/*---------------------------------------------------------------------------*
* IT++ *
*---------------------------------------------------------------------------*
* Copyright (c) 1995-2004 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 LU factorisation functions.
\author Tony Ottosson
1.10
2004/06/16 15:54:57
*/
#include "base/lu.h"
#include "base/matfunc.h"
#include "../src/base/lapack.h"
namespace itpp {
#ifndef NO_LAPACK
bool lu(const mat &X, mat &L, mat &U, ivec &p)
{
it_assert1(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_assert1(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);
}
#endif // NO_LAPACK
void interchange_permutations(vec &b, const ivec &p)
{
assert(b.size() == p.size());
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)
{
assert (p.size() > 0);
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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