126 lines
3.7 KiB
C++
126 lines
3.7 KiB
C++
/*
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* Oct-file for bringing MATLAB's linsolve function to Octave.
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*
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* The implementation is incomplete:
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* - it only knows about the TRANSA, LT, UT and SYM options
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* - it only works with square matrices
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* - it only works on double matrices (no single precision or complex)
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*
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* Written by Sébastien Villemot <sebastien@dynare.org>.
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*/
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/*
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* Copyright (C) 2012-2013 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <octave/oct.h>
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#include <octave/ov-struct.h>
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DEFUN_DLD(linsolve, args, nargout, "-*- texinfo -*-\n\
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@deftypefn {Loadable Function} @var{x} = linsolve (@var{a}, @var{b})\n\
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@deftypefnx {Loadable Function} [ @var{x}, @var{r} ] = linsolve (@var{a}, @var{b})\n\
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@deftypefnx {Loadable Function} @var{x} = linsolve (@var{a}, @var{b}, @var{options})\n\
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@deftypefnx {Loadable Function} [ @var{x}, @var{r} ] = linsolve (@var{a}, @var{b}, @var{options})\n\
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\n\
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Solves the linear system @math{A*X = B} and returns @var{X}.\n\
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\n\
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Alternatively, if @var{options} is provided and has a field @code{TRANSA} equal \
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to @code{true}, then it solves the system @math{A'*X = B}.\n\
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\n\
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Also, the @code{LT} field of @var{options} (resp. the @code{UT} field) can be set \
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to @code{true} to indicate that the matrix @var{a} is lower (resp. upper) \
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triangular; similarly, the @code{SYM} field can be set to @code{true} to \
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indicate that the matrix is symmetric.\n\
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\n\
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If requested, @var{r} will contain the reciprocal condition number.\n\
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@end deftypefn\n\
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")
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{
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int nargin = args.length();
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octave_value_list retval;
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if (nargin > 3 || nargin < 2 || nargout > 2)
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{
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print_usage();
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return retval;
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}
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Matrix A = args(0).matrix_value();
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Matrix B = args(1).matrix_value();
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if (error_state)
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return retval;
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dim_vector dimA = A.dims();
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dim_vector dimB = B.dims();
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if (dimA(0) != dimB(0))
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{
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error("linsolve: must have same number of lines in A and B");
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return retval;
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}
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if (dimA(0) != dimA(1))
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{
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error("linsolve: rectangular A not yet supported");
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return retval;
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}
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MatrixType typA;
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typA.mark_as_full();
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bool transa = false;
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if (nargin == 3)
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{
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octave_scalar_map opts = args(2).scalar_map_value();
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if (error_state)
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return retval;
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octave_value tmp = opts.contents("TRANSA");
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transa = tmp.is_defined() && tmp.bool_matrix_value().elem(0);
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tmp = opts.contents("UT");
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if (tmp.is_defined() && tmp.bool_matrix_value().elem(0))
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typA.mark_as_upper_triangular();
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tmp = opts.contents("LT");
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if (tmp.is_defined() && tmp.bool_matrix_value().elem(0))
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typA.mark_as_lower_triangular();
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tmp = opts.contents("SYM");
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if (tmp.is_defined() && tmp.bool_matrix_value().elem(0))
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typA.mark_as_symmetric();
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}
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double rcond;
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octave_idx_type info;
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retval(0) = A.solve(typA, B, info, rcond, NULL, true, transa ? blas_trans : blas_no_trans);
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if (nargout == 2)
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{
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if (dimB(1) > 0)
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retval(1) = rcond;
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else // If B has zero columns, A.solve() apparently does not compute A's rcond
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retval(1) = A.rcond();
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}
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return retval;
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}
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