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fvar_ma4.cpp File Reference

(* $Id: fvar_ma4.cpp 789 2010-10-05 01:01:09Z johnoel $)

#include "fvar.hpp"
#include <math.h>

Go to the source code of this file.

Functions

void lubksb (dvar_matrix a, const ivector &indx, dvar_vector b)
 LU decomposition back susbstitution alogrithm for variable object.
void ludcmp (const dvar_matrix &_a, const ivector &_indx, const prevariable &_d)
 Lu decomposition of a variable matrix.

Variables

static double eps0 = 1.e-50

Function Documentation

void lubksb ( dvar_matrix  a,
const ivector indx,
dvar_vector  b 
)

LU decomposition back susbstitution alogrithm for variable object.

Parameters:
aA dmatrix containing LU decomposition of input matrix. $a$.
indxPermutation vector from ludcmp.
bA dvector containing the RHS, $b$ of the linear equation $A\cdot X = B$, to be solved, and containing on return the 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 125 of file fvar_ma4.cpp.

void ludcmp ( const dvar_matrix _a,
const ivector _indx,
const prevariable _d 
)

Lu decomposition of a variable matrix.

Parameters:
_aA dmatrix; replaced by the by its resulting LU decomposition
_indxAn ivector containing the row permutations generated by partial pivoting
_dA double containing -1 or +1 depending whether the number of row interchanges was even or odd, repectively.

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

Definition at line 23 of file fvar_ma4.cpp.


Variable Documentation

double eps0 = 1.e-50 [static]
Id:
fvar_ma4.cpp 789 2010-10-05 01:01:09Z johnoel

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

Definition at line 10 of file fvar_ma4.cpp.

Referenced by ludcmp().