arb/arb_mat/solve_precond.c
2018-03-18 17:20:21 +00:00

143 lines
3 KiB
C

/*
Copyright (C) 2018 arbguest
This file is part of Arb.
Arb is free software: you can redistribute it and/or modify it under
the terms of the GNU Lesser General Public License (LGPL) as published
by the Free Software Foundation; either version 2.1 of the License, or
(at your option) any later version. See <http://www.gnu.org/licenses/>.
*/
#include "arb_mat.h"
int
_arb_mat_solve_c(arb_mat_t X, const arb_mat_t A, const arb_mat_t B, slong prec)
{
int result;
slong m, n;
arb_mat_t I, R;
n = arb_mat_nrows(A);
m = arb_mat_ncols(X);
if (n == 0 || m == 0)
return 1;
arb_mat_init(I, n, n);
arb_mat_init(R, n, n);
arb_mat_one(I);
result = arb_mat_approx_solve(R, A, I, prec);
if (result)
{
arb_mat_t RA, RB;
arb_mat_init(RA, n, n);
arb_mat_init(RB, n, m);
arb_mat_mul(RA, R, A, prec);
arb_mat_mul(RB, R, B, prec);
result = arb_mat_solve_lu(X, RA, RB, prec);
arb_mat_clear(RA);
arb_mat_clear(RB);
}
arb_mat_clear(I);
arb_mat_clear(R);
return result;
}
int
_arb_mat_solve_d(arb_mat_t X, const arb_mat_t A, const arb_mat_t B, slong prec)
{
int result;
slong m, n;
arb_mat_t I, R;
n = arb_mat_nrows(A);
m = arb_mat_ncols(X);
if (n == 0 || m == 0)
return 1;
arb_mat_init(I, n, n);
arb_mat_init(R, n, n);
arb_mat_one(I);
result = arb_mat_approx_solve(R, A, I, prec);
if (result)
{
arb_mat_t RA, RB, E;
mag_t d;
arb_mat_init(RA, n, n);
arb_mat_init(RB, n, m);
arb_mat_init(E, n, n);
mag_init(d);
arb_mat_mul(RA, R, A, prec);
arb_mat_mul(RB, R, B, prec);
arb_mat_sub(E, I, RA, prec);
arb_mat_bound_inf_norm(d, E);
if (mag_cmp_2exp_si(d, 0) < 0)
{
slong i, j;
mag_t e, err;
mag_init(e);
mag_init(err);
mag_geom_series(d, d, 1);
arb_mat_set(X, RB);
for (j = 0; j < m; j++)
{
mag_zero(err);
for (i = 0; i < n; i++)
{
arb_get_mag(e, arb_mat_entry(RB, i, j));
mag_max(err, err, e);
}
mag_mul(err, err, d);
for (i = 0; i < n; i++)
{
arb_add_error_mag(arb_mat_entry(X, i, j), err);
}
}
mag_clear(e);
mag_clear(err);
}
else
{
result = arb_mat_solve_lu(X, RA, RB, prec);
}
arb_mat_clear(RA);
arb_mat_clear(RB);
arb_mat_clear(E);
mag_clear(d);
}
arb_mat_clear(I);
arb_mat_clear(R);
return result;
}
int
arb_mat_solve_precond(arb_mat_t X, const arb_mat_t A, const arb_mat_t B, slong prec)
{
slong n = arb_mat_nrows(A);
slong m = arb_mat_ncols(B);
if (m < 0.1 * n + 1)
return _arb_mat_solve_c(X, A, B, prec);
else
return _arb_mat_solve_d(X, A, B, prec);
}