cholesky.cpp revision c981c48f5bc9aefeffc0bcb0cc3934c2fae179dd 
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 "lapack_common.h"
11#include <Eigen/Cholesky>
12
13// POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
14EIGEN_LAPACK_FUNC(potrf,(char* uplo, int *n, RealScalar *pa, int *lda, int *info))
15{
16  *info = 0;
17        if(UPLO(*uplo)==INVALID) *info = -1;
18  else  if(*n<0)                 *info = -2;
19  else  if(*lda<std::max(1,*n))  *info = -4;
20  if(*info!=0)
21  {
22    int e = -*info;
23    return xerbla_(SCALAR_SUFFIX_UP"POTRF", &e, 6);
24  }
25
26  Scalar* a = reinterpret_cast<Scalar*>(pa);
27  MatrixType A(a,*n,*n,*lda);
28  int ret;
29  if(UPLO(*uplo)==UP) ret = internal::llt_inplace<Scalar, Upper>::blocked(A);
30  else                ret = internal::llt_inplace<Scalar, Lower>::blocked(A);
31
32  if(ret>=0)
33    *info = ret+1;
34
35  return 0;
36}
37
38// POTRS solves a system of linear equations A*X = B with a symmetric
39// positive definite matrix A using the Cholesky factorization
40// A = U**T*U or A = L*L**T computed by DPOTRF.
41EIGEN_LAPACK_FUNC(potrs,(char* uplo, int *n, int *nrhs, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, int *info))
42{
43  *info = 0;
44        if(UPLO(*uplo)==INVALID) *info = -1;
45  else  if(*n<0)                 *info = -2;
46  else  if(*nrhs<0)              *info = -3;
47  else  if(*lda<std::max(1,*n))  *info = -5;
48  else  if(*ldb<std::max(1,*n))  *info = -7;
49  if(*info!=0)
50  {
51    int e = -*info;
52    return xerbla_(SCALAR_SUFFIX_UP"POTRS", &e, 6);
53  }
54
55  Scalar* a = reinterpret_cast<Scalar*>(pa);
56  Scalar* b = reinterpret_cast<Scalar*>(pb);
57  MatrixType A(a,*n,*n,*lda);
58  MatrixType B(b,*n,*nrhs,*ldb);
59
60  if(UPLO(*uplo)==UP)
61  {
62    A.triangularView<Upper>().adjoint().solveInPlace(B);
63    A.triangularView<Upper>().solveInPlace(B);
64  }
65  else
66  {
67    A.triangularView<Lower>().solveInPlace(B);
68    A.triangularView<Lower>().adjoint().solveInPlace(B);
69  }
70
71  return 0;
72}
73