Auxlib

Classes
class	auxlib
	wrapper for accessing external functions defined in ATLAS, LAPACK or BLAS libraries More...
Functions
template<typename eT , typename T1 >
static bool	auxlib::chol (Mat< eT > &out, const Base< eT, T1 > &X)
template<typename eT , typename T1 >
static eT	auxlib::det (const Base< eT, T1 > &X, const bool slow=false)
template<typename eT >
static eT	auxlib::det_lapack (const Mat< eT > &X, const bool make_copy)
	immediate determinant of a matrix using ATLAS or LAPACK
template<typename eT >
static eT	auxlib::det_tinymat (const Mat< eT > &X, const uword N)
template<typename eT >
static bool	auxlib::dlyap (Mat< eT > &X, const Mat< eT > &A, const Mat< eT > &Q)
template<typename T , typename T1 >
static bool	auxlib::eig_gen (Col< std::complex< T > > &eigval, Mat< std::complex< T > > &l_eigvec, Mat< std::complex< T > > &r_eigvec, const Base< std::complex< T >, T1 > &X, const char side)
template<typename T , typename T1 >
static bool	auxlib::eig_gen (Col< std::complex< T > > &eigval, Mat< T > &l_eigvec, Mat< T > &r_eigvec, const Base< T, T1 > &X, const char side)
template<typename T , typename T1 >
static bool	auxlib::eig_sym (Col< T > &eigval, Mat< std::complex< T > > &eigvec, const Base< std::complex< T >, T1 > &X)
	immediate eigenvalues and eigenvectors of a hermitian complex matrix using LAPACK
template<typename eT , typename T1 >
static bool	auxlib::eig_sym (Col< eT > &eigval, Mat< eT > &eigvec, const Base< eT, T1 > &X)
	immediate eigenvalues and eigenvectors of a symmetric real matrix using LAPACK
template<typename T , typename T1 >
static bool	auxlib::eig_sym (Col< T > &eigval, const Base< std::complex< T >, T1 > &X)
	immediate eigenvalues of a hermitian complex matrix using LAPACK
template<typename eT , typename T1 >
static bool	auxlib::eig_sym (Col< eT > &eigval, const Base< eT, T1 > &X)
	immediate eigenvalues of a symmetric real matrix using LAPACK
template<typename eT >
static bool	auxlib::inv (Mat< eT > &out, const Mat< eT > &A, const bool slow=false)
template<typename eT , typename T1 >
static bool	auxlib::inv (Mat< eT > &out, const Base< eT, T1 > &X, const bool slow=false)
	immediate matrix inverse
template<typename eT >
static bool	auxlib::inv_inplace_lapack (Mat< eT > &out)
template<typename eT >
static bool	auxlib::inv_inplace_tinymat (Mat< eT > &out, const uword N)
template<typename eT >
static bool	auxlib::inv_noalias_tinymat (Mat< eT > &out, const Mat< eT > &X, const uword N)
template<typename eT , typename T1 >
static bool	auxlib::inv_sym (Mat< eT > &out, const Base< eT, T1 > &X, const uword layout)
template<typename eT , typename T1 >
static bool	auxlib::inv_sympd (Mat< eT > &out, const Base< eT, T1 > &X, const uword layout)
template<typename eT , typename T1 >
static bool	auxlib::inv_tr (Mat< eT > &out, const Base< eT, T1 > &X, const uword layout)
template<typename eT , typename T1 >
static bool	auxlib::log_det (eT &out_val, typename get_pod_type< eT >::result &out_sign, const Base< eT, T1 > &X)
	immediate log determinant of a matrix using ATLAS or LAPACK
template<typename eT , typename T1 >
static bool	auxlib::lu (Mat< eT > &L, Mat< eT > &U, const Base< eT, T1 > &X)
template<typename eT , typename T1 >
static bool	auxlib::lu (Mat< eT > &L, Mat< eT > &U, Mat< eT > &P, const Base< eT, T1 > &X)
template<typename eT , typename T1 >
static bool	auxlib::lu (Mat< eT > &L, Mat< eT > &U, podarray< blas_int > &ipiv, const Base< eT, T1 > &X)
	immediate LU decomposition of a matrix using ATLAS or LAPACK
template<typename eT >
static bool	auxlib::lyap (Mat< eT > &X, const Mat< eT > &A, const Mat< eT > &Q)
template<typename eT , typename T1 >
static bool	auxlib::qr (Mat< eT > &Q, Mat< eT > &R, const Base< eT, T1 > &X)
template<typename cT >
static bool	auxlib::schur_dec (Mat< std::complex< cT > > &Z, Mat< std::complex< cT > > &T, const Mat< std::complex< cT > > &A)
template<typename eT >
static bool	auxlib::schur_dec (Mat< eT > &Z, Mat< eT > &T, const Mat< eT > &A)
template<typename eT >
static bool	auxlib::solve (Mat< eT > &out, Mat< eT > &A, const Mat< eT > &B, const bool slow=false)
template<typename eT >
static bool	auxlib::solve_od (Mat< eT > &out, Mat< eT > &A, const Mat< eT > &B)
template<typename eT >
static bool	auxlib::solve_tr (Mat< eT > &out, const Mat< eT > &A, const Mat< eT > &B, const uword layout)
template<typename eT >
static bool	auxlib::solve_ud (Mat< eT > &out, Mat< eT > &A, const Mat< eT > &B)
template<typename T , typename T1 >
static bool	auxlib::svd (Mat< std::complex< T > > &U, Col< T > &S, Mat< std::complex< T > > &V, const Base< std::complex< T >, T1 > &X)
template<typename eT , typename T1 >
static bool	auxlib::svd (Mat< eT > &U, Col< eT > &S, Mat< eT > &V, const Base< eT, T1 > &X)
template<typename T , typename T1 >
static bool	auxlib::svd (Col< T > &S, const Base< std::complex< T >, T1 > &X)
template<typename eT , typename T1 >
static bool	auxlib::svd (Col< eT > &S, const Base< eT, T1 > &X)
template<typename T , typename T1 >
static bool	auxlib::svd (Col< T > &S, const Base< std::complex< T >, T1 > &X, uword &n_rows, uword &n_cols)
template<typename eT , typename T1 >
static bool	auxlib::svd (Col< eT > &S, const Base< eT, T1 > &X, uword &n_rows, uword &n_cols)
template<typename T , typename T1 >
static bool	auxlib::svd_econ (Mat< std::complex< T > > &U, Col< T > &S, Mat< std::complex< T > > &V, const Base< std::complex< T >, T1 > &X, const char mode)
template<typename eT , typename T1 >
static bool	auxlib::svd_econ (Mat< eT > &U, Col< eT > &S, Mat< eT > &V, const Base< eT, T1 > &X, const char mode)
template<typename eT >
static bool	auxlib::syl (Mat< eT > &X, const Mat< eT > &A, const Mat< eT > &B, const Mat< eT > &C)

