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
|
// Copyright (C) 2002 Zbigniew Leyk (zbigniew.leyk@anu.edu.au)
// and David E. Stewart (david.stewart@anu.edu.au)
// and Ronan Collobert (collober@iro.umontreal.ca)
//
//
// This file is part of Torch. Release II.
// [The Ultimate Machine Learning Library]
//
// Torch 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.
//
// Torch 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 Torch; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
#ifndef MX_LU_FACTOR_INC
#define MX_LU_FACTOR_INC
#include "Mat.h"
#include "Vec.h"
#include "Perm.h"
namespace Torch {
/** Collection of matrix factorisation operation functions.
Based on the "Meschach Library", available at the
anonymous ftp site thrain.anu.edu.au in the directory
pub/meschach.
Most matrix factorisation routines are in-situ
unless otherwise specified.
@author David E. Stewart (david.stewart@anu.edu.au)
@author Zbigniew Leyk (zbigniew.leyk@anu.edu.au)
@author Ronan Collobert (collober@iro.umontreal.ca)
*/
//@{
/** Gaussian elimination with scaled partial pivoting.
-- Note: returns LU matrix which is #A#. */
void mxLUFactor(Mat * mat, Perm * pivot);
/**
Given an LU factorisation in #A#, solve #Ax=b# */
void mxLUSolve(Mat * mat, Perm * pivot, Vec * b, Vec * x);
/**
Given an LU factorisation in #A#, solve #A^T.x=b# */
void mxLUTSolve(Mat * mat, Perm * pivot, Vec * b, Vec * x);
/**
Returns inverse of #A#, provided #A# is not too rank deficient.
Uses LU factorisation. */
void mxInverse(Mat * mat, Mat * out);
//@}
}
#endif
|
