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author | Narayan Kamath <narayan@google.com> | 2012-11-02 10:59:05 +0000 |
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committer | Xiaotao Duan <xiaotao@google.com> | 2012-11-07 14:17:48 -0800 |
commit | c981c48f5bc9aefeffc0bcb0cc3934c2fae179dd (patch) | |
tree | 54d1c7d66098154c1d7c5bd414394ef4cf255810 /lapack/lu.cpp | |
parent | 63f67d748682b46d58be31235a0a2d64d81b998c (diff) | |
download | eigen-c981c48f5bc9aefeffc0bcb0cc3934c2fae179dd.tar.gz |
Initial import of eigen 3.1.1android-cts-4.4_r4android-cts-4.2_r2android-4.4_r1.2.0.1android-4.4_r1.2android-4.4_r1.1.0.1android-4.4_r1.1android-4.4_r1.0.1android-4.4_r1android-4.4_r0.9android-4.4_r0.8android-4.3_r2.3android-4.3_r2.2android-4.3_r2.1android-4.3_r2android-4.3_r1.1android-4.3_r1android-4.3_r0.9.1android-4.3_r0.9android-4.2.2_r1.2android-4.2.2_r1.1android-4.2.2_r1kitkat-releasekitkat-cts-releasejb-mr2.0-releasejb-mr2-releasejb-mr1.1-releasejb-mr1.1-dev
Added a README.android and a MODULE_LICENSE_MPL2 file.
Added empty Android.mk and CleanSpec.mk to optimize Android build.
Non MPL2 license code is disabled in ./Eigen/src/Core/util/NonMPL2.h.
Trying to include such files will lead to an error.
Change-Id: I0e148b7c3e83999bcc4dfaa5809d33bfac2aac32
Diffstat (limited to 'lapack/lu.cpp')
-rw-r--r-- | lapack/lu.cpp | 89 |
1 files changed, 89 insertions, 0 deletions
diff --git a/lapack/lu.cpp b/lapack/lu.cpp new file mode 100644 index 000000000..311511674 --- /dev/null +++ b/lapack/lu.cpp @@ -0,0 +1,89 @@ +// 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 = 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; +} |