WSJT-X/boost/libs/numeric/odeint/examples/gram_schmidt.hpp

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/*
boost header: numeric/odeint/gram_schmitt.hpp
Copyright 2011-2013 Karsten Ahnert
Copyright 2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_GRAM_SCHMITT_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_GRAM_SCHMITT_HPP_INCLUDED
#include <boost/throw_exception.hpp>
#include <iterator>
#include <algorithm>
#include <numeric>
namespace boost {
namespace numeric {
namespace odeint {
template< class Iterator , class T >
void normalize( Iterator first , Iterator last , T norm )
{
while( first != last ) *first++ /= norm;
}
template< class Iterator , class T >
void substract_vector( Iterator first1 , Iterator last1 ,
Iterator first2 , T val )
{
while( first1 != last1 ) *first1++ -= val * ( *first2++ );
}
template< size_t num_of_lyap , class StateType , class LyapType >
void gram_schmidt( StateType &x , LyapType &lyap , size_t n )
{
if( !num_of_lyap ) return;
if( ptrdiff_t( ( num_of_lyap + 1 ) * n ) != std::distance( x.begin() , x.end() ) )
BOOST_THROW_EXCEPTION( std::domain_error( "renormalization() : size of state does not match the number of lyapunov exponents." ) );
typedef typename StateType::value_type value_type;
typedef typename StateType::iterator iterator;
value_type norm[num_of_lyap];
value_type tmp[num_of_lyap];
iterator first = x.begin() + n;
iterator beg1 = first , end1 = first + n ;
std::fill( norm , norm+num_of_lyap , 0.0 );
// normalize first vector
norm[0] = sqrt( std::inner_product( beg1 , end1 , beg1 , 0.0 ) );
normalize( beg1 , end1 , norm[0] );
beg1 += n;
end1 += n;
for( size_t j=1 ; j<num_of_lyap ; ++j , beg1+=n , end1+=n )
{
for( size_t k=0 ; k<j ; ++k )
{
tmp[k] = std::inner_product( beg1 , end1 , first + k*n , 0.0 );
// clog << j << " " << k << " " << tmp[k] << "\n";
}
for( size_t k=0 ; k<j ; ++k )
substract_vector( beg1 , end1 , first + k*n , tmp[k] );
// normalize j-th vector
norm[j] = sqrt( std::inner_product( beg1 , end1 , beg1 , 0.0 ) );
// clog << j << " " << norm[j] << "\n";
normalize( beg1 , end1 , norm[j] );
}
for( size_t j=0 ; j<num_of_lyap ; j++ )
lyap[j] += log( norm[j] );
}
} // namespace odeint
} // namespace numeric
} // namespace boost
#endif //BOOST_NUMERIC_ODEINT_GRAM_SCHMITT_HPP_INCLUDED