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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: LuSolve</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Source: LuSolve"/>
<meta name="keywords" id="keywords" content=" source: lusolve Lusolve 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_solve.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>
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<option>search</option>
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</select>
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<option>Up-&gt;</option>
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<option>lu_solve.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>
<option>Rosen34</option>
<option>OdeErrControl</option>
<option>OdeGear</option>
<option>OdeGearControl</option>
<option>CppAD_vector</option>
<option>thread_alloc</option>
<option>index_sort</option>
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<option>LuRatio</option>
</select>
</td>
<td>
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<option>LuDetAndSolve-&gt;</option>
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</select>
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<option>LuSolve-&gt;</option>
<option>lu_solve.cpp</option>
<option>lu_solve.hpp</option>
</select>
</td>
<td>lu_solve.hpp</td>
<td>Headings</td>
</tr></table><br/>



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

<pre style='display:inline'> 
# include &lt;complex&gt;
# include &lt;vector&gt;

// link exp for float and double cases
# include &lt;cppad/base_require.hpp&gt;

# include &lt;cppad/local/cppad_assert.hpp&gt;
# include &lt;cppad/check_simple_vector.hpp&gt;
# include &lt;cppad/check_numeric_type.hpp&gt;
# include &lt;cppad/lu_factor.hpp&gt;
# include &lt;cppad/lu_invert.hpp&gt;

namespace CppAD { // BEGIN CppAD namespace

// LeqZero
template &lt;typename Float&gt;
inline bool LeqZero(const Float &amp;x)
{	return x &lt;= Float(0); }
inline bool LeqZero( const std::complex&lt;double&gt; &amp;x )
{	return x == std::complex&lt;double&gt;(0); }
inline bool LeqZero( const std::complex&lt;float&gt; &amp;x )
{	return x == std::complex&lt;float&gt;(0); }

// LuSolve
template &lt;typename Float, typename FloatVector&gt;
int LuSolve(
	size_t             n      ,
	size_t             m      , 
	const FloatVector &amp;A      , 
	const FloatVector &amp;B      , 
	FloatVector       &amp;X      , 
	Float        &amp;logdet      )
{	
	// check numeric type specifications
	CheckNumericType&lt;Float&gt;();

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

	size_t        p;       // index of pivot element (diagonal of L)
	int     signdet;       // sign of the determinant
	Float     pivot;       // pivot element

	// the value zero
	const Float zero(0);

	// pivot row and column order in the matrix
	std::vector&lt;size_t&gt; ip(n);
	std::vector&lt;size_t&gt; jp(n);

	// -------------------------------------------------------
	CPPAD_ASSERT_KNOWN(
		size_t(A.size()) == n * n,
		&quot;Error in LuSolve: A must have size equal to n * n&quot;
	);
	CPPAD_ASSERT_KNOWN(
		size_t(B.size()) == n * m,
		&quot;Error in LuSolve: B must have size equal to n * m&quot;
	);
	CPPAD_ASSERT_KNOWN(
		size_t(X.size()) == n * m,
		&quot;Error in LuSolve: X must have size equal to n * m&quot;
	);
	// -------------------------------------------------------

	// copy A so that it does not change
	FloatVector Lu(A);

	// copy B so that it does not change
	X = B;

	// Lu factor the matrix A
	signdet = LuFactor(ip, jp, Lu);

	// compute the log of the determinant
	logdet  = Float(0);
	for(p = 0; p &lt; n; p++)
	{	// pivot using the max absolute element
		pivot   = Lu[ ip[p] * n + jp[p] ];

		// check for determinant equal to zero
		if( pivot == zero )
		{	// abort the mission
			logdet = Float(0);
			return   0;
		}

		// update the determinant
		if( LeqZero ( pivot ) )
		{	logdet += log( - pivot );
			signdet = - signdet;
		}
		else	logdet += log( pivot );

	}

	// solve the linear equations
	LuInvert(ip, jp, Lu, X);

	// return the sign factor for the determinant
	return signdet;
}
} // END CppAD namespace 
</pre>


# endif
</font></code>


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

</body>
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