// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010-2011 Gael Guennebaud // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #include "lapack_common.h" #include // POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. EIGEN_LAPACK_FUNC(potrf,(char* uplo, int *n, RealScalar *pa, int *lda, int *info)) { *info = 0; if(UPLO(*uplo)==INVALID) *info = -1; else if(*n<0) *info = -2; else if(*lda(pa); MatrixType A(a,*n,*n,*lda); int ret; if(UPLO(*uplo)==UP) ret = internal::llt_inplace::blocked(A); else ret = internal::llt_inplace::blocked(A); if(ret>=0) *info = ret+1; return 0; } // POTRS solves a system of linear equations A*X = B with a symmetric // positive definite matrix A using the Cholesky factorization // A = U**T*U or A = L*L**T computed by DPOTRF. EIGEN_LAPACK_FUNC(potrs,(char* uplo, int *n, int *nrhs, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, int *info)) { *info = 0; if(UPLO(*uplo)==INVALID) *info = -1; else if(*n<0) *info = -2; else if(*nrhs<0) *info = -3; else if(*lda(pa); Scalar* b = reinterpret_cast(pb); MatrixType A(a,*n,*n,*lda); MatrixType B(b,*n,*nrhs,*ldb); if(UPLO(*uplo)==UP) { A.triangularView().adjoint().solveInPlace(B); A.triangularView().solveInPlace(B); } else { A.triangularView().solveInPlace(B); A.triangularView().adjoint().solveInPlace(B); } return 0; }