Added boost header

2012-01-08 01:26:07 +00:00
parent 9c3faaca40
commit c7d752cdf8
8946 changed files with 1732316 additions and 0 deletions
--- a/test/external/boost/math/tools/solve.hpp
+++ b/test/external/boost/math/tools/solve.hpp
@@ -0,0 +1,79 @@
+//  (C) Copyright John Maddock 2006.
+//  Use, modification and distribution are subject to the
+//  Boost Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_MATH_TOOLS_SOLVE_HPP
+#define BOOST_MATH_TOOLS_SOLVE_HPP
+
+#ifdef _MSC_VER
+#pragma once
+#endif
+
+#include <boost/config.hpp>
+#include <boost/assert.hpp>
+
+#ifdef BOOST_MSVC
+#pragma warning(push)
+#pragma warning(disable:4996 4267 4244)
+#endif
+
+#include <boost/numeric/ublas/lu.hpp>
+#include <boost/numeric/ublas/matrix.hpp>
+#include <boost/numeric/ublas/vector.hpp>
+
+#ifdef BOOST_MSVC
+#pragma warning(pop)
+#endif
+
+namespace boost{ namespace math{ namespace tools{
+
+//
+// Find x such that Ax = b
+//
+// Caution: this uses undocumented, and untested ublas code,
+// however short of writing our own LU-decompostion code
+// it's the only game in town.
+//
+template <class T>
+boost::numeric::ublas::vector<T> solve(
+          const boost::numeric::ublas::matrix<T>& A_,
+          const boost::numeric::ublas::vector<T>& b_)
+{
+   //BOOST_ASSERT(A_.size() == b_.size());
+
+   boost::numeric::ublas::matrix<T> A(A_);
+   boost::numeric::ublas::vector<T> b(b_);
+   boost::numeric::ublas::permutation_matrix<> piv(b.size());
+   lu_factorize(A, piv);
+   lu_substitute(A, piv, b);
+   //
+   // iterate to reduce error:
+   //
+   boost::numeric::ublas::vector<T> delta(b.size());
+   for(unsigned i = 0; i < 1; ++i)
+   {
+      noalias(delta) = prod(A_, b);
+      delta -= b_;
+      lu_substitute(A, piv, delta);
+      b -= delta;
+
+      T max_error = 0;
+
+      for(unsigned i = 0; i < delta.size(); ++i)
+      {
+         T err = fabs(delta[i] / b[i]);
+         if(err > max_error)
+            max_error = err;
+      }
+      //std::cout << "Max change in LU error correction: " << max_error << std::endl;
+   }
+
+   return b;
+}
+
+}}} // namespaces
+
+#endif // BOOST_MATH_TOOLS_SOLVE_HPP
+
+