algebra.c File Reference

Introduction

Definition of the lineal algebra routines used in the CuikSuite.

Simple 2D/3D operations are defined in geom.c

Basic vector/matrix operations are defined in basic_algebra.c

Here we define high level linear algebra routines. These are the only routines if we ever change the support linear algebra library (right now GSL is used).

Definition in file algebra.c.

Functions

void dgpadm_ (int *ideg, int *m, double *t, double *H, int *ldh, double *wsp, int *lwsp, int *ipiv, int *iexph, int *ns, int *iflag)
 Interface to the dgpadm function in EXPOKIT. More...
 
void dgchbv_ (int *m, double *t, double *H, int *ldh, double *y, double *wsp, int *iwsp, int *iflag)
 Interface to the dgchbv function in EXPOKIT. More...
 
unsigned int AnalyzeKernel (unsigned int nr, unsigned int nc, double *mT, unsigned int dof, double epsilon, boolean computeRank, boolean checkRank, boolean getT, boolean getBase, boolean *singular, unsigned int *rank, boolean **IR, double **T)
 Analyzes the kernel of a matrix. More...
 
unsigned int BasisColumnSpace (double epsilon, unsigned int nr, unsigned int nc, double *A, boolean **IC, unsigned int *nrT, unsigned int *ncT, double **T)
 Generates an orthonormal basis of the column space of a matrix. More...
 
unsigned int MatrixExponential (unsigned int m, double *A, double t, double *eA)
 Exponential of a matrix. More...
 
unsigned int MatrixExponentialVector (unsigned int m, double *A, double t, double *v)
 Exponential of a matrix and product by a vector. More...
 
unsigned int FindRank (double epsilon, unsigned int nr, unsigned int nc, double *mT)
 Determines the row-rank of a matrix. More...
 
unsigned int FindKernel (unsigned int nr, unsigned int nc, double *mT, unsigned int dof, boolean check, double epsilon, double **T)
 Computes the kernel of a matrix. More...
 
unsigned int FindKernelAndRank (unsigned int nr, unsigned int nc, double *mT, unsigned int *rank, double epsilon, double **T)
 Computes the kernel and the rank of a matrix. More...
 
unsigned int FindKernelAndIndependentRows (unsigned int nr, unsigned int nc, double *mT, unsigned int dof, double epsilon, boolean *singular, boolean **IR, double **T)
 Computes the kernel of a matrix and determines the independent rows of this matrix. More...
 
unsigned int FindIndependentRows (unsigned int nr, unsigned int nc, double *mT, unsigned int dof, double epsilon, boolean *singular, boolean **IR)
 Computes the independent rows of this matrix. More...
 
double * GetNewtonMatrixBuffer (TNewton *n)
 Buffer to store the Newton matrix. More...
 
double * GetNewtonRHBuffer (TNewton *n)
 Buffer to store the Newton right hand. More...
 
void NewtonSetMatrix (unsigned int i, unsigned int j, double v, TNewton *n)
 Defines the matrix being used in a Newton step. More...
 
void NewtonSetRH (unsigned int i, double v, TNewton *n)
 Defines the vector being used in a Newton step. More...
 
double * GetLSMatrixBuffer (TLinearSystem *ls)
 Buffer to store the A matrix. More...
 
double * GetLSRHBuffer (TLinearSystem *ls)
 Buffer to store the linear system right hand (RH). More...
 
double * GetLSSolutionBuffer (TLinearSystem *ls)
 Buffer to store the linear system solution. More...
 
void LSSetMatrix (unsigned int i, unsigned int j, double v, TLinearSystem *ls)
 Defines the matrix being used in a linear system. More...
 
void LSSetRH (unsigned int i, unsigned int j, double v, TLinearSystem *ls)
 Defines the vector being used in a linear system. More...
 
void InitBroyden (unsigned int nr, unsigned int nc, TBroyden *b)
 Defines a Broyden structure. More...
 
void ResetBroyden (TBroyden *b)
 Resets a Broyden structure. More...
 
double * GetBroydenMatrixBuffer (TBroyden *b)
 Buffer to store the Broyden matrix. More...
 
double * GetBroydenRHBuffer (TBroyden *b)
 Buffer to store the Broyden right hand. More...
 
int BroydenStep (double epsilon, unsigned int *tp, double *x, TBroyden *b)
 One step in a Broyden iteration. More...
 
void BroydenUpdateJacobian (double epsilon, TBroyden *b)
 Updates the approximated Jacobian. More...
 
void DeleteBroyden (TBroyden *b)
 Releases a Broyden structure. More...
 

