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 More...
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< T > &l_eigvec, Mat< T > &r_eigvec, const Base< T, T1 > &X, const char side)
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 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 More...
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 More...
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 More...
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 More...
template<typename eT , typename T1 >
static bool	auxlib::inv (Mat< eT > &out, const Base< eT, T1 > &X, const bool slow=false)
	immediate matrix inverse More...
template<typename eT >
static bool	auxlib::inv (Mat< eT > &out, const Mat< eT > &A, const bool slow=false)
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 More...
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 More...
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, const Base< eT, T1 > &X)
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 eT >
static bool	auxlib::schur_dec (Mat< eT > &Z, Mat< eT > &T, const Mat< eT > &A)
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::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 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 (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)
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 (Mat< eT > &U, Col< eT > &S, Mat< eT > &V, const Base< eT, T1 > &X)
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_econ (Mat< eT > &U, Col< eT > &S, Mat< eT > &V, const Base< eT, T1 > &X, const char mode)
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 >
static bool	auxlib::syl (Mat< eT > &X, const Mat< eT > &A, const Mat< eT > &B, const Mat< eT > &C)

Detailed Description

Function Documentation

template<typename eT , typename T1 >

bool auxlib::chol ( Mat< eT > &  out, const Base< eT, T1 > &  X  )

inlinestatic

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  )

inlinestatic

Definition at line 596 of file auxlib_meat.hpp.

template<typename eT >

eT auxlib::det_lapack ( const Mat< eT > &  X, const bool  make_copy  )

inlinestatic

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  )

inlinestatic

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  )

inlinestatic

Definition at line 2898 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  )

inlinestatic

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_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  )

inlinestatic

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 eT , typename T1 >

bool auxlib::eig_sym ( Col< eT > &  eigval, const Base< eT, T1 > &  X  )

inlinestatic

immediate eigenvalues of a symmetric real matrix using LAPACK

Definition at line 1148 of file auxlib_meat.hpp.

template<typename T , typename T1 >

bool auxlib::eig_sym ( Col< T > &  eigval, const Base< std::complex< T >, T1 > &  X  )

inlinestatic

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, Mat< eT > &  eigvec, const Base< eT, T1 > &  X  )

inlinestatic

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, Mat< std::complex< T > > &  eigvec, const Base< std::complex< T >, T1 > &  X  )

inlinestatic

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::inv ( Mat< eT > &  out, const Base< eT, T1 > &  X, const bool  slow = false  )

inlinestatic

immediate matrix inverse

Definition at line 26 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::inv ( Mat< eT > &  out, const Mat< eT > &  A, const bool  slow = false  )

inlinestatic

Definition at line 56 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::inv_inplace_lapack ( Mat< eT > &  out )

inlinestatic

Definition at line 353 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::inv_inplace_tinymat ( Mat< eT > &  out, const uword  N  )

inlinestatic

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  )

inlinestatic

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  )

inlinestatic

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  )

inlinestatic

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  )

inlinestatic

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  )

inlinestatic

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, podarray< blas_int > &  ipiv, const Base< eT, T1 > &  X  )

inlinestatic

immediate LU decomposition of a matrix using ATLAS or LAPACK

Definition at line 939 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  )

inlinestatic

Definition at line 1024 of file auxlib_meat.hpp.

template<typename eT , typename T1 >

bool auxlib::lu ( Mat< eT > &  L, Mat< eT > &  U, const Base< eT, T1 > &  X  )

inlinestatic

Definition at line 1089 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::lyap ( Mat< eT > &  X, const Mat< eT > &  A, const Mat< eT > &  Q  )

inlinestatic

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  )

inlinestatic

Definition at line 1612 of file auxlib_meat.hpp.

template<typename eT >

bool auxlib::schur_dec ( Mat< eT > &  Z, Mat< eT > &  T, const Mat< eT > &  A  )

inlinestatic

Definition at line 2687 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  )

inlinestatic

Definition at line 2742 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  )

inlinestatic

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  )

inlinestatic

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  )

inlinestatic

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  )

inlinestatic

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 eT , typename T1 >

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

inlinestatic

Definition at line 1715 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  )

inlinestatic

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  )

inlinestatic

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  )

inlinestatic

Definition at line 1918 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  )

inlinestatic

Definition at line 1931 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  )

inlinestatic

Definition at line 2023 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  )

inlinestatic

Definition at line 2120 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  )

inlinestatic

Definition at line 2263 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  )

inlinestatic

Definition at line 2802 of file auxlib_meat.hpp.