blob: 90cebe0f4801c40c5b5979b7eb0553952b880951 [file] [log] [blame]
 // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010-2011 Gael Guennebaud // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #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 = int(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; }