Function Documentation

◆ dgpadm_()

void dgpadm_ ( int *  ideg,
int *  m,
double *  t,
double *  H,
int *  ldh,
double *  wsp,
int *  lwsp,
int *  ipiv,
int *  iexph,
int *  ns,
int *  iflag 
)

Description taken directly from EXPOKIT:

Computes exp(t*H), the matrix exponential of a general matrix in full, using the irreducible rational Pade approximation to the exponential function exp(x) = r(x) = (+/-)( I + 2*(q(x)/p(x)) ), combined with scaling-and-squaring.

Parameters
idegThe degre of the diagonal Pade to be used. A value of 6 is generally satisfactory.
mThe size of the matrix H.
tThe time.
HThe matrix (in column major order!)
ldhThe leading size of H (distance between elements in the same row).
wspWorkspace. This must be of size at least 4*m*m+ideg+1.
lwspThe size of wsp.
ipivWorkspace of size m. (index permutation?).
iexphIndex in wsp where the result is stored, i.e., exp(tH) is located at wsp(iexph ... iexph+m*m-1) Note that fortran buffers are indexed from 1 (have to substract one).
nsNumber of scaling-squaring used.
iflagInformation flag (0 = no problem).

Referenced by MatrixExponential().

◆ dgchbv_()

void dgchbv_ ( int *  m,
double *  t,
double *  H,
int *  ldh,
double *  y,
double *  wsp,
int *  iwsp,
int *  iflag 
)

Description taken directly from EXPOKIT:

dgchbv computes y = exp(t*H)*y using the partial fraction expansion of the uniform rational Chebyshev approximation to exp(-x) of type (14,14). H is a General matrix. About 14-digit accuracy is expected if the matrix H is negative definite. The algorithm may behave poorly otherwise.

Parameters
mThe size of the matrix H.
tThe time.
HThe matrix (in column major order!)
ldhThe leading size of H (distance between elements in the same row).
yThe vector. Overwritten in the output.
wspWorkspace. This is of size 2*m*(m+2). The '2*' is because it strores complex numbers and not just doubles.
iwspWorkspace of size m. (index permutation?)
iflagInformation flag (0 = no problem).

Referenced by MatrixExponentialVector().

◆ AnalyzeKernel()

unsigned int AnalyzeKernel ( unsigned int  nr,
unsigned int  nc,
double *  mT,
unsigned int  dof,
double  epsilon,
boolean  computeRank,
boolean  checkRank,
boolean  getT,
boolean  getBase,
boolean singular,
unsigned int *  rank,
boolean **  IR,
double **  T 
)

Analyzes the kernel of a matrix and extract different information, as requested by the caller. This function for many purposes

Parameters
nrNumber of rows of the matrix (no transposed).
ncNumber of columns of the matrix (no transposed).
mTThe TRANSPOSED matrix stored as a vector.
dofExpected dimension of the kernel. Can be zero if the getRank is TRUE.
epsilonValues below epsilon are taken as zero.
computeRankIf the rank has to be computed from the kernel analysis. Otherwise the information provided by 'dof' is taken as good.
checkRankTRUE if an error has to be triggered if the rank is different from the expected one. This only has effect if computeRank is FALSE.
getTTRUE if we have to return a basis of the kernel.
getBaseTRUE if we have to return a basis of the input matrix (selected rows).
singularTRUE if the matrix is singular (has more null eigen values than the expected ones). Output.
rankRank of the input matrix. Computed in this function if computeRank is TRUE. Otherwise it is just deduced relying on the 'dof' parameter.
IRThe set of independent rows as a boolean vector with as many entries as rows in the input matrix and TRUE for the independent rows. The space for this vector is allocated here but must be deallocated externally. If the matrix is singular this contains the most likely basis of the matrix (up to the numerical accuracy). Caution must be taken to use this output in this case. This is only allocated if getBase is TRUE.
TThe output kernel. This is a (nc x dof) matrix (stored as a vector). The space for this matrix is allocated in this function but must be de-allocated externally. Only allocated if getT is TRUE.
Returns
0 if all the operations are correct, 1 if the kernel is larger than expected, 2 if it is smaller than expected, 3 if there is an error in the QR decomposition.

