gtsam
3rdparty
Eigen
lapack
3rdparty/Eigen/lapack/cholesky.cpp
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#include "
lapack_common.h
"
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#include <Eigen/Cholesky>
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// POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
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EIGEN_LAPACK_FUNC
(potrf,(
char
* uplo,
int
*
n
,
RealScalar
*pa,
int
*
lda
,
int
*
info
))
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{
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*
info
= 0;
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if
(
UPLO
(*uplo)==
INVALID
) *
info
= -1;
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else
if
(*
n
<0) *
info
= -2;
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else
if
(*
lda
<
std::max
(1,*
n
)) *
info
= -4;
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if
(*
info
!=0)
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{
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int
e
= -*
info
;
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return
xerbla_
(
SCALAR_SUFFIX_UP
"POTRF"
, &
e
, 6);
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}
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Scalar
*
a
=
reinterpret_cast<
Scalar
*
>
(pa);
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MatrixType
A
(
a
,*
n
,*
n
,*
lda
);
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int
ret
;
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if
(
UPLO
(*uplo)==
UP
)
ret
=
int
(internal::llt_inplace<Scalar, Upper>::blocked(
A
));
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else
ret
=
int
(internal::llt_inplace<Scalar, Lower>::blocked(
A
));
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if
(
ret
>=0)
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*
info
=
ret
+1;
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return
0;
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}
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// POTRS solves a system of linear equations A*X = B with a symmetric
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// positive definite matrix A using the Cholesky factorization
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// A = U**T*U or A = L*L**T computed by DPOTRF.
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EIGEN_LAPACK_FUNC
(potrs,(
char
* uplo,
int
*
n
,
int
*nrhs,
RealScalar
*pa,
int
*
lda
,
RealScalar
*pb,
int
*ldb,
int
*
info
))
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{
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*
info
= 0;
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if
(
UPLO
(*uplo)==
INVALID
) *
info
= -1;
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else
if
(*
n
<0) *
info
= -2;
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else
if
(*nrhs<0) *
info
= -3;
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else
if
(*
lda
<
std::max
(1,*
n
)) *
info
= -5;
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else
if
(*ldb<
std::max
(1,*
n
)) *
info
= -7;
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if
(*
info
!=0)
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{
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int
e
= -*
info
;
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return
xerbla_
(
SCALAR_SUFFIX_UP
"POTRS"
, &
e
, 6);
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}
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Scalar
*
a
=
reinterpret_cast<
Scalar
*
>
(pa);
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Scalar
*
b
=
reinterpret_cast<
Scalar
*
>
(pb);
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MatrixType
A
(
a
,*
n
,*
n
,*
lda
);
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MatrixType
B
(
b
,*
n
,*nrhs,*ldb);
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if
(
UPLO
(*uplo)==
UP
)
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{
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A
.triangularView<
Upper
>().
adjoint
().solveInPlace(
B
);
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A
.triangularView<
Upper
>().solveInPlace(
B
);
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}
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else
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{
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A
.triangularView<
Lower
>().solveInPlace(
B
);
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A
.triangularView<
Lower
>().
adjoint
().solveInPlace(
B
);
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}
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return
0;
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}
gtsam.examples.DogLegOptimizerExample.int
int
Definition:
DogLegOptimizerExample.py:111
UPLO
#define UPLO(X)
Definition:
gtsam/3rdparty/Eigen/blas/common.h:56
e
Array< double, 1, 3 > e(1./3., 0.5, 2.)
ret
int ret
Definition:
3rdparty/Eigen/lapack/cholesky.cpp:28
MatrixType
MatrixXf MatrixType
Definition:
benchmark-blocking-sizes.cpp:52
B
MatrixType B(b, *n, *nrhs, *ldb)
EIGEN_LAPACK_FUNC
#define EIGEN_LAPACK_FUNC(FUNC, ARGLIST)
Definition:
lapack_common.h:16
Eigen::Upper
@ Upper
Definition:
Constants.h:211
a
Scalar * a
Definition:
3rdparty/Eigen/lapack/cholesky.cpp:26
b
Scalar * b
Definition:
3rdparty/Eigen/lapack/cholesky.cpp:56
n
int n
Definition:
BiCGSTAB_simple.cpp:1
A
MatrixType A(a, *n, *n, *lda)
info
else if n * info
Definition:
3rdparty/Eigen/lapack/cholesky.cpp:18
SCALAR_SUFFIX_UP
#define SCALAR_SUFFIX_UP
Definition:
blas/complex_double.cpp:12
lapack_common.h
Eigen::Lower
@ Lower
Definition:
Constants.h:209
RealScalar
NumTraits< Scalar >::Real RealScalar
Definition:
bench_gemm.cpp:47
xerbla_
EIGEN_WEAK_LINKING int xerbla_(const char *msg, int *info, int)
Definition:
xerbla.cpp:15
lda
else if * lda(1, *n)) *info=-4;if(*info!=0
Definition:
3rdparty/Eigen/lapack/cholesky.cpp:19
max
#define max(a, b)
Definition:
datatypes.h:20
INVALID
#define INVALID
Definition:
gtsam/3rdparty/Eigen/blas/common.h:45
adjoint
void adjoint(const MatrixType &m)
Definition:
adjoint.cpp:67
UP
#define UP
Definition:
gtsam/3rdparty/Eigen/blas/common.h:39
Scalar
SCALAR Scalar
Definition:
bench_gemm.cpp:46
gtsam
Author(s):
autogenerated on Sat Nov 16 2024 04:01:58