// 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 "common.h" #include // computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges EIGEN_LAPACK_FUNC(getrf,(int *m, int *n, RealScalar *pa, int *lda, int *ipiv, int *info)) { *info = 0; if(*m<0) *info = -1; else if(*n<0) *info = -2; else if(*lda(pa); int nb_transpositions; int ret = Eigen::internal::partial_lu_impl ::blocked_lu(*m, *n, a, *lda, ipiv, nb_transpositions); for(int i=0; i=0) *info = ret+1; return 0; } //GETRS solves a system of linear equations // A * X = B or A' * X = B // with a general N-by-N matrix A using the LU factorization computed by GETRF EIGEN_LAPACK_FUNC(getrs,(char *trans, int *n, int *nrhs, RealScalar *pa, int *lda, int *ipiv, RealScalar *pb, int *ldb, int *info)) { *info = 0; if(OP(*trans)==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 lu(a,*n,*n,*lda); MatrixType B(b,*n,*nrhs,*ldb); for(int i=0; i<*n; ++i) ipiv[i]--; if(OP(*trans)==NOTR) { B = PivotsType(ipiv,*n) * B; lu.triangularView().solveInPlace(B); lu.triangularView().solveInPlace(B); } else if(OP(*trans)==TR) { lu.triangularView().transpose().solveInPlace(B); lu.triangularView().transpose().solveInPlace(B); B = PivotsType(ipiv,*n).transpose() * B; } else if(OP(*trans)==ADJ) { lu.triangularView().adjoint().solveInPlace(B); lu.triangularView().adjoint().solveInPlace(B); B = PivotsType(ipiv,*n).transpose() * B; } for(int i=0; i<*n; ++i) ipiv[i]++; return 0; }