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added nnls header file
author matthiasm
date Tue, 01 Jun 2010 12:03:37 +0000
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children 444c344681f3
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5:ec9fcfe1ce9e 6:a5302cf1cdb3
1 #ifndef NNLS_H
2 #define NNLS_H
3
4 #include <stdio.h>
5 #include <math.h>
6 #define nnls_max(a,b) ((a) >= (b) ? (a) : (b))
7 #define nnls_abs(x) ((x) >= 0 ? (x) : -(x))
8
9 typedef int integer;
10 typedef float floatreal;
11
12 /* SUBROUTINE NNLS (A,MDA,M,N,B,X,RNORM,W,ZZ,INDEX,MODE) */
13
14 /* Algorithm NNLS: NONNEGATIVE LEAST SQUARES */
15
16 /* The original version of this code was developed by */
17 /* Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory */
18 /* 1973 JUN 15, and published in the book */
19 /* "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
20 /* Revised FEB 1995 to accompany reprinting of the book by SIAM. */
21
22 /* GIVEN AN M BY N MATRIX, A, AND AN M-VECTOR, B, COMPUTE AN */
23 /* N-VECTOR, X, THAT SOLVES THE LEAST SQUARES PROBLEM */
24
25 /* A * X = B SUBJECT TO X .GE. 0 */
26 /* ------------------------------------------------------------------ */
27 /* Subroutine Arguments */
28
29 /* A(),MDA,M,N MDA IS THE FIRST DIMENSIONING PARAMETER FOR THE */
30 /* ARRAY, A(). ON ENTRY A() CONTAINS THE M BY N */
31 /* MATRIX, A. ON EXIT A() CONTAINS */
32 /* THE PRODUCT MATRIX, Q*A , WHERE Q IS AN */
33 /* M BY M ORTHOGONAL MATRIX GENERATED IMPLICITLY BY */
34 /* THIS SUBROUTINE. */
35 /* B() ON ENTRY B() CONTAINS THE M-VECTOR, B. ON EXIT B() CON- */
36 /* TAINS Q*B. */
37 /* X() ON ENTRY X() NEED NOT BE INITIALIZED. ON EXIT X() WILL */
38 /* CONTAIN THE SOLUTION VECTOR. */
39 /* RNORM ON EXIT RNORM CONTAINS THE EUCLIDEAN NORM OF THE */
40 /* RESIDUAL VECTOR. */
41 /* W() AN N-ARRAY OF WORKING SPACE. ON EXIT W() WILL CONTAIN */
42 /* THE DUAL SOLUTION VECTOR. W WILL SATISFY W(I) = 0. */
43 /* FOR ALL I IN SET P AND W(I) .LE. 0. FOR ALL I IN SET Z */
44 /* ZZ() AN M-ARRAY OF WORKING SPACE. */
45 /* INDEX() AN INT WORKING ARRAY OF LENGTH AT LEAST N. */
46 /* ON EXIT THE CONTENTS OF THIS ARRAY DEFINE THE SETS */
47 /* P AND Z AS FOLLOWS.. */
48
49 /* INDEX(1) THRU INDEX(NSETP) = SET P. */
50 /* INDEX(IZ1) THRU INDEX(IZ2) = SET Z. */
51 /* IZ1 = NSETP + 1 = NPP1 */
52 /* IZ2 = N */
53 /* MODE THIS IS A SUCCESS-FAILURE FLAG WITH THE FOLLOWING */
54 /* MEANINGS. */
55 /* 1 THE SOLUTION HAS BEEN COMPUTED SUCCESSFULLY. */
56 /* 2 THE DIMENSIONS OF THE PROBLEM ARE BAD. */
57 /* EITHER M .LE. 0 OR N .LE. 0. */
58 /* 3 ITERATION COUNT EXCEEDED. MORE THAN 3*N ITERATIONS. */
59
60 /* ------------------------------------------------------------------ */
61 /* Subroutine */
62 int nnls(float* a, int mda, int m, int n,
63 float* b, float* x, float* rnorm,
64 float* w, float* zz, int* index, int* mode);
65
66
67
68 /* SUBROUTINE H12 (MODE,LPIVOT,L1,M,U,IUE,UP,C,ICE,ICV,NCV) */
69
70 /* CONSTRUCTION AND/OR APPLICATION OF A SINGLE */
71 /* HOUSEHOLDER TRANSFORMATION.. Q = I + U*(U**T)/B */
72
73 /* The original version of this code was developed by */
74 /* Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory */
75 /* 1973 JUN 12, and published in the book */
76 /* "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
77 /* Revised FEB 1995 to accompany reprinting of the book by SIAM. */
78 /* ------------------------------------------------------------------ */
79 /* Subroutine Arguments */
80
81 /* MODE = 1 OR 2 Selects Algorithm H1 to construct and apply a */
82 /* Householder transformation, or Algorithm H2 to apply a */
83 /* previously constructed transformation. */
84 /* LPIVOT IS THE INDEX OF THE PIVOT ELEMENT. */
85 /* L1,M IF L1 .LE. M THE TRANSFORMATION WILL BE CONSTRUCTED TO */
86 /* ZERO ELEMENTS INDEXED FROM L1 THROUGH M. IF L1 GT. M */
87 /* THE SUBROUTINE DOES AN IDENTITY TRANSFORMATION. */
88 /* U(),IUE,UP On entry with MODE = 1, U() contains the pivot */
89 /* vector. IUE is the storage increment between elements. */
90 /* On exit when MODE = 1, U() and UP contain quantities */
91 /* defining the vector U of the Householder transformation. */
92 /* on entry with MODE = 2, U() and UP should contain */
93 /* quantities previously computed with MODE = 1. These will */
94 /* not be modified during the entry with MODE = 2. */
95 /* C() ON ENTRY with MODE = 1 or 2, C() CONTAINS A MATRIX WHICH */
96 /* WILL BE REGARDED AS A SET OF VECTORS TO WHICH THE */
97 /* HOUSEHOLDER TRANSFORMATION IS TO BE APPLIED. */
98 /* ON EXIT C() CONTAINS THE SET OF TRANSFORMED VECTORS. */
99 /* ICE STORAGE INCREMENT BETWEEN ELEMENTS OF VECTORS IN C(). */
100 /* ICV STORAGE INCREMENT BETWEEN VECTORS IN C(). */
101 /* NCV NUMBER OF VECTORS IN C() TO BE TRANSFORMED. IF NCV .LE. 0 */
102 /* NO OPERATIONS WILL BE DONE ON C(). */
103 /* ------------------------------------------------------------------ */
104 /* Subroutine */
105 int h12(int mode, int* lpivot, int* l1,
106 int m, float* u, int* iue, float* up, float* c__,
107 int* ice, int* icv, int* ncv);
108
109
110 /* COMPUTE ORTHOGONAL ROTATION MATRIX.. */
111
112 /* The original version of this code was developed by */
113 /* Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory
114 */
115 /* 1973 JUN 12, and published in the book */
116 /* "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
117 /* Revised FEB 1995 to accompany reprinting of the book by SIAM. */
118
119 /* COMPUTE.. MATRIX (C, S) SO THAT (C, S)(A) = (SQRT(A**2+B**2)) */
120 /* (-S,C) (-S,C)(B) ( 0 ) */
121 /* COMPUTE SIG = SQRT(A**2+B**2) */
122 /* SIG IS COMPUTED LAST TO ALLOW FOR THE POSSIBILITY THAT */
123 /* SIG MAY BE IN THE SAME LOCATION AS A OR B . */
124 int g1(float* a, float* b, float* cterm, float* sterm, float* sig);
125 #endif
126