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 // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010-2011 Gael Guennebaud // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #include "lapack_common.h" #include // POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. EIGEN_LAPACK_FUNC(potrf,(char* uplo, int *n, RealScalar *pa, int *lda, int *info)) { *info = 0; if(UPLO(*uplo)==INVALID) *info = -1; else if(*n<0) *info = -2; else if(*lda(pa); MatrixType A(a,*n,*n,*lda); int ret; if(UPLO(*uplo)==UP) ret = int(internal::llt_inplace::blocked(A)); else ret = int(internal::llt_inplace::blocked(A)); if(ret>=0) *info = ret+1; return 0; } // POTRS solves a system of linear equations A*X = B with a symmetric // positive definite matrix A using the Cholesky factorization // A = U**T*U or A = L*L**T computed by DPOTRF. EIGEN_LAPACK_FUNC(potrs,(char* uplo, int *n, int *nrhs, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, int *info)) { *info = 0; if(UPLO(*uplo)==INVALID) *info = -1; else if(*n<0) *info = -2; else if(*nrhs<0) *info = -3; else if(*lda(pa); Scalar* b = reinterpret_cast(pb); MatrixType A(a,*n,*n,*lda); MatrixType B(b,*n,*nrhs,*ldb); if(UPLO(*uplo)==UP) { A.triangularView().adjoint().solveInPlace(B); A.triangularView().solveInPlace(B); } else { A.triangularView().solveInPlace(B); A.triangularView().adjoint().solveInPlace(B); } return 0; }