/usr/include/coin/IpLapack.hpp is in coinor-libipopt-dev 3.11.9-2.1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 | // Copyright (C) 2005, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpLapack.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors: Andreas Waechter IBM 2005-12-25
#ifndef __IPLAPACK_HPP__
#define __IPLAPACK_HPP__
#include "IpUtils.hpp"
#include "IpException.hpp"
namespace Ipopt
{
DECLARE_STD_EXCEPTION(LAPACK_NOT_INCLUDED);
/** Wrapper for LAPACK subroutine DPOTRS. Solving a linear system
* given a Cholesky factorization. We assume that the Cholesky
* factor is lower traiangular. */
void IpLapackDpotrs(Index ndim, Index nrhs, const Number *a, Index lda,
Number *b, Index ldb);
/** Wrapper for LAPACK subroutine DPOTRF. Compute Cholesky
* factorization (lower triangular factor). info is the return
* value from the LAPACK routine. */
void IpLapackDpotrf(Index ndim, Number *a, Index lda, Index& info);
/** Wrapper for LAPACK subroutine DSYEV. Compute the Eigenvalue
* decomposition for a given matrix. If compute_eigenvectors is
* true, a will contain the eigenvectors in its columns on
* return. */
void IpLapackDsyev(bool compute_eigenvectors, Index ndim, Number *a,
Index lda, Number *w, Index& info);
/** Wrapper for LAPACK subroutine DGETRF. Compute LU factorization.
* info is the return value from the LAPACK routine. */
void IpLapackDgetrf(Index ndim, Number *a, Index* pivot, Index lda,
Index& info);
/** Wrapper for LAPACK subroutine DGETRS. Solving a linear system
* given a LU factorization. */
void IpLapackDgetrs(Index ndim, Index nrhs, const Number *a, Index lda,
Index* ipiv, Number *b, Index ldb);
} // namespace Ipopt
#endif
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