/// <summary>Calculates LU decomposition of M matrix</summary>
/// <param name="M">Matrix to decompose</param>
/// <param name="n">Matrix dimension</param>
/// <param name="varindx">Swap index</param>
private CLCalc.Program.Variable LUDecomp(double[,] M, int n, out CLCalc.Program.Variable varindx)
{
//arguments and work_dim
CLCalc.Program.Variable[] args;
int[] max;
//Matrix to vector
double[] vecM = MatrixToVector(M, ref n, ref n);
CLCalc.Program.Variable varM = new Program.Variable(vecM);
//Scaling transformation
double[] vv = new double[n];
CLCalc.Program.Variable varvv = new Program.Variable(vv);
max = new int[1] { n };
args = new CLCalc.Program.Variable[] { varM, varvv };
doubleLUScale.Execute(args, max);
//In order LU factorization (Crout)
int[] J = new int[1] { 0 };
CLCalc.Program.Variable varJ = new Program.Variable(J);
int[] N = new int[1] { n };
CLCalc.Program.Variable varN = new Program.Variable(N);
int[] indx = new int[n];
varindx = new Program.Variable(indx);
args = new Program.Variable[] { varM, varJ, varN, varindx, varvv };
for (J[0] = 0; J[0] < n; J[0]++)
{
varJ.WriteToDevice(J);
max[0] = J[0];
doubleLUCalcBetas.Execute(args, max);
max[0] = n - J[0];
doubleLUCalcAlphas.Execute(args, max);
max[0] = 1;
doubleLUCalcPivo.Execute(args, max);
max[0] = n;
doubleLUTrocaCols.Execute(args, max);
if (J[0] != n - 1)
{
max[0] = n - J[0] - 1;
doubleLUDivByPivot.Execute(args, max);
}
}
return varM;
}
private CLCalc.Program.Variable LUBackSubstitute(CLCalc.Program.Variable MLUDecomp, double[] b, int n, CLCalc.Program.Variable varindx)
{
CLCalc.Program.Variable varx = new Program.Variable(b);
CLCalc.Program.Variable varN = new Program.Variable(new int[1] { n });
int[] J = new int[1];
CLCalc.Program.Variable varJ = new Program.Variable(J);
CLCalc.Program.Variable[] args = new Program.Variable[] { MLUDecomp, varx, varindx, varN, varJ };
int[] max = new int[1];
//ajeita o vetor com respeito as trocas de linha
max[0] = 1;
doubleLUUnscramble.Execute(args, max);
//Forward subst
for (int i = n - 1; i >= 1; i--)
{
max[0] = i;
doubleLUForwardSubs.Execute(args, max);
}
//Backward subst
for (int j = n - 1; j >= 1; j--)
{
max[0] = 1;
J[0] = j;
varJ.WriteToDevice(J);
doubleLUDivide.Execute(args, max);
max[0] = j;
doubleLUBackSubs.Execute(args, max);
}
//Primeiro elemento
max[0] = 1;
J[0] = 0;
varJ.WriteToDevice(J);
doubleLUDivide.Execute(args, max);
return varx;
}