---

Function Documentation

template<typename eT , typename T1 >

bool auxlib::chol	(	Mat< eT > &	out,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

Definition at line 1563 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

eT auxlib::det	(	const Base< eT, T1 > &	X,
		const bool	slow = false
	)			[inline, static, inherited]

Definition at line 596 of file auxlib_meat.hpp.

template<typename eT >

eT auxlib::det_lapack	(	const Mat< eT > &	X,
		const bool	make_copy
	)			[inline, static, inherited]

immediate determinant of a matrix using ATLAS or LAPACK

Definition at line 738 of file auxlib_meat.hpp.

template<typename eT >

eT auxlib::det_tinymat	(	const Mat< eT > &	X,
		const uword	N
	)			[inline, static, inherited]

Definition at line 640 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::dlyap	(	Mat< eT > &	X,
		const Mat< eT > &	A,
		const Mat< eT > &	Q
	)			[inline, static, inherited]

Definition at line 2898 of file auxlib_meat.hpp.

template<typename T , typename T1 >

bool auxlib::eig_gen	(	Col< std::complex< T > > &	eigval,
		Mat< std::complex< T > > &	l_eigvec,
		Mat< std::complex< T > > &	r_eigvec,
		const Base< std::complex< T >, T1 > &	X,
		const char	side
	)			[inline, static, inherited]

Eigenvalues and eigenvectors of a general square complex matrix using LAPACK The argument 'side' specifies which eigenvectors should be calculated (see code for mode details).

