mirror of
https://gitlab.com/libeigen/eigen.git
synced 2024-12-15 07:10:37 +08:00
71 lines
2.2 KiB
C++
71 lines
2.2 KiB
C++
// 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);
|
|
}
|
|
|
|
Scalar *a = reinterpret_cast<Scalar *>(pa);
|
|
MatrixType A(a, *n, *n, *lda);
|
|
int ret;
|
|
if (UPLO(*uplo) == UP)
|
|
ret = int(Eigen::internal::llt_inplace<Scalar, Eigen::Upper>::blocked(A));
|
|
else
|
|
ret = int(Eigen::internal::llt_inplace<Scalar, Eigen::Lower>::blocked(A));
|
|
|
|
if (ret >= 0) *info = ret + 1;
|
|
}
|
|
|
|
// 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);
|
|
}
|
|
|
|
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<Eigen::Upper>().adjoint().solveInPlace(B);
|
|
A.triangularView<Eigen::Upper>().solveInPlace(B);
|
|
} else {
|
|
A.triangularView<Eigen::Lower>().solveInPlace(B);
|
|
A.triangularView<Eigen::Lower>().adjoint().solveInPlace(B);
|
|
}
|
|
}
|