int
gsl_linalg_pcholesky_solve(const gsl_matrix * LDLT,
const gsl_permutation * p,
const gsl_vector * b,
gsl_vector * x)
{
if (LDLT->size1 != LDLT->size2)
{
GSL_ERROR ("LDLT matrix must be square", GSL_ENOTSQR);
}
else if (LDLT->size1 != p->size)
{
GSL_ERROR ("matrix size must match permutation size", GSL_EBADLEN);
}
else if (LDLT->size1 != b->size)
{
GSL_ERROR ("matrix size must match b size", GSL_EBADLEN);
}
else if (LDLT->size2 != x->size)
{
GSL_ERROR ("matrix size must match solution size", GSL_EBADLEN);
}
else
{
int status;
gsl_vector_memcpy (x, b);
status = gsl_linalg_pcholesky_svx (LDLT, p, x);
return status;
}
}
/* x := A^{-1} x = A^{-t} x, A = L D L^T */
static int
cholesky_LDLT_Ainv(CBLAS_TRANSPOSE_t TransA, gsl_vector * x, void * params)
{
int status;
pcholesky_params *par = (pcholesky_params *) params;
(void) TransA; /* unused parameter warning */
status = gsl_linalg_pcholesky_svx(par->LDLT, par->perm, x);
return status;
}
int
gsl_linalg_pcholesky_svx2(const gsl_matrix * LDLT,
const gsl_permutation * p,
const gsl_vector * S,
gsl_vector * x)
{
if (LDLT->size1 != LDLT->size2)
{
GSL_ERROR ("LDLT matrix must be square", GSL_ENOTSQR);
}
else if (LDLT->size1 != p->size)
{
GSL_ERROR ("matrix size must match permutation size", GSL_EBADLEN);
}
else if (LDLT->size1 != S->size)
{
GSL_ERROR ("matrix size must match S", GSL_EBADLEN);
}
else if (LDLT->size2 != x->size)
{
GSL_ERROR ("matrix size must match solution size", GSL_EBADLEN);
}
else
{
int status;
/* x := S b */
gsl_vector_mul(x, S);
/* solve: A~ x~ = b~, with A~ = S A S, b~ = S b */
status = gsl_linalg_pcholesky_svx(LDLT, p, x);
if (status)
return status;
/* compute: x = S x~ */
gsl_vector_mul(x, S);
return GSL_SUCCESS;
}
}
