int
gsl_linalg_complex_LU_svx (const gsl_matrix_complex * LU, const gsl_permutation * p, gsl_vector_complex * x)
{
if (LU->size1 != LU->size2)
{
GSL_ERROR ("LU matrix must be square", GSL_ENOTSQR);
}
else if (LU->size1 != p->size)
{
GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN);
}
else if (LU->size1 != x->size)
{
GSL_ERROR ("matrix size must match solution/rhs size", GSL_EBADLEN);
}
else
{
/* Apply permutation to RHS */
gsl_permute_vector_complex (p, x);
/* Solve for c using forward-substitution, L c = P b */
gsl_blas_ztrsv (CblasLower, CblasNoTrans, CblasUnit, LU, x);
/* Perform back-substitution, U x = c */
gsl_blas_ztrsv (CblasUpper, CblasNoTrans, CblasNonUnit, LU, x);
return GSL_SUCCESS;
}
}
int
gsl_linalg_complex_cholesky_svx (const gsl_matrix_complex * cholesky,
gsl_vector_complex * x)
{
if (cholesky->size1 != cholesky->size2)
{
GSL_ERROR ("cholesky matrix must be square", GSL_ENOTSQR);
}
else if (cholesky->size2 != x->size)
{
GSL_ERROR ("matrix size must match solution size", GSL_EBADLEN);
}
else
{
/* solve for y using forward-substitution, L y = b */
gsl_blas_ztrsv (CblasLower, CblasNoTrans, CblasNonUnit, cholesky, x);
/* perform back-substitution, L^H x = y */
gsl_blas_ztrsv (CblasLower, CblasConjTrans, CblasNonUnit, cholesky, x);
return GSL_SUCCESS;
}
} /* gsl_linalg_complex_cholesky_svx() */
/**
* C++ version of gsl_blas_ztrsv().
* @param Uplo Upper or lower triangular
* @param TransA Transpose type
* @param Diag Diagonal type
* @param A A matrix
* @param X A vector
* @return Error code on failure
*/
int ztrsv( CBLAS_UPLO_t Uplo, CBLAS_TRANSPOSE_t TransA, CBLAS_DIAG_t Diag,
matrix_complex const& A, vector_complex& X ){
return gsl_blas_ztrsv( Uplo, TransA, Diag, A.get(), X.get() ); }
