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45 #include "gromacs/utility/fatalerror.h"
46 #include "gromacs/utility/smalloc.h"
48 #include "gmx_lapack.h"
50 double **alloc_matrix(int n, int m)
55 /* There's always time for more pointer arithmetic! */
56 /* This is necessary in order to be able to work with LAPACK */
59 for (i = 1; (i < n); i++)
66 void free_matrix(double **a)
75 void matrix_multiply(FILE *fp, int n, int m, double **x, double **y, double **z)
82 fprintf(fp, "Multiplying %d x %d matrix with a %d x %d matrix\n",
87 for (i = 0; (i < n); i++)
89 for (j = 0; (j < m); j++)
91 fprintf(fp, " %7g", x[i][j]);
97 for (i = 0; (i < m); i++)
99 for (j = 0; (j < m); j++)
102 for (k = 0; (k < n); k++)
104 z[i][j] += x[k][i]*y[j][k];
110 static void dump_matrix(FILE *fp, const char *title, int n, double **a)
115 fprintf(fp, "%s\n", title);
116 for (i = 0; (i < n); i++)
119 for (j = 0; (j < n); j++)
121 fprintf(fp, " %8.2f", a[i][j]);
125 fprintf(fp, "Prod a[i][i] = %g\n", d);
128 int matrix_invert(FILE *fp, int n, double **a)
130 int i, j, m, lda, *ipiv, lwork, info;
131 double **test = NULL, **id, *work;
136 fprintf(fp, "Inverting %d square matrix\n", n);
137 test = alloc_matrix(n, n);
138 for (i = 0; (i < n); i++)
140 for (j = 0; (j < n); j++)
142 test[i][j] = a[i][j];
145 dump_matrix(fp, "before inversion", n, a);
153 F77_FUNC(dgetrf, DGETRF) (&n, &m, a[0], &lda, ipiv, &info);
157 dump_matrix(fp, "after dgetrf", n, a);
164 F77_FUNC(dgetri, DGETRI) (&n, a[0], &lda, ipiv, work, &lwork, &info);
168 dump_matrix(fp, "after dgetri", n, a);
179 id = alloc_matrix(n, n);
180 matrix_multiply(fp, n, n, test, a, id);
181 dump_matrix(fp, "And here is the product of A and Ainv", n, id);
192 double multi_regression(FILE *fp, int nrow, double *y, int ncol,
193 double **xx, double *a0)
195 int row, niter, i, j;
196 double ax, chi2, **a, **at, **ata, *atx;
198 a = alloc_matrix(nrow, ncol);
199 at = alloc_matrix(ncol, nrow);
200 ata = alloc_matrix(ncol, ncol);
201 for (i = 0; (i < nrow); i++)
203 for (j = 0; (j < ncol); j++)
205 at[j][i] = a[i][j] = xx[j][i];
208 matrix_multiply(fp, nrow, ncol, a, at, ata);
209 if ((row = matrix_invert(fp, ncol, ata)) != 0)
211 gmx_fatal(FARGS, "Matrix inversion failed. Incorrect row = %d.\nThis probably indicates that you do not have sufficient data points, or that some parameters are linearly dependent.",
216 for (i = 0; (i < ncol); i++)
219 for (j = 0; (j < nrow); j++)
221 atx[i] += at[i][j]*y[j];
224 for (i = 0; (i < ncol); i++)
227 for (j = 0; (j < ncol); j++)
229 a0[i] += ata[i][j]*atx[j];
233 for (j = 0; (j < nrow); j++)
236 for (i = 0; (i < ncol); i++)
240 chi2 += (y[j] - ax) * (y[j] - ax);