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<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>Source: LuInvert</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Source: LuInvert"/>
<meta name="keywords" id="keywords" content=" source: luinvert Luinvert 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='_lu_invert.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>
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</select>
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<option>Up-&gt;</option>
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<option>lu_invert.hpp</option>
</select>
</td>
<td>
<select onchange='choose_down3(this)'>
<option>library-&gt;</option>
<option>ErrorHandler</option>
<option>NearEqual</option>
<option>speed_test</option>
<option>SpeedTest</option>
<option>time_test</option>
<option>NumericType</option>
<option>CheckNumericType</option>
<option>SimpleVector</option>
<option>CheckSimpleVector</option>
<option>nan</option>
<option>pow_int</option>
<option>Poly</option>
<option>LuDetAndSolve</option>
<option>RombergOne</option>
<option>RombergMul</option>
<option>Runge45</option>
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<option>OdeErrControl</option>
<option>OdeGear</option>
<option>OdeGearControl</option>
<option>CppAD_vector</option>
<option>thread_alloc</option>
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</select>
</td>
<td>
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<option>LuDetAndSolve-&gt;</option>
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</td>
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<option>LuInvert-&gt;</option>
<option>lu_invert.cpp</option>
<option>lu_invert.hpp</option>
</select>
</td>
<td>lu_invert.hpp</td>
<td>Headings</td>
</tr></table><br/>



<center><b><big><big>Source: LuInvert</big></big></b></center>
<code><font color="blue"># ifndef CPPAD_LU_INVERT_INCLUDED 
<code><span style='white-space: nowrap'><br/>
</span></code># define CPPAD_LU_INVERT_INCLUDED

<pre style='display:inline'> 
# include &lt;cppad/local/cppad_assert.hpp&gt;
# include &lt;cppad/check_simple_vector.hpp&gt;
# include &lt;cppad/check_numeric_type.hpp&gt;

namespace CppAD { // BEGIN CppAD namespace

// LuInvert
template &lt;typename SizeVector, typename FloatVector&gt;
void LuInvert(
	const SizeVector  &amp;ip, 
	const SizeVector  &amp;jp, 
	const FloatVector &amp;LU,
	FloatVector       &amp;B )
{	size_t k; // column index in X
	size_t p; // index along diagonal in LU
	size_t i; // row index in LU and X

	typedef typename FloatVector::value_type Float;

	// check numeric type specifications
	CheckNumericType&lt;Float&gt;();

	// check simple vector class specifications
	CheckSimpleVector&lt;Float, FloatVector&gt;();
	CheckSimpleVector&lt;size_t, SizeVector&gt;();

	Float etmp;
	
	size_t n = ip.size();
	CPPAD_ASSERT_KNOWN(
		size_t(jp.size()) == n,
		&quot;Error in LuInvert: jp must have size equal to n * n&quot;
	);
	CPPAD_ASSERT_KNOWN(
		size_t(LU.size()) == n * n,
		&quot;Error in LuInvert: Lu must have size equal to n * m&quot;
	);
	size_t m = size_t(B.size()) / n;
	CPPAD_ASSERT_KNOWN(
		size_t(B.size()) == n * m,
		&quot;Error in LuSolve: B must have size equal to a multiple of n&quot;
	);

	// temporary storage for reordered solution
	FloatVector x(n);

	// loop over equations
	for(k = 0; k &lt; m; k++)
	{	// invert the equation c = L * b
		for(p = 0; p &lt; n; p++)
		{	// solve for c[p]
			etmp = B[ ip[p] * m + k ] / LU[ ip[p] * n + jp[p] ];
			B[ ip[p] * m + k ] = etmp;
			// subtract off effect on other variables
			for(i = p+1; i &lt; n; i++)
				B[ ip[i] * m + k ] -=
					etmp * LU[ ip[i] * n + jp[p] ];
		}

		// invert the equation x = U * c
		p = n;
		while( p &gt; 0 )
		{	--p;
			etmp       = B[ ip[p] * m + k ];
			x[ jp[p] ] = etmp;
			for(i = 0; i &lt; p; i++ )
				B[ ip[i] * m + k ] -= 
					etmp * LU[ ip[i] * n + jp[p] ];
		}

		// copy reordered solution into B
		for(i = 0; i &lt; n; i++)
			B[i * m + k] = x[i];
	}
	return;
}
} // END CppAD namespace 
</pre>


# endif
</font></code>


<hr/>Input File: omh/lu_invert_hpp.omh

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