/usr/include/Cauchy/Eigen3/LU.h is in cauchy-dev 0.9.0-0ubuntu1.
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* Copyright (c) 2010 Cyrille Berger <cberger@cberger.net>
*
* This library 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;
* either version 2, or (at your option) any later version of the License.
*
* This library 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
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this library; see the file COPYING.RUNTIME. If not, write to
* the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
* Boston, MA 02110-1301, USA.
*
* The file COPYING.RUNTIME.EXCEPTION contains an exception that allow
* to use this file with other open source license
*/
#ifndef _CAUCHY_LU_H_
#define _CAUCHY_LU_H_
#include <Eigen/LU>
namespace Cauchy {
namespace Internal {
void split_lu(const Eigen::MatrixXd& lu, Eigen::MatrixXd& l, Eigen::MatrixXd& u)
{
l = Eigen::MatrixXd::Identity(lu.rows(), lu.cols());
u = Eigen::MatrixXd::Zero(lu.rows(), lu.cols());
u.resize(lu.rows(), lu.cols());
for(int i = 0; i < lu.rows(); ++i)
{
for(int j = 0; j < lu.cols(); ++j)
{
if(j < i)
{
l(i,j) = lu(i,j);
} else {
u(i,j) = lu(i,j);
}
}
}
}
}
Eigen::MatrixXd lu(const Eigen::MatrixXd& m)
{
return m.lu().matrixLU();
}
Eigen::MatrixXd lu(const Eigen::MatrixXd& m, Eigen::MatrixXd* u)
{
Eigen::PartialPivLU<Eigen::MatrixXd> plu = m.lu();
Eigen::MatrixXd l;
Internal::split_lu(plu.matrixLU(), l, *u);
return plu.permutationP().inverse() * l;
}
Eigen::MatrixXd lu(const Eigen::MatrixXd& m, Eigen::MatrixXd* u, Eigen::MatrixXd* p)
{
Eigen::PartialPivLU<Eigen::MatrixXd> plu = m.lu();
Eigen::MatrixXd l;
Internal::split_lu(plu.matrixLU(), l, *u);
*p = plu.permutationP();
return l;
}
Eigen::MatrixXd lu(const Eigen::MatrixXd& m, Eigen::MatrixXd* u, Eigen::MatrixXd* p, Eigen::MatrixXd* q)
{
Eigen::FullPivLU<Eigen::MatrixXd> plu = m.fullPivLu();
Eigen::MatrixXd l;
Internal::split_lu(plu.matrixLU(), l, *u);
*p = plu.permutationP();
*q = plu.permutationQ();
return l;
}
}
#endif
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