lr.hh File Reference

This file implements LU decomposition. More...

#include "vector.hh"
#include "densematrix.hh"

Go to the source code of this file.

Functions
template<class T >
void	hdnum::lr (DenseMatrix< T > &A, Vector< std::size_t > &p)
	compute lr decomposition of A with first nonzero pivoting
template<class T >
T	hdnum::abs (const T &t)
	our own abs class that works also for multiprecision types
template<class T >
void	hdnum::lr_partialpivot (DenseMatrix< T > &A, Vector< std::size_t > &p)
	lr decomposition of A with column pivoting
template<class T >
void	hdnum::lr_fullpivot (DenseMatrix< T > &A, Vector< std::size_t > &p, Vector< std::size_t > &q)
	lr decomposition of A with full pivoting
template<class T >
void	hdnum::permute_forward (const Vector< std::size_t > &p, Vector< T > &b)
	apply permutations to a right hand side vector
template<class T >
void	hdnum::permute_backward (const Vector< std::size_t > &q, Vector< T > &z)
	apply permutations to a solution vector
template<class T >
void	hdnum::row_equilibrate (DenseMatrix< T > &A, Vector< T > &s)
	perform a row equilibration of a matrix; return scaling for later use
template<class T >
void	hdnum::apply_equilibrate (Vector< T > &s, Vector< T > &b)
	apply row equilibration to right hand side vector
template<class T >
void	hdnum::solveL (const DenseMatrix< T > &A, Vector< T > &x, const Vector< T > &b)
	Assume L = lower triangle of A with l_ii=1, solve L x = b.
template<class T >
void	hdnum::solveR (const DenseMatrix< T > &A, Vector< T > &x, const Vector< T > &b)
	Assume R = upper triangle of A and solve R x = b.
template<class T >
void	hdnum::linsolve (DenseMatrix< T > &A, Vector< T > &x, Vector< T > &b)
	a complete solver; Note A, x and b are modified!

Detailed Description

This file implements LU decomposition.