math_lu.c File Reference

LU-decomposition of matrices (symmetric and full) More...

Functions
SprMathReal *	spr_math_lu_full (SprMathReal *mA, int nrow, int ncol, int *pivot)
double	spr_math_lu_full_det (const SprMathReal *LU, int vlen, const int *pivot)
SprMathReal *	spr_math_lu_l1_inv (SprMathReal *res, SprMathReal *L1, int vlen)
SprMathReal *	spr_math_lu_l1_complete (SprMathReal *restrict L1, int vlen)
SprMathReal *	spr_math_lu_l1_solve (SprMathReal *L1, SprMathReal *B, int nrow, int ncol)
SprMathReal *	spr_math_lu_u_solve (SprMathReal *U, SprMathReal *B, int nrow, int ncol)
SprMathReal *	spr_math_lu_full_column_pivot (SprMathReal *A, int nrow, int ncol, int *pivot)
	Pivot columns. More...
SprMathReal *	spr_math_lu_full_column_pivot_r (SprMathReal *A, int nrow, int ncol, int *pivot)
	Pivot columns (reverse order). More...
SprMathReal *	spr_math_lu_full_row_pivot (SprMathReal *A, int nrow, int ncol, int *pivot)
	Pivot rows. More...
SprMathReal *	spr_math_lu_full_row_pivot_r (SprMathReal *A, int nrow, int ncol, int *pivot)
	Pivot rows (reverse order). More...
SprMathReal *	spr_math_lu_full_inv (SprMathReal *res, SprMathReal *LU, int vlen, int *pivot)
SprMathReal *	spr_math_lu_full_solve (SprMathReal *LU, SprMathReal *B, int nrow, int ncol, int *pivot)
SprMathReal *	spr_math_lu_symm (SprMathReal *restrict mA, int vlen, int *restrict pvt)
double	spr_math_lu_symm_det (SprMathReal *LU, int vlen)
SprMathReal *	spr_math_lu_symm_pivot (SprMathReal *A, int vlen, const int *pivot)
	Pivot rows and columns. More...
SprMathReal *	spr_math_lu_symm_pivot_r (SprMathReal *A, int vlen, const int *pivot)
	Pivot rows and columns (reverse order). More...
SprMathReal *	spr_math_lu_symm_u1_inv (SprMathReal *restrict U1, int vlen)
void	spr_math_lu_symm_u1_scale (SprMathReal *U1, int vlen)
SprMathReal *	spr_math_lu_symm_inv (SprMathReal *LU, int vlen, const int *pvt)
double	spr_math_lu_symm_mul_vt_A_v (const SprMathReal *mA, const SprMathReal *vec, int vlen)

Detailed Description

LU-decomposition of matrices (symmetric and full)

Author

Kris Demuynck

Date

September 1998

Revision History:

20/06/2012 – KD

Added spr_math_lu_symm_mul_vt_A_v()