inv.cpp

强大的C++库

/*!
 * \file
 * \brief Implementation of matrix inversion routines
 * \author Tony Ottosson
 *
 * -------------------------------------------------------------------------
 *
 * IT++ - C++ library of mathematical, signal processing, speech processing,
 *        and communications classes and functions
 *
 * Copyright (C) 1995-2008  (see AUTHORS file for a list of contributors)
 *
 * 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; 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.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
 *
 * -------------------------------------------------------------------------
 */

#ifndef _MSC_VER
#  include <itpp/config.h>
#else
#  include <itpp/config_msvc.h>
#endif

#if defined(HAVE_LAPACK)
#  include <itpp/base/algebra/lapack.h>
#endif

#include <itpp/base/algebra/inv.h>


namespace itpp {

#if defined(HAVE_LAPACK)

  bool inv(const mat &X, mat &Y)
  {
    it_assert_debug(X.rows() == X.cols(), "inv: matrix is not square");

    int m = X.rows(), info, lwork;
    lwork = m; // may be choosen better

    ivec p(m);
    Y = X;
    vec work(lwork);

    dgetrf_(&m, &m, Y._data(), &m, p._data(), &info); // LU-factorization
    if (info!=0)
      return false;

    dgetri_(&m, Y._data(), &m, p._data(), work._data(), &lwork, &info);
    return (info==0);
  }

  bool inv(const cmat &X, cmat &Y)
  {
    it_assert_debug(X.rows() == X.cols(), "inv: matrix is not square");

    int m = X.rows(), info, lwork;
    lwork = m; // may be choosen better

    ivec p(m);
    Y = X;
    cvec work(lwork);

    zgetrf_(&m, &m, Y._data(), &m, p._data(), &info); // LU-factorization
    if (info!=0)
      return false;

    zgetri_(&m, Y._data(), &m, p._data(), work._data(), &lwork, &info);
    return (info==0);
  }

#else

  bool inv(const mat &X, mat &Y)
  {
    it_error("LAPACK library is needed to use inv() function");
    return false;
  }

  bool inv(const cmat &X, cmat &Y)
  {
    it_error("LAPACK library is needed to use inv() function");
    return false;
  }

#endif // HAVE_LAPACK

  cmat inv(const cmat &X)
  {
    cmat Y;
    inv(X, Y);
    return Y;
  }


  mat inv(const mat &X)
  {
    mat Y;
    inv(X, Y);
    return Y;
  }

} // namespace itpp