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cholesky.h

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00001 /*
00002  * Copyright (c) 2001 The AUTHORS 
00003  *   Romeu Andre' Pieritz, Ph.D.        - romeu_pieritz@hotmail.com
00004  *   Rafael Mendes, Eng.                – mendes_rafael@yahoo.com
00005  *   Rodrigo Ferraz de Andrade, Eng.    – rferraz@iname.com 
00006  * All rights reserved.
00007  *
00008  * Permission to use, copy and distribute this software and its
00009  * documentation for educational and personal use, without fee is hereby granted, 
00010  * provided that the above copyright notice and the following
00011  * two paragraphs appear in all copies of this software.
00012  *
00013  * IN NO EVENT SHALL THE AUTHORS BE LIABLE TO ANY PARTY FOR
00014  * DIRECT, INDIRECT, SPECIAL, INCIDENTAL, OR CONSEQUENTIAL DAMAGES ARISING OUT
00015  * OF THE USE OF THIS SOFTWARE AND ITS DOCUMENTATION, EVEN IF THE AUTHORS
00016  * HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00017  *
00018  * THE AUTHORS SPECIFICALLY DISCLAIMS ANY WARRANTIES,
00019  * INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY
00020  * AND FITNESS FOR A PARTICULAR PURPOSE.  THE SOFTWARE PROVIDED HERE UNDER IS
00021  * ON AN "AS IS" BASIS, AND THE AUTHORS HAVE NO OBLIGATION TO
00022  * PROVIDE MAINTENANCE, SUPPORT, UPDATES, ENHANCEMENTS, OR MODIFICATIONS.
00023  *
00024  * SINMEC Lab. - CFD Sinflow Project - http://www.sinmec.ufsc.br/cfd
00025  */
00026 
00027 
00028 // File Define
00029 #ifndef __CSFL_MATH_SOLVER_CHOLESKY__
00030 #define __CSFL_MATH_SOLVER_CHOLESKY__
00031 
00032 
00033 // Include
00034 #include <csfl/math/solver/solver.h>
00035 
00036 
00037 // Namespace
00038 namespace csfl { 
00039 
00040 
00041         
00042 class ISolverCholesky : 
00043         public ISolver
00044 
00049 
00050 {
00051 
00052 public:
00053         ISolverCholesky( ILinearSystem * = NULL );
00054     ISolverCholesky( ISolverCholesky * );
00055         ~ISolverCholesky();
00056         
00057         void Solve();
00058         void Solve( ILinearSystem *_lsys );
00059 
00060         bool Transpose() { return isTranspose; }
00061         void SetTranspose( bool _b ) { isTranspose = _b; }
00062 
00063 protected:
00064         double **mat;
00065         double *x, *p, *b;
00066         bool mem, isTranspose;
00067 
00068         void Decomposition( double **, int, double [] );
00069         void BackSubstitution(  double **, int , double [], double [], double [] );
00070 
00071         void CHOLESKY();
00072 
00073         void AllocaMemory();
00074 };
00075 
00076 } // csfl namespace
00077 
00078 #endif // __CSFL_MATH_SOLVER_CHOLESKY__

 

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