/usr/include/sinverse.h is in libalglib-dev 2.6.0-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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Copyright (c) 1992-2007 The University of Tennessee. All rights reserved.
Contributors:
* Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
pseudocode.
See subroutines comments for additional copyrights.
>>> SOURCE LICENSE >>>
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation (www.fsf.org); either version 2 of the
License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses
>>> END OF LICENSE >>>
*************************************************************************/
#ifndef _sinverse_h
#define _sinverse_h
#include "ap.h"
#include "ialglib.h"
#include "sblas.h"
#include "ldlt.h"
/*************************************************************************
Inversion of a symmetric indefinite matrix
The algorithm gets an LDLT-decomposition as an input, generates matrix A^-1
and saves the lower or upper triangle of an inverse matrix depending on the
input (U*D*U' or L*D*L').
Input parameters:
A - LDLT-decomposition of the matrix,
Output of subroutine SMatrixLDLT.
N - size of matrix A.
IsUpper - storage format. If IsUpper = True, then the symmetric matrix
is given as decomposition A = U*D*U' and this decomposition
is stored in the upper triangle of matrix A and on the main
diagonal, and the lower triangle of matrix A is not used.
Pivots - a table of permutations, output of subroutine SMatrixLDLT.
Output parameters:
A - inverse of the matrix, whose LDLT-decomposition was stored
in matrix A as a subroutine input.
Array with elements [0..N-1, 0..N-1].
If IsUpper = True, then A contains the upper triangle of
matrix A^-1, and the elements below the main diagonal are
not used nor changed. The same applies if IsUpper = False.
Result:
True, if the matrix is not singular.
False, if the matrix is singular and could not be inverted.
-- LAPACK routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
March 31, 1993
*************************************************************************/
bool smatrixldltinverse(ap::real_2d_array& a,
const ap::integer_1d_array& pivots,
int n,
bool isupper);
/*************************************************************************
Inversion of a symmetric indefinite matrix
Given a lower or upper triangle of matrix A, the algorithm generates
matrix A^-1 and saves the lower or upper triangle depending on the input.
Input parameters:
A - matrix to be inverted (upper or lower triangle).
Array with elements [0..N-1, 0..N-1].
N - size of matrix A.
IsUpper - storage format. If IsUpper = True, then the upper
triangle of matrix A is given, otherwise the lower
triangle is given.
Output parameters:
A - inverse of matrix A.
Array with elements [0..N-1, 0..N-1].
If IsUpper = True, then A contains the upper triangle of
matrix A^-1, and the elements below the main diagonal are
not used nor changed.
The same applies if IsUpper = False.
Result:
True, if the matrix is not singular.
False, if the matrix is singular and could not be inverted.
-- LAPACK routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
March 31, 1993
*************************************************************************/
bool smatrixinverse(ap::real_2d_array& a, int n, bool isupper);
bool inverseldlt(ap::real_2d_array& a,
const ap::integer_1d_array& pivots,
int n,
bool isupper);
bool inversesymmetricindefinite(ap::real_2d_array& a, int n, bool isupper);
#endif
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