[136] | 1 | // This file is part of Eigen, a lightweight C++ template library
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| 2 | // for linear algebra.
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| 3 | //
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| 4 | // Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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| 5 | //
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| 6 | // This Source Code Form is subject to the terms of the Mozilla
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| 7 | // Public License v. 2.0. If a copy of the MPL was not distributed
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| 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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| 9 |
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| 10 | #include "lapack_common.h"
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| 11 | #include <Eigen/Cholesky>
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| 12 |
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| 13 | // POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
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| 14 | EIGEN_LAPACK_FUNC(potrf,(char* uplo, int *n, RealScalar *pa, int *lda, int *info))
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| 15 | {
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| 16 | *info = 0;
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| 17 | if(UPLO(*uplo)==INVALID) *info = -1;
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| 18 | else if(*n<0) *info = -2;
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| 19 | else if(*lda<std::max(1,*n)) *info = -4;
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| 20 | if(*info!=0)
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| 21 | {
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| 22 | int e = -*info;
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| 23 | return xerbla_(SCALAR_SUFFIX_UP"POTRF", &e, 6);
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| 24 | }
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| 25 |
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| 26 | Scalar* a = reinterpret_cast<Scalar*>(pa);
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| 27 | MatrixType A(a,*n,*n,*lda);
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| 28 | int ret;
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| 29 | if(UPLO(*uplo)==UP) ret = int(internal::llt_inplace<Scalar, Upper>::blocked(A));
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| 30 | else ret = int(internal::llt_inplace<Scalar, Lower>::blocked(A));
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| 31 |
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| 32 | if(ret>=0)
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| 33 | *info = ret+1;
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| 34 |
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| 35 | return 0;
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| 36 | }
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| 37 |
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| 38 | // POTRS solves a system of linear equations A*X = B with a symmetric
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| 39 | // positive definite matrix A using the Cholesky factorization
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| 40 | // A = U**T*U or A = L*L**T computed by DPOTRF.
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| 41 | EIGEN_LAPACK_FUNC(potrs,(char* uplo, int *n, int *nrhs, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, int *info))
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| 42 | {
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| 43 | *info = 0;
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| 44 | if(UPLO(*uplo)==INVALID) *info = -1;
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| 45 | else if(*n<0) *info = -2;
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| 46 | else if(*nrhs<0) *info = -3;
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| 47 | else if(*lda<std::max(1,*n)) *info = -5;
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| 48 | else if(*ldb<std::max(1,*n)) *info = -7;
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| 49 | if(*info!=0)
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| 50 | {
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| 51 | int e = -*info;
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| 52 | return xerbla_(SCALAR_SUFFIX_UP"POTRS", &e, 6);
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| 53 | }
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| 54 |
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| 55 | Scalar* a = reinterpret_cast<Scalar*>(pa);
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| 56 | Scalar* b = reinterpret_cast<Scalar*>(pb);
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| 57 | MatrixType A(a,*n,*n,*lda);
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| 58 | MatrixType B(b,*n,*nrhs,*ldb);
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| 59 |
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| 60 | if(UPLO(*uplo)==UP)
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| 61 | {
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| 62 | A.triangularView<Upper>().adjoint().solveInPlace(B);
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| 63 | A.triangularView<Upper>().solveInPlace(B);
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| 64 | }
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| 65 | else
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| 66 | {
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| 67 | A.triangularView<Lower>().solveInPlace(B);
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| 68 | A.triangularView<Lower>().adjoint().solveInPlace(B);
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| 69 | }
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| 70 |
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| 71 | return 0;
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| 72 | }
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