source: pacpussensors/trunk/Vislab/lib3dv-1.2.0/lib3dv/eigen/lapack/lu.cpp

Last change on this file was 136, checked in by ldecherf, 8 years ago

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1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
5//
6// This Source Code Form is subject to the terms of the Mozilla
7// Public License v. 2.0. If a copy of the MPL was not distributed
8// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10#include "common.h"
11#include <Eigen/LU>
12
13// computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges
14EIGEN_LAPACK_FUNC(getrf,(int *m, int *n, RealScalar *pa, int *lda, int *ipiv, int *info))
15{
16 *info = 0;
17 if(*m<0) *info = -1;
18 else if(*n<0) *info = -2;
19 else if(*lda<std::max(1,*m)) *info = -4;
20 if(*info!=0)
21 {
22 int e = -*info;
23 return xerbla_(SCALAR_SUFFIX_UP"GETRF", &e, 6);
24 }
25
26 if(*m==0 || *n==0)
27 return 0;
28
29 Scalar* a = reinterpret_cast<Scalar*>(pa);
30 int nb_transpositions;
31 int ret = int(Eigen::internal::partial_lu_impl<Scalar,ColMajor,int>
32 ::blocked_lu(*m, *n, a, *lda, ipiv, nb_transpositions));
33
34 for(int i=0; i<std::min(*m,*n); ++i)
35 ipiv[i]++;
36
37 if(ret>=0)
38 *info = ret+1;
39
40 return 0;
41}
42
43//GETRS solves a system of linear equations
44// A * X = B or A' * X = B
45// with a general N-by-N matrix A using the LU factorization computed by GETRF
46EIGEN_LAPACK_FUNC(getrs,(char *trans, int *n, int *nrhs, RealScalar *pa, int *lda, int *ipiv, RealScalar *pb, int *ldb, int *info))
47{
48 *info = 0;
49 if(OP(*trans)==INVALID) *info = -1;
50 else if(*n<0) *info = -2;
51 else if(*nrhs<0) *info = -3;
52 else if(*lda<std::max(1,*n)) *info = -5;
53 else if(*ldb<std::max(1,*n)) *info = -8;
54 if(*info!=0)
55 {
56 int e = -*info;
57 return xerbla_(SCALAR_SUFFIX_UP"GETRS", &e, 6);
58 }
59
60 Scalar* a = reinterpret_cast<Scalar*>(pa);
61 Scalar* b = reinterpret_cast<Scalar*>(pb);
62 MatrixType lu(a,*n,*n,*lda);
63 MatrixType B(b,*n,*nrhs,*ldb);
64
65 for(int i=0; i<*n; ++i)
66 ipiv[i]--;
67 if(OP(*trans)==NOTR)
68 {
69 B = PivotsType(ipiv,*n) * B;
70 lu.triangularView<UnitLower>().solveInPlace(B);
71 lu.triangularView<Upper>().solveInPlace(B);
72 }
73 else if(OP(*trans)==TR)
74 {
75 lu.triangularView<Upper>().transpose().solveInPlace(B);
76 lu.triangularView<UnitLower>().transpose().solveInPlace(B);
77 B = PivotsType(ipiv,*n).transpose() * B;
78 }
79 else if(OP(*trans)==ADJ)
80 {
81 lu.triangularView<Upper>().adjoint().solveInPlace(B);
82 lu.triangularView<UnitLower>().adjoint().solveInPlace(B);
83 B = PivotsType(ipiv,*n).transpose() * B;
84 }
85 for(int i=0; i<*n; ++i)
86 ipiv[i]++;
87
88 return 0;
89}
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