/usr/include/shark/LinAlg/solveTriangular.h is in libshark-dev 3.0.1+ds1-2ubuntu1.
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/*!
*
*
* \brief Some operations for matrices.
*
*
*
*
* \author O. Krause
* \date 2011
*
*
* \par Copyright 1995-2015 Shark Development Team
*
* <BR><HR>
* This file is part of Shark.
* <http://image.diku.dk/shark/>
*
* Shark is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published
* by the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Shark 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 Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with Shark. If not, see <http://www.gnu.org/licenses/>.
*
*/
//===========================================================================
#ifndef SHARK_LINALG_SOLVE_TRIANGULAR_SYSTEM_H
#define SHARK_LINALG_SOLVE_TRIANGULAR_SYSTEM_H
#include <shark/LinAlg/Base.h>
namespace shark{ namespace blas{
//a few flags governing which type of system is to be solved
///\brief Flag indicating that a system AX=B is to be solved
struct SolveAXB{
static const bool left = true;
};
///\brief Flag indicating that a system XA=B is to be solved
struct SolveXAB{
static const bool left = false;
};
/// \brief In-place triangular linear equation solver.
///
///solves a System of linear equations Ax=b or xA=b
///where A is a lower or upper triangular matrix
///The solution is stored in b afterwards.
///Be aware, that the matrix must have full rank!
///This call needs to template parameters indicating which type of
///system is to be solved : Ax=b or xA=b
///The second flag indicates which type of diagonal is used:
///lower unit, upper unit or non unit lower/upper.
template<class System, class DiagType,class MatT,class VecT>
void solveTriangularSystemInPlace(
const matrix_expression<MatT>& A,
vector_expression<VecT>& b
);
/// \brief In-place triangular linear equation solver.
///
///Solves multiple systems of linear equations
///Ax_1=b_1
///Ax_1=b_2
///...
///=>AX=B or XA=B
///where A is a lower or upper triangular m x m matrix.
///And B = (b_1 b_2 ... b_n) is a m x n matrix.
///The result of X is stored in B afterwards.
///Be aware, that the matrix must have full rank!
///This call needs two template parameters indicating which type of
///system is to be solved : Ax=b or xA=b
///The second flag indicates which type of diagonal is used:
///lower unit, upper unit or non unit lower/upper.
template<class System, class DiagType,class MatA,class MatB>
void solveTriangularSystemInPlace(
const matrix_expression<MatA>& A,
matrix_expression<MatB>& B
);
/// \brief In-Place solver if A was already cholesky decomposed
///Solves multiple systems of linear equations
///Ax_1=b_1
///Ax_1=b_2
///...
///=>AX=B or XA=B
///given an A which was already Cholesky-decomposed as
///A=LL^T where L is a lower triangular matrix.
template<class System,class MatL,class MatB>
void solveTriangularCholeskyInPlace(
const matrix_expression<MatL>&L,
matrix_expression<MatB>& B
);
/// \brief In-Place solver if A was already cholesky decomposed
///Solves system of linear equations
///Ax=b
///given an A which was already Cholesky-decomposed as
///A=LL^T where L is a lower triangular matrix.
template<class System,class MatL,class VecB>
void solveTriangularCholeskyInPlace(
const matrix_expression<MatL>& L,
vector_expression<VecB>& b
);
}}
#include "Impl/solveTriangular.inl"
#endif
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