Definition at line 1470 of file auxlib_meat.hpp.

template<typename T , typename T1 >

bool auxlib::eig_gen	(	Col< std::complex< T > > &	eigval,
		Mat< T > &	l_eigvec,
		Mat< T > &	r_eigvec,
		const Base< T, T1 > &	X,
		const char	side
	)			[inline, static, inherited]

Eigenvalues and eigenvectors of a general square real matrix using LAPACK. The argument 'side' specifies which eigenvectors should be calculated (see code for mode details).

Definition at line 1362 of file auxlib_meat.hpp.

template<typename T , typename T1 >

bool auxlib::eig_sym	(	Col< T > &	eigval,
		Mat< std::complex< T > > &	eigvec,
		const Base< std::complex< T >, T1 > &	X
	)			[inline, static, inherited]

immediate eigenvalues and eigenvectors of a hermitian complex matrix using LAPACK

Definition at line 1304 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::eig_sym	(	Col< eT > &	eigval,
		Mat< eT > &	eigvec,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

immediate eigenvalues and eigenvectors of a symmetric real matrix using LAPACK

Definition at line 1251 of file auxlib_meat.hpp.

template<typename T , typename T1 >

bool auxlib::eig_sym	(	Col< T > &	eigval,
		const Base< std::complex< T >, T1 > &	X
	)			[inline, static, inherited]

immediate eigenvalues of a hermitian complex matrix using LAPACK

Definition at line 1199 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::eig_sym	(	Col< eT > &	eigval,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

immediate eigenvalues of a symmetric real matrix using LAPACK

Definition at line 1148 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::inv	(	Mat< eT > &	out,
		const Mat< eT > &	A,
		const bool	slow = false
	)			[inline, static, inherited]

Definition at line 56 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::inv	(	Mat< eT > &	out,
		const Base< eT, T1 > &	X,
		const bool	slow = false
	)			[inline, static, inherited]

immediate matrix inverse

Definition at line 26 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::inv_inplace_lapack

(

Mat< eT > &

out

)

[inline, static, inherited]

Definition at line 353 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::inv_inplace_tinymat	(	Mat< eT > &	out,
		const uword	N
	)			[inline, static, inherited]

Definition at line 219 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::inv_noalias_tinymat	(	Mat< eT > &	out,
		const Mat< eT > &	X,
		const uword	N
	)			[inline, static, inherited]

Definition at line 85 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::inv_sym	(	Mat< eT > &	out,
		const Base< eT, T1 > &	X,
		const uword	layout
	)			[inline, static, inherited]

Definition at line 489 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::inv_sympd	(	Mat< eT > &	out,
		const Base< eT, T1 > &	X,
		const uword	layout
	)			[inline, static, inherited]

Definition at line 546 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::inv_tr	(	Mat< eT > &	out,
		const Base< eT, T1 > &	X,
		const uword	layout
	)			[inline, static, inherited]

Definition at line 432 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::log_det	(	eT &	out_val,
		typename get_pod_type< eT >::result &	out_sign,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

immediate log determinant of a matrix using ATLAS or LAPACK

Definition at line 827 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::lu	(	Mat< eT > &	L,
		Mat< eT > &	U,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

Definition at line 1089 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::lu	(	Mat< eT > &	L,
		Mat< eT > &	U,
		Mat< eT > &	P,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

Definition at line 1024 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::lu	(	Mat< eT > &	L,
		Mat< eT > &	U,
		podarray< blas_int > &	ipiv,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

immediate LU decomposition of a matrix using ATLAS or LAPACK

Definition at line 939 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::lyap	(	Mat< eT > &	X,
		const Mat< eT > &	A,
		const Mat< eT > &	Q
	)			[inline, static, inherited]

