1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
|
/*!
* \file
* \brief Implementation of matrix inversion routines
* \author Tony Ottosson
*
* -------------------------------------------------------------------------
*
* Copyright (C) 1995-2010 (see AUTHORS file for a list of contributors)
*
* This file is part of IT++ - a C++ library of mathematical, signal
* processing, speech processing, and communications classes and functions.
*
* IT++ 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 3 of the License, or (at your option) any
* later version.
*
* IT++ 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 IT++. If not, see <http://www.gnu.org/licenses/>.
*
* -------------------------------------------------------------------------
*/
#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/inv.h>
namespace itpp
{
#if defined(HAVE_LAPACK)
bool inv(const mat &X, mat &Y)
{
it_assert_debug(X.rows() == X.cols(), "inv: matrix is not square");
int m = X.rows(), info, lwork;
lwork = m; // may be choosen better
ivec p(m);
Y = X;
vec work(lwork);
dgetrf_(&m, &m, Y._data(), &m, p._data(), &info); // LU-factorization
if (info != 0)
return false;
dgetri_(&m, Y._data(), &m, p._data(), work._data(), &lwork, &info);
return (info == 0);
}
bool inv(const cmat &X, cmat &Y)
{
it_assert_debug(X.rows() == X.cols(), "inv: matrix is not square");
int m = X.rows(), info, lwork;
lwork = m; // may be choosen better
ivec p(m);
Y = X;
cvec work(lwork);
zgetrf_(&m, &m, Y._data(), &m, p._data(), &info); // LU-factorization
if (info != 0)
return false;
zgetri_(&m, Y._data(), &m, p._data(), work._data(), &lwork, &info);
return (info == 0);
}
#else
bool inv(const mat &X, mat &Y)
{
it_error("LAPACK library is needed to use inv() function");
return false;
}
bool inv(const cmat &X, cmat &Y)
{
it_error("LAPACK library is needed to use inv() function");
return false;
}
#endif // HAVE_LAPACK
cmat inv(const cmat &X)
{
cmat Y;
inv(X, Y);
return Y;
}
mat inv(const mat &X)
{
mat Y;
inv(X, Y);
return Y;
}
} // namespace itpp
|