Referenced by FindIndependentRows(), FindKernel(), FindKernelAndIndependentRows(), FindKernelAndRank(), and FindRank().

◆ BasisColumnSpace()

unsigned int BasisColumnSpace ( double  epsilon,
unsigned int  nr,
unsigned int  nc,
double *  A,
boolean **  IC,
unsigned int *  nrT,
unsigned int *  ncT,
double **  T 
)

Orthonormalizes the columns of a matrix via QR decomposition.

This is an alternative to OrthonormalizeColumns which is probably faster and numerically more stable.

Parameters
epsilonNumerical accuracy. Values below epsilon are taken as zero.
nrNumber of rows of the matrix to analyze.
ncNumber of columns of the matrxi to analyze.
AThe matrix whose columns space is analyzed. Please, note that this matrix is modified inside the function and that at the output it can not be easily interpreted any more.
ICBoolean array identifying the independent columns in A. Allocated internally.
nrTNumber of rows of the orthonormal basis. It is nr in all the cases.
ncTNumber of columsn of the orthonormal basis. It can be lower than nc. This is the number of TRUE values in IC.
TThe computed orthonormal basis allocated internally and stored as a vector.

◆ MatrixExponential()

unsigned int MatrixExponential ( unsigned int  m,
double *  A,
double  t,
double *  eA 
)

Computes the exponential of a matrix (at a given time step).

For a constant matrix A, the error of this function grows with the time 't'. Use with caution for large t's (i.e., 5, 10, is already large).

Parameters
mNumber of rows/columsn of the matrix.
AThe matrix.
tThe time.
eAThe exponential of the matrix: exp(A*t).
Returns
1 if the process was succesful.

Definition at line 1583 of file algebra.c.

References dgpadm_(), IdentityMatrix(), and NEW.

Referenced by dGt(), and LQRPolicy().

◆ MatrixExponentialVector()

unsigned int MatrixExponentialVector ( unsigned int  m,
double *  A,
double  t,
double *  v 
)

Computes the product of the exponential of a matrix with a vector at a given time step.

For a constant matrix A, the error of this function grows with the time 't'. Use with caution for large t's because the error in this case scales much faster than when using MatrixExponential. In this case the error can be significative just for t=1. If accuracy is required (over speed) just use MatrixExponential and multiply the result by vector v.

Parameters
mNumber of rows/columsn of the matrix.
AThe matrix.
tThe time.
vThe input vector. Re-used to store the output: exp(A*t)*v.
Returns
1 if the process was succesful.

Definition at line 1660 of file algebra.c.

References dgchbv_(), and NEW.

◆ FindRank()

unsigned int FindRank ( double  epsilon,
unsigned int  nr,
unsigned int  nc,
double *  mT 
)

Determines the rank of a matrix, i.e. the dimension of the space spanned by the rows/column of the matrix.

For a given problem, the number of variables minus the rank of the Jacobian gives the dimensionality of the solution space, assuming that the Jacobian is evaluated in a regular point. The dimensionality of the solution space is the same as that of its tangent space.

IMPORTANT: The intput matrix may be modified inside this function. The caller CAN NOT assume that it remains unchanged.

Parameters
epsilonNumerical accuracy.
nrNumber of rows of the matrix (no transposed).
ncNumber of columns of the matrix (no transposed).
mTThe TRANSPOSED matrix. This matrix is overwriten inside this function!!
Returns
The rank of the matrix. NO_UINT if the rank can not be computed.

Definition at line 1724 of file algebra.c.

References AnalyzeKernel(), FALSE, and TRUE.

Referenced by ManifoldDimension().

◆ FindKernel()

unsigned int FindKernel ( unsigned int  nr,
unsigned int  nc,
double *  mT,
unsigned int  dof,
boolean  check,
double  epsilon,
double **  T 
)

Defines a basis of the null space of a matrix.

IMPORTANT: The intput matrix may be modified inside this function. The caller CAN NOT assume that it remains unchanged.

