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/*!
* \file
* \brief Implementation of LU factorisation functions.
* \author Tony Ottosson
*
* -------------------------------------------------------------------------
*
* IT++ - C++ library of mathematical, signal processing, speech processing,
* and communications classes and functions
*
* Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
*
* -------------------------------------------------------------------------
*/
#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
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