ground/gcs/src/libs/eigen/lapack/lu.cpp

   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
  14 EIGEN_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
  46 EIGEN_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 }