/*---------------------------------------------------------------------------* * IT++ * *---------------------------------------------------------------------------* * Copyright (c) 1995-2003 by Tony Ottosson, Thomas Eriksson, Pål Frenger, * * Tobias Ringström, and Jonas Samuelsson. * * * * Permission to use, copy, modify, and distribute this software and its * * documentation under the terms of the GNU General Public License is hereby * * granted. No representations are made about the suitability of this * * software for any purpose. It is provided "as is" without expressed or * * implied warranty. See the GNU General Public License for more details. * *---------------------------------------------------------------------------*/ /*! \file \brief Implementation of matrix inversion routines \author Tony Ottosson 1.7 2004/01/08 12:26:00 */ #include "base/inv.h" #include "base/vec.h" #include "base/itassert.h" #include "../src/base/lapack.h" namespace itpp { #ifndef NO_LAPACK bool inv(const mat &X, mat &Y) { it_assert1(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_assert1(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); } cmat inv(const cmat &X) { cmat Y; inv(X, Y); return Y; } mat inv(const mat &X) { mat Y; inv(X, Y); return Y; } #endif // NO_LAPACK } //namespace itpp