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- // 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;
- }
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