/usr/include/matinv.h is in libalglib-dev 2.6.0-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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Copyright (c) 1992-2007 The University of Tennessee. All rights reserved.
Contributors:
* Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
pseudocode.
See subroutines comments for additional copyrights.
>>> SOURCE LICENSE >>>
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation (www.fsf.org); either version 2 of the
License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses
>>> END OF LICENSE >>>
*************************************************************************/
#ifndef _matinv_h
#define _matinv_h
#include "ap.h"
#include "ialglib.h"
#include "reflections.h"
#include "creflections.h"
#include "hqrnd.h"
#include "matgen.h"
#include "ablasf.h"
#include "ablas.h"
#include "trfac.h"
#include "trlinsolve.h"
#include "safesolve.h"
#include "rcond.h"
struct matinvreport
{
double r1;
double rinf;
};
/*************************************************************************
Inversion of a matrix given by its LU decomposition.
INPUT PARAMETERS:
A - LU decomposition of the matrix (output of RMatrixLU subroutine).
Pivots - table of permutations which were made during the LU decomposition
(the output of RMatrixLU subroutine).
N - size of matrix A.
OUTPUT PARAMETERS:
Info - return code:
* -3 A is singular, or VERY close to singular.
it is filled by zeros in such cases.
* -1 N<=0 was passed, or incorrect Pivots was passed
* 1 task is solved (but matrix A may be ill-conditioned,
check R1/RInf parameters for condition numbers).
Rep - solver report, see below for more info
A - inverse of matrix A.
Array whose indexes range within [0..N-1, 0..N-1].
SOLVER REPORT
Subroutine sets following fields of the Rep structure:
* R1 reciprocal of condition number: 1/cond(A), 1-norm.
* RInf reciprocal of condition number: 1/cond(A), inf-norm.
-- ALGLIB routine --
05.02.2010
Bochkanov Sergey
*************************************************************************/
void rmatrixluinverse(ap::real_2d_array& a,
const ap::integer_1d_array& pivots,
int n,
int& info,
matinvreport& rep);
/*************************************************************************
Inversion of a general matrix.
Input parameters:
A - matrix. Array whose indexes range within [0..N-1, 0..N-1].
N - size of matrix A.
Output parameters:
Info - return code, same as in RMatrixLUInverse
Rep - solver report, same as in RMatrixLUInverse
A - inverse of matrix A, same as in RMatrixLUInverse
Result:
True, if the matrix is not singular.
False, if the matrix is singular.
-- ALGLIB --
Copyright 2005 by Bochkanov Sergey
*************************************************************************/
void rmatrixinverse(ap::real_2d_array& a, int n, int& info, matinvreport& rep);
/*************************************************************************
Inversion of a matrix given by its LU decomposition.
INPUT PARAMETERS:
A - LU decomposition of the matrix (output of CMatrixLU subroutine).
Pivots - table of permutations which were made during the LU decomposition
(the output of CMatrixLU subroutine).
N - size of matrix A.
OUTPUT PARAMETERS:
Info - return code, same as in RMatrixLUInverse
Rep - solver report, same as in RMatrixLUInverse
A - inverse of matrix A, same as in RMatrixLUInverse
-- ALGLIB routine --
05.02.2010
Bochkanov Sergey
*************************************************************************/
void cmatrixluinverse(ap::complex_2d_array& a,
const ap::integer_1d_array& pivots,
int n,
int& info,
matinvreport& rep);
/*************************************************************************
Inversion of a general matrix.
Input parameters:
A - matrix, array[0..N-1,0..N-1].
N - size of A.
Output parameters:
Info - return code, same as in RMatrixLUInverse
Rep - solver report, same as in RMatrixLUInverse
A - inverse of matrix A, same as in RMatrixLUInverse
-- ALGLIB --
Copyright 2005 by Bochkanov Sergey
*************************************************************************/
void cmatrixinverse(ap::complex_2d_array& a,
int n,
int& info,
matinvreport& rep);
/*************************************************************************
Inversion of a symmetric positive definite matrix which is given
by Cholesky decomposition.
Input parameters:
A - Cholesky decomposition of the matrix to be inverted:
A=U�*U or A = L*L'.
Output of SPDMatrixCholesky subroutine.
N - size of matrix A.
IsUpper � storage format.
If IsUpper = True, then matrix A is given as A = U'*U
(matrix contains upper triangle).
Similarly, if IsUpper = False, then A = L*L'.
Output parameters:
Info - return code, same as in RMatrixLUInverse
Rep - solver report, same as in RMatrixLUInverse
A - inverse of matrix A, same as in RMatrixLUInverse
-- ALGLIB routine --
10.02.2010
Bochkanov Sergey
*************************************************************************/
void spdmatrixcholeskyinverse(ap::real_2d_array& a,
int n,
bool isupper,
int& info,
matinvreport& rep);
/*************************************************************************
Inversion of a symmetric positive definite matrix.