Parameters
nrNumber of rows of the matrix (no transposed).
ncNumbe of columns of the matrix (no transposed).
mTThe TRANSPOSED matrix stored as a vector. This matrix is overwriten inside this function!!
dofExpected dimension of the kernel.
checkIf TRUE the function introduces some consistancy checks (whether the kernel dimensionality is larger or smaller than the expected one).
epsilonValues below epsilon are taken as zero.
TThe output kernel. This is a (nc x dof) matrix (stored as a vector). The space for this matrix is allocated in this function but must be de-allocated externally.
Returns
0 if all the operations are correct, 1 if there the kernel is too large (i.e., the given point is singular), 2 if the chart could not be defined since the kernel is too small at the given point, and 3 if there is an error while performing QR decomposition. These outputs come directly from AnalyzeKernel.

Definition at line 1738 of file algebra.c.

References AnalyzeKernel(), FALSE, and TRUE.

Referenced by FindRightNullVector(), and RefineSingularPoint().

◆ FindKernelAndRank()

unsigned int FindKernelAndRank ( unsigned int  nr,
unsigned int  nc,
double *  mT,
unsigned int *  rank,
double  epsilon,
double **  T 
)

Defines a basis of the null space of a matrix, without any clue about the dimension of this null space. The returne rank is actually the number of variables minus the dimension of such space.

IMPORTANT: The intput matrix may be modified inside this function. The caller CAN NOT assume that it remains unchanged.

Parameters
nrNumber of rows of the matrix (no transposed).
ncNumbe of columns of the matrix (no transposed).
mTThe TRANSPOSED matrix stored as a vector. This matrix is overwriten inside this function!!
rankThe rank of the input matrix: number of variables (columns) minus dimension of the output null space (num columns of the matrix representing the matrix).
epsilonValues below epsilon are taken as zero.
TThe output kernel. This is a (nc x dof) matrix (stored as a vector). The space for this matrix is allocated in this function but must be de-allocated externally.
Returns
0 if all the operations are correct and 3 if there is an error while performing QR decomposition. These outputs come directly from AnalyzeKernel.

Definition at line 1752 of file algebra.c.

References AnalyzeKernel(), FALSE, and TRUE.

◆ FindKernelAndIndependentRows()

unsigned int FindKernelAndIndependentRows ( unsigned int  nr,
unsigned int  nc,
double *  mT,
unsigned int  dof,
double  epsilon,
boolean singular,
boolean **  IR,
double **  T 
)

Defines a basis of the null space of a matrix and determines a subset of the rows of the matrix that are independent.

This is useful because in our case most (all?) the matrices have redundancy (i.e., rows that are linearly dependent on other rows). However, for some purposes we need to determine a subset of the rows that are linearly independent.

IMPORTANT: The intput matrix may be modified inside this function. The caller CAN NOT assume that it remains unchanged.

Parameters
nrNumber of rows of the matrix (no transposed).
ncNumbe of columns of the matrix (no transposed).
mTThe TRANSPOSED matrix stored as a vector. This matrix is overwriten inside this function!!
dofExpected dimension of the kernel. If zero, the function tries to determine the rank automatically.
epsilonValues below epsilon are taken as zero.
singularTRUE if the matrix is singular (has more null eigen values than the expected ones). Output.
IRThe set of independent rows as a boolean vector with as many entriees as rows in the input matrix and TRUE for the independent rows. The space for this vector is allocated here but must be deallocated externally. If the matrix is singular this contains the most likely basis of the matrix (up to the numerical accuracy). Caution must be taken to use this output in this case.
TThe output kernel. This is a (nc x dof) matrix (stored as a vector). The space for this matrix is allocated in this function but must be de-allocated externally.
Returns
0 if all the operations are correct, 1 if there the kernel is too large (i.e., the given point is singular), 2 if the chart could not be defined since the kernel is too small at the given point, and 3 if there is an error while performing QR decomposition. These outputs come directly from AnalyzeKernel.

Definition at line 1765 of file algebra.c.

References AnalyzeKernel(), FALSE, and TRUE.

Referenced by ComputeJacobianKernelBasis().

◆ FindIndependentRows()

unsigned int FindIndependentRows ( unsigned int  nr,
unsigned int  nc,
double *  mT,
unsigned int  dof,
double  epsilon,
boolean singular,
boolean **  IR 
)

Determines a subset of the rows of a matrix that are independent.

