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fvar_m24.cpp File Reference

(* $Id: fvar_m24.cpp 789 2010-10-05 01:01:09Z johnoel $)

#include <fvar.hpp>

Go to the source code of this file.

Defines

#define TINY   1.0e-20;

Functions

void dmdv_solve (void)
 Adjoint code for dvar_vector solve(const dvar_matrix& aa, const dvar_vector& z,.
dvar_vector solve (const dvar_matrix &aa, const dvar_vector &z, prevariable &ln_unsigned_det, const prevariable &_sign)
 Solve a linear sysgem using LU decomposition.
dvar_vector solve (const dvar_matrix &aa, const dvar_vector &z)
 Solve a linear system using LU decomposition.

Define Documentation

#define TINY   1.0e-20;
Id:
fvar_m24.cpp 789 2010-10-05 01:01:09Z johnoel

Author: Unknown

Definition at line 22 of file fvar_m24.cpp.

Referenced by solve().


Function Documentation

void dmdv_solve ( void  )

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

Definition at line 244 of file fvar_m24.cpp.

Referenced by solve().

dvar_vector solve ( const dvar_matrix aa,
const dvar_vector z,
prevariable ln_unsigned_det,
const prevariable _sign 
)

Solve a linear sysgem using LU decomposition.

Parameters:
aaA dvar_matrix containing LU decomposition of input matrix. $a$.
zA dvar_vector containing the RHS, $b$ of the linear equation $A\cdot X = B$, to be solved.
_ln_unsigned_deg
sign
Returns:
A dvar_vector containing solution vector $X$.

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

Definition at line 52 of file fvar_m24.cpp.

dvar_vector solve ( const dvar_matrix aa,
const dvar_vector z 
)

Solve a linear system using LU decomposition.

Parameters:
aaA dvar_matrix containing LU decomposition of input matrix. $a$.
zA dvar_vector containing the RHS, $b$ of the linear equation $A\cdot X = B$, to be solved.
Returns:
A dvar_vector containing solution vector $X$.

Definition at line 33 of file fvar_m24.cpp.