1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
5//
6// This Source Code Form is subject to the terms of the Mozilla
7// Public License v. 2.0. If a copy of the MPL was not distributed
8// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10#include "common.h"
11#include <Eigen/LU>
12
13// computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges
14EIGEN_LAPACK_FUNC(getrf,(int *m, int *n, RealScalar *pa, int *lda, int *ipiv, int *info))
15{
16  *info = 0;
17        if(*m<0)                  *info = -1;
18  else  if(*n<0)                  *info = -2;
19  else  if(*lda<std::max(1,*m))   *info = -4;
20  if(*info!=0)
21  {
22    int e = -*info;
23    return xerbla_(SCALAR_SUFFIX_UP"GETRF", &e, 6);
24  }
25
26  if(*m==0 || *n==0)
27    return 0;
28
29  Scalar* a = reinterpret_cast<Scalar*>(pa);
30  int nb_transpositions;
31  int ret = int(Eigen::internal::partial_lu_impl<Scalar,ColMajor,int>
32                     ::blocked_lu(*m, *n, a, *lda, ipiv, nb_transpositions));
33
34  for(int i=0; i<std::min(*m,*n); ++i)
35    ipiv[i]++;
36
37  if(ret>=0)
38    *info = ret+1;
39
40  return 0;
41}
42
43//GETRS solves a system of linear equations
44//    A * X = B  or  A' * X = B
45//  with a general N-by-N matrix A using the LU factorization computed  by GETRF
46EIGEN_LAPACK_FUNC(getrs,(char *trans, int *n, int *nrhs, RealScalar *pa, int *lda, int *ipiv, RealScalar *pb, int *ldb, int *info))
47{
48  *info = 0;
49        if(OP(*trans)==INVALID)  *info = -1;
50  else  if(*n<0)                 *info = -2;
51  else  if(*nrhs<0)              *info = -3;
52  else  if(*lda<std::max(1,*n))  *info = -5;
53  else  if(*ldb<std::max(1,*n))  *info = -8;
54  if(*info!=0)
55  {
56    int e = -*info;
57    return xerbla_(SCALAR_SUFFIX_UP"GETRS", &e, 6);
58  }
59
60  Scalar* a = reinterpret_cast<Scalar*>(pa);
61  Scalar* b = reinterpret_cast<Scalar*>(pb);
62  MatrixType lu(a,*n,*n,*lda);
63  MatrixType B(b,*n,*nrhs,*ldb);
64
65  for(int i=0; i<*n; ++i)
66    ipiv[i]--;
67  if(OP(*trans)==NOTR)
68  {
69    B = PivotsType(ipiv,*n) * B;
70    lu.triangularView<UnitLower>().solveInPlace(B);
71    lu.triangularView<Upper>().solveInPlace(B);
72  }
73  else if(OP(*trans)==TR)
74  {
75    lu.triangularView<Upper>().transpose().solveInPlace(B);
76    lu.triangularView<UnitLower>().transpose().solveInPlace(B);
77    B = PivotsType(ipiv,*n).transpose() * B;
78  }
79  else if(OP(*trans)==ADJ)
80  {
81    lu.triangularView<Upper>().adjoint().solveInPlace(B);
82    lu.triangularView<UnitLower>().adjoint().solveInPlace(B);
83    B = PivotsType(ipiv,*n).transpose() * B;
84  }
85  for(int i=0; i<*n; ++i)
86    ipiv[i]++;
87
88  return 0;
89}
90