IMPORTANT: The intput matrix may be modified inside this function. The caller CAN NOT assume that it remains unchanged.

Parameters
nrNumber of rows of the matrix (no transposed).
ncNumbe of columns of the matrix (no transposed).
mTThe TRANSPOSED matrix stored as a vector. This matrix is overwriten inside this function!!
dofExpected dimension of the kernel. If zero, the function tries to determine the rank automatically.
epsilonValues below epsilon are taken as zero.
singularTRUE if the matrix is singular (has more null eigen values than the expected ones). Output.
IRThe set of independent rows as a boolean vector with as many entriees as rows in the input matrix and TRUE for the independent rows. The space for this vector is allocated here but must be deallocated externally. If the matrix is singular this contains the most likely basis of the matrix (up to the numerical accuracy). Caution must be taken to use this output in this case.
Returns
0 if all the operations are correct, 1 if there the kernel is too large (i.e., the given point is singular), 2 if the chart could not be defined since the kernel is too small at the given point, and 3 if there is an error while performing QR decomposition. These outputs come directly from AnalyzeKernel.

Definition at line 1779 of file algebra.c.

References AnalyzeKernel(), FALSE, and TRUE.

Referenced by GetPositionJacobian().

◆ GetNewtonMatrixBuffer()

double* GetNewtonMatrixBuffer ( TNewton *  n)
inline

Buffer to store the Newton matrix.

This buffer must be accessed using the RC2INDEX macro since the matrix can be stored row major or column major depending on the underlying lineal algebra library being used.

Parameters
nThe Newton structure.
Returns
A pointer to the buffer where to store the matrix.

Definition at line 1794 of file algebra.c.

Referenced by CuikNewtonInBox(), CuikNewtonSimp(), Newton2ManifoldPlane(), and RefineSingularPoint().

◆ GetNewtonRHBuffer()

double* GetNewtonRHBuffer ( TNewton *  n)
inline

Buffer to store the Newton RH.

Parameters
nThe Newton structure.
Returns
A pointer to the buffer where to store the RH.

Definition at line 1799 of file algebra.c.

Referenced by CuikNewtonInBox(), CuikNewtonSimp(), Newton2ManifoldPlane(), and RefineSingularPoint().

◆ NewtonSetMatrix()

void NewtonSetMatrix ( unsigned int  i,
unsigned int  j,
double  v,
TNewton *  n 
)
inline

Sets one element of the matrix to be used in one Newton step. This matrix is typically initilized externally, but here we provide a mehtod to set it.

Parameters
iThe row.
jThe column.
vThe new value.
nThe Newton structure to set.

Definition at line 1804 of file algebra.c.

References RC2INDEX.

Referenced by CuikNewtonInBox().

◆ NewtonSetRH()

void NewtonSetRH ( unsigned int  i,
double  v,
TNewton *  n 
)
inline

Sets one element of the vector to be used in one Newton step. This vector is typically initilized externally, but here we provide a mehtod to set it.

Parameters
iThe index in the vector.
vThe new value.
nThe Newton structure to set.

Definition at line 1809 of file algebra.c.

Referenced by CuikNewtonInBox().

◆ GetLSMatrixBuffer()

double* GetLSMatrixBuffer ( TLinearSystem *  ls)
inline

Buffer to store the A matrix.

This buffer must be accessed using the RC2INDEX macro since the matrix can be stored row major or column major depending on the underlying lineal algebra library being used.

Parameters
lsThe linear system structure.
Returns
A pointer to the buffer where to store the matrix.

Definition at line 1814 of file algebra.c.

Referenced by Chart2Manifold(), InitBroyden(), InitDynamicSpace(), and SetLinearizedDynamics().

◆ GetLSRHBuffer()

double* GetLSRHBuffer ( TLinearSystem *  ls)
inline

Buffer to store the linear system RH.

Parameters
lsThe linear system structure.
Returns
A pointer to the buffer where to store the RH.

Definition at line 1819 of file algebra.c.

Referenced by Chart2Manifold(), InitBroyden(), InitDynamicSpace(), and SetLinearizedDynamics().

◆ GetLSSolutionBuffer()

double* GetLSSolutionBuffer ( TLinearSystem *  ls)
inline

Buffer to store the linear sytem solution. Note that this maybe the same as the buffer for the rhs.