Given an upper or lower triangle of a symmetric positive definite matrix,
the algorithm generates matrix A^-1 and saves the upper or lower triangle
depending on the input.
Input parameters:
A - matrix to be inverted (upper or lower triangle).
Array with elements [0..N-1,0..N-1].
N - size of matrix A.
IsUpper - storage format.
If IsUpper = True, then the upper triangle of matrix A is
given, otherwise the lower triangle is given.
Output parameters:
Info - return code, same as in RMatrixLUInverse
Rep - solver report, same as in RMatrixLUInverse
A - inverse of matrix A, same as in RMatrixLUInverse
-- ALGLIB routine --
10.02.2010
Bochkanov Sergey
*************************************************************************/
void spdmatrixinverse(ap::real_2d_array& a,
int n,
bool isupper,
int& info,
matinvreport& rep);
/*************************************************************************
Inversion of a Hermitian positive definite matrix which is given
by Cholesky decomposition.
Input parameters:
A - Cholesky decomposition of the matrix to be inverted:
A=U�*U or A = L*L'.
Output of HPDMatrixCholesky subroutine.
N - size of matrix A.
IsUpper � storage format.
If IsUpper = True, then matrix A is given as A = U'*U
(matrix contains upper triangle).
Similarly, if IsUpper = False, then A = L*L'.
Output parameters:
Info - return code, same as in RMatrixLUInverse
Rep - solver report, same as in RMatrixLUInverse
A - inverse of matrix A, same as in RMatrixLUInverse
-- ALGLIB routine --
10.02.2010
Bochkanov Sergey
*************************************************************************/
void hpdmatrixcholeskyinverse(ap::complex_2d_array& a,
int n,
bool isupper,
int& info,
matinvreport& rep);
/*************************************************************************
Inversion of a Hermitian positive definite matrix.
Given an upper or lower triangle of a Hermitian positive definite matrix,
the algorithm generates matrix A^-1 and saves the upper or lower triangle
depending on the input.
Input parameters:
A - matrix to be inverted (upper or lower triangle).
Array with elements [0..N-1,0..N-1].
N - size of matrix A.
IsUpper - storage format.
If IsUpper = True, then the upper triangle of matrix A is
given, otherwise the lower triangle is given.
Output parameters:
Info - return code, same as in RMatrixLUInverse
Rep - solver report, same as in RMatrixLUInverse
A - inverse of matrix A, same as in RMatrixLUInverse
-- ALGLIB routine --
10.02.2010
Bochkanov Sergey
*************************************************************************/
void hpdmatrixinverse(ap::complex_2d_array& a,
int n,
bool isupper,
int& info,
matinvreport& rep);
/*************************************************************************
Triangular matrix inverse (real)
The subroutine inverts the following types of matrices:
* upper triangular
* upper triangular with unit diagonal
* lower triangular
* lower triangular with unit diagonal
In case of an upper (lower) triangular matrix, the inverse matrix will
also be upper (lower) triangular, and after the end of the algorithm, the
inverse matrix replaces the source matrix. The elements below (above) the
main diagonal are not changed by the algorithm.
If the matrix has a unit diagonal, the inverse matrix also has a unit
diagonal, and the diagonal elements are not passed to the algorithm.
Input parameters:
A - matrix, array[0..N-1, 0..N-1].
N - size of A.
IsUpper - True, if the matrix is upper triangular.
IsUnit - True, if the matrix has a unit diagonal.
Output parameters:
Info - same as for RMatrixLUInverse
Rep - same as for RMatrixLUInverse
A - same as for RMatrixLUInverse.
-- ALGLIB --
Copyright 05.02.2010 by Bochkanov Sergey
*************************************************************************/
void rmatrixtrinverse(ap::real_2d_array& a,
int n,
bool isupper,
bool isunit,
int& info,
matinvreport& rep);
/*************************************************************************
Triangular matrix inverse (complex)
The subroutine inverts the following types of matrices:
* upper triangular
* upper triangular with unit diagonal
* lower triangular
* lower triangular with unit diagonal
In case of an upper (lower) triangular matrix, the inverse matrix will
also be upper (lower) triangular, and after the end of the algorithm, the
inverse matrix replaces the source matrix. The elements below (above) the
main diagonal are not changed by the algorithm.
If the matrix has a unit diagonal, the inverse matrix also has a unit
diagonal, and the diagonal elements are not passed to the algorithm.
Input parameters:
A - matrix, array[0..N-1, 0..N-1].
N - size of A.
IsUpper - True, if the matrix is upper triangular.
IsUnit - True, if the matrix has a unit diagonal.
Output parameters:
Info - same as for RMatrixLUInverse
Rep - same as for RMatrixLUInverse
A - same as for RMatrixLUInverse.
-- ALGLIB --
Copyright 05.02.2010 by Bochkanov Sergey
*************************************************************************/
void cmatrixtrinverse(ap::complex_2d_array& a,
int n,
bool isupper,
bool isunit,
int& info,
matinvreport& rep);
#endif
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