Esempio n. 1
0
bool InvertMatrix(const ublas::matrix<T>& input, ublas::matrix<T>& inverse) 
{
	using namespace boost::numeric::ublas;
	typedef permutation_matrix<std::size_t> pmatrix;
	// create a working copy of the input
	matrix<T> A(input);
	// create a permutation matrix for the LU-factorization
	pmatrix pm(A.size1());


	// perform LU-factorization
	int res = lu_factorize(A,pm);
	if( res != 0 ) return false;


	// create identity matrix of "inverse"
	inverse.assign(ublas::identity_matrix<T>(A.size1()));


	// backsubstitute to get the inverse
	lu_substitute(A, pm, inverse);


	return true;
}
bool LS::Regression::InvertMatrix (const ublas::matrix<double>& input, ublas::matrix<double>& inverse) 
{  
	typedef ublas::permutation_matrix<std::size_t> pmatrix; 
	// create a working copy of the input 
	ublas::matrix<double> A(input); 
	// create a permutation matrix for the LU-factorization 
	pmatrix pm(A.size1()); 
	// perform LU-factorization 
	int res = lu_factorize(A,pm); 
	if( res != 0 )
		return false; 
	// create identity matrix of "inverse" 
	inverse.assign(ublas::identity_matrix<double>(A.size1())); 
	// backsubstitute to get the inverse 
	lu_substitute(A, pm, inverse); 
	return true; 
}