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det_by_lu.hpp.xml @upstream/2015.00.00.7 — raw · history · blame
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 | <?xml version='1.0'?> <html xmlns='http://www.w3.org/1999/xhtml' xmlns:math='http://www.w3.org/1998/Math/MathML' > <head> <title>Source: det_by_lu</title> <meta http-equiv='Content-Type' content='text/html' charset='utf-8'/> <meta name="description" id="description" content="Source: det_by_lu"/> <meta name="keywords" id="keywords" content=" source: det_by_lu source "/> <style type='text/css'> body { color : black } body { background-color : white } A:link { color : blue } A:visited { color : purple } A:active { color : purple } </style> <script type='text/javascript' language='JavaScript' src='_det_by_lu.hpp_xml.js'> </script> </head> <body> <table><tr> <td> <a href="http://www.coin-or.org/CppAD/" target="_top"><img border="0" src="_image.gif"/></a> </td> <td><a href="det_by_lu.cpp.xml" target="_top">Prev</a> </td><td><a href="det_of_minor.xml" target="_top">Next</a> </td><td> <select onchange='choose_across0(this)'> <option>Index-></option> <option>contents</option> <option>reference</option> <option>index</option> <option>search</option> <option>external</option> </select> </td> <td> <select onchange='choose_up0(this)'> <option>Up-></option> <option>CppAD</option> <option>speed</option> <option>speed_utility</option> <option>det_by_lu</option> <option>det_by_lu.hpp</option> </select> </td> <td> <select onchange='choose_down3(this)'> <option>speed-></option> <option>speed_main</option> <option>speed_utility</option> <option>speed_double</option> <option>speed_adolc</option> <option>speed_cppad</option> <option>speed_fadbad</option> <option>speed_sacado</option> </select> </td> <td> <select onchange='choose_down2(this)'> <option>speed_utility-></option> <option>det_by_lu</option> <option>det_of_minor</option> <option>det_by_minor</option> <option>det_33</option> <option>det_grad_33</option> <option>mat_sum_sq</option> <option>ode_evaluate</option> <option>sparse_jac_fun</option> <option>sparse_hes_fun</option> <option>uniform_01</option> </select> </td> <td> <select onchange='choose_down1(this)'> <option>det_by_lu-></option> <option>det_by_lu.cpp</option> <option>det_by_lu.hpp</option> </select> </td> <td>det_by_lu.hpp</td> <td>Headings</td> </tr></table><br/> <center><b><big><big>Source: det_by_lu</big></big></b></center> <code><font color="blue"># ifndef CPPAD_DET_BY_LU_INCLUDED <code><span style='white-space: nowrap'><br/> </span></code># define CPPAD_DET_BY_LU_INCLUDED <pre style='display:inline'> # include <cppad/cppad.hpp> # include <complex> // BEGIN CppAD namespace namespace CppAD { // The AD complex case is used by examples by not used by speed tests // Must define a specializatgion of LeqZero,AbsGeq for the ADComplex case typedef std::complex<double> Complex; typedef CppAD::<a href="ad.xml" target="_top">AD</a><Complex> ADComplex; CPPAD_BOOL_UNARY(Complex, LeqZero ) CPPAD_BOOL_BINARY(Complex, AbsGeq ) template <class Scalar> class det_by_lu { private: const size_t m_; const size_t n_; <a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(Scalar) A_; <a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(Scalar) B_; <a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>(Scalar) X_; public: det_by_lu(size_t n) : m_(0), n_(n), A_(n * n) { } template <class Vector> inline Scalar operator()(const Vector &x) { using CppAD::exp; Scalar logdet; Scalar det; int signdet; size_t i; // copy matrix so it is not overwritten for(i = 0; i < n_ * n_; i++) A_[i] = x[i]; // comput log determinant signdet = CppAD::LuSolve( n_, m_, A_, B_, X_, logdet); /* // Do not do this for speed test because it makes floating // point operation sequence very simple. if( signdet == 0 ) det = 0; else det = Scalar( signdet ) * exp( logdet ); */ // convert to determinant det = Scalar( signdet ) * exp( logdet ); # ifdef FADBAD // Fadbad requires tempories to be set to constants for(i = 0; i < n_ * n_; i++) A_[i] = 0; # endif return det; } }; } // END CppAD namespace </pre> # endif </font></code> <hr/>Input File: omh/det_by_lu_hpp.omh </body> </html> |