// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr> // // 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 <Eigen/LU> // 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<std::max(1,*m)) *info = -4; if(*info!=0) { int e = -*info; return xerbla_(SCALAR_SUFFIX_UP"GETRF", &e, 6); } if(*m==0 || *n==0) return 0; Scalar* a = reinterpret_cast<Scalar*>(pa); int nb_transpositions; int ret = int(Eigen::internal::partial_lu_impl<Scalar,ColMajor,int> ::blocked_lu(*m, *n, a, *lda, ipiv, nb_transpositions)); for(int i=0; i<std::min(*m,*n); ++i) ipiv[i]++; if(ret>=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<std::max(1,*n)) *info = -5; else if(*ldb<std::max(1,*n)) *info = -8; if(*info!=0) { int e = -*info; return xerbla_(SCALAR_SUFFIX_UP"GETRS", &e, 6); } Scalar* a = reinterpret_cast<Scalar*>(pa); Scalar* b = reinterpret_cast<Scalar*>(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<UnitLower>().solveInPlace(B); lu.triangularView<Upper>().solveInPlace(B); } else if(OP(*trans)==TR) { lu.triangularView<Upper>().transpose().solveInPlace(B); lu.triangularView<UnitLower>().transpose().solveInPlace(B); B = PivotsType(ipiv,*n).transpose() * B; } else if(OP(*trans)==ADJ) { lu.triangularView<Upper>().adjoint().solveInPlace(B); lu.triangularView<UnitLower>().adjoint().solveInPlace(B); B = PivotsType(ipiv,*n).transpose() * B; } for(int i=0; i<*n; ++i) ipiv[i]++; return 0; }