You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
72 lines
2.1 KiB
72 lines
2.1 KiB
// 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 "lapack_common.h"
|
|
#include <Eigen/Cholesky>
|
|
|
|
// POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
|
|
EIGEN_LAPACK_FUNC(potrf,(char* uplo, int *n, RealScalar *pa, int *lda, int *info))
|
|
{
|
|
*info = 0;
|
|
if(UPLO(*uplo)==INVALID) *info = -1;
|
|
else if(*n<0) *info = -2;
|
|
else if(*lda<std::max(1,*n)) *info = -4;
|
|
if(*info!=0)
|
|
{
|
|
int e = -*info;
|
|
return xerbla_(SCALAR_SUFFIX_UP"POTRF", &e, 6);
|
|
}
|
|
|
|
Scalar* a = reinterpret_cast<Scalar*>(pa);
|
|
MatrixType A(a,*n,*n,*lda);
|
|
int ret;
|
|
if(UPLO(*uplo)==UP) ret = internal::llt_inplace<Scalar, Upper>::blocked(A);
|
|
else ret = internal::llt_inplace<Scalar, Lower>::blocked(A);
|
|
|
|
if(ret>=0)
|
|
*info = ret+1;
|
|
|
|
return 0;
|
|
}
|
|
|
|
// POTRS solves a system of linear equations A*X = B with a symmetric
|
|
// positive definite matrix A using the Cholesky factorization
|
|
// A = U**T*U or A = L*L**T computed by DPOTRF.
|
|
EIGEN_LAPACK_FUNC(potrs,(char* uplo, int *n, int *nrhs, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, int *info))
|
|
{
|
|
*info = 0;
|
|
if(UPLO(*uplo)==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 = -7;
|
|
if(*info!=0)
|
|
{
|
|
int e = -*info;
|
|
return xerbla_(SCALAR_SUFFIX_UP"POTRS", &e, 6);
|
|
}
|
|
|
|
Scalar* a = reinterpret_cast<Scalar*>(pa);
|
|
Scalar* b = reinterpret_cast<Scalar*>(pb);
|
|
MatrixType A(a,*n,*n,*lda);
|
|
MatrixType B(b,*n,*nrhs,*ldb);
|
|
|
|
if(UPLO(*uplo)==UP)
|
|
{
|
|
A.triangularView<Upper>().adjoint().solveInPlace(B);
|
|
A.triangularView<Upper>().solveInPlace(B);
|
|
}
|
|
else
|
|
{
|
|
A.triangularView<Lower>().solveInPlace(B);
|
|
A.triangularView<Lower>().adjoint().solveInPlace(B);
|
|
}
|
|
|
|
return 0;
|
|
}
|