LUDecomposition.h

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// This file is part of the Peano project. For conditions of distribution and
// use, please see the copyright notice at www.peano-framework.org
#pragma once
 
#include "tarch/Assertions.h"
#include "tarch/la/DynamicMatrix.h"
#include "tarch/la/Matrix.h"
#include "tarch/la/Vector.h"
 
#ifdef UseLapack
#include <lapacke.h>
#endif
 
 
namespace tarch {
  namespace la {
    template <int Rows, typename Scalar>
    void lu(Matrix<Rows, Rows, Scalar>& A, Vector<Rows, int>& pivots);
 
    template <int Rows, typename Scalar> void lu(Matrix<Rows, Rows, Scalar>& A);
 
    template <int Rows, typename Scalar>
    Vector<Rows, Scalar> backSubstitution(
      const Matrix<Rows, Rows, Scalar>& R,
      const Vector<Rows, Scalar>&       f
    );
 
    void backSubstitution(const DynamicMatrix& R, const double* f, double* x);
 
    DynamicMatrix invertUpperTriangular(const DynamicMatrix& R);
 
    template <int Rows, typename Scalar>
    Matrix<Rows, Rows, Scalar> invert(const Matrix<Rows, Rows, Scalar>& M);
 
#ifdef UseLapack
    template <int Rows>
    Matrix<Rows, Rows, double> invert(const Matrix<Rows, Rows, double>& M);
#endif
 
    template <typename Scalar>
    Matrix<2, 2, Scalar> invert(const Matrix<2, 2, Scalar>& M);
 
    template <typename Scalar>
    Matrix<3, 3, Scalar> invert(const Matrix<3, 3, Scalar>& M);
 
    template <typename Scalar> double det(const Matrix<2, 2, Scalar>& R);
 
    template <typename Scalar> double det(const Matrix<3, 3, Scalar>& R);
 
  } // namespace la
} // namespace tarch
 
 
#include "tarch/la/LUDecomposition.cpph"