[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 "common.h"
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| 11 | #include <Eigen/LU>
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| 12 |
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| 13 | // computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges
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| 14 | EIGEN_LAPACK_FUNC(getrf,(int *m, int *n, RealScalar *pa, int *lda, int *ipiv, int *info))
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| 15 | {
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| 16 | *info = 0;
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| 17 | if(*m<0) *info = -1;
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| 18 | else if(*n<0) *info = -2;
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| 19 | else if(*lda<std::max(1,*m)) *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"GETRF", &e, 6);
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| 24 | }
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| 25 |
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| 26 | if(*m==0 || *n==0)
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| 27 | return 0;
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| 28 |
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| 29 | Scalar* a = reinterpret_cast<Scalar*>(pa);
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| 30 | int nb_transpositions;
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| 31 | int ret = int(Eigen::internal::partial_lu_impl<Scalar,ColMajor,int>
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| 32 | ::blocked_lu(*m, *n, a, *lda, ipiv, nb_transpositions));
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| 33 |
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| 34 | for(int i=0; i<std::min(*m,*n); ++i)
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| 35 | ipiv[i]++;
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| 36 |
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| 37 | if(ret>=0)
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| 38 | *info = ret+1;
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| 39 |
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| 40 | return 0;
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| 41 | }
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| 42 |
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| 43 | //GETRS solves a system of linear equations
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| 44 | // A * X = B or A' * X = B
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| 45 | // with a general N-by-N matrix A using the LU factorization computed by GETRF
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| 46 | EIGEN_LAPACK_FUNC(getrs,(char *trans, int *n, int *nrhs, RealScalar *pa, int *lda, int *ipiv, RealScalar *pb, int *ldb, int *info))
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| 47 | {
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| 48 | *info = 0;
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| 49 | if(OP(*trans)==INVALID) *info = -1;
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| 50 | else if(*n<0) *info = -2;
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| 51 | else if(*nrhs<0) *info = -3;
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| 52 | else if(*lda<std::max(1,*n)) *info = -5;
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| 53 | else if(*ldb<std::max(1,*n)) *info = -8;
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| 54 | if(*info!=0)
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| 55 | {
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| 56 | int e = -*info;
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| 57 | return xerbla_(SCALAR_SUFFIX_UP"GETRS", &e, 6);
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| 58 | }
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| 59 |
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| 60 | Scalar* a = reinterpret_cast<Scalar*>(pa);
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| 61 | Scalar* b = reinterpret_cast<Scalar*>(pb);
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| 62 | MatrixType lu(a,*n,*n,*lda);
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| 63 | MatrixType B(b,*n,*nrhs,*ldb);
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| 64 |
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| 65 | for(int i=0; i<*n; ++i)
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| 66 | ipiv[i]--;
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| 67 | if(OP(*trans)==NOTR)
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| 68 | {
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| 69 | B = PivotsType(ipiv,*n) * B;
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| 70 | lu.triangularView<UnitLower>().solveInPlace(B);
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| 71 | lu.triangularView<Upper>().solveInPlace(B);
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| 72 | }
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| 73 | else if(OP(*trans)==TR)
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| 74 | {
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| 75 | lu.triangularView<Upper>().transpose().solveInPlace(B);
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| 76 | lu.triangularView<UnitLower>().transpose().solveInPlace(B);
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| 77 | B = PivotsType(ipiv,*n).transpose() * B;
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| 78 | }
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| 79 | else if(OP(*trans)==ADJ)
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| 80 | {
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| 81 | lu.triangularView<Upper>().adjoint().solveInPlace(B);
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| 82 | lu.triangularView<UnitLower>().adjoint().solveInPlace(B);
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| 83 | B = PivotsType(ipiv,*n).transpose() * B;
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| 84 | }
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| 85 | for(int i=0; i<*n; ++i)
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| 86 | ipiv[i]++;
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| 87 |
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| 88 | return 0;
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| 89 | }
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