lu.cpp
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#ifndef _MSC_VER
# include <itpp/config.h>
#else
# include <itpp/config_msvc.h>
#endif
#if defined(HAVE_LAPACK)
# include <itpp/base/algebra/lapack.h>
#endif
#include <itpp/base/algebra/lu.h>
#include <itpp/base/specmat.h>
namespace itpp
{
#if defined(HAVE_LAPACK)
bool lu(const mat &X, mat &L, mat &U, ivec &p)
{
it_assert_debug(X.rows() == X.cols(), "lu: matrix is not quadratic");
//int m, n, lda, info;
//m = n = lda = X.rows();
int m = X.rows(), info;
mat A(X);
L.set_size(m, m, false);
U.set_size(m, m, false);
p.set_size(m, false);
dgetrf_(&m, &m, A._data(), &m, p._data(), &info);
for (int i = 0; i < m; i++) {
for (int j = i; j < m; j++) {
if (i == j) { // diagonal
L(i, j) = 1;
U(i, j) = A(i, j);
}
else { // upper and lower triangular parts
L(i, j) = U(j, i) = 0;
L(j, i) = A(j, i);
U(i, j) = A(i, j);
}
}
}
p = p - 1; // Fortran counts from 1
return (info == 0);
}
// Slower than not using LAPACK when matrix size smaller than approx 20.
bool lu(const cmat &X, cmat &L, cmat &U, ivec &p)
{
it_assert_debug(X.rows() == X.cols(), "lu: matrix is not quadratic");
//int m, n, lda, info;
//m = n = lda = X.rows();
int m = X.rows(), info;
cmat A(X);
L.set_size(m, m, false);
U.set_size(m, m, false);
p.set_size(m, false);
zgetrf_(&m, &m, A._data(), &m, p._data(), &info);
for (int i = 0; i < m; i++) {
for (int j = i; j < m; j++) {
if (i == j) { // diagonal
L(i, j) = 1;
U(i, j) = A(i, j);
}
else { // upper and lower triangular parts
L(i, j) = U(j, i) = 0;
L(j, i) = A(j, i);
U(i, j) = A(i, j);
}
}
}
p = p - 1; // Fortran counts from 1
return (info == 0);
}
#else
bool lu(const mat &X, mat &L, mat &U, ivec &p)
{
it_error("LAPACK library is needed to use lu() function");
return false;
}
bool lu(const cmat &X, cmat &L, cmat &U, ivec &p)
{
it_error("LAPACK library is needed to use lu() function");
return false;
}
#endif // HAVE_LAPACK
void interchange_permutations(vec &b, const ivec &p)
{
it_assert(b.size() == p.size(), "interchange_permutations(): dimension mismatch");
double temp;
for (int k = 0; k < b.size(); k++) {
temp = b(k);
b(k) = b(p(k));
b(p(k)) = temp;
}
}
bmat permutation_matrix(const ivec &p)
{
it_assert(p.size() > 0, "permutation_matrix(): vector must have nonzero size");
int n = p.size(), k;
bmat P, identity;
bvec row_k, row_pk;
identity = eye_b(n);
for (k = n - 1; k >= 0; k--) {
// swap rows k and p(k) in identity
row_k = identity.get_row(k);
row_pk = identity.get_row(p(k));
identity.set_row(k, row_pk);
identity.set_row(p(k), row_k);
if (k == n - 1) {
P = identity;
}
else {
P *= identity;
}
// swap back
identity.set_row(k, row_k);
identity.set_row(p(k), row_pk);
}
return P;
}
} // namespace itpp
it_error
#define it_error(s)
Abort unconditionally.
Definition itassert.h:126
it_assert_debug
#define it_assert_debug(t, s)
Abort if t is not true and NDEBUG is not defined.
Definition itassert.h:107
it_assert
#define it_assert(t, s)
Abort if t is not true.
Definition itassert.h:94
itpp::lu
bool lu(const mat &X, mat &L, mat &U, ivec &p)
LU factorisation of real matrix.
Definition lu.cpp:117
itpp::permutation_matrix
bmat permutation_matrix(const ivec &p)
Make permutation matrix P from the interchange permutation vector p.
Definition lu.cpp:144
itpp::interchange_permutations
void interchange_permutations(vec &b, const ivec &p)
Makes swapping of vector b according to the interchange permutation vector p.
Definition lu.cpp:132
itpp::eye_b
ITPP_EXPORT bmat eye_b(int size)
A Binary (size,size) unit matrix.
lu.h
Definitions of LU factorisation functions.
bmat
Mat< bin > bmat
bin matrix
Definition mat.h:508
itpp
itpp namespace
Definition itmex.h:37
specmat.h
Definitions of special vectors and matrices.

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