mx_solve.h

强化学习算法（R-Learning）难得的珍贵资料

// Copyright (C) 2003 Zbigniew Leyk ([e-mail])
//                and David E. Stewart ([e-mail])
//                and Ronan Collobert ([e-mail])
//                
// This file is part of Torch 3.
//
// All rights reserved.
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions
// are met:
// 1. Redistributions of source code must retain the above copyright
//    notice, this list of conditions and the following disclaimer.
// 2. Redistributions in binary form must reproduce the above copyright
//    notice, this list of conditions and the following disclaimer in the
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// 3. The name of the author may not be used to endorse or promote products
//    derived from this software without specific prior written permission.
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#ifndef MX_SOLVE_INC
#define MX_SOLVE_INC

#include "Mat.h"
#include "Vec.h"

namespace Torch {

/*  Collection of factorisations functions.
    Based on the "Meschach Library", available at the
    anonymous ftp site thrain.anu.edu.au in the directory
    pub/meschach.

    @author David E. Stewart ([e-mail])
    @author Zbigniew Leyk ([e-mail])
    @author Ronan Collobert ([e-mail])
*/

/* Back substitution with optional over-riding diagonal.
    Can be in-situ but doesn't need to be. */
void mxUSolve(Mat * matrix, Vec * b, Vec * out, real diag);

// Forward elimination with (optional) default diagonal value.
void mxLSolve(Mat * matrix, Vec * b, Vec * out, real diag);

/* Forward elimination with (optional) default diagonal value.
    Use UPPER triangular part of matrix. */
void mxUTSolve(Mat * mat, Vec * b, Vec * out, real diag);

/* Solves Dx=b where D is the diagonal of A.
    May be in-situ. */
void mxDSolve(Mat * mat, Vec * b, Vec * x);

/* Back substitution with optional over-riding diagonal.
   Use the LOWER triangular part of matrix.
   Can be in-situ but doesn't need to be. */
void mxLTSolve(Mat * mat, Vec * b, Vec * out, real diag);


}

#endif