Parameters
lsThe linear system structure.
Returns
A pointer to the buffer where to store the solution.

Definition at line 1824 of file algebra.c.

Referenced by Chart2Manifold(), ComputeAcceleration(), InitBroyden(), InitDynamicSpace(), and SetLinearizedDynamics().

◆ LSSetMatrix()

void LSSetMatrix ( unsigned int  i,
unsigned int  j,
double  v,
TLinearSystem *  ls 
)
inline

Sets one element of the matrix to be used in a linear system.

Parameters
iThe row.
jThe column.
vThe new value.
lsThe linear system structure.

Definition at line 1829 of file algebra.c.

References RC2INDEX.

◆ LSSetRH()

void LSSetRH ( unsigned int  i,
unsigned int  j,
double  v,
TLinearSystem *  ls 
)
inline

Sets one element of the right hand vector of a linear system.

Parameters
iThe row index.
jThe column index.
vThe new value.
lsThe linear system structure.

Definition at line 1834 of file algebra.c.

References RC2INDEX.

◆ InitBroyden()

void InitBroyden ( unsigned int  nr,
unsigned int  nc,
TBroyden b 
)

Initializes the structure to be used in a iterative Broyden process.

Note that the dimensionality of the solution set can be deduced at each Broyden step (using the QR with pivoting) but it is more efficient if we know it beforehand.

Parameters
nrNumber of rows.
ncNumber of columns.
bThe Broyden structure to initialize.

Definition at line 1839 of file algebra.c.

References Error(), GetLSMatrixBuffer(), GetLSRHBuffer(), GetLSSolutionBuffer(), InitLS(), and NEW.

Referenced by InitDynamicSpace().

◆ ResetBroyden()

void ResetBroyden ( TBroyden b)
inline

Resets the Broyden structure (the internal iteration) without releasing memory.

Parameters
bThe Broyden structure to initialize.

Definition at line 1862 of file algebra.c.

Referenced by NextDynamicState().

◆ GetBroydenMatrixBuffer()

double* GetBroydenMatrixBuffer ( TBroyden b)
inline

Buffer to store the Broyden matrix.

This buffer must be accessed using the RC2INDEX macro since the matrix can be stored row major or column major depending on the underlying lineal algebra library being used.

Parameters
bThe Broyden structure.
Returns
A pointer to the buffer where to store the matrix.

Definition at line 1867 of file algebra.c.

References Error().

Referenced by InitDynamicSpace().

◆ GetBroydenRHBuffer()

double* GetBroydenRHBuffer ( TBroyden b)
inline

Buffer to store the Broyden RH.

Parameters
bThe Broyden structure.
Returns
A pointer to the buffer where to store the RH.

Definition at line 1874 of file algebra.c.

Referenced by InitDynamicSpace().

◆ BroydenStep()

int BroydenStep ( double  epsilon,
unsigned int *  tp,
double *  x,
TBroyden b 
)

Computes and applies the correction in one step of a Broyden iteration. Calls the Newton iteration with the current Jacobian matrix and updates this matrix.

The result is stored in the right-hand side buffer.

Parameters
epsilonNumerical accuracy.
tpTopology of the variables.
xThe current approximation to the system solution. This is updated internally.
bThe Broyden information.
Returns
0 if no error is encountered in the Broyden step.

Definition at line 1879 of file algebra.c.

References LSSolve(), NEW, Norm(), PI2PI, PrintMatrix(), PrintVector(), and TOPOLOGY_S.

Referenced by NextDynamicState().

◆ BroydenUpdateJacobian()

void BroydenUpdateJacobian ( double  epsilon,
TBroyden b 
)

Applies the Broyden's Jacobian update procedure. This can only be used after using BroydenStep at least once.

Parameters
epsilonThe numerical accuracy.
bThe Broyden structure.

Definition at line 1952 of file algebra.c.

References AccumulateVector(), DifferenceVector(), GeneralDotProduct(), MatrixVectorProduct(), and RankOneUpdate().

Referenced by NextDynamicState().

◆ DeleteBroyden()

void DeleteBroyden ( TBroyden b)

Releases the memory allocated for a Broyden step.

Parameters
bA Broyden structure.

Definition at line 1987 of file algebra.c.

References DeleteLS().

Referenced by DeleteDynamicSpace().