dmat34.cpp File Reference

(Last Changed on July 03, 2022 for git-revision 63d0f490b6e317ee99ec9e5e7109924918282c58.)

#include <fvar.hpp>

Go to the source code of this file.

Macros
#define	TINY   1.0e-20;

Functions
dvector	csolve (const dmatrix &aa, const dvector &z)
	Solve a linear system using LU decomposition. More...
void	dmdv_solve (void)
	Adjoint code for dvar_vector solve(const dvar_matrix& aa, const dvar_vector& z,. More...
dvector	solve (const dmatrix &aa, const dvector &z)
	Solve a linear system using LU decomposition. More...
dvector	solve (const dmatrix &aa, const dvector &z, const double &_ln_unsigned_det, double &sign)
	Solve a linear system using LU decomposition. More...

Macro Definition Documentation

#define TINY   1.0e-20;

Id:

dmat34.cpp 789 2010-10-05 01:01:09Z johnoel

Author: David Fournier Copyright (c) 2009-2012 ADMB Foundation

Definition at line 27 of file dmat34.cpp.

Referenced by solve().

Function Documentation

dvector csolve	(	const dmatrix &	aa,
		const dvector &	z
	)

Solve a linear system using LU decomposition.

Definition at line 32 of file dmat34.cpp.

void dmdv_solve

(

void

)

Adjoint code for dvar_vector solve(const dvar_matrix& aa, const dvar_vector& z,.

Definition at line 339 of file fvar_m24.cpp.

Referenced by solve().

dvector solve	(	const dmatrix &	aa,
		const dvector &	z
	)

Solve a linear system using LU decomposition.

Parameters

aa	A dmatrix containing LU decomposition of input matrix. .
z	A dvector containing the RHS, of the linear equation , to be solved.

Returns

A dvector containing solution vector .

Definition at line 46 of file dmat34.cpp.

Referenced by laplace_approximation_calculator::banded_calculations(), laplace_approximation_calculator::banded_calculations_lme(), laplace_approximation_calculator::banded_calculations_trust_region_approach(), laplace_approximation_calculator::block_diagonal_calculations(), csolve(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), df1b2function_tweaker::df1b2function_tweaker(), dfunction_tweaker::dfunction_tweaker(), laplace_approximation_calculator::do_newton_raphson_banded(), laplace_approximation_calculator::do_separable_stuff_laplace_approximation_importance_sampling_adjoint(), laplace_approximation_calculator::do_separable_stuff_newton_raphson_block_diagonal(), laplace_approximation_calculator::do_separable_stuff_x_u_block_diagonal(), expm(), function_tweaker::function_tweaker(), function_minimizer::hess_routine_noparallel_random_effects(), quadratic_prior::operator=(), df1b2quadratic_prior::operator=(), safe_choleski_solver::solve(), solve(), and function_minimizer::trust_region_update().

dvector solve	(	const dmatrix &	aa,
		const dvector &	z,
		const double &	_ln_unsigned_det,
		double &	sign
	)

Solve a linear system using LU decomposition.

Parameters

aa	A dmatrix containing LU decomposition of input matrix. .
z	A dvector containing the RHS, of the linear equation , to be solved.
_ln_unsigned_deg
sign

Returns

A dvector containing solution vector .

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 2

Definition at line 66 of file dmat34.cpp.