Definition at line 2874 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::qr	(	Mat< eT > &	Q,
		Mat< eT > &	R,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

Definition at line 1612 of file auxlib_meat.hpp.

template<typename cT >

bool auxlib::schur_dec	(	Mat< std::complex< cT > > &	Z,
		Mat< std::complex< cT > > &	T,
		const Mat< std::complex< cT > > &	A
	)			[inline, static, inherited]

Definition at line 2742 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::schur_dec	(	Mat< eT > &	Z,
		Mat< eT > &	T,
		const Mat< eT > &	A
	)			[inline, static, inherited]

Definition at line 2687 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::solve	(	Mat< eT > &	out,
		Mat< eT > &	A,
		const Mat< eT > &	B,
		const bool	slow = false
	)			[inline, static, inherited]

Solve a system of linear equations. Assumes that A.n_rows = A.n_cols and B.n_rows = A.n_rows

Definition at line 2413 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::solve_od	(	Mat< eT > &	out,
		Mat< eT > &	A,
		const Mat< eT > &	B
	)			[inline, static, inherited]

Solve an over-determined system. Assumes that A.n_rows > A.n_cols and B.n_rows = A.n_rows

Definition at line 2491 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::solve_tr	(	Mat< eT > &	out,
		const Mat< eT > &	A,
		const Mat< eT > &	B,
		const uword	layout
	)			[inline, static, inherited]

Definition at line 2642 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::solve_ud	(	Mat< eT > &	out,
		Mat< eT > &	A,
		const Mat< eT > &	B
	)			[inline, static, inherited]

Solve an under-determined system. Assumes that A.n_rows < A.n_cols and B.n_rows = A.n_rows

Definition at line 2559 of file auxlib_meat.hpp.

template<typename T , typename T1 >

bool auxlib::svd	(	Mat< std::complex< T > > &	U,
		Col< T > &	S,
		Mat< std::complex< T > > &	V,
		const Base< std::complex< T >, T1 > &	X
	)			[inline, static, inherited]

Definition at line 2023 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::svd	(	Mat< eT > &	U,
		Col< eT > &	S,
		Mat< eT > &	V,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

Definition at line 1931 of file auxlib_meat.hpp.

template<typename T , typename T1 >

bool auxlib::svd	(	Col< T > &	S,
		const Base< std::complex< T >, T1 > &	X
	)			[inline, static, inherited]

Definition at line 1918 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::svd	(	Col< eT > &	S,
		const Base< eT, T1 > &	X
	)			[inline, static, inherited]

Definition at line 1905 of file auxlib_meat.hpp.

template<typename T , typename T1 >

bool auxlib::svd	(	Col< T > &	S,
		const Base< std::complex< T >, T1 > &	X,
		uword &	n_rows,
		uword &	n_cols
	)			[inline, static, inherited]

Definition at line 1808 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::svd	(	Col< eT > &	S,
		const Base< eT, T1 > &	X,
		uword &	n_rows,
		uword &	n_cols
	)			[inline, static, inherited]

Definition at line 1715 of file auxlib_meat.hpp.

template<typename T , typename T1 >

bool auxlib::svd_econ	(	Mat< std::complex< T > > &	U,
		Col< T > &	S,
		Mat< std::complex< T > > &	V,
		const Base< std::complex< T >, T1 > &	X,
		const char	mode
	)			[inline, static, inherited]

Definition at line 2263 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::svd_econ	(	Mat< eT > &	U,
		Col< eT > &	S,
		Mat< eT > &	V,
		const Base< eT, T1 > &	X,
		const char	mode
	)			[inline, static, inherited]

Definition at line 2120 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::syl	(	Mat< eT > &	X,
		const Mat< eT > &	A,
		const Mat< eT > &	B,
		const Mat< eT > &	C
	)			[inline, static, inherited]

Definition at line 2802 of file auxlib_meat.hpp.