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88 lines
2.9 KiB
C++
88 lines
2.9 KiB
C++
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#include "lapack_common.h"
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#include <Eigen/Cholesky>
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// POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
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EIGEN_LAPACK_FUNC(potrf,(char* uplo, int *n, RealScalar *pa, int *lda, int *info))
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{
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*info = 0;
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if(UPLO(*uplo)==INVALID) *info = -1;
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else if(*n<0) *info = -2;
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else if(*lda<std::max(1,*n)) *info = -4;
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if(*info!=0)
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{
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int e = -*info;
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return xerbla_(SCALAR_SUFFIX_UP"POTRF", &e, 6);
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}
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Scalar* a = reinterpret_cast<Scalar*>(pa);
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MatrixType A(a,*n,*n,*lda);
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int ret;
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if(UPLO(*uplo)==UP) ret = internal::llt_inplace<Upper>::blocked(A);
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else ret = internal::llt_inplace<Lower>::blocked(A);
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if(ret>=0)
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*info = ret+1;
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return 0;
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}
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// POTRS solves a system of linear equations A*X = B with a symmetric
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// positive definite matrix A using the Cholesky factorization
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// A = U**T*U or A = L*L**T computed by DPOTRF.
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EIGEN_LAPACK_FUNC(potrs,(char* uplo, int *n, int *nrhs, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, int *info))
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{
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*info = 0;
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if(UPLO(*uplo)==INVALID) *info = -1;
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else if(*n<0) *info = -2;
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else if(*nrhs<0) *info = -3;
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else if(*lda<std::max(1,*n)) *info = -5;
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else if(*ldb<std::max(1,*n)) *info = -7;
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if(*info!=0)
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{
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int e = -*info;
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return xerbla_(SCALAR_SUFFIX_UP"POTRS", &e, 6);
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}
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Scalar* a = reinterpret_cast<Scalar*>(pa);
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Scalar* b = reinterpret_cast<Scalar*>(pb);
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MatrixType A(a,*n,*n,*lda);
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MatrixType B(b,*n,*nrhs,*ldb);
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if(UPLO(*uplo)==UP)
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{
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A.triangularView<Upper>().adjoint().solveInPlace(B);
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A.triangularView<Upper>().solveInPlace(B);
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}
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else
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{
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A.triangularView<Lower>().solveInPlace(B);
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A.triangularView<Lower>().adjoint().solveInPlace(B);
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}
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return 0;
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}
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