// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010-2011 Gael Guennebaud // // 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 // 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); } if (*m == 0 || *n == 0) return; Scalar *a = reinterpret_cast(pa); int nb_transpositions; int ret = int(Eigen::internal::partial_lu_impl::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; } // 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); } Scalar *a = reinterpret_cast(pa); Scalar *b = reinterpret_cast(pb); MatrixType lu(a, *n, *n, *lda); MatrixType B(b, *n, *nrhs, *ldb); using Eigen::UnitLower; using Eigen::Upper; for (int i = 0; i < *n; ++i) ipiv[i]--; if (OP(*trans) == NOTR) { B = PivotsType(ipiv, *n) * B; lu.triangularView().solveInPlace(B); lu.triangularView().solveInPlace(B); } else if (OP(*trans) == TR) { lu.triangularView().transpose().solveInPlace(B); lu.triangularView().transpose().solveInPlace(B); B = PivotsType(ipiv, *n).transpose() * B; } else if (OP(*trans) == ADJ) { lu.triangularView().adjoint().solveInPlace(B); lu.triangularView().adjoint().solveInPlace(B); B = PivotsType(ipiv, *n).transpose() * B; } for (int i = 0; i < *n; ++i) ipiv[i]++; }