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/*----------------------------------------------------------------------------
ADOL-C -- Automatic Differentiation by Overloading in C++
File: LU.cpp
Revision: $Id$
Contents: example for 'active' LU-decomposition and according solver
Copyright (c) Andrea Walther, Andreas Griewank, Andreas Kowarz,
Hristo Mitev, Sebastian Schlenkrich, Jean Utke, Olaf Vogel
This file is part of ADOL-C. This software is provided as open source.
Any use, reproduction, or distribution of the software constitutes
recipient's acceptance of the terms of the accompanying license file.
---------------------------------------------------------------------------*/
#define _LU_C
/****************************************************************************/
/* INCLUDES */
#include "LU.h"
/****************************************************************************/
/* ADOUBLE ROUTINE */
/* Simple LU-factorization according to Crout's algorithm without pivoting */
void LUfact(int n, adouble **A) {
int i, j, k;
adouble dum;
for (j=0; j<n; j++) { /* L-part */
for (i=0; i<j; i++)
for (k=0; k<i; k++)
A[i][j] -= A[i][k] * A[k][j];
/* U-part */
for (i=j; i<n; i++)
for (k=0; k<j; k++)
A[i][j] -= A[i][k] * A[k][j];
if (A[j][j] != 0) {
dum = 1.0 / A[j][j];
for (i=j+1; i<n; i++)
A[i][j] *= dum;
} else {
fprintf(stderr,"Error in LUfact(..): pivot is zero\n");
exit(-99);
}
}
}
/****************************************************************************/
/* ADOUBLE ROUTINE */
/* Solution of A*x=b by forward and backward substitution */
void LUsolve(int n, adouble **A, adouble *bx) {
int i, j;
/* forward substitution */
for (i=0; i<n; i++)
for (j=0; j<i-1; j++)
bx[i] -= A[i][j] * bx[j];
/* backward substitution */
for (i=n-1; i>=0; i--) {
for (j=i+1; j<n; j++)
bx[i] -= A[i][j] * bx[j];
bx[i] /= A[i][i];
}
}
/****************************************************************************/
/* END OF FILE */
#undef _LU_C
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