOLVER_ESTIMATECONDNUMBER_HPP
#define SPECMICP_MICPSOLVER_ESTIMATECONDNUMBER_HPP
#include <Eigen/Core>
//! \file estimate_cond_number.hpp Estimate the condition number of a matrix
namespace
specmicp
{
//! \namespace micpsolver Namespace for the MiCP Solver
namespace
micpsolver
{
//! \brief Estimate the condition number of a dense square triangular matrix
//!
//! References :
//! - \cite Cline1979
//! - \cite Hager1984
//!
//! @param tmatrix a triangular view of a dense matrix
//! @param maxit maximum number of iterations done by the algorithm (2 triangular solve by iteration)
//!
template
<
class
MatrixType
,
unsigned
int
mode
>
double
estimate_condition_number
(
Eigen
::
TriangularView
<
MatrixType
,
mode
>
tmatrix
,
int
maxit
=
10
)
{
const
int
n
=
tmatrix
.
cols
();
Eigen
::
VectorXd
x
=
1
/
n
*
Eigen
::
VectorXd
::
Ones
(
n
);
Eigen
::
VectorXd
y
(
n
);
int
cnt
=
0
;
y
=
tmatrix
.
solve
(
x
);
while
(
cnt
<
maxit
)
{
for
(
int
i
=
0
;
i
<
n
;
++
i
)
{
if
(
y
(
i
)
>=
0
)
y
(
i
)
=
1
;
else
y
(
i
)
=
-
1
;
}
tmatrix
.
solveInPlace
(
y
);
y
.
reverseInPlace
();
// transpose
int
j
;
const
double
maxi
=
y
.
array
().
abs
().
maxCoeff
(
&
j
);
const
double
gamma
=
y
.
dot
(
x
);
if
(
maxi
<=
gamma
)
break
;
// This is a local maximum
x
=
Eigen
::
VectorXd
::
Zero
(
n
);
x
(
j
)
=
1
;
y
=
tmatrix
.
solve
(
x
);
++
cnt
;
}
// norm tmatrix
// ------------
double
nnorm
;
if
(
mode
==
Eigen
::
Lower
)
{
nnorm
=
std
::
abs
(
tmatrix
(
0
,
0
));
for
(
int
i
=
1
;
i
<
n
;
++
i
)
{
double
normrow
=
0
;
for
(
int
j
=
0
;
j
<
i
+
1
;
++
j
)
{
normrow
+=
std
::
abs
(
tmatrix
(
i
,
j
));
}
nnorm
=
std
::
max
(
nnorm
,
normrow
);
}
}
else
if
(
mode
==
Eigen
::
Upper
)
{
nnorm
=
std
::
abs
(
tmatrix
(
n
-
1
,
n
-
1
));
for
(
int
i
=
n
-
2
;
i
>-
1
;
--
i
)
{
double
normrow
=
0
;
for
(
int
j
=
i
;
j
<
n
;
++
j
)
{
normrow
+=
std
::
abs
(
tmatrix
(
i
,
j
));
}
nnorm
=
std
::
max
(
nnorm
,
normrow
);
}
}
// Return ||A||*||A^-1||
return
nnorm
*
x
.
lpNorm
<
1
>
();
}
}
// end namespace micpsolver
}
// end namespace specmicp
#endif
// SPECMICP_MICPSOLVER_ESTIMATECONDNUMBER_HPP
Event Timeline
Log In to Comment